MA142 Výpočetní praktikum z časových řad II

Faculty of Science
Spring 2000
Extent and Intensity
0/1/0. 1 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Vítězslav Veselý, CSc. (lecturer)
RNDr. Marie Forbelská, Ph.D. (seminar tutor)
Guaranteed by
doc. RNDr. Vítězslav Veselý, CSc.
Department of Mathematics and Statistics – Departments – Faculty of Science
Contact Person: doc. RNDr. Vítězslav Veselý, CSc.
Prerequisites (in Czech)
( M3150 Mathematical Seminar || M4330 MATLAB seminar ) && M9141 Výpočetní praktikum z časových řad I && NOW( MA122 Time Series II )
Course Enrolment Limitations
The course is only offered to the students of the study fields the course is directly associated with.
fields of study / plans the course is directly associated with
Syllabus
  • Searching AR(p), MA(q), ARMA(p,q) and ARIMA(p,d,p) proceses: model identification, parameter estimation and verification. Exercises are supported by the system MATLAB: NAG Foundation Toolbox, System Identification Toolbox , Frequency Domain Identification Toolbox,Control System Toolbox (by The MathWorks, Inc.).
Literature
  • CIPRA, Tomáš. Analýza časových řad s aplikacemi v ekonomii. 1. vyd. Praha: SNTL - Nakladatelství technické literatury, 1986, 246 s. URL info
  • P.J.Brockwell and R.A.Davis Time Series: Theory and Applications Springer-Verlag, New York, 2-nd ed.,1993
  • Jiri Anděl, Jiří. Statistická analýza časových řad SNTL, Praha, 1976
  • Lennart Ljung SYSTEM IDENTIFICATION: Theory for the User Prentice Hall, Inc., Englewood Cliffs, NJ, 1987
Language of instruction
Czech
Further Comments
The course is taught annually.
The course is taught: every week.
The course is also listed under the following terms Spring 2001, Autumn 2001.
  • Enrolment Statistics (Spring 2000, recent)
  • Permalink: https://is.muni.cz/course/sci/spring2000/MA142