STAT 443 - Forecasting
Modelling techniques for forecasting time series data: smoothing methods, regression including penalty/regularization methods, the Box-Jenkins framework, stationary and non-stationary processes, both with and without seasonal effects. Other topics may include: ARCH/GARCH models, Bayesian methods, dynamic linear models, Markov Chain Monte Carlo simulation, spectral density analysis, and periodograms.
Prerequisites
STAT331 or STAT371 or SYDE334.
Antirequisites
STAT321, STAT373
Offerings
Spring 2026 [1265]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3908 | 0 / 150 | | | | |
| TUT 101 | 4625 | 0 / 150 | | | | |
Winter 2026 [1261]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5777 | 141 / 200 | 16:00 - 17:20 | T,Th | | |
| TUT 101 | 6067 | 141 / 200 | 15:30 - 16:20 | F | | |
Fall 2025 [1259]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6274 | 89 / 100 | 11:30 - 12:50 | T,Th | | |
| TUT 101 | 6980 | 89 / 100 | 12:30 - 13:20 | F | | |
Spring 2025 [1255]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4009 | 91 / 150 | 08:30 - 09:50 | M,W | | |
Winter 2025 [1251]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5858 | 104 / 200 | 11:30 - 12:50 | T,Th | | |
| TUT 101 | 6159 | 104 / 200 | 09:30 - 10:20 | F | | |
Spring 2024 [1245]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4058 | 140 / 150 | 16:00 - 17:20 | T,Th | | |
Winter 2024 [1241]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5879 | 168 / 200 | 11:30 - 12:50 | M,W | | |
| TUT 101 | 6196 | 168 / 200 | 12:30 - 13:20 | F | | |
Fall 2023 [1239]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6122 | 76 / 120 | 16:00 - 17:20 | M,W | | |
| TUT 101 | 6959 | 76 / 120 | 11:30 - 12:20 | F | | |
Spring 2023 [1235]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4206 | 118 / 220 | 08:30 - 09:50 | T,Th | | |
Winter 2023 [1231]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6007 | 97 / 190 | 13:00 - 14:20 | T,Th | EXP 1689 | Ahmad Mozaffari |
| TUT 101 | 6360 | 97 / 190 | 11:30 - 12:20 | F | DC 1350 | Ahmad Mozaffari |
Fall 2022 [1229]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 7226 | 75 / 154 | 13:00 - 14:20 | T,Th | STC 0040 | Reza Ramezan |
| LEC 002 | 11152 | 1 / 1 | | | | |
| TUT 101 | 10512 | 75 / 154 | 10:30 - 11:20 | F | B1 271 | Reza Ramezan |
Spring 2022 [1225]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4060 | 119 / 220 | 16:00 - 17:20 | M,W | EXP 1689 | Paul Marriott |
Winter 2022 [1221]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5871 | 89 / 150 | 11:30 - 12:50 | T,Th | MC 2066 | Reza Ramezan |
| LEC 002 | 8395 | 55 / 100 | 10:00 - 11:20 | T,Th | MC 2066 | Reza Ramezan |
| TUT 101 | 6269 | 144 / 250 | 14:30 - 15:20 | F | EXP 1689 | Reza Ramezan |
Fall 2021 [1219]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6179 | 143 / 200 | | | | Reza Ramezan |
Spring 2021 [1215]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 041 | 3682 | 157 / 250 | | | | Paul Marriott |
Winter 2021 [1211]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 041 | 5922 | 296 / 330 | | | | Greg Rice |
Fall 2020 [1209]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 041 | 6075 | 143 / 250 | | | | Paul Marriott |
Spring 2020 [1205]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4085 | 168 / 250 | | | | Paul Marriott |
