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MTH6139 Time Series

School of Mathematical Sciences

 

General Information

UG Handbook Course Information

Key Objectives

Reading

 

Sample Test 1

Answer sheet, Solutions

Test 1:

Part 1, Part 2, Solutions

 

Sample Test 2:

Part1, Part 2, Solutions

 

 

 

 

Statistics Online:

StatSoft textbook

HyperStat Online

Time present and time past

Are both perhaps present in time future,

And time future contained in time past.

(T.S.Eliot, Four Quartets 'Burnt Norton',1936)

 

When I pronounce the word Future,

the first syllable already belongs to the past.

(Wisława Szymborska, 'The Three Oddest Words')

 

 

 

Notice Board

 

Test 2 will take place on Friday, 12 December 2008,
at 13.00 in Maths Lecture Theatre.
 
Book by Brockwell and Davis An Introduction to Time Series and Forecasting
is now available on-line in the college library at http://catalogue.library.qmul.ac.uk/

 

 

Time table

Lectures:

Thursday

11.00 - 12.00 room Maths 103

 

 

13.00 - 14.00 room Law 210

 

Friday

13.00 - 14.00 room MLT

Computer Labs:

Wednesday(*)

10.00 - 12.00 room LRC2

(*) 1, 15, 29 October, 12, 26 November, 10 December 2008.

 

 

 

 

 

 

 

 

 

 

 

 

Dr Barbara Bogacka

Course organizer

 

 

Updated 8 December 2008

 

Lecture Notes:

Chapter 1

Chapter 2.1

Chapter 2.2

Chapter 3

Chapter 4.1

Chapter 4.2

Chapters 4.3 and 4.4

Chapter 4.5

Chapter 4.6

Chapter 5

Chapter 6.1

Chapter 6.2.1

Chapter 6.2.2

Chapters 6.3.1 and 6.3.2

Chapter 6.3.3

Chapter 7

 

Course-work:

Computer Lab 1

Computer Lab 1 Report

Solutions to theory questions 1

Computer Lab 2

Computer Lab 2 Report

Solutions to theory questions 2

Computer Lab 3

Computer Lab 3 Report

Solutions to theory questions 3

Computer Lab 4

Computer Lab 4 Report

Solutions to theory questions 4

Computer Lab 5

Computer Lab 5 Report

Solutions to theory questions 5

Computer Lab 6

Growing Season Data: TXT

http://www.defra.gov.uk/environment/statistics

Varves Data: TXT

Computer Lab 6 Report

Solutions to theory questions 6

 

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