Project

Time series analysis tools

Publisher

Supervisor

Location

Greater Copenhagen area

Some very useful functions are actually missing in the statistical software R and in
this project we can do implementations of some of these functions, and further work
on some ideas to extend classical statistical measures.
The missing functions are effective implementations of several model techniques,
for example semi-parametric regression, recursive quantile regression and some
Kalman filtering approaches.
Further, some ideas for new time series analysis measures and modelling techniques
can be studied. Usually, this can be done using simulations, where the features of
the methodology can be explored.
The outcome of the project can be R functions, which can be shared as open source
software in packages.

Requirements

Courses in statistics, preferably at least 02417 Time Series Anal- ysis. Programming experience is essential, preferably with R or similar, but also experience with C or C++ is useful.

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Contact

Company / Organization

DTU Compute

Name

Peder Bacher

Position

Lektor

Mail

pbac@dtu.dk

Supervisor info

BSc in Mathematics and Technology

Supervisor

Peder Bacher

Co-supervisors

Henrik Madsen, Lasse Engbo Christiansen, Jan Kloppenborg Møller

ECTS credits

15 - 30

Type

BSc project, MSc thesis

MSc in Mathematical Modelling and Computation

Supervisor

Peder Bacher

Co-supervisors

Henrik Madsen, Lasse Engbo Christiansen, Jan Kloppenborg Møller

ECTS credits

15 - 30

Type

BSc project, MSc thesis

Technical University of Denmark

For almost two centuries DTU, Technical University of Denmark, has been dedicated to fulfilling the vision of H.C. Ørsted – the father of electromagnetism – who founded the university in 1829 to develop and create value using the natural sciences and the technical sciences to benefit society.


Today, DTU is ranked as one of the foremost technical universities in Europe, continues to set new records in the number of publications, and persistently increases and develops our partnerships with industry, and assignments accomplished by DTU’s public sector consultancy.

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Denmark



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CVR-nr. 30 06 09 46

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