Research School for Socio-Economic and
Natural Sciences of the Environment
Research School for Socio-Economic and
Natural Sciences of the Environment
Agenda

Introduction to Time Series Analysis

Date: 14 November 2017 - 17 November 2017
Location: UFZ Leipzig, Germany

Target audience

Researchers with data collected regularly over a time period. Must already have a working knowledge of Matlab or R (e.g. read/write data, work with matrices).

Contents

The course provides a practical introduction to time series analyses and covers three main topics:

1) Data preparation and visualization, dealing with data gaps and methods for interpolation.

2) Finding trends and periodicities using empirical mode decomposition; methods for noise reduction and auto correlation analysis.

3) Methods for comparing two or more time series with respect to similarities, asynchronism, distance measures.

Didactic aim

Understand what are time series, stationarity, Fourier transform, distance matrices. Perform data interpolation, empirical mode decomposition, cross-correlation, time series clustering, and dynamic time warping.

> More information, Module 2017-15