Applied Time Series
Spring semester 2020
General information
| Lecturer | Marcel Dettling |
|---|---|
| Assistant | Camilla Gerboth (WBL), Jinzhou Li (Other) |
| Lecture | Monday 10-12, HG E 1.1 |
| Exercises | Monday 08-10, HG D 1.1 |
| 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.
Here is the Moodle page of this course: Moodle, where you can find the recoreded videos, slides and scripts.
Announcements
- Beginning of lecture: Monday, 17.02.2020. (Exercises start on 24.02.2019 at 08:15 in room HG D 1.1.)
Course materials
The course organisation can be found
The script and slides can be found in Moodle.
Exercise classes
Exercise classes are (roughly) every two weeks starting on 24.02.2020. Please install R and RStudio and bring your laptop to the exercise classes, if possible.
The format of the exercise classes is described
If you have any question about the exercise, you can also ask via Moodle.
Series and solutions
| Exercises | Solutions | Exercise class (08:15 - 10:00, HG D 1.1) |
|---|---|---|
| Series 1 (Time series in R, Decomposition) | Solutions 1 | 24.02.19 |
| Series 2 (Autocorrelation, AR-Modelling) | Solutions 2 | 09.03.19 |
| Series 3 (ARMA-Models and Applications) | Solutions 3 | 23.03.19 |
| Series 4 (Time Series Regression, ARIMA) | Solutions 4 | 06.04.19 |
| Series 5 (Forecasting with Time Series) | Solutions 5 | 27.04.19 |
| Series 6 (Multivariate / Spectral Analysis) | Solutions 6 | 11.05.19 |
| Series 7 (Miscellaneous: Financial Data Analysis) | Solutions 7 | 25.05.19 |