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.


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