Lecture 8, page 1
Lecture 8: Time series and
=> Modelling approaches to cycling populations
Kendall, B. E., C. J. Briggs, W. W. Murdoch, P. Turchin, S. P. Ellner, E.
McCauley, R. M. Nisbet, and S. N. Wood. 1999. Why do populations
cycle? A synthes
Lecture 5, page 1
Lecture 5: Estimation of time
Outline of lesson 5 (chapter 4)
(Extended version of the book):
Identification of order
Estimation of parameters
Lecture 10, page 1
Lecture 10: Bayesian
modelling of time series
Outline of lecture 10
What is Bayesian statistics?
What is a state-space model? Or why use Bayesian statistics?
Known vs. unknown distributions: BTS vs. BUGS
What is simulation?
Lecture 9, page 1
Lecture 9: Nonparametric
What is the problem of parametric models?
We have no reason to believe the assumptions (e.g., linearity,
normality, stationarity etc.)
We have no reason to chose a specific model
# R as a calculator
# You may use R as a calculator. For example:
# You may define scalar variables and use them in computations. For example:
a = 2 # alternatively a<-2
b = 3 # alternatively b<-3
Lecture 3-4, page 1
Lecture 3-4: Probability
models for time series
Outline of lesson 3-4 (chapter 3)
The most heavy (and theoretical) part (and
Linear process representation
Lecture 6, page 1
Lecture 6: Forecasting of time
Outline of lesson 6 (chapter 5)
Very complicated and untidy in the book
A lot of theory developed (in which we will not dwell).
Only chapter 5.2.4
Sketch of the theory
Lecture 7, page 1
Lecture 7: Estimation in the
A field with a really complex theory, that ends up with a very useful
Decompose cfw_Xt into a sum of sinusoidal components with
uncorrelated random coefficients