PřF:MA142 Výpočetní praktikum z časových - Course Information
MA142 Výpočetní praktikum z časových řad II
Faculty of ScienceSpring 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
- Mathematics - Economics (programme PřF, M-AM)
- Mathematics (programme PřF, M-MA, specialization Applied Mathematics)
- Mathematics (programme PřF, N-MA, specialization Applied Mathematics)
- 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.
- Enrolment Statistics (Spring 2000, recent)
- Permalink: https://is.muni.cz/course/sci/spring2000/MA142