Week | Lecture | Topics | Reading | R Code |
---|---|---|---|---|
1 | Introduction to Time Series | Decomposition, backshift operator, differencing, etc | Download data | |
1 | Covariance and Correlation | Examining covariance and correlation | ||
2 | Univariate time series models | Stationary and nonstationary models for univariate time series | ||
2 | Estimation and Forecasting | Estimation procedures for fitting time series models | ||
3 | Univariate time series models | Introduction to univariate state-space models | MARSS Ref Sheet | univariate_example_1.R univariate_example_2.R univariate_example_3.R univariate_example_4.R |
3 | Estimation and Forecasting | Introduction to multivariate state-space models | Chap 1 and 7 in MARSS User Guide | MARSS_example_1.R MARSS_example_2.R MARSS_example_3.R MARSS_example_4.R MARSS_example_5.R |
4 | Covariates in SS models | Including seasonality and covariates in models; dealing with missing covariates and colinearity | ||
5 | Intro to DLM | Introduction to Dynamic Linear Modeling | Chap 15 in MARSS User Guide | |
5 | DLM Applications | Examples of real-world applications of DLMs. | ||
6 | Exponential Smoothing | Exponential smoothing models | ||
6 | Dynamic Factor Analysis | Dynamic factor analysis | Chap 9 in MARSS User Guide | DFA_with_the_MARSS_pkg.R |
7 | GLMs 1 | Review of generalized linear models | ||
7 | GLMs 2 | Dealing with zeros and non-normal data | ||
7 | Bayesian estimation | Bayesian estimation with STAN | ||
8 | Spatial correlation | Spatiotemporal models | Analyzing Snotel data.R SNOTEL_metadata.csv SNOTEL_Washington_1981_2013.csv |
|
8 | Estimating Interactions I | Estimating species interaction strengths from ts data | Ives et al 2003 | Gompertz_example_0.R Gompertz_example_1.R Gompertz_example_2.R |
9 | Estimating Interactions II | Estimating species interaction strengths from ts data | Chap 13 in MARSS User Guide | GompertzSS_REML.R |
9 | Intervention Effects | Detecting intervention effects in ts data | indicator_examples.R | |
9 | Standardized Residuals | Detecting perturbations in ts data | Chap 11 in MARSS User Guide | |
10 | [Road Map of MARSS models(Files/Table of MARSS models.pdf) |