4th Klagenfurt-Bielefeld
Summer School on
Modern Topics in Time Series Analysis
Main Facts
Time September 16-20, 2024
Venue University of Klagenfurt, Austria
Capacity 40 participants
Fee EUR 550 (PhD students); EUR 700 (others)
Target Audience
The summer school’s primary target audience are PhD students. However, subject to capacity the school also welcomes post-doctoral researchers (from universities, research institutes or (central) banks) and professionals with a strong mathematical and statistical background seeking to extend their knowledge base in time series analysis. A good preliminary knowledge of the main work-horses in time series analysis, e.g., estimation and specification of vector autoregressive models, is expected.
Important Dates
| June 30, 2024 | Extended Deadline for Application |
| July 1, 2024 | Notification of Acceptance |
| July 14, 2024 | Deadline for Registration |
Cancellation:
Until August 11, 2024: free of charge | up to September 1, 2024: 50% of the fee will be retained | after September 1, 2024: no reimbursement possible.
Programme / Schedule (LINK)
The summer school provides a PhD-level introduction to a range of modern topics in time series analysis taught by a selection of top researchers in Europe.
| Topics (in alphabetical order) |
Lecturer | Affiliation |
| Gregor Kastner | University of Klagenfurt | |
| Manfred Deistler | Vienna University of Technology | |
| Econometric Modelling of Climate Change | Eric Hillebrand | Aarhus University |
| Functional Time Series Analysis | Siegfried Hörmann | Graz University of Technology |
| Hidden Markov Models | Timo Adam | Bielefeld University |
| Nonlinear Cointegration | James Duffy | Oxford University |
| Martin Wagner | University of Klagenfurt | |
| Seasonal and Trend Modelling for Forecasting | Harry Haupt | University of Passau |
| Dietmar Bauer | Bielefeld University |
Each half-day will be dedicated to one topic in two 90-minute lectures. Presentations will roughly follow a common layout introducing the main theory of the area, potentially providing examples and discussing software available and finally indicating relevant questions at the research frontier.
Schedule
The summer school will start on Monday, September 16, 2024 at 9:00 (registration at 8:30) and will close on Friday, September 20, 2024 at around 14:00. Details will be communicated directly to the participants.
Application
PhD students provide:
- a motivation letter including subject of PhD thesis and name of supervisor
- an up-to-date CV listing all time series and statistics-related courses taken so far
- proof of enrolment in PhD studies
Others:
- a motivation letter
- an up-to-date CV listing all time series analysis-related experience
Please pack all documents into a single PDF file (size limit 5MB). Applications are to be sent to vwl2 [at] aau [dot] at.
Practical Information
Lecture Material
Please check the Timetable for the materials related to the lectures. They will be embedded in the slots for the respective courses and available in due time to all registered participants.
Venue
The summer school will take place at Das Seepark Wörthersee Resort (Universitätsstraße 104, 9020 Klagenfurt am Wörthersee).
Further Information
- The registration desk will open at 08:30 on Monday, September 16, 2024.
- WLAN internet connection will be available.
- Coffee breaks and lunches will be served in the vicinity of the lecture room.
The conference fee covers
- lectures
- materials
- lunches
- coffee breaks and snacks
- social event
- certificate of attendance
Social Event
Wednesday or Thursday afternoon and evening depending on final teaching schedule and weather:
Hike through Tscheppaschlucht gorge to Bodental (this will take about 2.5 to 3 hours – make sure to bring sturdy shoes, rainwear and a water bottle).
Dinner at Gasthof Sereinig in Bodental.
Transport to and from the excursion by bus, departure from Seepark Hotel after lunch.
Accomodation and transport
The fee does not include travel, accommodation and dinners.
Participants will have to arrange for their own travel and accommodation.
All relevant information on booking accommodation and public transport can be found at visitklagenfurt.at.
The closest airports are Klagenfurt and Ljubljana.
The venue is serviced by the red bus line C – the name of the relevant bus stop is “Europapark” (on the West side of the map). See here for an overview.
Maps and timetables for public transport in Klagenfurt.
Some impressions from MTSA 2022…
“… the right balance between lectures and breaks; just the appropriate time for each topic to get a good intuition and not get lost in formulas.”
“… lots of opportunities for networking.”
“… aside from the lectures and all the materials, the possibility to exchange opinions and thoughts with well-established professors in a very informal environment is very valuable.”
“… presenters included recent publications in their slides to make content relevant with useful insights for research.”
“… learning about how certain methodologies are employed similarly in different fields.”
“… good schedule, opportunitiy to talk a lot about research and learn a wide range of things.”
“… excellent and motivated teachers, excellent organisation, great location.”
Research Council
