Applied Time Series

Spring semester 2021

General information

Lecturer Marcel Dettling
Assistant Yulia Kulagina
Lecture Monday 10-12 (online)
Exercises Monday 08-10 (online)
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, 22.02.2021. (Exercises start on 01.03.2021 at 08:15)

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 01.03.2021. Please install R and RStudio on your laptop.

The format of the exercise classes is described in the organization sheet.

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)