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FAST-DA65Acad. year: 2020/2021
Stochastic processes, mth-order probabilty distributions of stochastic processes, characteristics of stochastic process, point and interval estimate of these characteristics, stationary random processes, ergodic processes.Decomposition of time series -moving averages, exponential smoothing, Winters seasonal smoothing.The Box-Jenkins approach (linear process, moving average process, autoregressive process, mixed autoregression-moving average process - identification of a model, estimation of parameters, verification of a model). Spectral density and periodogram.The use of statistical system STATISTICA and EXCEL for time analysis.
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branch FMI , 2 year of study, winter semester, compulsory-optionalbranch KDS , 2 year of study, winter semester, compulsory-optionalbranch MGS , 2 year of study, winter semester, compulsory-optionalbranch PST , 2 year of study, winter semester, compulsory-optionalbranch VHS , 2 year of study, winter semester, compulsory-optional
branch GAK , 2 year of study, winter semester, compulsory-optional
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