週次
Week
|
課程主題
Topic
|
教學活動與作業
Teaching Activities and Homework
|
學習投入時間
Student workload expectation
|
課堂講授
In-class Hours
|
課程前後
Outside-of-class Hours
|
1
|
Introduction
|
Lecture
|
3
|
0
|
2
|
Loss Functions and
Parametric Forecasting Problem
|
Lecture
|
3
|
5
|
3
|
Estimation and Inference
|
Lecture
|
3
|
5
|
4
|
Model Selection
|
Lecture
|
3
|
5
|
5
|
Forecast Evaluation
|
Lecture
|
3
|
5
|
6
|
Forecasting in a Data-Rich Environment
|
Lecture
|
3
|
5
|
7
|
Forecast Combination
|
Lecture
|
3
|
5
|
8
|
Panel Data
|
Lecture
|
3
|
5
|
9
|
Midterm Exam |
Exam
|
3
|
15
|
10
|
Forecasting Non-Standard Data
|
Lecture
|
3
|
5
|
11
|
Binary Forecasts
|
Lecture
|
3
|
5
|
12
|
Nonlinear Models
|
Lecture
|
3
|
5
|
13
|
Volatility Forecasting
|
Lecture
|
3
|
5
|
14
|
Multivariate Model
|
Lecture
|
3
|
5
|
15
|
State Space Model
|
Lecture
|
3
|
5
|
16
|
Final Exam
|
Exam
|
3
|
15
|