Variability and Time Series Analysis
6-11 Oct 2019 Autrans (France)

Program

The topics that will be covered are:

  • Introduction to the software environment R (Didier Fraix-Burnet IPAG/CNRS/UGA)
  • Introduction to Time Series: (mean modelisation, deseasoning, forecast by exponential smoothing (Gérard Grégoire, LJK/UGA)
  • Base tools for Time Series modelisation: stationnarity, autocovariance functions, standard and partial, frequential approach, autoregressive models, moving average, derived models (Gérard Grégoire, LJK/UGA)
  • Fourier Transform, wavelets, filtering (Marianne Clausel, Université de Lorraine)
  • Times Series: non-linear case (Éric Moulines, École Polytechnique/Académie des Sciences)

 

 

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