Statistics Group  Institute of Applied Mathematics  Faculty of mathematics  
Universität Heidelberg 
Ruprecht Karls Universität Heidelberg
Institute of Applied Mathematics Mathematical Statistics Group Professor Rainer Dahlhaus 

Seminar Wintersemester 2017/18:Mathematical Time Series Analysis with Application to Audio Signal Processing


The topics of the seminar are spectral analysis and state space models for time series. At the beginning there will be more mathematical oriented talks on the subject while in the second part there will be talks on applications to audio signal processing including the implementation of the concepts with Matlab programs. The seminar will be held as a block seminar in January. A first informal meeting is on Thursday, 19. October 2017, 14:15 in Room 4.200. 