Welcome to the course.
The schedule for the course can be found via the link to webTimeEdit top of the page.
The course representatives for
the course are: Caroline Almkvist
(TKIEK), Kristoffer Andersson (MPNEM), Luqueri Gustafsson (GU), Linus
Jonsson (TKIEK), Gustav Lindwall (MPNEM)
OBS: In the last week of teaching (week 20), lectures will be on Tuesday
and Friday. The last exercise class is on Thursday in MVH12.
23/3: Project 1 is online.
24/3: If you missed the first lecture, make sure that you inform yourself
about the "rules of the
course" and talk to students that attended the lecture.
28/3: Fixed a typo in the project and added clarifications.
31/3: If you are not able to attend all lectures, you are responsible to
get all relevant information and details that were discussed from somebody
5/4: Some notes on the projects: 1) In Task 3, you are supposed to use the
ACVF based on the data in x, i.e. the one you computed in Task 2. 2) If
you have implemented the algorithms correctly, you only need to estimate
the 6 coefficients needed for your prediction once in Task 4 and once in
Task 5. 3) If you have implemented the algorithms correctly you should get
the exact same (down to 4 decimal points at least) answer in terms of the
estimated error and coefficients in Tasks 4 and 5.
7/4: Another note on the project: Note that the Durbin-Levinson algorithm
in the lecture notes presupposes zero mean, so in Task 5 you have to
include the a0 term as in Task 4.
21/4: Project 2 is online.
27/4: Project 1 is corrected and has been handed back in today's lecture.
You can pick it up in the lecture tomorrow, Friday April 28, and the
exercise class on Tuesday, May 2. Afterwards, it will be ready for pick up
in front of Annika's office, where the handwritten solutions are handed
in. Resubmission to pass (without bonus points) are due on May 28.
27/4: The instructions for Problem 3 d) in Project 2 has been updated.
2/5: Partial answer sheet updated. New version of the lecture notes
uploaded with small changes for clarification.
5/5: The last exercise and the last lecture with Carl Lindberg as guest
lecturer had to be switched (see below).
9/5: Note that you are meant to suppose that R is white noise in Tasks
5c-5e of Project 2.
10/5: The last exercise session (note: on Thursday
the 18th of June) will be an all blackboard session with a
repetition of the course content. Please send any suggestions on what
exercises you want to be covered to Andreas!
15/5: The location of tomorrow's lecture has been changed to Pascal!
17/5: Note the change in office hours next week.
17/5: The final version of the lecture notes is online. The relation of
SDE and time series analysis was cancelled due to the lack of math
students in the lecture. Instead a review and overview on the course
content was given.
18/5: Answer sheet updated. Project 2 has been corrected and is given back
in the exercise session today, in the lecture tomorrow and after that
outside of Annika's office.
22/5: After many requests, here is the
re-exam from January 3, 2017, with its
solution. However, we recommend that you spend the majority of your
time on the exercises and not on this or the other exams. Note that many
of the tasks and solutions of this and other exams are already in the
lecture notes as examples, and are often explained in more detail there,
so it is a good idea to focus on reading and understanding the lecture
notes rather than study the model solutions of the exams.
30/5: Don't forget to bring a calculator to the exam! Also, if you are
looking at the old exams, note that there is an assumption missing in the
15/16 exam, see below.
21/6: The exam is marked and
you can find your result here
if you remember you code. The results should also be visible in Ladok
within the next days. Recall that you need 30 points (with bonus) to pass
(GU: 30 for G, 45 for VG; Chalmers: 30 for 3, 40 for 4, 50 for 5). The
solution to the exam will be available within the next days.
22/6: The solution
to the exam is online. The results are also now finalized in Ladok.
22/6: The re-exam is planned on Tuesday,
August 15 in the afternoon.
21/8: The first re-exam is marked and you can find your result here
if you remember you code. The results will be put into Ladok as soon as
possible. Please be patient. Recall that you need 30 points (with bonus)
to pass (GU: 30 for G, 45 for VG; Chalmers: 30 for 3, 40 for 4, 50 for 5).
25/8: Notice that from now on, it is no longer possible for Chalmers
students to take an exam without being registered (even if space in the
exam room allows). Be aware of this in case you plan to take the second
re-exam in the course.