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Applied statistics

Type of study Follow-up MasterBachelor
Language of instruction Czech
Code 230-0229/01
Abbreviation ApSt
Course title Applied statistics
Credits 2
Coordinating department Department of Mathematics
Course coordinator Ing. Veronika Moškořová, Ph.D.

Subject syllabus

1. Basic using of programming languuage R - principle of the work in language R, algoritmization of statistical tasks, batch processing of data.
2. Random variables and basic characteristics - Density and cumulative density functions.
3. Parameters estimation - Point estimates, Interval estimates.
4. Tests of statistical hypothesis - Basic parametric and nonparametric tests.
5. Analysis of variance (ANOVA) - one- and multifactorial ANOVA.
6. Hierarchical cluster analysis.
7. Factor analysis - idea of the method, identification of factors.
8. Introduction to time series analysis.
9. Decomposition of time series.
10. Autocorrelation analysis.
11. Spectral anlysis.
12. Box - Jenkins methodology - model identification (AR, MA, ARMA, ARIMA, SARIMA), parameters estimation, model checking.
13. Time series prediction.
14. Presentation of statistical outputs - methodology of statistical outputs presentation, mistakes in presentation of numerical and graphical outputs.

E-learning

Literature

Doležalová, J.-Pavelka, L.: Pravděpodobnost a statistika. Skriptum VŠB, Ostrava 2005. ISBN 80-248-0948-6.
Otipka, P.-Šmajstrla, V.: Pravděpodobnost a statistika. Skriptum VŠB-TU, Ostrava 2006. ISBN 80-248-1194-4 . ( http://www.studopory.vsb.cz/studijnimaterialy/past/past.pdf )
http://mdg.vsb.cz/portal/en/Statistics1.pdf

Advised literature

Meloun, M. -- Militký, J. Kompendium statistického zpracování dat: metody a řešené úlohy, Praha, Academia, 2006, 80-200-1396-2
Andrew C. Harvey. Time Series Models. Harvester wheatsheaf, 1993.