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Data analysis methods

Type of study Doctoral
Language of instruction Czech
Code 230-0263/01
Abbreviation MAD
Course title Data analysis methods
Credits 10
Coordinating department Department of Mathematics
Course coordinator doc. Ing. Martin Čermák, Ph.D.

Osnova předmětu

Fundamentals of Statistics, Linear algebra
Optimization methods, Mathematical analysis
Data processing software: R, Matlab, Excel, etc.
Regression models (polynomial, autoregressive), regularization
Bayesian statistics, Markov chains
Spectral analysis: PCA and SVD
Data reduction methods: regularized K-means clustering
Time series – basic terms, graphical analysis
Time series – descriptive characteristics, dynamics
Model properties analysis

E-learning

Povinná literatura

BRIŠ, R. Probability and statistics for engineers. VŠB-TU Ostrava, 2011. https://homel.vsb.cz/~bri10/Teaching/Prob%20&%20Stat.pdf
SHUMWAY, R. H., STOFFER, D. S. Time Series Analysis and Its Applications: With R Examples. Springer, 4th ed. 2017. ISBN10 3319524518 

Doporučená literatura

ŠKŇOUŘILOVÁ, P., BRIŠ, R. Statistics I, VŠB-TU Ostrava, Ostrava 2007. http://mdg.vsb.cz/portal/en/Statistics1.pdf
MARTINEZ, W. L. Exploratory data analysis with MATLAB. Boca Raton, Fla.: Champman&Hall/CRC, c2005. ISBN 1-58488-366-9 
KANTZ, H., SCHREIBER, T. Nonlinear Time Series Analysis, Cambridge University Press. 2nd ed. 2004. ISBN10 0521529026