Seminar on Time Series Management

  • Apr25

    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)


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


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