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401-6624-11L 5 Credits BSC , MSC , WBZ D-USYS , D-BAUG , D-MATH , D-INFK , D-ITET
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Applied Time Series

Lecturers & Examiners: Dr. Marcel Dettling
VVZ CR n/a

Last Updated: 2026-06-01 11:33:14

Abstract

The course starts with an introduction to time series analysis (examples, goal, mathematical notation). In the following, descriptive techniques, modeling and prediction as well as advanced topics will be covered.

Objective

Getting to know the mathematical properties of time series, as well as the requirements, descriptive techniques, models, advanced methods and software that are necessary such that the student can independently run an applied time series analysis.

Content

The course starts with an introduction to time series analysis that comprises of examples and goals. We continue with notation and descriptive analysis of time series. A major part of the course will be dedicated to modeling and forecasting of time series using the flexible class of ARMA models. More advanced topics that will be covered in the following are time series regression, time series classification and spectral analysis.

Resources

Lecture Notes

A script will be available.

General Information

Language
English
Levels
BSC , MSC , WBZ
Frequency
Yearly recurring

Examination

Type
session examination
Mode
written 120 minutes
Aids
written aid of max. 20 pages with arbitrary content (format A4, 10 sheets printed on front and back or 20 pages only front-printed, can be machine-written), and a pocket calculator without communication possibilities.

Course Components

Type Title Time & Place Hours
lecture Applied Time Series
  • Mon 08:15-10:00 (HG D 1.1)
2 h weekly
exercise Applied Time Series
  • Mon 10:15-12:00 (HG E 1.1)
1 h weekly

Offered In