Please find the webpages for FMSF10/MASC04 for HT 2020 in Canvas, https://canvas.education.lu.se/

The reexam from January 9 2020 is found here, with solutions.

The correction of the exam will be finished at latest Monday November 25. Exams can be viewed Thursday December 5 in MH:309A 12.15-13.00. Remember to bring your anonymous code. There is no possibility to view your exam before that occasion! After December 5, exams are viewed at the course secretary office.

The exam and solution will be placed here after December 5.

The exams are graded according to the following. The limit for passing (3/G) is 40 credits. For FMSF10, the limit for grade 4 is 55 and for grade 5 70 credits. For MASC04 the limit for grade VG is 62 credits.

Remember the extra question hour Thu Oct 31 10.15-12.00, MH:227 and possibly also in MH:228 (not scheduled in TimeEdit)

The Mozquizto tests are also all open for review.

The written exam is given Friday November 1 8.00-13.00. The locations will be divided between Victoriastadion, Lovisastigen 2-4 and the Centre of Mathematical Sciences-building, Sölvegatan 18. Your location is decided according to your anonymouscode,

MASC04: go to Vic 3A-C.

FMSF10: F10 001xxx-090xxx go to Vic 3A-C.

FMSF10: F10 091xxx-250xxx and others go to MH:362 A-D (3d floor).

The exam will be in english. You are allowed to bring a pocket calculator and the table of formulas of this course. You can also bring some small 'high school' table of formulas in mathematics (e.g. TEFYMA). Table of formulas must not contain any marks or comments.

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Mozquizto preparations for Computer exercise 3 opens October 7. The corresponding registration for the exercise sessions opens October 8.

Registration for computer exercise 3.

Carefully note the session you have signed up for. This is the only one you are allowed to attend! Also make sure you have passed the preparations in Mozquizto at latest Monday October 14 23.00! For further information see below under Computer exercises. Make sure that you use the link below under Computer exercises for your login to Mozquizto! Otherwise you will not find the test.

Mozquizto preparations forComputer exercise 1 and 2 are also open this week until Monday October 14 23.00, to be passed for those signed up for the 'uppsamlingslab'!

Stochastic processes find applications in a wide variety of fields and offer a refined and powerful framework to examine and analyse time series. This course presents the basics for the treatment of stochastic signals and time series. For a stochastic process to be stationary, the mechanism of the generation of the data should not change with time. Mathematical tools for processing of such data is covariance and spectral analysis, where different models could be used.  Some usual models are autoregressive (AR) and moving average (MA) processes. For appropriate modelling, we need reliable estimation of covariance functions and spectral densities.  Linear filtering, differentiation and integration of stationary stochastic processes are other important parts of this course. 

Lectures (2 times a week) 

Lectures, covering the different chapters of the course are given Mondays 13.15-15.00 and Tuesdays 10.15-12.00 in MH:Riesz.  

Lectures with preliminary schedule

1. Mon Sept 2 13.15-15.00 Lecture 1, Ch. 1, 2.1, 2.2, 2.3.2, 2.3.3, 2.6 Example1-with-sound.mp4, Example1.pdf, Example2-5.pdf
2. Tue Sept 3 10.15-12.00 Lecture 2, Ch. 2.3.1, 2.2.3, 2.5.1, 2.5.2, (2.5.3)  Example2-with-sound.mp4, Example2.pdf, Example3-5.pdf      
3. Mon Sept 9 13.15-15.00 Lecture 3, Ch. 5.1, 5.2, 4.1, 4.2.2, 4.2.3  Example5.pdf,Example3-with-sound.mp4,  Example3.pdf
4. Tue Sept 10 10.15-12.00 Lecture 4, Ch. 4.2.3, 2.4, 4.2.4, 4.3.1, (4.3.2), 9.3  Example4-with-sound.mp4, Example4.pdf, Example4-5.pdf
5. Mon Sept 16 13.15-15.00 Lecture 5, Ch. 4.4, (4.5.1) Example5-5.pdf
6. Tue Sept 17 10.15-12.00 Lecture 6, Ch. 9.1, 9.2, 9.4, 9.5.2, (9.5.3) Example6-5.pdf
7. Mon Sept 23 13.15-15.00 Lecture 7, Ch. 6.1, 6.2 Example6.pdf
8. Tue Sept 24 10.15-12.00 Lecture 8, Ch. (6.3.1), 6.3.2, (6.4), 6.5, 9.5.4 Example7-5.pdf
9. Tue Oct 1 10.15-12.00 Lecture 9, Ch. 7.1, 7.2, (7.3) Example7.pdf, Example8.pdf
10. Mon Oct 7 13.15-15.00 Lecture 10, Ch.  8.4, 8.5
11. Mon Oct 14 13.15-15.00 Lecture 11, Summary and old exam exercises

Weekly Exercise schedule

The exercises are found in the course book and and the solution manual is included below under 'Course material'. The extra exercises numbered with X1, X2 …  with solutions are found in the Xtra exercises below together with a useful table of formulas. The exercises are marked with three levels: (-1) if you have forgot some of the prior knowledge or need extra training, (0) should be computed by everyone, (+1) if you are fast and want highest grade of the exam.    