Winter 2020 [1201]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5767 | 195 / 200 | 08:30 - 09:50 | T,Th | B1 271 | Reza Ramezan |
| TUT 101 | 6172 | 195 / 200 | 08:30 - 09:20 | F | M3 1006 | Reza Ramezan |
Fall 2019 [1199]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5895 | 163 / 180 | 08:30 - 09:50 | T,Th | STP 105 | Shoja'eddin Chenouri |
| LEC 002 | 9911 | 1 / 1 | | | | |
| TUT 101 | 6628 | 163 / 180 | 13:30 - 14:20 | T | MC 2066 | Shoja'eddin Chenouri |
Spring 2019 [1195]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5130 | 162 / 250 | 14:30 - 15:50 | M,W | DC 1350 | Paul Marriott |
Winter 2019 [1191]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5642 | 162 / 190 | 11:30 - 12:50 | T,Th | MC 2065 | Shojaeddin Chenouri |
| TUT 101 | 6063 | 162 / 190 | 08:30 - 09:20 | F | MC 2065 | Shojaeddin Chenouri |
Fall 2018 [1189]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5741 | 128 / 190 | 08:30 - 09:50 | T,Th | MC 2066 | Shojaeddin Chenouri |
| LEC 002 | 9671 | 2 / 1 | | | | |
| TUT 101 | 8603 | 128 / 190 | 13:30 - 14:20 | F | MC 2066 | Shojaeddin Chenouri |
Spring 2018 [1185]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3668 | 128 / 250 | 10:00 - 11:20 | T,Th | AL 116 | Hany Fahmy |
| TUT 101 | 3807 | 128 / 250 | 09:30 - 10:20 | W | DC 1351 | Hany Fahmy |
Winter 2018 [1181]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5698 | 157 / 180 | 08:30 - 09:50 | T,Th | MC 2066 | Paul Kenneth Marriott |
| LEC 002 | 9482 | 1 / 1 | | | | |
| TUT 101 | 6131 | 157 / 180 | 16:30 - 17:20 | M | DC 1351 | Paul Kenneth Marriott |
Fall 2017 [1179]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5833 | 169 / 190 | 13:00 - 14:20 | T,Th | MC 2066 | Adam A Kolkiewicz |
| LEC 002 | 9402 | 2 / 0 | | | | |
Spring 2017 [1175]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3671 | 206 / 250 | 10:00 - 11:20 | T,Th | DC 1350 | Hany Fahmy |
| TUT 101 | 3818 | 206 / 250 | 14:30 - 15:20 | W | DC 1351 | Hany Fahmy |
Winter 2017 [1171]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5429 | 145 / 190 | 08:30 - 09:50 | T,Th | MC 2066 | Shojaeddin Chenouri |
| LEC 002 | 8612 | 0 / 1 | | | | |
| TUT 101 | 5875 | 145 / 190 | 12:30 - 13:20 | M | DC 1350 | Shojaeddin Chenouri |
Fall 2016 [1169]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5810 | 150 / 150 | 14:30 - 15:20 | M,W,F | DC 1351 | Diana Katherine Skrzydlo |
| LEC 002 | 9231 | 1 / 1 | | | | |
| TUT 101 | 6367 | 150 / 150 | 12:30 - 13:20 | F | DC 1351 | Diana Katherine Skrzydlo |
Spring 2016 [1165]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3677 | 150 / 200 | 15:30 - 16:20 | M,W,F | AL 113 | Diana Katherine Skrzydlo |
| TUT 101 | 3841 | 150 / 200 | 17:30 - 18:20 | M | AL 113 | Diana Katherine Skrzydlo |
Winter 2016 [1161]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5969 | 121 / 180 | 13:30 - 14:20 | M,W,F | DC 1350 | Paul Kenneth Marriott |
| TUT 101 | 6445 | 121 / 180 | 14:30 - 15:20 | T | MC 2066 | Paul Kenneth Marriott |
Fall 2015 [1159]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 6077 | 107 / 150 | 14:30 - 15:20 | T,Th,F | DC 1350 | Paul Kenneth Marriott |
| LEC 002 | 8976 | 1 / 1 | | | | |
| TUT 101 | 6692 | 107 / 150 | 09:30 - 10:20 | F | MC 1085 | Paul Kenneth Marriott |
