02427 - Lecture Schedule2023 |
|||
No. |
Date |
Lecturer |
Subject |
1 |
WEDNESDAY |
Henrik Madsen |
Non-linear time series models |
2 |
WEDNESDAY 6 SEP - DK |
Henrik Madsen |
Kernel estimators and their applications in time
series analysis |
3 |
WEDNESDAY |
Henrik Madsen |
Computer exercises 1 |
4 |
WEDNESDAY |
Henrik Madsen |
Parameter estimation in non-linear models
|
5 |
WEDNESDAY |
Henrik Madsen |
State Space Models and State Space Modeling Ordinary Kalman Filter and extended
filters Generalized State Space models |
6 |
WEDNESDAY |
Henrik Madsen |
Computer exercise 2 |
|
WEDNESDAY |
Henrik Madsen |
Stochastic differential equations |
|
WEDNESDAY |
Henrik Madsen |
Estimation of linear and (some) non-linear SDE |
9 |
WEDNESDAY |
Henrik Madsen |
Computer exercises 3 |
10 |
WEDNESDAY |
Henrik Madsen |
Recursive estimation |
11 |
WEDNESDAY |
Henrik Madsen |
Modelling non-stationary systems
|
12+13 |
WEDNESDAY |
Henrik Madsen |
Computer exercises 4 (plus an extra lecture on a selected topic) |
Please note NO LECTURES ON 18
OCT
(Autumn break in DK)
Lectures
will take place at DTU in building 321 room 033
Time schedule for a lecture day:
10.00 - 12.00 Forelæsninger / lectures
12.00 - 13.00 Frokost / lunch
13.00 - 14.00 Øvelser/written exercises
14.00 - 16.00 Forelæsninger / lectures
Please note that Computer exercises will take place from 13 to 17 on the days shown above
For further information, please contact: Henrik
Madsen, DTU Compute, Room 004,Bldg. 303B, DTU
Phone:
+45 4525 3408 , E-mail hmad@dtu.dk -
http://henrikmadsen.org/
Erik
Lindström Phone: +46 46 222 4578 - e-mail:
erikl@maths.lth.se-
http://www.maths.lth.se/matstat/staff/erikl/
Last modified 21 AUG 2023 hmad