Course: Selected parts from applied mathematics II

« Back
Course title Selected parts from applied mathematics II
Course code KMA/XAMA2
Organizational form of instruction no contact
Level of course Doctoral
Year of study not specified
Semester Winter and summer
Number of ECTS credits 30
Language of instruction Czech
Status of course Compulsory-optional
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Lecturer(s)
  • Petrášková Vladimíra, doc. RNDr. Ph.D.
Course content
1. Definition of time series. Standard methods of analysis of time series. Forecasts in time series. 2. Decomposition of time series. Trend of time series, subjective methods. Description of trend by the help of mathematical curves: constant trend, linear trend. 3. Quadratic, exponential, modified exponential trend. 4. Logistic trend, Gompertz curve. 5. Option of correspondent model of trend. 6. Method of running average. 7. Method of running average - buffering of beginning and finite value of series and forecast. Option of order and length of running average. 8. Single exponential buffering, double exponential buffering. 9. Triple exponential buffering. 10. Seasonal component in time series. Identification and description of seasonal component. 11. Seasonal scratching. 12. Description of random component. Tests of randomness. 13. Box - Jenkins methodology - introduction. 14. Linear process. Process of running totals (MA(q)). Autoregression process (AR(p)). Mixed process (ARMA(p,q)).

Learning activities and teaching methods
Work with text (with textbook, with book), E-learning
Learning outcomes
Standard methods of analysis of time series, decomposition of time series, Box-Jenkins methodology - introduction.
The student will have a good grasp of basic time series methods, he/she will be able to utilize them in practice.
Prerequisites
knowledge of the elements of probability theory and statistics

Assessment methods and criteria
Combined exam

seminář paper
Recommended literature
  • Anděl, J. Statistická analýza časových řad. Praha: SNTL, 1976..
  • Cipra, T. Analýza časových řad s aplikacemi v ekonomii. Praha: SNTL, 1986..
  • Hindls, R., Hronová, S., Sger, J. Statistika pro ekonomy. Praha: Professional Publishing, 2004..
  • Kozák, J., Hindl, R., Arlt, J. Úvod do analýzy ekonomických časových řad. Praha: VŠE, 1994..


Study plans that include the course
Faculty Study plan (Version) Category of Branch/Specialization Recommended year of study Recommended semester
Faculty: Faculty of Education Study plan (Version): Theory of Mathematics Education (2) Category: Pedagogy, teacher training and social care - Recommended year of study:-, Recommended semester: -
Faculty: Faculty of Education Study plan (Version): Theory of Mathematics Education (2) Category: Pedagogy, teacher training and social care - Recommended year of study:-, Recommended semester: -