Application of Forecasting, Regression and Time Series Models

By Prof. Raghu Nandan Sengupta | IIT Kanpur

Learners enrolled: 225

ABOUT THE COURSE:

Ideas of Forecasting, Regression and Time Series Models help one make accurate forecasts that enabling the decision maker come up with rational as well mathematical and grounded decisions to solve a variety of forecasting, regression and time series problems. This NPTEL course will benefit students in their masters and doctoral programs and working in a variety of areas to tackle and solve interesting problems both from theoretical as well as practical view points

INTENDED AUDIENCE: 4th Year UG, MTech, MBA, PhD

PREREQUISITES: BE/BSc Engg/BTech/BSc/BS-MS

INDUSTRY SUPPORT: All consumable, service industry

Summary

Course Status :	Upcoming
Course Type :	Elective
Language for course content :	English
Duration :	12 weeks
Category :	Management Studies Mathematics Economics & Social Sciences
Credit Points :	3
Level :	Undergraduate/Postgraduate
Start Date :	21 Jul 2025
End Date :	10 Oct 2025
Enrollment Ends :	28 Jul 2025
Exam Registration Ends :	15 Aug 2025
Exam Date :	01 Nov 2025 IST
NCrF Level	4.5 — 8.0

Note: This exam date is subject to change based on seat availability. You can check final exam date on your hall ticket.

Page Visits

Course layout

Week 1:

Introduction of Forecasting

Simple Averaging Techniques (fixed/adjusted parameters)

Moving Averaging Techniques (fixed/adjusted parameters)

Exponential Averaging Techniques (fixed/adjusted parameters)

Week 2:

Exponential Averaging Techniques (fixed/adjusted parameters)

Holt Method (single/multiple trend)

Holt-Winter Method additive model (single/multiple trend,single/multiple seasonality)

Week 3:

Holt-Winter Method additive model (single/multiple trend, single/multiple seasonality)

Holt-Winter Method multiplicative model (single/multiple trend, single/multiple seasonality)

Multiple Liner Regression

Week 4:

Simple Liner Regression

Multiple Liner Regression

Week 5:

Multiple Liner Regression (Continuation)

Logistic Regression

Probit Model

Week 6:

Ridge Regression

Quantile Regression

Lasso Regression

Week 7:

Lasso Regression (continuation)

Non-parametric Regression

Week 8:

Polynomial Regression

Bayesian Regression (Polynomial Trend, Seasonal, Auto-regression, multi-process, Non-linear Dynamic, Multivariate)

Week 9:

ARMA Models

Week 10:

ARIMA Models

Week 11:

VAR Models

Week 12:

Non-linear time series

Books and references

• Time Series Analysis, James D. Hamilton, Princeton University Press, 1994, ISBN (13): 978-0691042893.

• Introduction to Time Series and Forecasting, Peter J. Brockwell and Richard A. Davis, Springer, 2016, ISBN (13): 978-3319298528.

• Forecasting: Methods and Applications, Spyros Makridakis, Steven C. Wheelwright and Rob J. Hyndman, Wiley, 2008, ISBN (13): 978-8126518524.

• Forecasting: Principles and Practice, Rob J Hyndman and George Athanasopoulos, Otexts, 2013, ISBN (13): 978-0987507105.

• Time Series Analysis: Forecasting and Control, George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel and Greta M. Ljung, Wiley, 2015, ISBN (13): 978-1-118-67502-1.

• Time-Series Forecasting, Chris Chatfield, Chapman & Hall/CRC, 2000, ISBN (13): 978-1584880639.

• Forecasting and Time Series Analysis, Douglas C. Montgomery, Lynwood A. Johnson and John S. Gardiner, McGraw-Hill, 1990, ISBN (13): 978-0070428584.

• Introduction to Linear Regression Analysis, Douglas C. Montgomery, Elizabeth A. Peck and G. Geoffrey Vining, John Wiley & Sons, 2012, ISBN (13): 978-0470542811.

• Analysis of Financial Time Series, Ruey S. Tsay, John Wiley, 2010, ISBN (13): 978-0470414354.

• Introduction to time series and forecasting, Peter J. Brockwell and Richard A. Davis, Springer, 2016, ISBN (13): 978-3-319-29852-8.

• Time Series, Maurice Kendall, J. Keith Ord and J. K. Ord, Hodder Arnold, 1990, ISBN (13): 978-0852642955.

• Applied Regression Analysis, N. R. Draper and H, Smith, Wiley & Sons, 1981, ISBN: 0471170828.

Instructor bio

Prof. Raghu Nandan Sengupta

IIT Kanpur

Prof. Raghu Nandan Sengupta is a Faculty member in the Department of Management Sciences (DoMS) at IIT Kanpur from 2003 till date. He did his BE (Mechanical Engineering.) BIT Mesra, 1992, FPM/PhD (Operations Management (OM)), IIM Calcutta, 2002 and PDF (Operations Research and Financial Engineering (ORFE)), Princeton University, 2008. His research interests are in Sequential Analysis, Robust Optimization, Multi-Criteria Decision Making which has resulted in publications in European Journal of Operational Research, Annals of Operations Research, Sequential Analysis, Metrika, Communication in Statistics, etc. Furthermore, he has two books to his credit namely Decision Sciences: Theory and Practice, CRC Taylor & Francis, 2016 and Studies in Quantitative Decision Making, Springer, 2022. Raghu Nandan Sengupta has been awarded Fellowships like IUSSTF, DAAD, ERASMUS and has been a visiting faculty/researcher at different universities in USA, Canada, Germany, Poland, Portugal, Turkey, Iran, etc. During his career he has been Head of the Department, DoMS, IIT Kanpur, Vice Chairman JEE Advanced, Vice Chairman as well as Chairman GATE and JAM.

Course certificate

The course is free to enroll and learn from. But if you want a certificate, you have to register and write the proctored exam conducted by us in person at any of the designated exam centres.

The exam is optional for a fee of Rs 1000/- (Rupees one thousand only).

Date and Time of Exams : November 01, 2025 Morning session 9am to 12 noon; Afternoon Session 2pm to 5pm.

Registration url: Announcements will be made when the registration form is open for registrations.

The online registration form has to be filled and the certification exam fee needs to be paid. More details will be made available when the exam registration form is published. If there are any changes, it will be mentioned then.

Please check the form for more details on the cities where the exams will be held, the conditions you agree to when you fill the form etc.

CRITERIA TO GET A CERTIFICATE

Average assignment score = 25% of average of best 8 assignments out of the total 12 assignments given in the course.
Exam score = 75% of the proctored certification exam score out of 100

Final score = Average assignment score + Exam score

Please note that assignments encompass all types (including quizzes, programming tasks, and essay submissions) available in the specific week.

YOU WILL BE ELIGIBLE FOR A CERTIFICATE ONLY IF AVERAGE ASSIGNMENT SCORE >=10/25 AND EXAM SCORE >= 30/75. If one of the 2 criteria is not met, you will not get the certificate even if the Final score >= 40/100.

Certificate will have your name, photograph and the score in the final exam with the breakup.It will have the logos of NPTEL and IIT Kanpur. It will be e-verifiable at nptel.ac.in/noc.

Only the e-certificate will be made available. Hard copies will not be dispatched.

Once again, thanks for your interest in our online courses and certification. Happy learning.

- NPTEL team