Title: Time Series to Modern AI (2 Lectures)
Speaker: Weining Wang, University of Bristol
Abstract:
This two-lecture module introduces students to time series analysis and its modern extensions using deep learning and generative AI. The first lecture covers classical stochastic models (AR, MA, ARIMA) and fundamental concepts such as stationarity, forecasting, and model identification. The second lecture bridges traditional time series methods with modern AI approaches, focusing on Transformer architectures for sequence modeling and Diffusion models for generative time series tasks. The module emphasizes conceptual understanding, methodological connections, and practical relevance in economics and data science.