Termine
| wöchentlich | Dienstag | 14:15 - 15:45 | 06.04.2026 - 10.07.2026 | C 14.001 Seminarraum | blackboard or whiteboard necessary |
Studienplankontext
Wiederholungstermin: : Keine selbständige Anmeldung zum Wiederholungstermin möglich. info_outline
Donnerstag, 17.09.2026, 10:15, room C 14.027 Seminarraum
Organisatorisches
Anmeldung
Die Anmeldung endete am 07.4.2026 um 23:59 Uhr
Sie werden in dieser Veranstaltung automatisch an-/abgemeldet, wenn Sie sich in einer der folgenden Veranstaltungen an-/abmelden:
Forecasting and Simulation (Ulf Brefeld, Soham Majumder)
Personen
Inhaltliches
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)
On successful completion of the module, students will have gained knowledge on selected methods of forecasting and simulating data with temporal dependencies and will be able to use these methods in various applications.
Evaluation
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