STAT3011 Stochastic Processes and Time Series
General Information
This page contains information on the Senior normal Unit of Study STAT3011 Stochastic Processes and Time Series.
- Taught in Semester 1.
- Credit point value: 6.
- Classes per week: Three lectures and one tutorial, and one computer laboratory session in Weeks 8 to 13 (Time Series).
- Lecturer(s): Ray Kawai and Shelton Peiris .
Please refer to the Senior Mathematics and Statistics Handbook for all questions relating to Senior Mathematics and Statistics. In particular, see the STAT3011 handbook entry for further information relating to STAT3011.
You may also view the Faculty Handbook entry for STAT3011 in the central units of study database.
Stochastic Processes Week 1-7
Online MaterialTime Series Analysis Week 8-13
Incomplete Summary Lecture Notes
Gaps of these notes are to be filled by students during the lectures. No complete notes are available on the web. If you have any concern or difficulty, see your lecturer A/Prof Peiris asap.
- Time Series Lecture Notes - I: P1-17.
- Time Series Lecture Notes - II: P18-27.
- Time Series Lecture Notes - III: P28-37.
- Time Series Lecture Notes - IV: P38-43.
- Time Series Lecture Notes - V: P44-51.
- Time Series Lecture Notes - VI: P52-59.
- Time Series Lecture Notes - VII: P60-68.
- Time Series Lecture Notes - VIII: P69-76.
- Time Series Lecture Notes - IX: P77-83.
- Time Series Lecture Notes - X: P84-87.
- Time Series Lecture Notes - XI: P88-90.
This is the last set of printed notes. No printed notes are available for remaining lectures. Students need to copy the notes from the board during the lectures until the end of this course.
Weekly Tutorial and Practical Sheets (from Week 8)
Data for Practical Sheet - Week13
yield
0.66 0.70 0.74 0.63 0.70 0.66 0.61 0.52 0.60 0.61 0.70 1.10 1.17 1.23 0.85 0.78 0.71 0.55 0.56 0.74 0.80 0.75 0.74 0.79 0.78 1.00 1.05 1.09 1.05 0.75 0.73 0.77 0.77 0.84 0.66 0.68 0.67 0.56 0.62 0.73 0.70 0.74 0.93 1.00 1.50 1.30 1.18 1.15 1.34 1.37 1.13 1.04 0.92 1.15 0.99 1.32 1.46 1.24 1.01 1.04 1.08 0.94 0.81 1.00 0.98 1.02 1.16 0.96 1.23 1.10 1.02 1.08 1.30 0.97 0.96 0.80 0.62 0.51 0.56 0.84 0.87 0.87 0.76 0.86 0.81 0.77 0.74 0.80 0.78 0.72 0.66 0.92 0.99 0.98 0.70 0.65 0.78 0.57 0.41 0.61 0.85 0.85 1.11 1.05 0.96 1.31 1.49 1.35 1.32 1.24 1.47 1.32 1.23 1.33 1.48 1.49 1.48 1.49 1.55 1.73 1.70 1.43 1.44 1.37 1.20 1.19 1.39 1.41 1.40 1.39 1.62 1.59 1.36 1.31 0.99 0.89 0.87 0.94 1.03 1.27 1.20 1.10 0.93 1.00 1.04 1.10 1.10 1.09 1.05 0.70 0.88 0.81 1.08 1.39 1.16 0.49
humid.week
