040715 UK Zeitreihenanalyse (UK) (2023W)
Continuous assessment of course work
Labels
ON-SITE
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 11.09.2023 09:00 to Fr 22.09.2023 12:00
- Deregistration possible until Fr 20.10.2023 23:59
Details
max. 60 participants
Language: German
Lecturers
Classes (iCal) - next class is marked with N
- Tuesday 03.10. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 10.10. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 17.10. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 24.10. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 31.10. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 07.11. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 14.11. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 21.11. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 28.11. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 05.12. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 12.12. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 09.01. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 16.01. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 23.01. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 30.01. 08:00 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Information
Aims, contents and method of the course
Assessment and permitted materials
Projects: up to 3 x 7 points
Exercises: 1 point per exercise
Proofs: up to 8 x 1 points
Exercises: 1 point per exercise
Proofs: up to 8 x 1 points
Minimum requirements and assessment criteria
Grading: 2: 25-28, 3: 21-24, 4: 17-20
Examination topics
Lecture notes in moodle
Reading list
Brockwell, P. J. and R. A. Davis: Introduction to Time Series and Forecasting, Springer
Association in the course directory
Last modified: Sa 23.09.2023 11:47
Time series operators
Moving average filters
Seasonal adjustment
Cycles
Spectral analysis
Autocorrelation
ARFIMA processes
Parametric spectral analysis