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Fundamentals of Mathematical Modelling - NMOD009

Title:	Základy matematického modelování
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2018
Semester:	summer
E-Credits:	5
Hours per week, examination:	summer s.:2/2, C+Ex [HT]
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	cancelled
Language:	Czech
Teaching methods:	full-time
Teaching methods:	full-time

Guarantor:	RNDr. Michaela Prokešová, Ph.D.
Classification:	Mathematics > Probability and Statistics
Co-requisite :	{NSTP129 nebo NSTP022}
Pre-requisite :	{NMAA071 nebo NMAA001}, {NMAA072 nebo NMAA002}
Interchangeability :	NMFM310

Opinion survey results Examination dates Schedule Noticeboard

Annotation -

Last update: T_KPMS (09.05.2008)

The lecture is dedicated to analysis and modelling of temporal data. These include time series, where random variables are observed in a series of fixed time points and processes of Poisson type, when events occur in random time points. Prerequisites: foundations of mathematical analysis and basic course on probability and statistics.

Aim of the course -

Last update: T_KPMS (09.05.2008)

Introduce students into basic methods for analysis nad modelling of temporal data.

Literature - Czech

Last update: G_M (27.05.2009)

Mandl P.: Pravděpodobnostní dynamické modely. Academia Praha 1985

Prášková, Z., Lachout, P.: Základy náhodných procesů. Karolinum, Praha 1998.

Prášková, Z.: Základy náhodných procesů II. Karolinum, 2004.

Teaching methods -

Last update: G_M (28.05.2008)

Lecture+exercises.

Syllabus -

Last update: T_KPMS (09.05.2008)

1. Data analysis, moving averages

2. Growth models.

3. Linear systems.

4. Markov chains with discrete time and statespace.

5. Time series, ARMA processes.

6. Poisson process and related models