Marcel Dettling: Catalogue data in Spring Semester 2020

Name Dr. Marcel Dettling
Address
ZHAW - IDP
8401 Winterthur
SWITZERLAND
Telephone058 934 70 23
E-mailmarcel.dettling@math.ethz.ch
DepartmentMathematics
RelationshipLecturer

NumberTitleECTSHoursLecturers
401-6624-11LApplied Time Series5 credits2V + 1UM. Dettling
AbstractThe course starts with an introduction to time series analysis (examples, goal, mathematical notation). In the following, descriptive techniques, modeling and prediction as well as advanced topics will be covered.
Learning objectiveGetting to know the mathematical properties of time series, as well as the requirements, descriptive techniques, models, advanced methods and software that are necessary such that the student can independently run an applied time series analysis.
ContentThe course starts with an introduction to time series analysis that comprises of examples and goals. We continue with notation and descriptive analysis of time series. A major part of the course will be dedicated to modeling and forecasting of time series using the flexible class of ARMA models. More advanced topics that will be covered in the following are time series regression, state space models and spectral analysis.
Lecture notesA script will be available.
Prerequisites / NoticeThe course starts with an introduction to time series analysis that comprises of examples and goals. We continue with notation and descriptive analysis of time series. A major part of the course will be dedicated to modeling and forecasting of time series using the flexible class of ARMA models. More advanced topics that will be covered in the following are time series regression, state space models and spectral analysis.
447-6624-01LApplied Time Series I Restricted registration - show details
Only for DAS and CAS in Applied Statistics.
2 credits1V + 1UM. Dettling
AbstractIntroduction to time series analysis: examples, goals and mathematical notation. Descriptive techniques, modelling and prediction.
Learning objectiveGetting to know the mathematical properties of time series, as well as the requirements, descriptive techniques, models and software that are necessary such that the student can independently run an applied time series analysis.
ContentThe course starts with an introduction to time series analysis that comprises of examples and goals. We continue with notation and descriptive analysis of time series. A major part of the course will be dedicated to modeling and forecasting of time series using the flexible class of ARMA models.
Lecture notesA script will be available.
447-6624-02LApplied Time Series II Restricted registration - show details
Only for DAS and CAS in Applied Statistics.
4 credits1V + 1UM. Dettling
AbstractMore advanced topics in time series analysis like time series regression, state space models and spectral analysis.
Learning objectiveGetting to know advanced methods and software that are necessary such that the student can independently run an applied time series analysis.
Lecture notesA script will be available.