1

1

Sep 19, 2022

10:00

2

KL:B331

Time series analysis  fundamentals; trends, mutual dependency, stationarity. Correlation function and covariance function. Algorithms of correlation function estimation

Ing. Jan Kauler, Ph.D.

3

1

Oct 3, 2022

10:00

2

KL:B331

Impact of removing trends to autocorrelation function. Periodogram  relationship between corellogram and periodogram

Ing. Jan Kauler, Ph.D.

5

1

Oct 17, 2022

10:00

2

KL:B331

Frequency spectrum, spectrum of random signals. Linear frequency filtering

Ing. Jan Kauler, Ph.D.

7

1

Oct 31, 2022

10:00

2

KL:B331

AR, ARMA, and MA processes. Spectral analysis. FFT algorithm

Ing. Jan Kauler, Ph.D.

9

1

Nov 14, 2022

10:00

2

KL:B331

Nonparametric methods of the frequency spectrum estimation. Positives and negatives of the spectral analysis

Ing. Jan Kauler, Ph.D.

11

1

Nov 28, 2022

10:00

2

KL:B331

Repeated measurements and analysis of their properties.11. AR and ARMA model parameter identification

Ing. Jan Kauler, Ph.D.

13

1

Dec 12, 2022

10:00

2

KL:B331

Prediction. Bivariance analysis of time series  crosscorrelation and crosscovariance. Estimation of crosscorrelation and crosscovariance functions. Bispectrum

Ing. Jan Kauler, Ph.D.
