310405 Multivariate Verfahren (V) (WiSe 2016/2017)

The core content will be the following:

- introduction & revision of basic maths and stats required for this course
- regression analysis
- classification
- cluster analysis
- principal component analysis
- factor analysis
- multivariate time series

The course language will be English. Exam questions can be answered either in English or in German.

Teilnahmevoraussetzungen, notwendige Vorkenntnisse

It will be expected that participants are familiar with basic statistics (e.g. from introductory courses in statistics, stochastics or econometrics). Basic knowledge of the free software R would be advantageous, but is not required – an introduction to using R will be given in the first practical session.