Předmět Random Processes (ZVX23E)

Na serveru studentino.cz naleznete nejrůznější studijní materiály: zápisky z přednášek nebo cvičení, vzorové testy, seminární práce, domácí úkoly a další z předmětu ZVX23E - Random Processes, Fakulta životního prostředí, Česká zemědělská univerzita v Praze (ČZU).

Materiál	Typ	Datum	Počet stažení

Osnova

PřednáškaExamples of stochastic process and time series dataTime series and its equalizing with moving averagesBox-Jenkins methodologySpectral analysis of time seriesSpectral density and periodogramEstimation of periodical and seasonal effectsMA, AR and ARMA processesPrediction of next progress of time seriesKalman filtrMarkov processesPoint processesCox modelCvičeníExamples of stochastic process and time series dataTime series and its equalizing with moving averagesBox-Jenkins methodologySpectral analysis of time seriesSpectral density and periodogramEstimation of periodical and seasonal effectsMA, AR and ARMA processesPrediction of next progress of time seriesKalman filtrMarkov processesPoint processesCox model

Získané způsobilosti

Znalosti:Students become familiar with analysis of time series and with basic theory of point processes. Moreover, they are receiving a skill for practical time series analysis.Dovednosti:Students are capable analyze empirical time series. They are competent to find and receive convenient decisions, suggestions.Kompetence - komunikace:Students can effectively work in a research team or themselves.Kompetence - úsudek:Students are able of creative work. They are able receive correct results and effectively apply their knowledge on data modeling.

Literatura

ZákladníBOX, G.E.P.; JENKINS, G.M. Time Series Analysis Forecasting and Control. Holden-Day, San Francisco, 1976.BROCKWELL, P. J., DAVIS, R. A., 1987 Time Series Theory and Methods. Springer, New York.DoporučenáANDĚL, J., 1976 Statistická analýza časových řad. SNTL, Praha.CIPRA, T., 1986 Analýza časových řad s aplikacemi v ekonomii. SNTL/ALFA, Praha.DIGGLE, P. J., 1983 Statistical Analysis of Spatial Point Patterns. Academic Press, London.HARVEY, A. C., 1990 Forecasting, structural time series models and Kalman filter. Cambridge Univ. Press, Cambridge.RESNICK, S. I., 1992 Adventures in Stochastic Processes. Birkhäuser, Boston.RIPLEY, B. D., 1981 Spatial statistics. Wiley, New York.

Požadavky

Statistics

Garant

doc. RNDr. Petr Lachout, CSc.