These are materials for the Time Series Analysis Training Session offered as part of NMFS' Office of Science and Technology's Protected Species Assessment Workshop in La Jolla, CA from February 11-14, 2019.
Mark Scheuerell
Fish Ecology Division, Northwest Fisheries Science Center, National Marine Fisheries Service, National Oceanic and Atmospheric Administration, Seattle WA USA
Monday, February 11, 2019
Eckart Sea Cave, Scripps Institute of Oceanography, La Jolla, CA
8:30 - 10:00
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Characteristics, autocorrelation, cross-correlation
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White noise, random walks and biased random walks
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AR(p), MA(q), ARMA(p,q) models
10:00 - 10:15
10:15 - 11:15
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Univariate state-space models
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Multivariate state-space models
11:15 - 11:30
11:30 - 12:30
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Regression with auto-correlated errors
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Dynamic Factor Analysis (DFA)
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Dynamic Linear Models (DLMs)
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