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! |