Spring 2015 [1155]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3748 | 185 / 250 | 16:00 - 17:20 | M,W | DC 1350 | Suryapratim Banerjee |
| TUT 101 | 3922 | 185 / 250 | 09:30 - 10:20 | F | DC 1350 | Suryapratim Banerjee |
Winter 2015 [1151]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5757 | 132 / 150 | 10:00 - 11:20 | T,Th | AL 113 | Diana Katherine Skrzydlo |
| TUT 101 | 6289 | 132 / 150 | 13:30 - 14:20 | F | MC 2066 | Diana Katherine Skrzydlo |
Fall 2014 [1149]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5743 | 124 / 150 | 08:30 - 09:50 | T,Th | RCH 301 | Reza Ramezan |
| LEC 002 | 8871 | 4 / 1 | | | | |
| TUT 101 | 8237 | 124 / 150 | 17:30 - 18:20 | Th | MC 1085 | Reza Ramezan |
Spring 2014 [1145]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3658 | 166 / 190 | 14:30 - 15:50 | M,W | M3 1006 | Reza Ramezan |
| TUT 101 | 3854 | 166 / 190 | 16:30 - 17:20 | T | M3 1006 | Reza Ramezan |
Winter 2014 [1141]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5568 | 109 / 120 | 14:30 - 15:50 | T,Th | MC 1085 | Reza Ramezan |
| LEC 002 | 6001 | 43 / 110 | 16:00 - 17:20 | T,Th | MC 1085 | Reza Ramezan |
| TST 201 | 7980 | 152 / 230 | 18:30 - 20:00 | F | | |
| TUT 101 | 8074 | 152 / 230 | 15:30 - 16:20 | M | M3 1006 | Reza Ramezan |
Fall 2013 [1139]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5398 | 68 / 75 | 16:00 - 17:20 | T,Th | MC 1085 | Reza Ramezan |
| LEC 002 | 7168 | 61 / 100 | 14:30 - 15:50 | T,Th | MC 2017 | Suryapratim Banerjee |
| LEC 003 | 8195 | 1 / 1 | | | | |
Spring 2013 [1135]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3488 | 104 / 105 | 16:00 - 17:20 | T,Th | RCH 301 | Reza Ramezan |
| LEC 002 | 5276 | 48 / 125 | 11:30 - 12:50 | T,Th | MC 1085 | Vyacheslav Lyubchich |
| TUT 101 | 5277 | 152 / 230 | 15:30 - 16:20 | W | DC 1350 | |
Winter 2013 [1131]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5325 | 83 / 90 | 09:30 - 10:20 | M,W,F | MC 2054 | Reza Ramezan |
| LEC 002 | 5819 | 84 / 110 | 11:30 - 12:20 | M,W,F | MC 2054 | Reza Ramezan |
Fall 2012 [1129]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5325 | 130 / 190 | 14:30 - 15:50 | T,Th | MC 2065 | Paul Kenneth Marriott |
Spring 2012 [1125]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3539 | 217 / 230 | 16:00 - 17:20 | T,Th | DC 1350 | Yulia Gel |
| TUT 101 | 3730 | 217 / 230 | 15:30 - 16:20 | W | DC 1350 | Yulia Gel |
Winter 2012 [1121]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5107 | 84 / 90 | 09:30 - 10:20 | M,W,F | PHY 235 | Paul Kenneth Marriott |
| LEC 002 | 7647 | 106 / 109 | 11:30 - 12:20 | M,W,F | MC 1056 | Paul Kenneth Marriott |
| LEC 003 | 8316 | 1 / 1 | | | | |
Fall 2011 [1119]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5153 | 71 / 120 | 14:30 - 15:50 | T,Th | MC 4059 | Shanoja Naik |
Spring 2011 [1115]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3435 | 155 / 190 | 16:00 - 17:20 | T,Th | MC 2065 | Yulia Gel |
| TUT 101 | 4505 | 155 / 190 | 15:30 - 16:20 | W | MC 2066 | |
Winter 2011 [1111]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5063 | 152 / 150 | 11:30 - 12:20 | M,W,F | EIT 1015 | Suryapratim Banerjee |
Fall 2010 [1109]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5190 | 117 / 120 | 14:30 - 15:50 | T,Th | MC 4059 | Suryapratim Banerjee |
Spring 2010 [1105]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4992 | 131 / 160 | 16:00 - 17:20 | T,Th | MC 2065 | Yulia Gel |
