|| Students learn by doing: unfortunately many only do as little as is required of them to meet formal assessment requirements. We examine how a radical change in assessment strategy was chosen as a method of improving the learning experience for a group of students engaged in a final year undergraduate course in Time Series. In 2006, following attempts to change student attitudes through the use of different teaching techniques, we decided instead to focus on altering our assessment strategies. This paper will show that assessment appears to be one of the most effective tools to improve learning. While we remain committed to investigating and implementing improved methods for course delivery, our recent experience indicates the need to complement those methods with innovative assessment to improve the whole learning experience.