Tuesday & Thursday from 1:30-2:50 via Zoom
| Date | Instructor | Lecture topics | Slides | Video of Lecture | Reading |
|---|---|---|---|---|---|
| 5 Jan |
Mark |
Course overview Properties of time series Data transformations Time series decomposition |
pdf 1 pdf 2 html 1 html 2 Rmd 1 Rmd 2 |
Video |
CM09: Chap 1 HA18: Chap 6 HSW18: Intro to ts |
| 7 Jan |
Mark |
Covariance & correlation Autocorrelation & Partial autocorrelation Cross correlation White noise Random walks Differencing |
pdf 1 html 1 Rmd 1 |
Video |
CM09: Chap 2 CM09: Chap 4 HA18: Chap 8.1 HSW18: Intro to ts |
| 12 Jan |
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 |
CM09: Chap 6 CM09: Chap 7 HA18: Chap 8.1-8.5 |
| 14 Jan |
Eli |
Box-Jenkins method Fitting ARIMA models with R Forecasting with ARIMA models Seasonal ARIMA models |
pdf 1 pdf 2 pdf 3 html 1 html 2 html 3 html 4 Rmd 1 Rmd 2 Rmd 3 Rmd 4 |
Video Video |
HA18: Chap 8.6-8.9 H18: ARIMA Models |
| 19 Jan |
Eli |
Univariate state-space models |
html 1 Rmd 1 |
Video |
HWS18a: Chap 7 HWSb: Chap 6 MARSS function MARSS Ref Sheet uni_example_1.R uni_example_2.R uni_example_3.R uni_example_4.R |
| 21 Jan |
Eli |
Introduction to multivariate state-space models |
pdf 1 pdf 2 html 1 Rmd 1 |
Video |
HWS18a: Chap 8 MARSS function MARSS Ref Sheet uni_example_0.R marss_example_0.R marss_example_0_with_comments.R marss_example_1.R marss_example_2.R marss_example_3.R marss_example_4.R marss_example_5.R |
| 26 Jan |
Eli |
MARSSX and ARMAX models Seasonal effects Missing covariates |
pdf 1 html 1 Rmd 1 |
Video |
lec_07_covariates.R MARSS Models HWS18a: Chap 8 Missing Covariates HWS18a: Chap 11 HA18: Chap 5 HA18: Chap 9 H18: Chap 6 |
| 28 Jan |
Mark |
Regression with autocorrelated errors Dynamic factor analysis (DFA) |
pdf 1 html 1 Rmd 1 |
Video |
Zuur et al. 2003a Zuur et al. 2003b Ohlberger et al. 2016 HWS18a: Chap 10 |
| 2 Feb |
Mark |
Dynamic linear models (DLMs) |
pdf 1 html 1 Rmd 1 |
Video |
Petris et al. (2009) HWS18a: Chap 16 Scheuerell & Williams (2005) |
| 4 Feb |
Eric |
Hidden Markov models |
html 1 Rmd 1 |
Video |
Zucchini et al. 2006 depmixS4 vignette |
| 9 Feb |
Eric |
Bayesian estimation of time-series and state-space models Stan |
pdf 1 html 1 Rmd 1 |
Video |
Stan manual Monnahan et al. 2017 mcmc intro |
| 11 Feb |
Eric |
MAP estimation Multivariate models DFA Writing Bayesian models in Stan |
pdf 1 html 1 Rmd 1 |
Video |
Stan manual |
| 16 Feb |
Eric |
Multi-model inference and selection Information criteria Cross-validation & LOOIC |
pdf 1 html 1 Rmd 1 |
Video |
See list of references in the lecture HA18: Section 3.4 H18: Forecast accuracy H18: Variable selection |
| 18 Feb |
Eli |
AR(p) Models Estimating interaction strengths Gompertz models Stability metrics |
html 1 Rmd 1 |
Video |
Hampton et al 2013 Ives et al 2003 HWS18a: Chap 14 & 18 MAR Stability Metrics AR(1) errors Mark’s B estimation talk |
| 23 Feb |
Eric |
Semi- and non-parametric models |
pdf 1 html 1 Rmd 1 |
Video |
Chang et al. 2017 Sugihara and May rEDM Vignette Intro to EDM, video EDM lecture EDM for beginners, review |
| 25 Feb |
Mark |
Frequency domain Fourier transforms Spectral analysis Wavelet analysis |
pdf 1 html 1 Rmd 1 |
Video |
Graps (1995) Percival & Walden (2000) |
| 2 Mar |
Eric |
Spatial and spatio-temporal models |
html 1 Rmd 1 |
Video |
River spatial models River spatial 2 River spatial 3 |
| 4 Mar |
Eric |
Spatial and spatio-temporal models |
html 1 Rmd 1 |
Video |
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| 9 Mar |
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Student presentations |
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| 11 Mar |
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Student presentations |
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