447-6624-01L  Applied Time Series I

SemesterFrühjahrssemester 2020
DozierendeM. Dettling
Periodizität2-jährlich wiederkehrende Veranstaltung
KommentarNur für DAS und CAS in Angewandter Statistik.

KurzbeschreibungIntroduction to time series analysis: examples, goals and mathematical notation. Descriptive techniques, modelling and prediction.
LernzielGetting 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.
InhaltThe 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.
SkriptA script will be available.