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Time series models for Ecologists (TSME01)


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'Time series models for Ecologists (TSME01)'

This course will run from 26th - 30th June 2017 at Northwest Atlantic
Fisheries Centre, St. John’s , Canada.

This course wil be delivered by Dr. Andrew Parnell

Course Overview:
This course will cover time series analysis with a particular focus on
applications in ecology. All methods will be illustrated using the free,
open-source software package R. Time Series data are ubiquitous in the
physical sciences, and models for their behaviour enable scientists to
understand temporal dynamics and predict future values. Participants will
be taught a wide range of suitable time series models for both discrete and
continuous time systems. The course will cover a range of techniques from
simple exponential smoothing and ARIMA modelling approaches up to complex
Bayesian models. Participants will gain a deeper understanding of the
models being fitted, and be able interpret the results appropriately.
Participants are encouraged to bring their own data sets for discussion
with the course tutors.


Day 1
Class 1: Introduction, example data sets
Class 2: Revision: likelihood and inference
Class 3: Revision: linear regression, GLMs, and exponential smoothing
Tutor-guided practical: Linear regression GLMs and exponential smoothing
for time series
Self-guided practical: Analysing some example data sets

Day 2
Class 1: Auto-regressive models and random walks
Class 2: Moving averages and ARMA
Class 3: Integrated models and ARIMA
Tutor-guided practical: The forecast package in R
Self-guided practical: Fitting ARIMA models with forecast

Day 3
Class 1: Including covariates: ARIMAX models
Class 2: Model choice and forecasting
Class 3: Creating bespoke time series models using Bayes
Tutor-guided practical: A walkthrough example time series analysis
Self-guided practical: Finding the best time series model for your data set

Day 4
Class 1: Modelling with seasonality and the frequency domain
Class 2: Stochastic volatility models and heteroskedasticity
Class 3: Fitting Bayesian time series models
Tutor-guided practical: Fitting time series models in Stan
Self-guided practical: Start analysing your own data set

Day 5
Class 1: Models for continuous time series: Brownian Motion and Ornstien
Uhlenbeck processes
Class 2: State-space and change point models
Class 3: Multivariate time series models and co-integration
Open session: analyse your own data


Please email any inquiries to oliverhooker@prstatistics.com or visit our
website www.prstatistics.com

Please feel free to distribute this material anywhere you feel is suitable

Our other courses

1.    MULTIVARIATE ANALYSIS OF SPATIAL ECOLOGICAL DATA #MASE
19th – 23rd June, Canada, Prof. Subhash Lele, Dr. Peter Solymos
http://www.prstatistics.com/course/multivariate-analysis-of-spatial-
ecological-data-using-r-mase01/

2.    TIME SERIES MODELS FOR ECOLOGISTS USING R (JUNE 2017 #TSME
26th – 30th June, Canada, Dr. Andrew Parnell
http://www.prstatistics.com/course/time-series-models-foe-ecologists-tsme01/

3.    META-ANALYSIS IN ECOLOGY, EVOLUTION AND ENVIRONMENTAL SCIENCES
#METR01
24th – 28th July, Scotland, Prof. Julia Koricheva, Prof. Elena Kulinskaya
http://www.prstatistics.com/course/meta-analysis-in-ecology-evolution-and-
environmental-sciences-metr01/

4.    SPATIAL ANALYSIS OF ECOLOGICAL DATA USING R #SPAE
7th – 12th August 2017, Scotland, Prof. Jason Matthiopoulos, Dr. James
Grecian
http://www.prstatistics.com/course/spatial-analysis-ecological-data-using-r-
spae05/

5.    ECOLOGICAL NICHE MODELLING USING R #ENMR
16th – 20th October 2017, Scotland, Dr. Neftali Sillero
http://www.prstatistics.com/course/ecological-niche-modelling-using-r-
enmr01/

6.    GENETIC DATA ANALYSIS AND EXPLORATION USING R #GDAR
23rd – 27th October, Wales, Dr. Thibaut Jombart, Zhian Kavar
http://www.prstatistics.com/course/genetic-data-analysis-exploration-using-
r-gdar03/

