Introduction to the theory of stochastic processes: Studying time series.

The theory of stochastic processes is a branch of mathematics that studies random phenomena in the dynamics of their development. It is a relatively new branch of probability theory, which has developed especially rapidly in recent decades in connection with the ever-expanding range of its practical applications. Different undergraduate educational programs include this course in the curricula of students training. Students studying stochastic processes should get a holistic view of the subject, skills, and abilities to apply models of random processes in their professional activity correctly and meaningfully. Therefore, when organizing the educational process in the discipline, the teacher must decide on the forms, means, and methods of teaching. The authors offer two approaches to the study of the "time series" section. To implement time series forecasting methods, students perform laboratory work that is performed in the Excel environment. The purpose of the laboratory work is the acquisition by students of practical skills for solving the tasks. [ABSTRACT FROM AUTHOR]