1. Week 1: (September 2 - September 6) 2.1(-1), 2.2(-1), 2.3(0), 2.4(+1), 2.6(0), 2.8(0), 2.9(0), 2.10(+1), 2.11(0), 2.12(0), 2.13(+1), 2.14(0), 2.15(0), 2.16(+1), 2.18(0).
2. Week 2: (September 9 - September 13) 5.1(0), 5.2(0), 4.1(-1), 4.2(0), 5.3(+1), 4.3(0), 4.4(0), 4.5(0), 4.6(0), 4.7(0), X1(0), X2(0), X3(-1), 4.9(+1).
3. Week 3: (September 16 - September 20) 4.10(0), 4.11(0), X4(0), X5(+1), X6(0), X7(+1), 9.1(+1), 9.2(+1), 9.3(0), X8(0), X9(0), 9.4(+1), 9.5(0), X10(0).  
4. Week 4: (September 23 - September 27) ): X11(-1), X12(0), 6.1(0), 6.2(0), 6.3(0), 6.4(+1),  X13(0), X14(+1), 6.7(-1), 6.8(-1), X15(0), X16(0), X17(+1), 6.9(0), 6.10(0), X18(+1). 
5. Week 5: (September 30 - October 4) 7.1(0), 7.2(-1), X19(0), X20(0), X21(0), 7.4(+1), 7.5(+1), 7.6(0), X22(-1), X23(0), 7.7(0), 7.8(-1), X24(0), X25(0), 7.9(+1), 7.10(+1), 7.13(+1). 
6. Week 6: (October 7 - October 11) X26(0), X27(0), X28(+1), X29(0), 8.9(0), X30(+1), 8.2(0), 8.3(0), 8.4(+1), 8.5(0), X31(0), 8.7(+1), X32(+1).       
7. Week 7: (October 14 – October 18) Review and old exams, see below.

Question Times 

• Thu Sept 5 8.15-10.00, MH:229: Thu Sept 5 13.15-15.00, MH:227: Fri Sept 6 13.15-15.00, MH:229.
• Thu Sept 12 8.15-10.00, MH:229: Thu Sept 12 13.15-15.00, MH:227: Fri Sept 13 13.15-15.00, MH:229.
• Thu Sept 19 8.15-10.00, MH:229: Thu Sept 19 13.15-15.00, MH:227: Fri Sept 20 13.15-15.00, MH:229.
• Thu Sept 26 8.15-10.00, MH:229: Thu Sept 26 13.15-15.00, MH:227: Fri Sept 27 13.15-15.00, MH:229.
• Thu Oct 3 8.15-10.00, MH:229: Thu Oct 3 13.15-15.00, MH:227: Fri Oct 4 13.15-15.00, MH:229.
• Thu Oct 10 8.15-10.00, MH:229: Thu Oct 10 13.15-15.00, MH:227: Fri Oct 11 13.15-15.00, MH:229.
• Thu Oct 17 8.15-10.00, MH:229: Thu Oct 17 13.15-15.00, MH:227: Fri Oct 18 13.15-15.00, MH:229.

Additional Question Times for the Exam

Thu Oct 24 13.15-15.00, MH:227

Tue Oct 29 10.15-12.00, MH:227 (not scheduled in TimeEdit)

Thu Oct 31 10.15-12.00, MH:227 (not scheduled in TimeEdit)

Computer exercises (3 occasions) - Mandatory

The computer exercise instructions should be studied and the preparation exercises in Mozquizto should be passed for you to be allowed to attend the computer exercise! The instructions are found here:

Computer exercise 1 Last day for passed in Mozquizto: Sept 16 at 23.00.

Computer exercise 2 Last day for passed in Mozquizto: Sept 30 at 23.00.

Computer exercise 3 Last day for passed in Mozquizto: Oct 14 at 23.00.

During the computer exercise you use Matlab and some additional m-files and data. The extra files are found here. Please load either on beforehand or when starting the exercise.

Scheduled occasions for the exercises. Registration will be opened later.

Computer exercise 1:

• Tue Sept 17 13.15-15.00 (E:Lo, E:Mars, E:Venus)
• Tue Sept 17 15.15-17.00 (E:Lo)
• Wed Sept 18 13.15-15.00 (E:Elg, E:Elgkalv) 
• Wed Sept 18 15.15-17.00 (E:Elg, E:Elgkalv)
• Fri Sept 20 10.15-12.00 (E:Satu, E:Uran)

Computer exercise 2:

• Tue Oct 1 13.15-15.00 (E:Lo, E:Mars, E:Venus)
• Tue Oct 1 15.15-17.00 (E:Lo)
• Wed Oct 2 13.15-15.00 (E:Elg, E:Elgkalv)
• Wed Oct 2 15.15-17.00 (E:Elg, E:Elgkalv)
• Fri Oct 4 10.15-12.00 (E:Satu, E:Uran)

Computer exercise 3:

• Tue Oct 15 13.15-15.00 (E:Lo, E:Mars, E:Venus)
• Tue Oct 15 15.15-17.00 (E:Lo)
• Wed Oct 16 13.15-15.00 (E:Elg, E:Elgkalv)
• Wed Oct 16 15.15-17.00 (E:Elg, E:Elgkalv)
• Fri Oct 18 10.15-12.00 (E:Satu, E:Uran)

The course book 'Stationary stochastic processes for scientists and engineers' by G. Lindgren, H. Rootze'n, M. Sandsten, CRC Press, 2013, ISBN-13: 978-1-4665-8618-5,  is found at KFS studentbokhandel and other book stores. The book cover the whole course and includes the exercises for the tutorials.

Table of formulas 

Solution manual

Xtra exercises

Errata for the book

The course is concluded with a written exam, Friday November 1, 8.00-13.00.

The exam will be in english. You are allowed to bring a pocket calculator and the table of formulas of this course. You can also bring some small 'high school' table of formulas in mathematics (e.g. TEFYMA). Table of formulas must not contain any marks or comments.

Old exams

exam20171028 - solution20171028

exam20180108 - solution20180108

exam20180831 - solution20180831

exam20181102 - solution20181102

exam20190107 - solution20190107