VECTOR | [2-1-0:3] |
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DESCRIPTION | Time-series data represent a major category of real-world data collected over time from various sensors or measurement equipment. This course introduces foundational methods for analyzing time-series data, in particular, about time-series modeling and prediction. We start from investigating the basic properties of time-series data, then discuss a range of popular models widely used for time-series modeling and prediction such as Autoregressive Integrated Moving Average (ARIMA) models, Neural Network (NN), Physics-Informed Neural Network (PINN), Hidden Markov Model (HMM) and Kalman Filter (KF) etc. Besides supervised learning, we also discuss un-supervised learning such as clustering algorithms and Self-Organizing Map (SOM) for analyzing time-series data. Broadly this course is a fundamental course for the students who intend to master essential theoretical methods and practical skills needed to develop, assess, and deploy intelligent functionalities in smart electronic and computer systems, Internet-of-Things (IoT), cyber-physical systems (CPS), and any forecasting-relevant applications in finance, economics, data analytics, and other sciences. Grading Basis: Pass or Fail |
Section | Date & Time | Room | Instructor | Quota | Enrol | Avail | Wait | Remarks |
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L01 (6276) | Mo 09:00AM - 10:50AM | Rm 201, E1 | LU, Zhonghai | 30 | 8 | 22 | 0 | |
T01 (6310) | Mo 11:00AM - 11:50AM | Rm 201, E1 | LU, Zhonghai | 30 | 8 | 22 | 0 |