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Event
Time Series Analysis [SS240161100]
Lecturers
Organisation
- KIT-Fakultät für Mathematik
Part of
Appointments
- 16.04.2024 14:00 - 15:30 - Room: 20.30 Seminarraum 0.016
- 23.04.2024 14:00 - 15:30 - Room: 20.30 Seminarraum 0.016
- 30.04.2024 14:00 - 15:30 - Room: 20.30 Seminarraum 0.016
- 07.05.2024 14:00 - 15:30 - Room: 20.30 Seminarraum 0.016
- 14.05.2024 14:00 - 15:30 - Room: 20.30 Seminarraum 0.016
- 28.05.2024 14:00 - 15:30 - Room: 20.30 Seminarraum 0.016
- 04.06.2024 14:00 - 15:30 - Room: 20.30 Seminarraum 0.016
- 11.06.2024 14:00 - 15:30 - Room: 20.30 Seminarraum 0.016
- 18.06.2024 14:00 - 15:30 - Room: 20.30 Seminarraum 0.016
- 25.06.2024 14:00 - 15:30 - Room: 20.30 Seminarraum 0.016
- 02.07.2024 14:00 - 15:30 - Room: 20.30 Seminarraum 0.016
- 09.07.2024 14:00 - 15:30 - Room: 20.30 Seminarraum 0.016
- 16.07.2024 14:00 - 15:30 - Room: 20.30 Seminarraum 0.016
- 23.07.2024 14:00 - 15:30 - Room: 20.30 Seminarraum 0.016
Note
A time series is a sequence of data sequentially observed in time. The course provides an introduction to the theory and practice of statistical time series analysis. Topics covered include stationary and non-stationary stochastic processes, autoregressive and moving average (ARMA) models, model selection and estimation, state-space models and the Kalman filter, forecasting and forecast evaluation, and an outline of spectral techniques.