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Environmetrics (4 SWS)

Veranstaltung für den Master (6 Credit Points) - E-Modul für FACT, FINE, IOM und M & M

 

Details

 

 

Die Veranstaltung findet im 1. Block (06.04. - 21.05.2010) des SS 2010 statt.

Vorlesung 1:

(Beginn: 06.04.2010)

Montag 14 - 16 Uhr HG 217 Prof. Dr. W. Schmid
Vorlesung 2: Dienstag 14 - 16 Uhr HG 217 Prof. Dr. W. Schmid
         
Übung:

(Beginn: 09.04.2010)

Freitag 16 - 18 Uhr AB 210 Einweisung von R. Garthoff

in R und SAS

(weiter) Montag 12:45 - 14:15 Uhr HG 217 I. Okhrin

 

The students should learn how statistical methods can be successfully applied to analyse environmental data.

 

Inhalte der Lehrveranstaltung:  

 

1. Air pollution  
Case study: Particulate matter (PM 10) in Berlin/Brandenburg and the voivodeship Lubuskie
Aims: a) Towards a common air quality assessment method
  b) Recovering information from synthetic air quality indices
  c) Modelling the PM 10 content
  d) Interpolation and forecasting the PM 10 content
 Statistical Methods:

 multinomial logit regression, Kernel smoothing, spatial time series, Kriging

   

2. Renewable energies  
Case study: Generation of electricity by wind farms
Aims: a) Modelling the wind speed and the wind direction
  b) Forecasting the wind speed and direction
Statistical Methods:  skewed distributions, regime-switching models
   
Case study: Power Plant portfolio of renewable energies
Aims:  a) Efficiency of such a portfolio
 

 b) Application of Markowitz theory to energy economics     

 

 c) Recommendation for the supporting company

IStatistical Methods: portfolio theory, time series models