Winter 2010 [1101]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 5029 | 108 / 120 | 11:30 - 12:20 | M,W,F | MC 4020 | Suryapratim Banerjee |
Fall 2009 [1099]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4924 | 94 / 100 | 14:30 - 15:50 | T,Th | MC 2017 | Suryapratim Banerjee |
Spring 2009 [1095]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3333 | 155 / 140 | 16:00 - 17:20 | T,Th | MC 1085 | Yulia Gel |
Winter 2009 [1091]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 4255 | 92 / 130 | 13:30 - 14:20 | M,W,F | MC 1085 | Colleen D Cutler |
Fall 2008 [1089]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3802 | 80 / 120 | 14:30 - 15:50 | T,Th | MC 4061 | Yulia Gel |
Spring 2008 [1085]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 2788 | 92 / 122 | 16:00 - 17:20 | T,Th | MC 4061 | Stefan Steiner |
Winter 2008 [1081]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3418 | 110 / 150 | 13:30 - 14:20 | M,W,F | MC 1085 | Stefan Steiner |
Fall 2007 [1079]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3517 | 61 / 80 | 14:30 - 15:50 | T,Th | MC 2038 | Peter Song |
| LEC 002 | 3892 | 45 / 100 | 10:00 - 11:20 | T,Th | MC 1056 | Peter Song |
Spring 2007 [1075]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 2417 | 109 / 125 | 16:00 - 17:20 | T,Th | MC 2066 | Yulia Gel |
Winter 2007 [1071]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3352 | 144 / 150 | 13:30 - 14:20 | M,W,F | MC 2065 | Yulia Gel |
Fall 2006 [1069]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3409 | 70 / 100 | 14:30 - 15:50 | T,Th | MC 2066 | Yulia Gel |
| LEC 002 | 4873 | 99 / 100 | 10:00 - 11:20 | T,Th | MC 2065 | Yulia Gel |
Spring 2006 [1065]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 2981 | 45 / 100 | 08:30 - 09:50 | T,Th | DWE 1501 | Colleen D Cutler |
Winter 2006 [1061]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3230 | 113 / 135 | 13:30 - 14:20 | M,W,F,E,I,T | | Colleen D Cutler |
Fall 2005 [1059]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3350 | 130 / 120 | 14:30 - 15:50 | T,R,C,H | | Yulia Gel |
Winter 2005 [1051]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3180 | 133 / 135 | 14:30 - 15:20 | M,W,F,M,C | | Yulia Gel |
Fall 2004 [1049]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3347 | 86 / 80 | 14:30 - 15:50 | T,Th,M,C | | Adam A Kolkiewicz |
Winter 2004 [1041]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3032 | 75 / 95 | 14:30 - 15:20 | M,W,F,M,C | | Colleen D Cutler |
Fall 2003 [1039]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3269 | 51 / 60 | 14:30 - 15:50 | T,Th,O,P,T | | Adam A Kolkiewicz |
Winter 2003 [1031]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3640 | 84 / 95 | 14:30 - 15:20 | M,W,F,M,C | | Colleen D Cutler |
Fall 2002 [1029]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3152 | 55 / 60 | 14:30 - 16:20 | T,Th,M,C | | Colleen D Cutler |
Winter 2002 [1021]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 2267 | 61 / 95 | 14:30 - 15:20 | M,W,F,M,C | | Colleen D Cutler |
Fall 2001 [1019]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|
| LEC 001 | 3288 | 25 / 60 | 14:30 - 16:20 | T,Th,M,C | | Colleen Diane Cutler |
UW Flow Ratings
Liked: 66.18%
Easy: 59.62%
Useful: 85.63 %
STAT 443 leads to