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tma4285:2013h:plan [2013-06-19]
haakont opprettet
tma4285:2013h:plan [2013-06-19] (nåværende versjon)
haakont [Lecture plan]
Linje 4: Linje 4:
 The chapter numbers referred to below is in "Wei, W.W.S. (2006). Time series analysis. Univariate and multivariate methods, 2nd edn, Pearson Addison Wesley"​. The chapter numbers referred to below is in "Wei, W.W.S. (2006). Time series analysis. Univariate and multivariate methods, 2nd edn, Pearson Addison Wesley"​.
  
-  * Week 34: Chap 1-2, Stochastic processes and autocorrelation. +  * Week 34: Chapt. ​1-2, Stochastic processes and autocorrelation. 
-  * Week 35-36: ​Chap +  * Week 35-36: ​Chapt. 3, Stationary time series models. 
 +  * Week 37: Chapt. 4, Nonstationary time series models. 
 +  * Week 38-39: Chapt. 5, Forecasting. 
 +  * Week 40: Chapt. 6.1-6.2,​6.4,​ Model identification,​ parameter estimation. 
 +  * Week 41-42: Chapt. 7.1-7.2.1,​7.2.3-7.5,​ Diagnostic checking, model selection. 
 +  * Week 43: Chapt. 8, Seasonal time series. 
 +  * Week 44: Chapt. 15, Time series regression and garch models. 
 +  * Week 45-46: Chapt. 18.1-1.2,​18.5,​ State space models and the Kalman filter. 
 +  * Week 47: Course summary.
2013-06-19, Håkon Tjelmeland