65.257 60.529 70.471 62.314 67.343 63.957 75.571 71.271 70.471 76.529 73.371 73.029 72.786 71.929 65.943 71.714 66.629 77.771 74.271 71.971 66.714 66.171 64.143 67.486 64.871 75.457 61.957 52.986 63.400 64.414 57.514 51.629 73.257 62.871 52.243 59.186 51.229 60.029 61.471 56.029 42.486 55.514 57.729 57.843 68.057 63.914 61.629 60.386 75.571 63.029 64.186 57.529 59.971 70.671 65.929 67.329 62.000 76.100 67.429 68.029 73.714 62.257 67.586 74.129 65.614 73.929 66.071 66.629 54.586 57.300 72.557 63.371 73.843 67.500 70.314 73.729 60.171 52.571 52.643 78.371 64.657 65.329 68.771 60.214 70.857 75.300 82.471 79.257 91.486 84.057 87.100 84.186 80.286 77.929 75.771 76.886 84.600 77.600 75.057 79.629 84.343 78.429 83.443 79.229 80.429 78.214 84.557 88.629 75.371 84.086 84.414 83.057 85.671 83.329 79.014 79.629 73.529 83.471 83.986 77.800 79.329 82.529 83.486 87.500 92.843 87.086 87.943 91.243 80.357 79.986 84.857 91.829 77.986 76.986 80.871 69.129 68.514 66.986 72.086 78.529 80.914 57.214 78.629 78.729 78.071 70.343 74.543 81.671 68.971 76.229 81.300 81.500 75.743 89.671 73.471 84.886 88.457 83.471 82.729 86.971 83.457 91.257 90.871 85.186 87.771 87.971 88.286 85.143 88.457 91.100 88.900 89.486 87.843 87.143 91.786 82.843 89.986 81.986 79.614 67.343 76.686 76.829 80.029 78.529 90.643 83.614 76.900 89.271 62.786 71.714 83.743 73.871 81.586 72.343 84.243
nitrogen
1.20 1.47 1.99 2.11 2.00 1.56 1.24 1.96 2.07 2.23 1.61 1.86 1.70 1.73 1.35 2.26 2.24 2.05 2.23 2.11 0.81 1.92 1.85 1.98 1.90 1.50 1.62 1.36 1.01 1.86 1.59 1.45 1.95 2.36 1.71 1.53 1.95 2.30 2.23 5.27 5.68 5.93 4.83 4.64 4.76 4.94 2.09 1.90 2.48 1.75 1.92 1.94 2.55 2.13 3.18 2.66 2.68 2.25 2.02 2.30 2.35 2.61 2.39 2.16 2.81 3.17 3.16 3.88 3.39 3.04 1.84 3.54 2.41 2.13 1.72 1.94 2.68 2.79 2.37 3.11 2.36 2.53 1.85 1.20 1.12 2.17 2.30 2.29 2.52 2.01 1.67 1.45 1.73 2.18 1.71 2.51 2.60 2.16 2.60 3.25 3.10 3.12 2.94 2.48 2.50 2.67 3.15 2.56 3.04 2.62 3.13 2.90 2.14 2.58 2.26 2.72 2.47 2.55 2.48 2.20 2.93 2.70 3.12 3.09 3.01 2.66 2.42 2.89 2.90 2.66 3.13 3.32 2.70 2.61 3.30 3.35 3.31 3.63 3.70 1.75 4.40 3.26 2.58 3.25 2.75 3.17 3.33 3.90 3.62 2.89 2.90 2.87 3.41 3.53 3.16 3.10 3.03 2.84 2.98 2.90 2.18 2.18 2.13 3.12 3.56 [166] 2.91 3.48 2.98 2.32 2.72 1.65 1.87 2.75 2.95 2.88 2.60 2.50 2.45 3.32 3.40
Data for TSA Practicals (from Week 8)
Solutions to Weekly Tutorial and Practical Sheets (from Week 8)
- Week 8 Tutorial Solutions. Week 8 Prac Solutions.
- Week 9 Tutorial Solutions. Week 9 Prac Solutions.
- Week 10 Tutorial Solutions. Week 10 Prac Solutions.
- Week 11 Tutorial Solutions. Week 11 Prac Solutions.
- Week 12 Tutorial Solutions. Week 12 Prac Solutions.
- Week 13 Tutorial Solutions. Week 13 Prac Solutions.
Assignment (Due on: Friday 17 May by 5.00pm)
Tutorial Quiz (on: Friday 31 May in your tutorial class - worth 7%). No supplementary or make-up quizzes are available, unless you have prior arrangements based on acceptable reasons and/or apply for special considerations due to illness/misadventure. Absentees without such arrangements will be given zero marks. If you have any difficulty or any concern with this date/time, please consult your lecturer, A/Prof S. Peiris well in advance.
Two Practice Quizzes:
Two Past Exams:
Solutions to 2011 TSA:
Timetable