14.384  Time Series Analysis

Recitation today as usual, 5.30

Due to unexpected demand in Gibbs sampling review :), it will still hold as usual at 5.30pm at E51-362. Apologies for the hassle.

Vira

Announced on 14 December 2016  4:14  p.m. by Vira Semenova

OH today instead of recitation at my office E52-502

Due to expected low attendance in anticipation of Economics holiday party, I will be available for OH at 4.45-6 at my office E52-502 for Q&A. If there is sufficient interest, we will proceed to E51-362 as usual.

Sincerely,
Vira

Announced on 14 December 2016  3:31  p.m. by Vira Semenova

Problem on KF solution, KF chapter posted

In recitation section, please find the practice problem on Kalman Filter (p.5-6 of document) and its solution posted. Also, please find the Hamilton chapter on Kalman Filter posted. Please stop by my office E52-502 if you want the hard copy. The next recitation will do a similar practice problem on Gibbs sampling.

Sincerely,
Vira

Announced on 07 December 2016  8:25  p.m. by Vira Semenova

Recitation today, Kalman Filter

Today we will solve past exam problem on Kalman Filter as a practice for current year final.

Sincerely,
Vira

Announced on 07 December 2016  3:09  p.m. by Vira Semenova

end-of-term teaching evaluations

(http://web.mit.edu/subjectevaluation)

Announced on 06 December 2016  11:10  a.m. by Anna Mikusheva