02427 - Lecture Schedule  dtulogo

2018

No.

Date 

Lecturer

Subject

1 WEDNESDAY
  05 SEP - DK
Henrik Madsen 
Erik Lindström
Non-linear time series models 
Generalized transfer functions 
Kernel estimators
2
WEDNESDAY
12 SEP - DK
Henrik Madsen 
Erik Lindström
Kernel estimators and their applications in time series analysis 
Non-parametric models 
Identification of non-linear models 
Cumulants and polyspectra
3 WEDNESDAY 
  19 SEP - local
Henrik Madsen 
Erik Lindström
Computer exercises 1
4
WEDNESDAY
  26 SEP - DK
Henrik Madsen 
Erik Lindström
Parameter estimation in non-linear models 
Case study
5 WEDNESDAY
  03 OCT - DK
Henrik Madsen 
Erik Lindström
State Space Model
Ordinary Kalman Filter
Non-linear state space models
6
WEDNESDAY
10 OCT - local
Henrik Madsen 
Erik Lindström
Computer exercises 2

7
WEDNESDAY
  24 OCT - DK
Henrik Madsen 
Erik Lindström
Stochastic differential equations 
Ito Calculus 
Exact and approximate filters

8
WEDNESDAY
  31 OCT - DK
Henrik Madsen 
Erik Lindström
Estimation of linear and (some) non-linear SDE 
Modelling using stochastic differential equations
9
WEDNESDAY
  07 NOV - local
Henrik Madsen 
Erik Lindström
Computer exercises 3
10
WEDNESDAY
  14 NOV - DK
Henrik Madsen 
Erik Lindström
Recursive estimation 
Non stationary systems
11 WEDNESDAY
21 NOV - DK
Henrik Madsen 
Erik Lindström
Modelling non-stationary systems 
Experimental design for dynamic system modelling 
Prediction in non-linear models   
12  WEDNESDAY
  28 NOV - local
Henrik Madsen 
Erik Lindström
Computer exercises 4

Please note NO LECTURES ON 17 OCT
Lectures will take place at DTU in building 303B room 026

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 following days: please see above

For further information, please contact , Henrik Madsen, IMMBldg. 303B, DTU
Phone: +45 4525 3408 / Fax: +45 4588 2673, E-mail:hm@imm.dtu.dk 
Erik Lindström Phone: +46 46 222 4578 - FAX: +46 46 222 4623 - e-mail: erikl@maths.lth.se- http://www.maths.lth.se/matstat/staff/erikl/




Last modified 30 AUG 2018 jkl