# ST337 - Bayesian Forecasting and Intervention

**Module code:**ST337**Module name:**Bayesian Forecasting and Intervention**Department:**Statistics**Credit:**15

Content and teaching | Assessment | Availability

## Module content and teaching

###### Principal aims

This course is concerned with the theory and practice of short-term forecasting, using both data and subjective information. The course focuses on Dynamic Linear Models (DLM). DLM’s are a class of Bayesian Forecasting Models which generalise linear regression models and static statistical linear models. The course offers a very powerful fundamental probabilistic approach to forecasting, controlling and learning about uncertain commercial, financial, economic, production, environmental and medical dynamic systems.

###### Principal learning outcomes

This module is designed to cover the important statistical area of forecasting methodology. A familiarity with the material in this module will be very useful to all students planning a career involving a component of industrial, business or government statistics.

###### Timetabled teaching activities

3 lectures per week

###### Departmental link

http://www2.warwick.ac.uk/fac/sci/statistics/courses/modules/years3-4/st337

###### Other essential notes

If you decide to take ST337 you cannot then take ST405. Bear this in mind when planning your module selection. Prerequisite(s): ST218 Mathematical Statistics A and ST219 Mathematical Statistics B for students from the Statistics department. ST220 Mathematical Statistics for students from other departments.

## Module assessment

Assessment group | Assessment name | Percentage |
---|---|---|

15 CATS (Module code: ST337-15) | ||

B (Examination only) | Examination - Main Summer Exam Period (weeks 4-9) | 100% |

## Module availability

This module is available on the following courses:

###### Core

N/A

###### Optional Core

N/A

###### Optional

- Undergraduate Mathematics (BSc) (G100) - Year 3
- Undergraduate Mathematics with Intercalated Year (G101) - Year 4
- Undergraduate Mathematics (MMath) (G103) - Year 3
- Undergraduate Mathematics (MMath) (G103) - Year 4
- Undergraduate Master of Mathematics (with Intercalated Year) (G105) - Year 3
- Undergraduate Master of Mathematics (with Intercalated Year) (G105) - Year 4
- Undergraduate Master of Mathematics (with Intercalated Year) (G105) - Year 5
- Undergraduate Mathematics (MMath) with Study in Europe (G106) - Year 4
- Undergraduate Mathematics and Statistics (BSc MMathStat) (G1G3) - Year 3
- Undergraduate Mathematics and Statistics (BSc MMathStat) (G1G3) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G300) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G300) - Year 4
- Undergraduate Data Science (G302) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30A) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30A) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30A) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30B) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30B) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30B) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30C) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30C) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30C) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30D) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30D) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30D) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30E) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30E) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30E) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30F) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30F) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30F) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30G) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30G) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30G) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30H) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30H) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30H) - Year 5
- Undergraduate Discrete Mathematics (G4G1) - Year 3
- Undergraduate Discrete Mathematics with Intercalated Year (G4G2) - Year 4
- Undergraduate Discrete Mathematics (G4G3) - Year 3
- Undergraduate Mathematics and Statistics (BSc) (GG14) - Year 3
- Undergraduate Mathematics and Statistics (with Intercalated Year) (GG17) - Year 4
- Undergraduate Mathematics,Operational Research,Statistics and Economics (Y602) - Year 3
- Undergraduate Mathematics,Operational Research,Statistics,Economics (with Intercalated Year) (Y603) - Year 4