Time Series Analysis
Autumn semester 2018
General information
| Lecturer | Nicolai Meinshausen |
|---|---|
| Assistant | Loris Michel |
| Lectures | Wed 9-10 (HG D 7.1); Thu 10-12 (HG D 1.1) |
| Course catalogue data | >> |
Course content
Statistical analysis and modeling of observations in temporal order, which exhibit dependence. Stationarity, trend estimation, seasonal decomposition, autocorrelations, spectral analysis and state space models. Implementations in the software R.
Announcements
Course materials
I will post written notes from time to time here (after the lectures).
R files used in the lectures will also appear here.
Helpful books for the course
| Week | Topic |
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