Project requirement

The project will involve analyzing time series data and writing a brief report. The data will be split into 2
parts: 1 part is for training or choosing models, 1 part is for validation with the chosen model.

The report should contain:

1. The data. What can you infer from the data?

2. A plot of the data.

3. An estimated ACF and relevant parameters (invertibility, causality…)

4. Result of fitting and forecasting using a Naive model. Discussion? How can you say so?

5. Result of fitting and forecasting using an AR model. Discussion? How can you say so?

6. Result of fitting and forecasting using a MA model. Discussion? How can you say so?

7. Result of fitting and forecasting using an ARMA model. Discussion? How can you say so?

8. Result of fitting and forecasting using an ARIMA model. Discussion? How can you say so?

9. If possible, try with some other models (given as additional reference papers) (BONUS question)

Please split the dataset into different portions: case 1 – 80% Training, 20% validation; case 2 – 90%
training, 10% validation

The submission is due at the final lecture of this course. Late submissions will result in degrading marks
(1% less per late day). Students submit BOTH hard copies (double-sided prints) to Dr Son, A2-5045 and
soft-copies to vtsdao@ieee.org

You need to compress all of the following items into 1 compressed package (.zip or .rar):

- Report (must list all members and their respective contributions)

- Code (unusable code will result in lower grades)
- Dataset

For course assessment, this project will count for 30%.