Course title:Analysis of Time Series
Faculty:Faculty of Science
Department:Department of Informatics and Computers
Course code:KIP / XANCS
Level of study:Mgr.
Format of study:Lecture 6 [Hours/Semester], Practical classes 20 [Hours/Semester], Seminar 26 [Hours/Semester]
Name of the lecturer:doc. RNDr. Petr Bujok, Ph.D. (G)
Language:Czech, 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, adaptive weighting method. 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. Multidimensional time series. ntroduction to spectral analysis of time series.