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UO > About > Organizational Structure > Faculties & Institutes > Faculty of Science > Academics > Short term courses

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.