Course detail

Stochastic Processes

FIT-SSPAcad. year: 2010/2011

Not applicable.

Language of instruction

Czech

Number of ECTS credits

4

Mode of study

Not applicable.

Guarantor

doc. RNDr. Jaroslav Michálek, CSc.

Department

Faculty of Mechanical Engineering (FSI)

Learning outcomes of the course unit

Not applicable.

Prerequisites

Not applicable.

Co-requisites

Not applicable.

Planned learning activities and teaching methods

Not applicable.

Assesment methods and criteria linked to learning outcomes

Not applicable.

Course curriculum

Not applicable.

Work placements

Not applicable.

Aims

Not applicable.

Specification of controlled education, way of implementation and compensation for absences

Not applicable.

Recommended optional programme components

Not applicable.

Prerequisites and corequisites

Not applicable.

Basic literature

Not applicable.

Recommended reading

  • Cipra, T.: Analýza časových řad s aplikacemi v ekonomii. 1. vyd. Praha: SNTL - Nakladatelství technické literatury, 1986. 246 s.
  • Brockwell, P.J., Davis, R.A.: Time series: Theory and Methods. 2nd edition 1991. Hardcover: Corr. 6th printing, 1998. Springer Series in Statistics. ISBN 0-387-97429-6.
  • Hamilton, J.D.: Time series analysis. Princeton University Press, 1994. xiv, 799 s. ISBN 0-691-04289-6.
  • Anděl, J.: Statistická analýza časových řad. Praha: SNTL, 1976.
  • Ljung, L.: System Identification-Theory For the User. 2nd ed., PTR Prentice Hall: Upper Saddle River, 1999.
  • Brockwell, P.J., Davis, R.A.: Introduction to time series and forecasting. 2nd ed., New York: Springer, 2002. xiv, 434 s. ISBN 0-387-95351-5.

Classification of course in study plans

  • Programme IT-MGR-2 Master's

    branch MBI , any year of study, summer semester, elective
    branch MPV , any year of study, summer semester, elective
    branch MSK , any year of study, summer semester, elective
    branch MBS , any year of study, summer semester, elective
    branch MMI , any year of study, summer semester, elective
    branch MMM , any year of study, summer semester, compulsory-optional

Type of course unit

 

Lecture

26 hours, optionally

Teacher / Lecturer

doc. RNDr. Jaroslav Michálek, CSc.

Exercise in computer lab

13 hours, optionally

Teacher / Lecturer

doc. RNDr. Jaroslav Michálek, CSc.