401-4623-00: Time Series Analysis - ETH Zürich
Mathematics
Official Description from ETH Zürich:
The course offers an introduction into analyzing times series, that is observations which occur in time. The material will cover Stationary Models, ACVF and ACF, Estimation of trend and seasonal component, Linear processes, ARMA processes, Forecasting and estimation of a missing value, the Innovation Algorithm.
Archived Document(s):
401-4623-00 Section 01 - Characteristics of Time Series (open in new window)
401-4623-00 Section 03 - Test the Estimated Noise Sequence (open in new window)
401-4623-00 Section 04 - Basic Properties of Stationary Processes (open in new window)
401-4623-00 Section 05 - Linear Processes (open in new window)
401-4623-00 Section 06 - ARMA Models (open in new window)
401-4623-00 Section 07 - Forcasting and Inovation Algorithm (open in new window)