| Date | Instructor | Lecture topics | Slides | Video of Lecture | Slides with Audio | Reading |
|---|---|---|---|---|---|---|
| 8 January |
Mark |
Course overview Properties of time series Data transformations Time series decomposition |
Rmd 1 Rmd 2 pdf 1 pdf 2 html 1 html 2 |
Panapto Panapto |
YouTube |
CM09: Chap 1 HA18: Chap 6 HSW18: Intro to ts |
| 10 January |
Mark |
Covariance & correlation Autocorrelation & Partial autocorrelation Cross correlation White noise Random walks Differencing |
Rmd 1 pdf 1 html 1 |
Panapto | YouTube |
CM09: Chap 2 CM09: Chap 4 HA18: Chap 8.1 HSW18: Intro to ts |
| 15 January |
Mark |
Autoregressive (AR) models Moving average (MA) models Stationary AR models Invertible MA models Using ACF & PACF for model ID |
Rmd 1 pdf 1 html 1 |
Panapto | YouTube |
CM09: Chap 6 CM09: Chap 7 HA18: Chap 8.1-8.5 |
| 17 January |
Eli |
Box-Jenkins method Fitting ARIMA models with R Forecasting with ARIMA models Seasonal ARIMA models |
Rmd 1 pdf 1 html 1 |
Panapto | YouTube |
HA18: Chap 8.6-8.9 H18: ARIMA Models |
| 22 January |
Eli |
Univariate state-space models Diagnostics for state-space models |
Rmd 1 pdf 1 |
Panapto | YouTube |
HWS18a: Chap 7 MARSS function MARSS Ref Sheet uni_example_1.R uni_example_2.R uni_example_3.R uni_example_4.R uni_example_lm.R uni_example_arima.R |
| 24 January |
Eli |
Introduction to multivariate state-space models |
Rmd 1 pdf 1 html 1 |
Panapto | YouTube |
HWS18a: Chap 8 MARSS function MARSS Ref Sheet marss_example_1.R marss_example_2.R marss_example_3.R marss_example_4.R marss_example_5.R |
| 29 January |
Eric |
Multi-model inference and selection Information criteria Cross-validation & LOOIC |
Rmd 1 Rmd 2 html 1 html 2 |
Panapto | YouTube |
See list of references in the lecture HA18: Section 3.4 H18: Forecast accuracy H18: Variable selection |
| 31 January |
Mark |
Dynamic factor analysis (DFA) |
Rmd 1 pdf 1 html 1 |
Panapto | YouTube |
Zuur et al. 2003a Zuur et al. 2003b Goertler et al. 2016 Ohlberger et al. 2016 HWS18a: Chap 10 |
| 5 February |
Mark |
Regression with autocorrelated errors Dynamic linear models (DLMs) |
Rmd 1 pdf 1 html 1 |
YouTube |
Petris et al. (2009) HWS18a: Chap 16 Scheuerell & Williams (2005) |
|
| 7 February |
Eric |
Bayesian estimation of time-series and state-space models Stan |
Rmd 1 pdf 1 html 1 |
Panapto | YouTube |
Stan manual Monnahan et al. 2017 |
| 12 February |
Eric |
Writing our own Bayesian models in Stan |
Rmd 1 pdf 1 html 1 |
Stan manual |
||
| 14 February |
Eric |
Hidden Markov models |
Rmd 1 pdf 1 html 1 |
YouTube |
Zucchini et al. 2006 depmixS4 vignette |
|
| 19 February |
Eli |
Exponential smoothing models crossvalidation tests |
Rmd 1 html 1 |
Panapto | YouTube |
HA18: Chap 7 H18: Chap 4 |
| 21 February |
Eli |
Including covariates (predictors) in models Seasonal effects Missing covariates Colinearity MARSSX and ARMAX |
Rmd 1 Rmd 2 pdf 1 html 1 html 2 |
Panapto | YouTube |
HA18: Chap 5 HA18: Chap 9 H18: Chap 6 |
| 26 February |
Eric |
Semi- and non-parametric models |
Rmd 1 pdf 1 html 1 |
Panapto |
Chang et al. 2017 Sugihara and May rEDM Vignette Intro to EDM EMD lecture |
|
| 28 February |
Mark |
Frequency domain Fourier transforms Spectral analysis Wavelet analysis |
Rmd 1 html 1 |
Panapto | YouTube |
Graps (1995) Percival & Walden (2000) |
| 5 March |
Eli |
Estimating interaction strengths Gompertz models Stability metrics |
pdf 1 |
Panapto | YouTube |
Hampton et al 2013 Ives et al 2003 HWS18a: Chap 14 |
| 7 March |
Eric |
Spatial and spatio-temporal models |
Rmd 1 html 1 |
Panapto |
GitHub folder with code |
|
| 12 March |
Eric/Mark/Eli |
Zero-inflated data Perturbation analysis outliers standardized residuals |
Rmd 1 pdf 1 html 1 |
O’hara and Kotze 2010 Ekwaru et al. 2017 HWS18a: Chap 12 |
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| 14 March |
|
Warlick-Pinniped stranding data Lowe-Bull trout life history trends McGill-Coastal productivity trends Feddern-Coastal stream flow patterns Sorel-Juvenile chinook timing |
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