Vorlesungsverzeichnis
Suchen Sie hier über ein Suchformular im Vorlesungsverzeichnis der Leuphana.
Lehrveranstaltungen
Forecasting and Simulation (Vorlesung)
Dozent/in: Ulf Brefeld
Termin:
wöchentlich | Dienstag | 10:15 - 11:45 | 02.04.2024 - 16.04.2024 | C 12.111 Seminarraum
Einzeltermin | Di, 16.04.2024, 10:15 - Di, 16.04.2024, 11:45 | C 25.021 Seminarraum | ACHTUNG RAUMWECHSEL am 16.4.
wöchentlich | Dienstag | 10:15 - 11:45 | 23.04.2024 - 07.05.2024 | C 25.021 Seminarraum
Einzeltermin | Di, 14.05.2024, 10:15 - Di, 14.05.2024, 11:45 | C 12.111 Seminarraum
wöchentlich | Dienstag | 10:15 - 11:45 | 21.05.2024 - 18.06.2024 | C 25.021 Seminarraum
Einzeltermin | Di, 25.06.2024, 10:15 - Di, 25.06.2024, 11:45 | C 12.111 Seminarraum
Einzeltermin | Di, 02.07.2024, 10:15 - Di, 02.07.2024, 11:45 | C 25.021 Seminarraum
Inhalt: The module provides a survey of the theory and application of data-based computational techniques to forecast and simulate data with temporal dependencies. Selected statistical approaches dealing with the special role of time in modeling will be discussed in detail. Topics of interest include: - stationary and non-stationary time series (ARIMA models) - conditional heteroscedastic time series (ARCH and GARCH models) - multivariate time series (VAR and VARMA models) - state space models (Kalman Filter)
Forecasting and Simulation (Übung)
Dozent/in: Ulf Brefeld, Soham Majumder
Termin:
wöchentlich | Donnerstag | 12:15 - 13:45 | 02.04.2024 - 05.07.2024 | C 12.002 Seminarraum
Inhalt: The module provides a survey of the theory and application of data-based computational techniques to forecast and simulate data with temporal dependencies. Selected statistical approaches dealing with the special role of time in modeling will be discussed in detail. Topics of interest include: - stationary and non-stationary time series (ARIMA models) - conditional heteroscedastic time series (ARCH and GARCH models) - multivariate time series (VAR and VARMA models) - state space models (Kalman Filter)