C7490 Introduction to Stochastic Modelling

Faculty of Science
Autumn 2001
Extent and Intensity
2/0/0. 3 credit(s). Recommended Type of Completion: zk (examination). Other types of completion: k (colloquium).
Teacher(s)
prof. RNDr. Ladislav Dušek, Ph.D. (lecturer)
Guaranteed by
prof. RNDr. Ladislav Dušek, Ph.D.
Chemistry Section – Faculty of Science
Contact Person: prof. RNDr. Ladislav Dušek, Ph.D.
Prerequisites
Knowledge on basic unidimensional exploratory statistical techniques, analysis of variance, correlation analysis, simple regression.
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
there are 10 fields of study the course is directly associated with, display
Course objectives
Basic mathematical procedures with vectors and matrices, linear equations. Introduction to modelling.
Markov chains. Applications in modelling of succession of ecosystem, structure of biological populations.
Non - homogeneous Markov chains in ecology. Leslie matrix.
Simple applications of regression analysis.
Estimation of optimum of environmental parameters. Gaussian curves. Indicator species values.
Logistic regression - one- and multivariate model.
Multivariate linear regression. The least square method. The maximum likehood method.
Generalized multivariate linear model. Analysis of residuals - homoscedacity. Autocorrelation.
Role of correlation analysis in multivariate regression. Multicolinearity.
Nonlinear regression.
Modelling using contingency tables in ecology.
Introduction to time series analysis. Autocorrelation. Trend analysis. Non-parametric methods for estimation of trends.
Application of regression in trend analysis. Polynomial regression.
Box-Jwenkins modelling. Spline methods. Forecasting from time series.
Language of instruction
Czech
Further Comments
The course can also be completed outside the examination period.
The course is taught annually.
The course is taught: every week.
The course is also listed under the following terms Autumn 1999, Autumn 2000, Autumn 2013, Autumn 2014, Autumn 2015, Autumn 2016, autumn 2017, Autumn 2018, Autumn 2019, Autumn 2020, autumn 2021, Autumn 2022, Autumn 2023, Autumn 2024.
  • Enrolment Statistics (Autumn 2001, recent)
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