STA 356 Time Series/Forecasting Assignments
First Rotation
Sathya Susan Ning Jane Jon Ed
Assignment 1: Due Friday 24 Jan.
For everyone:
pg. 44-47, problems 9,11,20,23
Section 2.4.1 has errors. Please correct them.
For presenter Sathya: pg. 44, #6,7
For presenter Susan: pg. 45, #12
For presenter Ning: pg. 46, #22
Assignment 2: Due Friday 31 Jan.
For everyone: pp. 65-68, problems 1, 8, 14
For presenter Jane: #10
For presenter Jon: #11
For presenter Ed: #15
Second Rotation
Ed Jon Jane Ning Susan Sathya
Assignment 3: Due Friday 7 Feb.
For everyone: Chap 4, problems 9, 11, 19
For presenter Ed: #1
For presenter Jon: #6
For presenter Jane: #8
Assignment 4: Due Friday 14 Feb.
For everyone: Chap 4, problem 12 and Chap 5, problems 1, 2
For presenter Ning: Chap 4, #2
For presenter Susan: Chap 4, #5
For presenter Sathya: Chap 4, #7
Third Rotation
Jane Sathya Ning Ed Susan Jon
Assignment 5: Written problems due Wednesday 19 Feb. Presentations on
Friday 21 Feb.
For everyone: Chap 5, problems 6, 8, 9
For presenter Jane: Chap. 5, #4
For presenter Sathya: Chap. 5, #5
For presenter Ning: Chap. 5, #10
Assignment 6: No written problems. Presentations on Friday 28 Feb.
For presenter Ed: Chap. 5, #7
For presenter Susan: Chap. 5, #11
For presenter Jon: Chap. 5, #16
Fourth Rotation
Ning Susan Sathya Jane Jon Ed
Assignment 7: Written problems due Wednesday 5 Mar. Presentations on
Friday 7 Mar.
For everyone: Chap 6, problems 1, 4, 6
For presenter Ning: Chap 6, #2
For presenter Susan: Chap 6, #3
For presenter Sathya: Chap 6, #5
Assignment 8: Written problem due Wednesday 12 Mar. Presentations on
Friday 14 Mar.
Feel free to collaborate on this assignment, in both
the written part and the oral presentation.
For everyone: Use the first 96 observations of the CO2 data (available
in Splus) to create a model and prior. Then compute
a forecast for the remaining observations (this will use only the first 96 Y's)
a series of 12 step ahead forecasts (at each time t>=96, forecast Y(t+12) )
a series of 1 step ahead forecasts (at each time t>=96, forecast Y(t+1) )
and plot, as a function of time, on the same graph, the data and the three
forecasts. Write conclusions.
For presenters Jane, Jon and Ed: present your CO2 models.
Assignment 9: Written problems due Friday 28th March. Presentations on
Friday 28 Mar.
For everyone: Chap 8, problems 3, 7, 11(b) and 11(c)
For presenter Ning: Chap 8, #3
For presenter Susan: Chap 8, #7
For presenter Sathya: Chap 8, #11(b) and 11(c)
Assignment 10: Written problems due Wednesday 9th April. Presentations on
Wednesday 9th April
For everyone: Problems here
For presenters Sathya, Jon, Jane: present and discuss your exploration
of the strontium series
Assignment 11: Written problems due Monday 14th April.
No formal presentations. This Homework replaces class on Friday 11th when I'll be out of town. Please hand in only very brief summaries of
your explorations (or link them to your homepage?). This is a straighforward
development of what we've talked about in class on
AR models observed with noise/measurement error. It should not
consume more than a couple of hours of your time, and will be very worthwhile.
For everyone: Problems here