Advanced Time Series Analysis | 5-Day Online FDP | Dr. Miklesh Prasad Yadav - IIFT Kakinada

5-Day Online FDP on Advanced Time Series Analysis

27–31 January 2026 | 06:00 PM – 08:00 PM (IST)

Organised by ServiceSetu Academics

ServiceSetu Academics is pleased to announce a comprehensive 5-Day Online Faculty Development Programme (FDP) on Advanced Time Series Analysis, designed for faculty members, research scholars, analysts, and professionals working with financial, economic, and behavioural time series data.

This programme provides a structured and application-driven understanding of both basic and advanced techniques of time series modelling, covering classical, nonlinear, and volatility-based models with hands-on implementation in RStudio.

🎯 Programme Objectives

• To develop a strong conceptual foundation in time series theory, including trends, stationarity, stochastic processes, and forecasting principles.
• To provide hands-on training using real datasets on ARIMA, SETAR, GARCH families, Dynamic Conditional Correlation (DCC), and Cointegration-based models.
• To enable participants to apply advanced modelling techniques for research publications, industry analysis, and data-driven decision-making.

📘 Pedagogy

The FDP follows an experiential and interactive approach that includes:

• Concept lectures
• Guided demonstrations
• Practical hands-on sessions in RStudio
• Industry-oriented datasets for practice
• Discussions and Q&A for deeper conceptual clarity

Participants will receive all datasets, codes, and learning materials to practice independently.

📅 Detailed Programme Schedule

Day 1 (2 Hours)

Introduction to Time Series

Deterministic & Stochastic Trends • Differencing & Detrending • Unit Root Testing • Structural Breaks • Linear & Non-linear Forecasting Concepts • Testing for Linearity

Day 2 (2 Hours)

Linear & Nonlinear Forecasting Models

ARIMA Modelling • SETAR Modelling and Assumptions

Day 3 (2 Hours)

Random Walk and Market Efficiency Tests

Random Walk Model • Automatic Variance Ratio Test • Automatic Portmanteau Test • Hurst Exponent • Symmetrical & Asymmetrical Volatility

Day 4 (2 Hours)

Advanced Volatility Modelling

GARCH, E-GARCH & Asymmetric GARCH Models • Dynamic Conditional Correlation • Hands-on DCC Modelling in RStudio

Day 5 (2 Hours)

Cointegration & ECM

Cointegration Families • Error Correction Models (ECM) • Practical Hands-on Session

🎙️ Resource Person

Dr. Miklesh Prasad Yadav

Assistant Professor & Research Division Incharge

Indian Institute of Foreign Trade (IIFT), Kakinada

Dr. Yadav brings over 15 years of teaching and research experience, with publications in ABDC, ABS, Web of Science, and Scopus-indexed journals. He also serves as Guest Editor for reputed international journals and is widely recognised for his expertise in quantitative modelling, econometrics, and time series analysis.

💳 Registration Fee

• Indian Participants: ₹1150 - Register Here
• International Participants: USD 30 - Register Here
• Free for ServiceSetu Premium Member - Become a Member

Certificate & Session Recordings will be provided to all participants.

📩 Contact

For queries, please write to info@servicesetu.org

WhatsApp Helpline: +91 93479 83215