Concept
Autocorrelation
Related courses (32)
EE-607: Advanced Methods for Model Identification
This course introduces the principles of model identification for non-linear dynamic systems, and provides a set of possible solution methods that are thoroughly characterized in terms of modelling as
FIN-407: Machine learning in finance
This course aims to give an introduction to the application of machine learning to finance, focusing on the problems of portfolio optimization and hedging, as well as textual analysis. A particular fo
MATH-444: Multivariate statistics
Multivariate statistics focusses on inferring the joint distributional properties of several random variables, seen as random vectors, with a main focus on uncovering their underlying dependence struc
MSE-639: Statistical methods in atomistic computer simulations
The course gives an overview of atomistic simulation methods, combining theoretical lectures and hands-on sessions. It
covers the basics (molecular dynamics and monte carlo sampling) and also more adv
FIN-525: Financial big data
The course introduces modern methods to acquire, clean, and analyze large quantities of financial data efficiently. The second part expands on how to apply these techniques and robust statistics to fi
CIVIL-606: Inference for large-scale time series with application to sensor fusion
Large-scale time series analysis is performed by a new statistical tool that is superior to other estimators of complex state-space models. The identified stochastic dependences can be used for sensor
MICRO-428: Metrology
The course deals with the concept of measuring in different domains, particularly in the electrical, optical, and microscale domains. The course will end with a perspective on quantum measurements, wh
ENV-409: Air pollution
A survey course describing the origins of air pollution and climate change
CH-353: Introduction to electronic structure methods
Repetition of the basic concepts of quantum mechanics and main numerical algorithms used for practical implementions. Basic principles of electronic structure methods:Hartree-Fock, many body perturbat
PHYS-512: Statistical physics of computation
The students understand tools from the statistical physics of disordered systems, and apply them to study computational and statistical problems in graph theory, discrete optimisation, inference and m