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)