Lecture/Exercise course: Time Series Analysis (M6a) (74053)

WS 2022/2023
Th.: 08:00-10:00, Exercise in S 24b (PC Pool) / Lecture in S 22 (GEO)

Michael Hauhs

L/S, 2 ECTS

Starting Date: 20 October, 2022

Prerequisite: Introductory course in statistics, basic knowledge in R

Learning objectives: In this module, students should learn to evaluate, analyse and assess on their own typical environmental time series (climate and ecological data). In doing so, they will gain practice in using R.

Course content: In this module linear and non-linear time series analysis will be taught and practiced by using different data sets from various environmental monitoring.  Along with the classic procedure  (auto and cross correlation, trend ­analyse, Fourier analyse, ARIMA-models) a focus is on non-linear methods recurring analysis, singular system analysis, wavelets, dimension reduction, etc.). The selection of procedure can change and is based on the interests of the students and current research projects.

In the lecture the single procedures will be talked about and then with examples of short time series, this will be practiced in the tutorials.  The second part of the module consists of a Block-Practicum. Students will choose appropriate methods to use for predetermined data sets and the results of the different procedures will be interpreted.