Time Series
This is a Master level course taught in the Master en Modelización Matemática, Estadística y Computación, jointly taught with Ana Cebrián (University of Zaragoza). Material here corresponds to the second half of the course (of which I was responsible) and several years, ending in the academic year 2021-2022, last of my involvement.Syllabus and bibliography
Slides
- Slides used 2021-2022. Classroom version.
- Slides used 2021-2022. Four to a page.
- Slides used 2021-2022. Four to a page with space for notes.
Sample sessions
These are examples shown in class, only available in Spanish.- Example 1. Manipulación de datos de serie temporal en R.
- Example 2. Filtrado de Kalman a pelo.
- Example 3. Fuentes de series temporales en Internet.
- Example 4. Filtrado de Kalman con paquetes auxiliares.
- Example 5. Filtrado de Kalman y estimación máximo-verosímil.
- Example 6. Series con intervalo de observación inferior al día.
- Example 7. Ejemplos benchmarking y conciliación de series.
- Example 8. Ejemplos parámetros cambiantes, homogeneización, etc..
Past exams
(The exams below cover only my 50% of the subject; students had to solve a different exam for the half taught by my colleague Ana Cebrián.)
- January 2022 . (oil.rda, oil.Rmd).
- June 2022 . (carnes.rda, CMO-Historical-Data-Monthly.xlsx, lectura.Rmd).
- January 2021 . (situacion-epidemiologica.rda, covid.Rmd).
- June 2021 . (covid-mayo-21.rda, situacion-epidemiologica-mayo-21.rda, covid-mayo-21.Rmd).