KTH Mathematics  


Mathematical Statistics

Course log for SF2943 Time Series Analysis

This page contains updates for the course SF2943 Time Series Analysis, spring semester 2012.


2012-08-24: The written exams from August 20 have been marked, and are available at the student reception. Grade cut-offs points were 21 (FX), 23 (E), 28 (D), 33 (C), 38 (B) and 43 (A).

2012-06-05: Next written exam is Monday August 20, 2012. Registration for this exam via "Mina Sidor"/"My Pages" is required. The system will be open for registration 2012-07-02 to 2012-08-05.

2012-06-04: The written exams have been marked, and are available at the student reception. Grade cut-offs points were 21 (FX), 23 (E), 28 (D), 33 (C), 38 (B) and 43 (A). Feedback on Report B is coming up...

2012-05-11: By Monday 14/5, everybody will have received feedback on their first project report. I will bring the reports to the lecture.

2012-04-19: I am lagging a little bit in the lectures; this week we completed Chapter 3 (ARMA processes), and I just mentioned what spectral analysis is about. We'll do spectral analysis from scratch next week, and hopefully I can catch up with the posted schedule!

2012-04-04: Due to other commitments, I have rescheduled the plan for May slightly; i.e, for some dates, switched lectures for excercises. Please see the updated course plan.

2012-03-30: During the lectures this week we used, in addition to the course text book, notes on random vectors and projections in general linear spaces. These notes will not be available on the course web page, so please pick up a copy at any future lecture.

2012-03-30: I have added exercise 3.8 to the list of recommended ones (to solve yourselves).

2012-03-30: The project guidelines and project data page are available since some time (links on course main page). Please make sure that you have co-students with whom to form a project group! The preferred group size is three students.

If you are not in a group you can contact me (talk to me at a lecture, or email me), and I'll try to match you with other students also looking for project partners.


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Published by: Tobias Rydén
Updated: 2012-03-15