This course will be given next time in period 4, i.e. during the second half of the spring semester 2012

• Short course description
• Plan for the course in 2012 Note: Updated 2012-04-04!
• Schedule 2012
• Course log and updates. Updated 2012-08-24.
• 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
• Project page with Matlab and data files for project work
• Old exams
• Lecturer and examiner:
  Tobias Rydén, e-mail address: tryd math kth se