300491 UE UE: Selected Statistical Methods: TIme Series Analysis (2007W)

Theme: Time series analysis. Heuristic description of time series; various smoothing methods (window smoothing; interpolation methods); analysis of autocorrelation; Fourier series, Fourier coefficients, background noise; multivariate time series: phase shifts and periodicity. Lectures will be held in blocks. Basic knowledge of statistics (the concept of a distribution and of a significance level) desirable. The necessary mathematical tools will be introduced in the lectures.