Time Series Analysis for Actuaries - Technical Webinar
DESCRIPTION:
This webinar provides a comprehensive introduction to time series analysis in an actuarial context. It begins with fundamental concepts, practical examples, and the core objectives of analysing time series data, including model identification, estimation, diagnostics, and forecasting. Participants will then explore traditional decomposition techniques and the ETS modelling framework, followed by an in-depth look at ARIMA and SARIMA methods with practical demonstrations.
The program concludes with an overview of selected machine learning approaches suitable for time series forecasting and a comparative discussion of all presented methods, equipping attendees with a broad and applied understanding of modern time series techniques.
The webinar is part of the InFocus Professional Webinar Series.
SPEAKER:
Radek Hendrych
CPD POINTS ALLOCATED:
For this webinar, the following CPD credits are available under the CPD scheme of the relevant national actuarial association:
Croatia:
Czechia: 6
Slovakia:
Other countries: individual accreditation
No responsibility is taken for the accuracy of this information. Please feel free to inform us at info@tools4f.com about approved CPD credits from other associations, and we will add this information here.
PRELIMINARY PROGRAMME:
9:00 – 10:30 INTRODUCTION TO TIME SERIES ANALYSIS
- Definition of time series, examples of time series in actuarial practice
- Main goals of time series analysis
- Model identification, estimation, diagnostics and prediction
10:30 – 12:00 TRADITIONAL METHODS AND ETS MODELS
- Traditional (decomposition) methods with actuarial examples
- ETS modelling framework with actuarial examples
12:00 -13:00 BREAK
13:00 – 14:30 ARIMA METHODS
- (S)AR(I)MA methods with actuarial examples
14:30 – 16:00 MACHINE LEARNING METHODS
- Selected machine learning methods suitable for time series with actuarial examples
- Comparison of the presented methods
For those interested in foundational R orientation training, please reach out to us at info@tools4f.com. Additional training sessions can be organised based on demand to support participants in gaining a deeper understanding of the practical examples presented during this course.
TIME ALLOWANCE: 6h
LANGUAGE: English
VENUE: MS Teams (online)
FEES: EUR 170 (20% early-bird discount available until 19 February 2026)
Important VAT Information:
A 21% VAT is applied or not applied, depending on the registrant’s billing information and VAT ID
EU businesses (except CZ) with valid VAT ID: reverse charge no VAT
CZ customers: 21% VAT
EU private customers: VAT charged
Non‑EU customers (private & business): no VAT
Registration details:
Your registration is binding. Cancellation is only possible up to 2 weeks before the first day of the event. If you cancel later, the full participation fee is due. You may appoint someone to take your place, but you must notify us in advance.
T4F has the right to cancel the event if the minimum number of participants is not reached. Registration is open until two working days before the webinar.
If registration has already been closed for this webinar, please send us an email to info@tools4f.com in order to find out whether a late registration is still possible.