7.    STRUCTURAL EQUATION MODELLING FOR ECOLOGISTS AND EVOLUTIONARY
BIOLOGISTS USING R #SEMR
23rd – 27th October, Wales, Prof Jarrett Byrnes, Dr. Jon Lefcheck
http://www.prstatistics.com/course/structural-equation-modelling-for-
ecologists-and-evolutionary-biologists-semr01/

8.    LANDSCAPE (POPULATION) GENETIC DATA ANALYSIS USING R #LNDG
6th – 10th November, Wales, Prof. Rodney Dyer
http://www.prstatistics.com/course/landscape-genetic-data-analysis-using-r-
lndg02/

9.    APPLIED BAYESIAN MODELLING FOR ECOLOGISTS AND EPIDEMIOLOGISTS #ABME
20th - 25th November 2017, Scotland, Prof. Jason Matthiopoulos, Dr. Matt
Denwood
http://www.prstatistics.com/course/applied-bayesian-modelling-ecologists-
epidemiologists-abme03/

10.    INTRODUCTION REMOTE SENSING AND GIS APPLICATIONS FOR ECOLOGISTS
#IRMS
27th Nov – 1st Dec, Wales, Dr Duccio Rocchini, Dr. Luca Delucchi
http://www.prstatistics.com/course/introduction-to-remote-sensing-and-gis-
for-ecological-applications-irms01/

11.    ADVANCING IN STATISTICAL MODELLING USING R #ADVR
11th – 15th December 2017, Wales, Dr. Luc Bussiere, Dr. Tom Houslay, Dr.
Ane Timenes Laugen,
http://www.prstatistics.com/course/advancing-statistical-modelling-using-r-
advr07/

12.    INTRODUCTION TO BAYESIAN HIERARCHICAL MODELLING #IBHM
29th Jan – 2nd Feb 2018, Scotland, Dr. Andrew Parnell
http://www.prstatistics.com/course/introduction-to-bayesian-hierarchical-
modelling-using-r-ibhm02/

13.    ANIMAL MOVEMENT ECOLOGY (February 2018) #ANME
19th – 23rd February 2018, Wales, Dr Luca Borger, Dr. John Fieberg

14.    GEOMETRIC MORPHOMETRICS USING R #GMMR
5th – 9th June 2017, Scotland, Prof. Dean Adams, Prof. Michael Collyer, Dr.
Antigoni Kaliontzopoulou
http://www.prstatistics.com/course/geometric-morphometrics-using-r-gmmr01/


15.    FUNCTIONAL ECOLOGY FROM ORGANISM TO ECOSYSTEM: THEORY AND
COMPUTATION #FEER
5th – 9th March 2018, Scotland, Dr. Francesco de Bello, Dr. Lars
Götzenberger, Dr. Carlos Carmona
http://www.prstatistics.com/course/functional-ecology-from-organism-to-
ecosystem-theory-and-computation-feer01/

16.    ADVANCES IN MULTIVARIATE ANALYSIS OF SPATIAL ECOLOGICAL DATA USING
R #MVSP
Prof. Pierre Legendre, Dr. Olivier Gauthier - Date and location to be
confirmed

17.    STABLE ISOTOPE MIXING MODELS USING SIAR, SIBER AND MIXSIAR #SIMM
Dr. Andrew Parnell, Dr. Andrew Jackson – Date and location to be confirmed

18.    NETWORK ANAYLSIS FOR ECOLOGISTS USING R #NTWA
Dr. Marco Scotti - Date and location to be confirmed

19.    MODEL BASE MULTIVARIATE ANALYSIS OF ABUNDANCE DATA USING R #MBMV0
Prof David Warton - Date and location to be confirmed

20.    PHYLOGENETIC DATA ANALYSIS USING R (TBC) #PHYL
Dr. Emmanuel Paradis – Date and location to be confirmed


Oliver Hooker PhD.
PR statistics

2017 publications -

Ecosystem size predicts eco-morphological variability in post-glacial
diversification. Ecology and Evolution. In press.

The physiological costs of prey switching reinforce foraging
specialization. Journal of animal ecology.

prstatistics.com
facebook.com/prstatistics/
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prstatistics.com/organiser/oliver-hooker/

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