Time Series Analysis (Sommersemester 2019)
- Dozent*in: PD Dr. Bernhard Klar
- Veranstaltungen: Vorlesung (0161100), Übung (0161110)
- Semesterwochenstunden: 2+1
| Termine | ||
|---|---|---|
| Vorlesung: | Mittwoch 8:00-9:30 | SR 2.59 |
| Übung: | Dienstag 14:00-15:30 | SR -1.011 (UG) |
| Lehrende | ||
|---|---|---|
| Dozent | PD Dr. Bernhard Klar | |
| Sprechstunde: nach Vereinbarung | ||
| Zimmer 2.052 Kollegiengebäude Mathematik (20.30) | ||
| Email: Bernhard.Klar@kit.edu | Übungsleiterin | Dr. Celeste Mayer |
| Sprechstunde: nach Vereinbarung | ||
| Zimmer 2.011 Kollegiengebäude Mathematik (20.30) | ||
| Email: celeste.mayer2@kit.edu | ||
A time series is a series of observations taken sequentially over time. The lecture deals with the basic concepts of classical time series analysis:
- Stationary time series
- Trends and seasonality
- Autocorrelation
- Autoregressive models
- ARMA models
- Forecasting of time series
- Spectral density and periodogram
Prerequisites: An introductory course in probability and statistics.
Course materials are provided on ILIAS.