Masterclass: Time Series Modelling and State Space Models

Date: 16 February 2017

Time: 13:30 – 16:30

Watch the live stream

Recordings will be made available on our YouTube channel following the event.


  • AR, MA and ARMA models
  • Parameter estimation for ARMA models
  • Hidden Markov Models (definitions, inference, learning)
  • Linear-Gaussian HMMs (Kalman filtering)
  • More advanced topics (more elaborate state-space models, and recurrent neural networks)