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