KTH Mathematics
SF2943 Time Series Analysis
Spring semester 2013
Short course description
Plan for the course in 2013
Updated 2013-03-13
Schedule 2013
Course log and updates
. Updated 2013-03-13.
Course literature: P.J.Brockwell and R.A. Davis, Introduction to Time Series and Forecasting. Springer.
Formulas and survey
. May be used at the exam.
Lecture notes
by Jan Grandell, giving a more theoretical treatment of parts of the course. Useful and enlightening, but not mandatory reading.
Solutions to some exercises in course text book
Project guidelines (updated)
Project page
with Matlab and data files for project work
The Exam takes place on Wednesday 22nd of May 14.00-19.00
The registration for the exam
via mina sidor
is open
from 2013-04-15 to 2013-05-05
.
Old exams
Lecturer and examiner:
Timo Koski
e-mail address: tjtkoski@kth se
To Mathematical Statistics
To Mathematical Statistics Courses
Published by: Timo Koski
Updated: 2013-03-13