Applied Time Series

Spring semester 2018

General information

Lecturer Marcel Dettling
Assistant Marco Eigenmann
Lecture Monday 10-12, HG E 1.2
Exercises Monday 15-17, 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.


  • 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