Tuesday & Thursday from 1:30-3:00 FISH 203
Here are some navigation tricks for slide decks in .html
format.
Use the arrow keys (←/→) on your keyboard to go forward or backward
Press the “o” key on any slide to show you an overview of the slide deck
In overview mode, click on a slide or press “esc” to zoom in on it
Date | Instructor | Lecture topics | Slides | Video of Lecture | Reading |
---|---|---|---|---|---|
1 Apr |
Mark |
Course overview Properties of time series Data transformations Time series decomposition |
html 1 html 2 Rmd 1 Rmd 2 |
Video 1 |
CM09: Chap 1
HA18: Chap 6 HSW18: Intro to ts |
3 Apr |
Mark |
Covariance & correlation Autocorrelation & Partial autocorrelation Cross correlation White noise Random walks Differencing |
html 1 Rmd 1 |
Video 1 |
CM09: Chap 2
CM09: Chap 4 HA18: Chap 8.1 HSW18: Intro to ts R script for class |
8 Apr |
Mark |
Autoregressive (AR) models Moving average (MA) models Stationary AR models Invertible MA models Using ACF & PACF for model ID |
pdf 1 html 1 Rmd 1 |
Video 1 |
CM09: Chap 6
CM09: Chap 7 HA18: Chap 8.1-8.5 R script for class |
10 Apr |
Eli |
Box-Jenkins method Forecasting with ARIMA models Seasonal ARIMA models Exponential Smoothing Models |
|
HA18: Chap 8.6-8.9
HA18: Chap 7 H18: ARIMA Models CM09: Chap 7.1-7.2 |
|
15 Apr |
Eli |
Linear Gaussian state space models Kalman filter Random walks |
|
HWSb:
Chap 6 Additional background resources HWS18a: Chap 7 MARSS function MARSS Ref Sheet Auger-Méthé et al 2021 Scripts are in the class repo |
|
17 Apr |
Eli |
Introduction to multivariate state-space models Multivariate random walks |
|
HWS18a:
Chap 8 MARSS function MARSS Ref Sheet example scripts in repo |
|
22 Apr |
Eli |
MARSSX and ARMAX models Seasonal effects Missing covariates |
|
lec_07_covariates.R
MARSS Models HWS18a: Chap 8 Missing Covariates HWS18a: Chap 11 HA18: Chap 5 HA18: Chap 9 H18: Chap 6 |
|
24 Apr |
Mark |
Dynamic factor analysis (DFA) |
|
|
|
29 Apr |
Mark |
Dynamic linear models (DLMs) |
|
|
|
1 May |
Eric |
Hidden Markov models |
|
|
|
6 May |
Eric |
Bayesian estimation of time-series and state-space models Stan |
|
|
|
8 May |
Eric |
MAP estimation Multivariate models DFA Writing Bayesian models in Stan |
|
|
|
13 May |
Eric |
Multi-model inference and selection Information criteria Cross-validation & LOOIC |
|
|
|
15 May |
All |
Review session |
|
|
|
20 May |
Eric |
Spatial and spatio-temporal models |
|
|
|
22 May |
Eric |
Spatial and spatio-temporal models |
|
|
|
27 May |
Mark |
Frequency domain Fourier transforms Spectral analysis Wavelet analysis |
|
|
|
29 May |
Eli |
MAR(p) Models Estimating interaction strengths Gompertz models Community stability metrics |
|
Hampton
et al 2013 Ives et al 2003 HWS18a: Chap 14 & 18 MAR Stability Metrics AR(1) errors Mark’s B estimation talk |
|
3 Jun |
|
Student presentations |
|
|
|
5 Jun |
|
Student presentations |
|
|