02417 Lecture 1 part A - Fall 2018

Introduction to course 02417 Time Series Analysis in the fall 2018 semester at DTU.

[AndyTutify]

For anyone wondering, he's teaching from "Time Series Analysis
" by Henrik Madsen. Henrik has a website with exercises and solutions for that book.

[王九一-il]

🎯 Key Takeaways for quick navigation:

00:00 🤖 *Introduction to course 02417 Time Series Analysis in the fall 2018 semester at DTU*
- Introduction to flipped classroom format with video lectures and weekly discussion sessions
- Overview of course structure, assignments, and expectations
07:00 📈 *Motivation for time series analysis*
- Examples of time series data like fur trade records, stock prices, airline passengers
- Concepts like stationarity, dynamical systems, prediction intervals
15:00 👩‍🏫 *About the instructor*
- Background and contact information for the lecturer
- Office location and hours for student questions
20:00 🎯 *Course objectives*
- Characterizing time series data, modeling, prediction, uncertainty quantification
- Linear systems theory, input-output models, statistical concepts
27:00 💡 *Example relating heating system to dynamical systems*
- Heating system state depends on past states like temperature
- Violates assumption of independent observations in linear regression
36:00 📊 *Student background in statistics and probability*
- Assessing prior knowledge to tailor lecture content
- multivariate distributions and linear modeling concepts
45:00 📝 *Defining multivariate normal distribution*
- Generalization of univariate normal distribution
- Mean vector, covariance matrix, density function
55:00 🍊 *Marginal and conditional densities*
- Integrating joint density over unwanted dimensions
- Relation to independence of variables

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[eitanas]

Hello, thanks for the great course!
Will you be able to provide a link to the course materials?
Thanks!

[yangyiqing]

Could you please to share the course materials? thanks!

[batmanb]

is he just going to give complex mathematical equations the whole time and not explain what any of the symbols mean or what the equation is supposed to represent? I just watched a 10 minute explanation on marginal density function and have no clue what it is