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nils
2022-01-06T19:04:19.053Z
type:structured-message
www.uio.no

Teaching takes place Thursdays 9:15 to 12:00, and we start January 20. When we're allowed to, we'll be in Auditorium 4, Vilhelm Bjerknes Building, but the korona situation may force us to zoom, perhaps for the first few weeks; information about this will be given at this website.

Teaching will involve both lectures and exercises, and for most but not all Thursdays this will mean 2 hr lectures + 1 hr exercises. Also, exercises will both be on theory and with the practicalities of analysing actual time series data, using R. We will use certain R packages, but there will also be a need to programme things from scratch, so to speak.

The course book is R.H. Shumway and D.S. Stoffer, "Time Series Analysis and Its Applications" (4th edition, 2016), Springer. The full pdf is actually available. The curriculum will be specified later on, but will essentially be drawn from the book's chapters 1, 2, 3, 4.

Nils Lid Hjort