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1
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1
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Sep 19, 2022
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10:00
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2
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KL:B-331
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Time series analysis - fundamentals; trends, mutual dependency, stationarity. Correlation function and covariance function. Algorithms of correlation function estimation
|
Ing. Jan Kauler, Ph.D.
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3
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1
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Oct 3, 2022
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10:00
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2
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KL:B-331
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Impact of removing trends to autocorrelation function. Periodogram - relationship between corellogram and periodogram
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Ing. Jan Kauler, Ph.D.
|
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5
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1
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Oct 17, 2022
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10:00
|
2
|
KL:B-331
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Frequency spectrum, spectrum of random signals. Linear frequency filtering
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Ing. Jan Kauler, Ph.D.
|
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7
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1
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Oct 31, 2022
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10:00
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2
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KL:B-331
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AR, ARMA, and MA processes. Spectral analysis. FFT algorithm
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Ing. Jan Kauler, Ph.D.
|
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9
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1
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Nov 14, 2022
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10:00
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2
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KL:B-331
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Non-parametric methods of the frequency spectrum estimation. Positives and negatives of the spectral analysis
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Ing. Jan Kauler, Ph.D.
|
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11
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1
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Nov 28, 2022
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10:00
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2
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KL:B-331
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Repeated measurements and analysis of their properties.11. AR and ARMA model parameter identification
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Ing. Jan Kauler, Ph.D.
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13
|
1
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Dec 12, 2022
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10:00
|
2
|
KL:B-331
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Prediction. Bivariance analysis of time series - cross-correlation and cross-covariance. Estimation of cross-correlation and cross-covariance functions. Bispectrum
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Ing. Jan Kauler, Ph.D.
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