Monday, April 27, 2009

First day of last week

Today is the first day of finals, and I will be giving mine from 3-5. I will be very glad to get this class over with. The moment I enter and submit finals grades, I will definitely breath a hug sigh of relief. I get very disorganized with my class toward the end, and it is reaching the tipping point. I have had several student contact me over a various number of issues and it is getting annoying.

Over the weekend I successfully applied my methodology to a electricity dataset. This was actually much further than I planned on going in my research, but since it fit so well and it didn't take long to do, I think it will be worth putting in my thesis. I also spent some time marveling at the robustness of the algorithm. It appears these results can identify a very general class of time series models with few assumptions. I am laying out an outline for the second writeup in my thesis, right now I believe it will go as follows:

1. Nonlinear Estimation Theory: particle filters, smoothers, improving the smoothing time
2. Nonlinear Parameter Estimation: Simple Model Filtering estimation, complex model with jumps, complex model filtering estimation.
3. Application: Simulated data, actual datasets

The good news is that I have a good skeleton writeup already and I will just build from it. My final thesis should be somewhere around 100 pages which will be more than sufficient.

I got accepted to the IMSM 2009 conference (my back up plan if I didnt get the FPL job) and got my July 20 start date confirmed by FPL this morning. I would like to do both, but the conference just so happens to be the week of my start date, and I wouldn't want to push that start date back over that. This reminds me that I need to speak with Pam since the last day to defend in Summer A might be in early July...This means that it's more likely my adviser will have me do the defense over skype but we will see.

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