Universität Wien

300043 VO Selected statistical Methods I: Time Series Analysis (2016S)

1.00 ECTS (1.00 SWS), SPL 30 - Biologie

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