TMA4285 Time Series Models, Autumn 2014

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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:
- Thursday 23.10 at 14.15-15.00 (in Banachrommet, 380B)
- Tuesday 28.10 at 12.00-14.00 (in Nullrommet, 380A)
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:
- Monday 29.09 at 15.15-16.00 (in Nullrommet, 380A)
- Tuesday 30.09 at 12.00-14.00 (in Nullrommet, 380A)
- Thursday 02.10 at 14.15-15.00 (in Banachrommet, 380B)
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.