Environmetrics (4 SWS)
Veranstaltung für den Master (6 Credit Points) - E-Modul für FACT, FINE, IOM und M & M
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 |
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c) Recommendation for the supporting company |
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IStatistical Methods: | portfolio theory, time series models |