312512 Hidden Markov Models (V) (SoSe 2025)
Contents, comment
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Hidden Markov models (HMMs) are time series models that are useful for analysing sequential data that are driven by underlying states. Typical examples are animal movement data (where the underlying states represent the animal's motivations), medical records (where the states could correspond to different disease stages), and financial data (where the states are associated with different levels of nervousness of the market).
The course will formally introduce the class of HMMs and the associated inferential methods (parameter estimation, state decoding, prediction, model selection, model checking). Participants will be taught how to code HMMs in R from scratch. We will also be discussing various closely related classes of models. And of course there will be lots of examples throughout.
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Mo | 12-14 | U2-233 | 07.04.-18.07.2025
not on: 4/21/25 / 6/9/25 |
Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 31-EM-3 Angewandte empirische Methoden | Angewandte empirische Methoden | Student information | |
| - | Graded examination | Student information | |
| 31-M-ASM1 Advanced Statistical Methods I | Veranstaltungen aus dem Bereich Statistik und/oder in (einem) methodisch verbundenen Gebiet(en) (I.) | Student information | |
| Veranstaltungen aus dem Bereich Statistik und/oder in (einem) methodisch verbundenen Gebiet(en) (II.) | Student information | ||
| 31-M-ASM2 Advanced Statistical Methods II | Veranstaltungen aus dem Bereich Statistik und/oder in (einem) methodisch verbundenen Gebiet(en) (I.) | Graded examination
|
Student information |
| Veranstaltungen aus dem Bereich Statistik und/oder in (einem) methodisch verbundenen Gebiet(en) (II.) | Graded examination
|
Student information | |
| 31-M-El1 Elective Courses 1 | Gewählte Veranstaltungen aus dem Bereich "Spezialkenntnisse in ökonomischer Theorie und/oder quantitativen Methoden" 4 LP | Student information | |
| 31-M-El2 Elective Courses 2 | Gewählte Veranstaltungen aus dem Bereich quantitativen Methoden 4 LP | Student information | |
| 31-MM15 Empirische Wirtschaftsforschung und Quantitative Methoden | Veranstaltungen aus dem Bereich "Angewandte Ökonometrie" (bspw. Methoden der Ökonometrie, etc.) oder aus dem Bereich "Angewandte Statistik" (bspw. GLM, MVV, etc.) oder aus dem Bereich "DV-Technik" (bspw. A&D, Simulationstechniken, etc.) | Student information | |
| 31-MM15-WiMa Empirische Wirtschaftsforschung und Quantitative Methoden | Veranstaltungen aus dem Bereich "Angewandte Ökonometrie" (bspw. Methoden der Ökonometrie etc.) oder aus dem Bereich "Angewandte Statistik" (bspw. GLM, MVV etc.) oder aus dem Bereich "DV-Technik" (bspw. A&D, Simulationstechniken etc.) | Student information | |
| 31-SW-AKStat Ausgewählte Kapitel der Statistik | Veranstaltung aus dem Bereich Statistik oder einem methodisch verbundenen Gebiet 4 LP | Graded examination
|
Student information |
The binding module descriptions contain further information, including specifications on the "types of assignments" students need to complete. In cases where a module description mentions more than one kind of assignment, the respective member of the teaching staff will decide which task(s) they assign the students.
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Economics and Management (BiGSEM) / Promotion | Data Science; Electives | 4 | |||||
| Studieren ab 50 |
- E-Learning Space
- E-Learning Space
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- SS2025_312512@ekvv.uni-bielefeld.de
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- Notes:
- Additional notes on the electronic mailing lists
- Last update basic details/teaching staff:
- Friday, November 22, 2024
- Last update times:
- Wednesday, February 5, 2025
- Last update rooms:
- Wednesday, February 5, 2025
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 2
- Language
- This lecture is taught in english
- Department
- Faculty of Business Administration and Economics
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