625.695.81 - Time Series Analysis

Course Structure

The course materials are divided into modules which can be accessed by clicking Course Modules on the left menu. A module will have several sections including the overview, content, readings, discussions, and assignments. You are encouraged to preview all sections of the module before starting. Most modules run for a period of seven (7) days, exceptions are noted in the Course Outline. You should regularly check the Calendar and Announcements for assignment due dates

Course Topics

• Analyze datasets to construct plausible time series models
• Estimate parameters of ARMA and ARIMA models
• Model and forecast with ARMA, ARIMA and SARIMA processes
• Analyze multivariate time series models

Course Goals

This course will provide students with a theoretical foundation in the analysis of time series in the time domain including identification, estimation, and prediction in several well-established time series models.

Course Learning Outcomes (CLOs)

• Analyze data to construct plausible time series models
• Use methods developed in the course to estimate parameters in certain time series models.

Textbooks

Peter J. Brockwell and Richard A. Davis (2016). Introduction to Time Series and Forecasting (3nd ed.) Springer

ISBN-13: 978-3-319-29852-8

Student Coursework Requirements

It is expected that each module will take approximately 7–10 hours per week to complete. Here is an approximate breakdown: reading the assigned sections of the texts (approximately 3–4 hours per week) as well as some outside reading, listening to the audio annotated slide presentations (approximately 2–3 hours per week), and writing assignments (approximately 2–3 hours per week).

This course will consist of the following basic student requirements:

Preparation and Participation (10% of Final Grade Calculation)

You are responsible for carefully reading all assigned material and being prepared for discussion. The majority of readings are from the course text. Additional reading may be assigned to supplement text readings.

Post your initial response to the discussion questions by the evening of day 3 for that module week. Posting a response to the discussion question is part one of your grade for module discussions (i.e., Timeliness).

Part two of your grade for module discussion is your interaction (i.e., responding to classmate postings with thoughtful responses) with at least two classmates (i.e., Critical Thinking). Just posting your response to a discussion question is not sufficient; we want you to interact with your classmates. Be detailed in your postings and in your responses to your classmates' postings. Feel free to agree or disagree with your classmates. Please ensure that your postings are civil and constructive.

I/We will monitor module discussions and will respond to some of the discussions as discussions are posted. In some instances, I/we will summarize the overall discussions and post the summary for the module.

Evaluation of preparation and participation is based on contribution to discussions.

Preparation and participation is evaluated by the following grading elements:

1. Timeliness (50%)
2. Critical Thinking (50%)

Preparation and participation is graded as follows:

• 100–90 = A—Timeliness [regularly participates; all required postings; early in discussion; throughout the discussion]; Critical Thinking [rich in content; full of thoughts, insight, and analysis].
• 89–80 = B—Timeliness [frequently participates; all required postings; some not in time for others to read and respond]; Critical Thinking [substantial information; thought, insight, and analysis has taken place].
• 79–70 = C—Timeliness [infrequently participates; all required postings; most at the last minute without allowing for response time]; Critical Thinking [generally competent; information is thin and commonplace].
• <70 = F—Timeliness [rarely participates; some, or all required postings missing]; Critical Thinking [rudimentary and superficial; no analysis or insight is displayed].
  

Assignments (30% of Final Grade Calculation)

Weekly assignments are automated and randomized. 

All assignments are due according to the dates in the Calendar.

Course Project (10% of Final Grade Calculation)

A course project will be assigned several weeks into the course. The next-to-the-last week will be devoted to the course project.

The course project is evaluated by the following grading elements:

1. Student preparation and participation (as described in Course Project Description) (40%)
2. Student technical understanding of the course project topic (as related to individual role that the student assumes and described in the Course Project Description) (20%)
3. Team preparation and participation (as described in Course Project Description) (20%)
4. Team technical understanding of the course project topic (as related to the Customer Team roles assumed by the students and the Seller Team roles assumed by the students and described in the Course Project Description) (20%)

Course Project is graded as follows:

