Applied Time Series
Spring semester 2018
General information
Lecturer  Marcel Dettling 

Assistant  Marco Eigenmann 
Lecture  Monday 1012, HG E 1.2 
Exercises  Monday 1517, HG E 1.2 
Course catalogue data  >> 
Course content
The focus lies on correctly applying time series methodology on real world data for gaining new insight. Technical details and mathematical concepts will be covered on a basic level that is accessible to the heterogeneous audience consisting of students from bachelor, master and doctoral programs of various faculties.
Announcements
 Beginning of lecture: Monday, 19.02.2018. (Exercises start on 19.02.2018 at 15:15 in room HG E 1.2, with a special introduction to the "R" software)
Course materials
The course organisation can be found here.
The script can be found here.
The slides can be found here.
The additional slides on exponential smoothing can be found here.
Exercise classes
Exercise classes are every two weeks starting on 19.02.2018. The first exercise class will feature an R tutorial. Please install R and RStudio and bring your laptop to the exercise classes, if possible.
The format of the exercise classes is described here.
Series and solutions
Exercises  Solutions  Exercise class (15:15  17:00, HG E 1.2) 

Series 1 (Time series in R, Decomposition)

Solutions 1  19.2.18 
Series 2 (Decomposition, Autocorrelation)  Solutions 2  05.3.18 
Series 3 (AR Models and Applications)  Solutions 3  19.3.18 
Series 4 (ARMA; Time Series Regression)  Solutions 4  09.4.18 
Series 5 (Forecasting with Time Series)  Solutions 5  30.4.18 
Series 6 (Multivariate, Spectral Analysis)  Solutions 6  14.5.18 