# ST405 - Bayesian Forecasting and Intervention with Advanced Topics

**Module code:**ST405**Module name:**Bayesian Forecasting and Intervention with Advanced Topics**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). DLMâ€™s are a class of Bayesian Forecasting Models which generalise linear regression models and static statistical linear models.

###### Principal learning outcomes

The course offers a very powerful fundamental probabilistic approach to forecasting, controlling and learning about uncertain commercial, financial, economic, production, enviromental and medical dynamic systems.

###### Timetabled teaching activities

3 lectures per week.

###### Departmental link

http://www2.warwick.ac.uk/fac/sci/statistics/courses/modules/years3-4/st405

###### Other essential notes

Prerequisite(s): ST218 Mathematical Statistics A and ST219 Mathematical Statistics B (ST220 Mathematical Statistics for students outside the Statistics department). Only available to students who have not taken ST337.

## Module assessment

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

15 CATS (Module code: ST405-15) | ||

B (Examination only) | 2 hour examination (Summer) | 100% |

## Module availability

This module is available on the following courses:

###### Core

N/A

###### Optional Core

N/A

###### Optional

- Undergraduate Mathematics and Statistics (BSc MMathStat) (G1G3) - Year 3
- Undergraduate Mathematics and Statistics (BSc MMathStat) (G1G3) - Year 4
- Master of Advanced Study in Mathematical Sciences (G1PE) - Year 1
- 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 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 (G4G3) - Year 4
- Postgraduate Taught Statistics (G4P1) - Year 1
- Postgraduate Taught Statistics (G4P1) - Year 2
- Postgraduate Taught Financial Mathematics (N3G1) - Year 1