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PNS0227

Time series analysis

Time series analysis. Teachers: Jonas Knape (jonas.knape@slu.se) and Örjan Östman (orjan.ostman@slu.se).



1. Introduction to time series

a) What a time series is, how it differs from other data types, autocorrelation.

b) Basic time series models such as white noise, random walks and autoregressive models.

c) Connections to simple models of population dynamics, such as stochastic exponential growth.



2. AR, ARMA, structural changes, MAR, and multivariate (communities) statistics in time-series analysis.



3. State space models



4. Tools for time series analysis



5. Time series analysis of Swedish bird survey data.



The course structure includes initial readings, classroom discussions, hands-on activities, followed by home exercises. This unit corresponds to one theme/workshop and is planned for one full day (8:45 - 17:00; including 1 hour lunch and 2 fika breaks), equaling one credit (ca 27 hours of work for the PhD student). Example datasets will be provided but students can use their own datasets as well.

Kursplan och övrig information