TMA4285 Time Series Models, Autumn 2014

Messages

  • 11.12.2014: The grading of the exam is finished. Including the results of the compulsary exercises, the distribution of the grades became: A - 29.6%, B - 29.6%, C - 29.6%, D - 7.4%, E - 3.7% and F: 0.0%.
  • 04.12.2014: You can find a solution sketch for todays exam in the Old exams page.
  • 01.12.2014: For your information: The lecturer will be away, and not available for questions, the last day before the exam.
  • 26.11.2014: You can now get back your solution for project 3 by coming to the office of the lecturer.
  • 20.11.2014: If you need a yellow stamped A5 sheet (permitted aid at the exam) you can get this from the department office of Department of Mathematical Sciences at 7th floor Central Building 2 (make sure to take an A5 sheet!) or by coming to the office of the lecturer.
  • 20.11.2014: The permitted aids at the exam are:
    • Calculator Casio fx-82ES PLUS, Citizen SR-270X, Citizen SR-270X College or HP30S.
    • Statistiske tabeller og formler, Tapir forlag.
    • K. Rottman: Matematisk formelsamling.
    • One yellow, stamped A5 sheet with own handwritten formulas and notes.
  • 20.11.2014: If you have not recieved you solution to prosject 2 in class, please contact the lecturer by coming to his office.
  • 06.11.2014: There will not be any help in todays exercise hour. Sorry.
  • 31.10.2014: The plan for the last part of this course is as follows:
    • Friday October 31: Text for Weekly exercise 7 becomes available.
    • Tuesday November 4:
      • Lecture: State-space model and Kalman filter
      • Text for Project 3 becomes available
    • Thursday November 6:
      • Lecture: State-space model and Kalman filter
      • Exercise hour: Work with Weekly exercise 7.
    • Tuesday November 11:
      • No lecture.
      • Work on compulsary Project 3, the teacher or the teaching assistant will be available in Nullrommet (380A).
    • Thursday November 13:
      • Lecture: ARCH and GARCH models.
      • Exercise hour: Work on compulsary Project 3, the teacher or the teaching assistant will be available in Banachrommet (380B).
      • Solutions for old exams will be available.
    • Tuesday November 18:
      • Lecture: ARCH and GARCH models.
      • Deadline Project 3.
    • Thursday November 20:
      • Lecture: Repetition.
  • 28.10.2014: If you have not recieved you solution to prosject 1 in class, please contact the lecturer by coming to his office.
  • 20.10.2014: The text for project 2 is now available from the exercise page. The lecturer will be available for question in a computer lab (see below) at the following times:
  • 09.10.2014: If you have any further questions about project 1, the teaching assistant will be available for questions in EL4 today at 14.15-15.00 as usual.
  • 01.10.2014: Note that a specification has been added to the text in Problem 1a) in Project 1.
  • 25.09.2014: Your solutions to the projects can be written in English or Norwegian.
  • 23.09.2014: Text for compulsary project 1 is now available from the exercise page. The lecturer and/or teaching assistant will be available for question in a computer lab (see below) at the following times in week 40:
  • 23.09.2014: Note that there will be no lecture on Tuesday 30.09.2014.
  • 04.09.2014: The compulsary exercises can be done in the student computer lab of the Department of Mathematical Sciences. If you don't have a user and physical access to these you should send a mail and ask for this (if you haven't done so already) to the lecturer with your name and username on NTNU computers.
  • 01.08.2014: Welcome to this home page of TMA4285 Time Series Models for the autumn semester 2014. The first lecture will be on Tuesday August 19 at 12.15-14.00 in room B1. If any non-Scandinavian speaking students wants to follow the lectures in this course, the lectures will be given in English.
2014-12-11, HÃ¥kon Tjelmeland