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447-6624-01L 3 Credits WBZ D-MATH

Applied Time Series I

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

Last Updated: 2026-06-03 00:14:08

Abstract

Introduction to time series analysis: examples, goals and mathematical notation. Descriptive techniques, modelling and prediction.

Objective

Getting to know the mathematical properties of time series, as well as the requirements, descriptive techniques, models 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.

Resources

Lecture Notes

A script will be available.

General Information

Language
English
Levels
WBZ
Frequency
Every two years

Examination

Type
ungraded semester performance

Registration & Places

Priority: Registration for the course unit is only possible for the primary target group

Course Components

Type Title Time & Place Hours
lecture Applied Time Series I
  • Mon 08:15-10:00 (HG D 1.1)
1 h weekly
exercise Applied Time Series I
  • Mon 10:15-12:00 (HG D 11)
  • Mon 10:15-12:00 (HG E 19)
  • 30.03 Date 10:15-13:00 (HG E 19)
1 h weekly

Offered In