Courses
| Course title: | Analysis of Time Series |
|---|---|
| Faculty: | Faculty of Science |
| Department: | Department of Informatics and Computers |
| Course code: | KIP / 7ANCA |
| Credits: | 6 |
| Semester: | Summer |
| Level of study: | Bc. |
| Format of study: | Lecture 2 [Hours/Week], Practical classes 2 [Hours/Week] |
| Name of the lecturer: | doc. RNDr. Petr Bujok, Ph.D. (G) |
| Language: | English |
| ISCED F broad: | Information and Communication Technologies |
| Annotation: | Basic approaches to time series analysis. Decomposition of time series. Trend: a description of the trend using mathematical functions, moving averages method, the method of moving medians, exponential smoothing. Seasonal component: the regression approaches, Winters method, Box-Jenkins methodology. A linear process, special cases of linear process (MA, AR, ARMA, ARIMA, SARIMA), model construction, temporal changes of the model. Introduction to spectral analysis of time series and multidimensional time series analysis. |