• 100–90 = A—Student Preparation and Participation/ Team Preparation and Participation [individual/ team roles and responsibilities well defined and understood; individual/ team well versed in use of Adobe Connect; individual/ team work product(s) agreed to, well prepared and available to all team members/ instructors]; Student Understanding/ Team Understanding [rich in content; full of thought, insight, and analysis].
• 89–80 = B—Student Preparation and Participation/ Team Preparation and Participation [individual/ team roles and responsibilities well defined and understood; individual/ team well versed in use of Adobe Connect; individual/ team work product(s) agreed to and prepared]; Student Understanding/ Team Understanding [substantial information; thought, insight, and analysis has taken place].
• 79–70 = C—Student Preparation and Participation/ Team Preparation and Participation [individual/ team roles and responsibilities agreed to; individual/ team well versed in use of Adobe Connect; individual/ team work product(s) prepared]; Student Understanding/ Team Understanding [generally competent; information is thin and commonplace].
• <70 = F—Student Preparation and Participation/ Team Preparation and Participation [individual/ team roles and responsibilities not well understood; individual/ team has difficult with use of Adobe Connect; individual/ team work product(s) partially prepared]; Student Understanding/ Team Understanding [rudimentary and superficial; no analysis or insight displayed].
  

Exams (50% of Final Grade Calculation, combined from 25% for Midterm and 25% for Final)

The midterm exam will be available in Module 7 and the final exam will be available in the next-to-last Module. You will have one week to complete the exams and they will be due by 5PM exactly one week from their release. You may use the course text to complete the exams.

Grading Policy

Academic Policies

Deadlines for Adding, Dropping and Withdrawing from Courses

Students may add a course up to one week after the start of the term for that particular course. Students may drop courses according to the drop deadlines outlined in the EP academic calendar (https://ep.jhu.edu/student-services/academic-calendar/). Between the 6th week of the class and prior to the final withdrawal deadline, a student may withdraw from a course with a W on their academic record. A record of the course will remain on the academic record with a W appearing in the grade column to indicate that the student registered and withdrew from the course.

Academic Misconduct Policy

All students are required to read, know, and comply with the Johns Hopkins University Krieger School of Arts and Sciences (KSAS) / Whiting School of Engineering (WSE) Procedures for Handling Allegations of Misconduct by Full-Time and Part-Time Graduate Students.

This policy prohibits academic misconduct, including but not limited to the following: cheating or facilitating cheating; plagiarism; reuse of assignments; unauthorized collaboration; alteration of graded assignments; and unfair competition. Course materials (old assignments, texts, or examinations, etc.) should not be shared unless authorized by the course instructor. Any questions related to this policy should be directed to EP’s academic integrity officer at ep-academic-integrity@jhu.edu.

Students with Disabilities - Accommodations and Accessibility

Johns Hopkins University values diversity and inclusion. We are committed to providing welcoming, equitable, and accessible educational experiences for all students. Students with disabilities (including those with psychological conditions, medical conditions and temporary disabilities) can request accommodations for this course by providing an Accommodation Letter issued by Student Disability Services (SDS). Please request accommodations for this course as early as possible to provide time for effective communication and arrangements.

For further information or to start the process of requesting accommodations, please contact Student Disability Services at Engineering for Professionals, ep-disability-svcs@jhu.edu.

Student Conduct Code

The fundamental purpose of the JHU regulation of student conduct is to promote and to protect the health, safety, welfare, property, and rights of all members of the University community as well as to promote the orderly operation of the University and to safeguard its property and facilities. As members of the University community, students accept certain responsibilities which support the educational mission and create an environment in which all students are afforded the same opportunity to succeed academically. 

For a full description of the code please visit the following website: https://studentaffairs.jhu.edu/policies-guidelines/student-code/

Classroom Climate

JHU is committed to creating a classroom environment that values the diversity of experiences and perspectives that all students bring. Everyone has the right to be treated with dignity and respect. Fostering an inclusive climate is important. Research and experience show that students who interact with peers who are different from themselves learn new things and experience tangible educational outcomes. At no time in this learning process should someone be singled out or treated unequally on the basis of any seen or unseen part of their identity. 
 
If you have concerns in this course about harassment, discrimination, or any unequal treatment, or if you seek accommodations or resources, please reach out to the course instructor directly. Reporting will never impact your course grade. You may also share concerns with your program chair, the Assistant Dean for Diversity and Inclusion, or the Office of Institutional Equity. In handling reports, people will protect your privacy as much as possible, but faculty and staff are required to officially report information for some cases (e.g. sexual harassment).

Course Auditing

When a student enrolls in an EP course with “audit” status, the student must reach an understanding with the instructor as to what is required to earn the “audit.” If the student does not meet those expectations, the instructor must notify the EP Registration Team [EP-Registration@exchange.johnshopkins.edu] in order for the student to be retroactively dropped or withdrawn from the course (depending on when the "audit" was requested and in accordance with EP registration deadlines). All lecture content will remain accessible to auditing students, but access to all other course material is left to the discretion of the instructor.