Nicolai Meinshausen: Catalogue data in Autumn Semester 2016
|Name||Prof. Dr. Nicolai Meinshausen|
Professur für Statistik
ETH Zürich, HG G 24.2
|Telephone||+41 44 632 32 74|
|401-4623-00L||Time Series Analysis||6 credits||3G||N. Meinshausen|
|Abstract||Statistical 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.
|Objective||Understanding of the basic models and techniques used in time series analysis and their implementation in the statistical software R.|
|Content||This 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 notes||Not available|
|Literature||A list of references will be distributed during the course.|
|Prerequisites / Notice||Basic knowledge in probability and statistics|
|401-5620-00L||Research Seminar on Statistics||0 credits||2K||P. L. Bühlmann, L. Held, T. Hothorn, D. Kozbur, M. H. Maathuis, N. Meinshausen, M. Wolf|
|401-5640-00L||ZüKoSt: Seminar on Applied Statistics||0 credits||1K||M. Kalisch, P. L. Bühlmann, R. Furrer, L. Held, T. Hothorn, M. H. Maathuis, M. Mächler, L. Meier, N. Meinshausen, M. Robinson, C. Strobl|
|Abstract||About 5 talks on applied statistics.|
|Objective||See how statistical methods are applied in practice.|
|Content||There will be about 5 talks on how statistical methods are applied in practice.|
|Prerequisites / Notice||This is no lecture. There is no exam and no credit points will be awarded. The current program can be found on the web: |
Course language is English or German and may depend on the speaker.