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Course detail
FSI-SSPAcad. year: 2019/2020
The course provides the introduction to the theory of stochastic processes. The following topics are dealt with: types and basic characteristics, covariance function, spectral density, stationarity, examples of typical processes, time series and their evaluation, parametric and nonparametric methods, identification of periodic components, ARMA processes. Applications of methods for elaboration of project time series evaluation and prediction supported by the computational system MATLAB.
Language of instruction
Number of ECTS credits
Mode of study
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Department
Learning outcomes of the course unit
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Co-requisites
Planned learning activities and teaching methods
Assesment methods and criteria linked to learning outcomes
Course curriculum
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Aims
Specification of controlled education, way of implementation and compensation for absences
Recommended optional programme components
Prerequisites and corequisites
Basic literature
Recommended reading
Elearning
Classification of course in study plans
branch M-MAI , 1 year of study, summer semester, compulsory
branch MBI , 0 year of study, summer semester, electivebranch MBS , 0 year of study, summer semester, electivebranch MMI , 0 year of study, summer semester, electivebranch MSK , 0 year of study, summer semester, electivebranch MMM , 0 year of study, summer semester, compulsory-optionalbranch MPV , 0 year of study, summer semester, elective
Lecture
Teacher / Lecturer
Syllabus
Computer-assisted exercise