447-6624-01L  Applied Time Series I

SemesterSpring Semester 2020
LecturersM. Dettling
Periodicitytwo-yearly recurring course
Language of instructionEnglish
CommentOnly for DAS and CAS in Applied Statistics.


447-6624-01 VApplied Time Series I1 hrs
Mon/110:15-12:00HG E 1.1 »
M. Dettling
447-6624-01 UApplied Time Series I1 hrs
Mon/108:15-10:00HG D 11 »
08:15-10:00HG E 19 »
M. Dettling

Catalogue data

AbstractIntroduction to time series analysis: examples, goals and mathematical notation. Descriptive techniques, modelling and prediction.
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.

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits2 credits
ExaminersM. Dettling
Typeungraded semester performance
Language of examinationEnglish
RepetitionRepetition possible without re-enrolling for the course unit.

Learning materials

No public learning materials available.
Only public learning materials are listed.


No information on groups available.


PriorityRegistration for the course unit is only possible for the primary target group
Primary target groupCAS ETH in Applied Statistics (446000)
DAS ETH in Applied Statistics (447000)

Offered in

CAS in Applied StatisticsCompulsory CoursesOInformation
DAS in Applied StatisticsCompulsory Courses and SupplementsOInformation