[Forum SIS] Corso "Time Series Analysis: Methods and Applications"

[Francesco Finazzi]

Il giorno 1 aprile 10:30-13:30, nell'ambito del Dottorato di ricerca in
Ingegneria e Scienze Applicate, il prof. Wolfgang Schmid della European
University di Frankfurt Oder terrà un corso breve intitolato "Time Series
Analysis: Methods and Applications".

Il corso si svolgerà presso l'Università degli Studi di Bergamo al seguente
indirizzo:

Stanza 302 - Edificio C
via Pasubio, 7
24044 Dalmine (BG)

Tutti gli interessati sono invitati a partecipare. Per maggiori
informazioni: francesco.finazzi a unibg.it. Segue abstract del corso.

"Many processes in environmental sciences (e.g., air pollution, wind speed,
seismology), engineering (e.g., digital signal processing, wireless
communication), medicine (e.g., EEG), finance (e.g., returns of stocks),
etc. show a dependence structure over time. In order to analyze and
forecast such time series it is necessary to take the underlying
correlation structure into account. The aim of the short course is to give
an introduction into the analysis of time series. Apart from basic models
and methods like, e.g., the decomposition model, stationary processes, ARMA
models, model identification, diagnostic checking many examples are
presented to illustrate how such processes can be used in applications.
Frequently the processes depend on additional regressors. Then a multiple
linear regression with time series errors can be applied. It is described
how such models can be fitted to the data and tests for the parameters are
given."

-- 
Francesco Finazzi
Researcher

University of Bergamo
Dept. of Management, Information and Production Engineering
Room 1.09 - Building B
viale Marconi, 5
24044 Dalmine (BG) - Italy

t: 035 205 2363
e: francesco.finazzi a unibg.it
w: www.unibg.it/pers/?francesco.finazzi
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