PřF:M5400 Statistické metody - Course Information
M5400 Statistické metody
Faculty of ScienceAutumn 1999
- Extent and Intensity
- 2/2/0. 6 credit(s). Type of Completion: zk (examination).
- Teacher(s)
- RNDr. Marie Forbelská, Ph.D. (lecturer)
RNDr. Marie Forbelská, Ph.D. (seminar tutor) - Guaranteed by
- RNDr. Marie Forbelská, Ph.D.
Department of Mathematics and Statistics – Departments – Faculty of Science
Contact Person: RNDr. Marie Forbelská, Ph.D. - Prerequisites (in Czech)
- M4400 Stochastické modely
Absolvování kurzu M4400 Stochastické modely. - 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
- Applied Mathematics - Geography (programme PřF, B-GR)
- Syllabus
- Definitions and elementary properties of stochastic process. Classical deterministic model with trend, seasonal and error components. Trend analysis: linear regression models, moving average smoothnig, exponentional smoothnig. Analysis of seasonality: classical seasonal decomposition. Winterson's exponential smoothing for trend with seasonality. Box-Jenkins methodology: basic notions, stationary processes: white noise, linear process, MA-moving average process, AR-autoregressive process, ARMA-Autoregressive Moving average process.. Model identification, parameter estimation and forecasting of ARMA process. Spectral analysis of time series.: basic notions. Spectral analysis of one-dimensional time series: periodogram, detection of the hidden periodicities,spectral decomposition of stationary time series, spectral density,. estimation of the spectral density, filtering. Spectral analysis of more-dimensional time series: cross-spectral density, spectral decomposition of stationary more-dimensional time series, koherncy coefficient.
- Literature
- Assessment methods (in Czech)
- Výuka týdně 2 hodiny přednášky a dvě hodiny cvičení. Kurz je zakončen zápočtem a zkouškou.
- Language of instruction
- Czech
- Further Comments
- The course is taught annually.
The course is taught: every week.
- Enrolment Statistics (Autumn 1999, recent)
- Permalink: https://is.muni.cz/course/sci/autumn1999/M5400