Panos Vassiliadis, professor in University of Ionnanina (Greece) will give a 7h seminar on Time Series Management.

General Description

This seminar will introduce you to fundamental concepts on time series. The main topics covered will be:

• Time Series preparation. Missing values. Noise removal & Normalization (Piecewise Aggregate Approximation, Exponential Smoothing). Data transformation & reduction (DFT, SAX). Distance of time series (Euclidean, Dynamic Time Warping).
  
  
• Time Series Forecasting. Stationarity and its various forms. Differencing, autoregression, moving average models.
  
  
• Outliers in Traditional data: Extreme value analysis, Clustering methods, Distance-based methods. Time series outliers: point outliers and shape outliers (HotSAX)

Schedule

26th and 28th April, 2016.
From 15h to 18:30.
A6-2015.

Evaluation

The students will be asked to solve some exercises at home and deliver them by e-mail as to be agreed with the lecturer.