300043 VO Selected statistical Methods I: Time Series Analysis (2016S)
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Details
Language: German
Lecturers
Classes (iCal) - next class is marked with N
- Tuesday 08.03. 15:00 - 17:00 Aufenthaltsraum (Kickoff Class)
- Tuesday 15.03. 15:00 - 17:00 Aufenthaltsraum
- Tuesday 05.04. 15:00 - 17:00 Aufenthaltsraum
- Tuesday 12.04. 15:00 - 17:00 Aufenthaltsraum
- Tuesday 19.04. 15:00 - 17:00 Aufenthaltsraum
- Tuesday 26.04. 15:00 - 17:00 Aufenthaltsraum
- Tuesday 03.05. 15:00 - 17:00 Aufenthaltsraum
- Tuesday 10.05. 15:00 - 17:00 Aufenthaltsraum
- Tuesday 24.05. 15:00 - 17:00 Aufenthaltsraum
- Tuesday 31.05. 15:00 - 17:00 Aufenthaltsraum
- Tuesday 07.06. 15:00 - 17:00 Aufenthaltsraum
- Tuesday 14.06. 15:00 - 17:00 Aufenthaltsraum
- Tuesday 21.06. 15:00 - 17:00 Aufenthaltsraum
- Tuesday 28.06. 15:00 - 17:00 Aufenthaltsraum
Information
Aims, contents and method of the course
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.
Assessment and permitted materials
Minimum requirements and assessment criteria
Examination topics
Reading list
Association in the course directory
B-WZB, WZB
Last modified: Mo 07.09.2020 15:42