Applied Time Series Analysis
Dr. Marcel Dettling
Institute for Data Analysis and Process Design
Zurich University of Applied Sciences
Table of Contents
Time series data, i.e. record
Lecture 2: Descriptive Statistics and Exploratory Data Analysis
Further Thoughts on Experimental Design
16 Individuals (8 each from two populations) with replicates
Pop 2 Randomly sample 4 individuals from each pop Tissue culture and RNA extraction
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Exploratory Data Analysis (or Searching for Stationarity)
When an observed time series appears stationary, we can
calculate its sample autocorrelations, and use them to decide
on a model.
Many time series do not appear stationary; e.g., Johnson and
Holt-Winters Exponential Smoothing with
What about an exponential smoothing for data with a trend and seasonal behaviour? Winters generalised
Holts linear method to come up with such a technique, now called Holt Winters. A seasonal e
Comparing Holt-Winters Forecasting
In Single exponential smoothing (SES), how do we pick a value of ?
In Holts Linear Method (DES), how do we pick values of and ?
When faced with many alternative forecast models, how do we decide w
STAT 248: Exploratory Data Analysis
Exercise Lab 2
GSI: Gido van de Ven
Exploring time series data
For the following time series do histograms, boxplots, qq-plots, time plots and other exploratory
plotting tools. Give appropriate axi