Date Lecture topics Lab topics
3 January Course overview
Properties of time series
Data transformations
Time series decomposition

5 January Covariance & correlation
Autocorrelation & Partial autocorrelation
Cross correlation
White noise
Matrices & matrix algebra
Linear regression in matrix form
Basic time series functions
Autocorrelation
10 January Random walks
Autoregressive (AR) models
Moving average (MA) models

12 January Model estimation
Maximum likelihood
Bayesian estimation for this course
Simulating & fitting ARMA(p,q) models
Bayesian estimation
17 January Univariate state-space models
Diagnostics for state-space models

19 January Introduction to multivariate state-space models
Fitting state-space models
24 January Including covariates (predictors) in models
Seasonal effects
Missing covariates
Colinearity

26 January Multi-model inference and selection
model selection metrics besides AIC
Cross-validation
Forecast performance metrics
Model diagnostics
Model selection
31 January Univariate & multivariate dynamic linear models (DLMs)

2 February Applications of dynamic linear models (DLMs)
Fitting DLMs
7 February Forecasting with exponential smoothing models
More forecast assessment

9 February Overview of dynamic factor analysis (DFA)
Fitting DFA models
14 February Overview of Bayesian estimation

16 February Time series models with non-Gaussian errors
Non-normal response variables
Fitting models with non-Gaussian errors
Fitting zero-inflated models
21 February Time series models with spatial autocorrelation

23 February Intro to Gompertz models as AR(1) & ARX(1)
Estimating species interactions
Fitting MARSS models for species interactions
28 February Community dynamics & stability with MAR(1) models

2 March Perturbation analysis
Fitting hierarchical models
7 March Student presentations

9 March Student presentations
Celebration!