- Powerpoint-versjon
- PDF-versjon

- Box, Jenkins & Reinsel: Time Series Analysis (This is the book that introduced ARMA models)
- Shumway & Stoffer: Time Series Analysis and Its Applications (ARMA models and Fourier analysis.)
- Taylor & Karlin: An Introduction to Stochastic Modeling (Contains much about finite state Markov models, mostly discreet time but a little about continuous time processes also.)
- West & Harrison: Bayesian Forecasting and Dynamic Models (Built around the Kalman filter. Hidden Markov Models having linear normal updates and with (mostly) known parameters.)

- Regression on two independently simulated time series: R code.
- "Water temperature" simulation and estimation with known variance: R code. The expectation and auto correlation is here estimated simply by mean and observational auto correlation. The data I simulated is found in this file: watertemp_sim.txt.
- "Water temperature" simulation and estimation with unknown variance. ML estimation using "optim": R code.
- Wright-Fisher (single locus with neutral allele) model simulations: R code.
- Rain-Not Rain example: The inference is described in this Youtube video. R code, PDF, data.
- Random Walk simulations: R code.

- Single locus with genotypes with differential fitness - one stage reproduction and survival simulation: R code.
- Single locus with genotypes with differential fitness - two stage simulation with reproduction and survival as the separate stages (hidden component model): R code.

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- CEES main page.