Universit├Ąt Wien FIND
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300054 VO Selected statistical Methods I: Time Series Analysis (2017S)

1.00 ECTS (1.00 SWS), SPL 30 - Biologie

Details

Language: German

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

Organizational Meeting will be announced at the beginning of the semester.

Tuesday 07.03. 15:00 - 16:00 Aufenthaltsraum (Kickoff Class)
Tuesday 14.03. 15:00 - 17:00 Aufenthaltsraum
Tuesday 21.03. 15:00 - 17:00 Aufenthaltsraum
Tuesday 28.03. 15:00 - 17:00 Aufenthaltsraum
Tuesday 04.04. 15:00 - 17:00 Aufenthaltsraum
Tuesday 25.04. 15:00 - 17:00 Aufenthaltsraum
Tuesday 02.05. 15:00 - 17:00 Aufenthaltsraum
Tuesday 09.05. 15:00 - 17:00 Aufenthaltsraum
Tuesday 16.05. 15:00 - 17:00 Aufenthaltsraum
Tuesday 23.05. 15:00 - 17:00 Aufenthaltsraum
Tuesday 30.05. 15:00 - 17:00 Aufenthaltsraum
Tuesday 13.06. 15:00 - 17:00 Aufenthaltsraum
Tuesday 20.06. 15:00 - 17:00 Aufenthaltsraum
Tuesday 27.06. 15:00 - 17:00 Aufenthaltsraum

Information

Aims, contents and method of the course

This lecture series is an introduction to statistical methods for time series analysis. Topics: definition of time series, examples of naturally occurring time series, stationary time series, conditions for stationarity of time series, autocorrelation, smoothing techniques (including singular value decomposition for multivariate time series), detrending and regression methods, imputation methods for missing values, Fourier series, ARMA and ARIMA models.
Time series analysis of examples will be demonstrated. Whenever requested, practice problems will be supplied. Lecture notes will be made available.

Assessment and permitted materials

Examination after completion of the lecture series

Minimum requirements and assessment criteria

Knowledge acquired in an Introduction to Statistics lecture.

Examination topics

Content of the presentations in the lectures

Reading list

P. Brockwell & R. Davis: Introduction to Time Series and Forecasting; Springer
R. H. Shumway & D. S. Stoffer: Time Series Analysis and Its Applications; Springer
J. D. Cryer & K. S. Chan: Time Series Analysis with Applications in R; Springer
Lecture Notes

Association in the course directory

B-WZB, WZB

Last modified: Fr 14.12.2018 00:19