105.645 Stationary Processes and Time Series Analysis
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2024W, UE, 1.0h, 1.5EC

Properties

  • Semester hours: 1.0
  • Credits: 1.5
  • Type: UE Exercise
  • Format: Presence

Learning outcomes

After successful completion of the course, students are able to apply the tasks of the learning outcomes of the corresponding lecture course, as well as to apply the methods of proofs that were used in the lecture course, and to present these on the board.

Subject of course

This course provides some further insights into the concepts and methods presented in the lecture. This problem solving course will include theoretical examples as well as applications to simulated and real world data sets.

Teaching methods

Exercise sessions with completed problems to be marked in TUWEL.

Mode of examination

Immanent

Additional information

For participation in the exercises, registration (via self-enrollment) for the TUWEL course is required.

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Wed14:00 - 15:0002.10.2024 - 29.01.2025Seminarraum BA 02C Stationary Processes and Time Series Analysis
Stationary Processes and Time Series Analysis - Single appointments
DayDateTimeLocationDescription
Wed02.10.202414:00 - 15:00Seminarraum BA 02C Stationary Processes and Time Series Analysis
Wed09.10.202414:00 - 15:00Seminarraum BA 02C Stationary Processes and Time Series Analysis
Wed16.10.202414:00 - 15:00Seminarraum BA 02C Stationary Processes and Time Series Analysis
Wed23.10.202414:00 - 15:00Seminarraum BA 02C Stationary Processes and Time Series Analysis
Wed30.10.202414:00 - 15:00Seminarraum BA 02C Stationary Processes and Time Series Analysis
Wed06.11.202414:00 - 15:00Seminarraum BA 02C Stationary Processes and Time Series Analysis
Wed13.11.202414:00 - 15:00Seminarraum BA 02C Stationary Processes and Time Series Analysis
Wed20.11.202414:00 - 15:00Seminarraum BA 02C Stationary Processes and Time Series Analysis
Wed27.11.202414:00 - 15:00Seminarraum BA 02C Stationary Processes and Time Series Analysis
Wed04.12.202414:00 - 15:00Seminarraum BA 02C Stationary Processes and Time Series Analysis
Wed11.12.202414:00 - 15:00Seminarraum BA 02C Stationary Processes and Time Series Analysis
Wed18.12.202414:00 - 15:00Seminarraum BA 02C Stationary Processes and Time Series Analysis
Wed08.01.202514:00 - 15:00Seminarraum BA 02C Stationary Processes and Time Series Analysis
Wed15.01.202514:00 - 15:00Seminarraum BA 02C Stationary Processes and Time Series Analysis
Wed22.01.202514:00 - 15:00Seminarraum BA 02C Stationary Processes and Time Series Analysis
Wed29.01.202514:00 - 15:00Seminarraum BA 02C Stationary Processes and Time Series Analysis

Examination modalities

The completed problems have to be marked in TUWEL.

The grade depends on the (rounded) percentage of points of the examples calculated and crossed by the end of the exercise:

  • more than 80% "sehr gut"
  • 71-80% "gut"
  • 61-70% "befriedigend"
  • 51-60% "genügend"
  • less than 51% "nicht genügend".

Course registration

Not necessary

Curricula

Literature

No lecture notes are available.

Previous knowledge

Foundations in linear algebra, probability theory and statistics are recommended.

Accompanying courses

Language

English