(Established under section 3 of the UGC Act 1956)

Re - accredited by NAAC with ‘A’ Grade

Founder: Prof. Dr. S. B. Mujumdar, M.Sc.,Ph.D. (Awarded Padma Bhushan and Padma Shri by President of India)

Sub Committee - Specialization for Curriculum Development

Course Name : Business Forecasting

Course Code : T3640
Faculty : Computer Studies
Programme Type : PG

Course Credit : 2
Course Level : 4
Sub-Committee (Specialization) : Data Science
Batch : 2020
Learning Objectives :
Time series data are one of the most interesting types of data encountered in Business
Analytics. Such data require a whole new set of techniques for analysis and prediction.
This course offers a look at the most commonly used methods that have applications in
diverse areas.
Books Book Author Publisher
Recommended :

Introductory Time series with R Paul Cowpertwait & Andrew W Paul Cowpertwait &
Metcalfe, Introductory Time Andrew W Metcalfe,
series with R, Springer, 2009 Introductory Time
series with R, Springer,
2009
Statistical Analysis of Financial Data Rene Carmona Springer, 2004
Time Series Analysis 3e George Box, Gwilym Jenkins & Pearson, 2009
Gregory Reinsel,
Course Outline : Sr. No. Topic Hours
1 A review of forecasting strategies and models 3
2 Decomposition of time series data 3
3 Simple models: Smoothing and Holt-Winters 3
4 Introduction to Stochastic models, auto-regressive models 5
5 Stationarity and Moving Average models 4
6 Non-stationary models 2
7 Generalised Least Squares models 2
8 Garch models for financial data 3
9 Experiential learning with financial data 5
Pre Requisites :
Basic course in Analytics
Evaluation :
Assignment
case studies
Class test
Examination
Pedagogy :

Page: 1
 Lectures, case studies with actual time series data
Expert :
Dr. Ravi Kulkarni,Professor,SCMHRD