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Nicolai Meinshausen: Katalogdaten im Herbstsemester 2019

NameHerr Prof. Dr. Nicolai Meinshausen
LehrgebietStatistik
Adresse
Professur für Statistik
ETH Zürich, HG G 24.2
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telefon+41 44 632 32 74
E-Mailmeinshausen@stat.math.ethz.ch
URLhttp://stat.ethz.ch/~nicolai
DepartementMathematik
BeziehungOrdentlicher Professor

NummerTitelECTSUmfangDozierende
401-4623-00LTime Series Analysis
Findet dieses Semester nicht statt.
6 KP3GN. Meinshausen
KurzbeschreibungStatistical analysis and modeling of observations in temporal order, which exhibit dependence. Stationarity, trend estimation, seasonal decomposition, autocorrelations,
spectral and wavelet analysis, ARIMA-, GARCH- and state space models. Implementations in the software R.
LernzielUnderstanding of the basic models and techniques used in time series analysis and their implementation in the statistical software R.
InhaltThis course deals with modeling and analysis of variables which change randomly in time. Their essential feature is the dependence between successive observations.
Applications occur in geophysics, engineering, economics and finance. Topics covered: Stationarity, trend estimation, seasonal decomposition, autocorrelations,
spectral and wavelet analysis, ARIMA-, GARCH- and state space models. The models and techniques are illustrated using the statistical software R.
SkriptNot available
LiteraturA list of references will be distributed during the course.
Voraussetzungen / BesonderesBasic knowledge in probability and statistics