040715 UK Zeitreihenanalyse (UK) (2021W)
Continuous assessment of course work
Labels
ON-SITE
Summary
Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
- Registration is open from Mo 13.09.2021 09:00 to Th 23.09.2021 12:00
- Deregistration possible until Fr 15.10.2021 23:59
Registration information is available for each group.
Groups
Group 1
Ausführliche Kursbeschreibung auf Homepage
http://homepage.univie.ac.at/erhard.reschenhofer/
http://homepage.univie.ac.at/erhard.reschenhofer/
max. 35 participants
Language: German
LMS: Moodle
Lecturers
Classes
Classroom teaching until November 16 and subsequently Moodle with different timeslots on Tuesday mornings. For more detailed information see homepage.
Group 2
Ausführliche Kursbeschreibung auf Homepagehttp://homepage.univie.ac.at/erhard.reschenhofer/
max. 35 participants
Language: German
Lecturers
Classes
Classroom teaching until November 16 and subsequently Moodle with different timeslots on Tuesday mornings. For more detailed information see homepage.
Information
Aims, contents and method of the course
Assessment and permitted materials
Three projects with a maximum number of 16 points for each project
Minimum requirements and assessment criteria
Grading: 1: 43-48, 2: 37-42, 3: 31-36, 4: 25-30, 5: 0-24
Examination topics
Lecture notes on homepage https://homepage.univie.ac.at/erhard.reschenhofer/
Reading list
Brockwell, P. J. and R. A. Davis: Introduction to Time Series and Forecasting, Springer
Association in the course directory
Last modified: Su 21.11.2021 16:07
Time series operators
Moving average filters
Seasonal adjustment
Cycles
Spectral analysis
Autocorrelation
ARFIMA processes
Parametric spectral analysis
GARCH processes