TITLE: Stochastic Modeling of Environmental Time Series

INSTRUCTOR: Richard W. Katz, Senior Scientist, Environmental and Societal Impacts Group, National Center for Atmospheric Research, Boulder, CO USA

SCHEDULE: Tuesday, 10:15 to 11:00 & 11:15 to 12:00 (20 May - 17 June), CO 010

Tues., 20 May, 10:15 to 11:00 -- Environmental motivation & Probabilistic background

Tues., 20 May, 11:15 to 12:00 -- Statistical background

Tues., 27 May, 10:15 to 11:00 -- EM algorithm (theory)

Tues., 27 May, 11:15 to 12:00 -- EM algorithm (example)

Tues., 3 June, 10:15 to 11:00 -- Mixture of time series (observed)

Tues., 3 June, 11:15 to 12:00 -- Mixture of time series (hidden)

Tues., 10 June, 10:15 to 11:00 -- Hidden Markov models (theory)

Tues., 10 June, 11:15 to 12:00 -- Hidden Markov models (example)

Tues., 17 June, 10:15 to 11:00 -- Spatio-temporal models (theory)

Tues., 17 June, 11:15 to 12:00 -- Spatio-temporal models (example)

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OFFICE: MA 111
PHONE: 021-693-5503
EMAIL: rwk@ucar.edu
HOME PAGE: http://www.esig.ucar.edu/HP_rick.html

CLASS NOTES: http://statwww.epfl.ch/teaching/ecoleDoctorale/Katz/ ("lecture1.pdf" etc.)

OTHER RESOURCES:

Geophysical Statistics Project (GSP): http://www.cgd.ucar.edu/stats/

The International Environmetrics Society (TIES): http://www.nrcse.washington.edu/ties/