Time series analysis Basic Information M003 (2+0+2) - 6 ECTS credits The objective of this course is to make students familiar with the fundamental concepts of modelling time dependent phenomena with stochastic processes. Students will learn techniques for analysing dependence and appropriate model selection. Special attention will be put on the applications of time series models in finance, economics, climatology, biology and others. Through seminars students will master the techniques for solving concrete problems by using computers to build time series models. You can access the course content at the following link: PDF Teachers Instructor: Dr. Danijel Grahovac, Associate Professor Basic literature P. J. Brockwell, R. A.Davis, Introduction to time series and forecasting, Second edition, Springer Verlag, New York, 2002. P. J. Brockwell, R. A. Davis, Time series: theory and methods, Second edition, Springer Series in Statistics, Springer-Verlag, New York, 1991. J. D. Cryer, K-S. Chan, Time Series Analysis with applications in R, Fourth edition, Springer Verlag, New York, 2017. Additional literature Teaching materials The materials are available on the internal Teams channel of the course, through which all internal communication takes place. Students are required to register on the course’s Teams channel. The channel code for joining the course can be found in the schedule.