CourseOrganization_v190208.pdf - Applied Time Series \u2013 SS 2019 People Lecturer Dr Marcel Dettling([email protected] Assistants

CourseOrganization_v190208.pdf - Applied Time Series u2013...

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Applied Time Series – SS 2019 People: Lecturer: Dr. Marcel Dettling ( [email protected] ) Assistants: Meta-Lina Spohn ( [email protected] ) Organization: This course on Applied Time Series Analysis features two lectures per week, with bi-weekly exercises that also comprise two lessons. It will be awarded with 5 ECTS credits. 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. Lectures: Lectures for all students will be held on Mondays from 10.15-11.55 at ETH Zentrum, room HG E1.2. Theory and examples will be shown on power point slides and the blackboard. Also, a script is available. The tentative schedule is as follows: Week Date L/L Topics 01 18.02.2019 L/L Introduction; Goals; Stationarity 02 25.02.2019 L/L Visualization; Transformation; Decomposition 03 04.03.2019 L/L Autocorrelation: Concept, Estimation, Properties 04 11.03.2019 L/L Partial Autocorrelation; Time Series Models 05 18.03.2019 L/L Autoregressive Models: Estimation, Inference 06 25.03.2019 L/L Moving Average and Combined ARMA Models 07 01.04.2019 L/L Time Series Regression 08 08.04.2019 L/L SARIMA Models 09 15.04.2019 L/L Forecasting Stationary Time Series --- 22.04.2019 -/- Easter Break 10 29.04.2019 L/L Forecasting Series with Trend and Seasonality 11 06.05.2019 L/L
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