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.


  • 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 here.

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 here.

If you have any question about the exercise, you can also ask via Moodle.

Series and solutions