From 2 November 2020, the autumn semester 2020 will take place online. Exceptions: Courses that can only be carried out with on-site presence.
Please note the information provided by the lecturers via e-mail.

Nicolai Meinshausen: Catalogue data in Autumn Semester 2016

Name Prof. Dr. Nicolai Meinshausen
FieldStatistics
Address
Professur für Statistik
ETH Zürich, HG G 24.2
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telephone+41 44 632 32 74
E-mailmeinshausen@stat.math.ethz.ch
URLhttp://stat.ethz.ch/~nicolai
DepartmentMathematics
RelationshipFull Professor

NumberTitleECTSHoursLecturers
401-4623-00LTime Series Analysis6 credits3GN. Meinshausen
AbstractStatistical 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.
ObjectiveUnderstanding of the basic models and techniques used in time series analysis and their implementation in the statistical software R.
ContentThis 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.
Lecture notesNot available
LiteratureA list of references will be distributed during the course.
Prerequisites / NoticeBasic knowledge in probability and statistics
401-5620-00LResearch Seminar on Statistics Information 0 credits2KP. L. Bühlmann, L. Held, T. Hothorn, D. Kozbur, M. H. Maathuis, N. Meinshausen, M. Wolf
AbstractResearch colloquium
Objective
401-5640-00LZüKoSt: Seminar on Applied Statistics Information 0 credits1KM. Kalisch, P. L. Bühlmann, R. Furrer, L. Held, T. Hothorn, M. H. Maathuis, M. Mächler, L. Meier, N. Meinshausen, M. Robinson, C. Strobl
AbstractAbout 5 talks on applied statistics.
ObjectiveSee how statistical methods are applied in practice.
ContentThere will be about 5 talks on how statistical methods are applied in practice.
Prerequisites / NoticeThis is no lecture. There is no exam and no credit points will be awarded. The current program can be found on the web:
http://stat.ethz.ch/events/zukost
Course language is English or German and may depend on the speaker.