| Course Unit Code | 470-4406/01 |
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| Number of ECTS Credits Allocated | 4 ECTS credits |
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| Type of Course Unit * | Optional |
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| Level of Course Unit * | Second Cycle |
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| Year of Study * | Second Year |
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| Semester when the Course Unit is delivered | Winter Semester |
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| Mode of Delivery | Face-to-face |
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| Language of Instruction | Czech |
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| Prerequisites and Co-Requisites | |
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| Prerequisities | Course Unit Code | Course Unit Title |
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| 470-2403 | Introduction to Probability and Statistics |
| Name of Lecturer(s) | Personal ID | Name |
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| KRA0220 | Ing. Jan Kracík, Ph.D. |
| Summary |
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| The first half of the course contains an introduction to the Bayesian statistics and Monte Carlo methods. The second half is devoted to the regression and time series analysis. |
| Learning Outcomes of the Course Unit |
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| Students will learn about selected advanced statistical methods applicable in an engineering practice. |
| Course Contents |
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Random vector, random field, conditional probability, independence, conditional
independence
Bayes theorem, introduction to Bayesian theory, prior and posterior probability
distribution
Generating random numbers, elementary Monte Carlo methods, Monte Carlo
simulations
Application of Monte Carlo methods in Bayesian statistics
Regression analysis (simple linear regression, multivariate linear regression,
generalized linear models), model selection criteria, Bayesian approach to
regression analysis
Stochastic process (basic definitions and notions), numerical characteristics,
examples of stochastic processes
Introduction to time series analysis
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| Recommended or Required Reading |
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| Required Reading: |
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Kruschke, John. Doing Bayesian data analysis: A tutorial introduction with R. Academic Press, 2010. ISBN 978-0123814852
Cox, David Roxbee, David Victor Hinkley. Theoretical statistics. CRC Press, 1979. ISBN 978-0412161605
Chatfield, Chris. The analysis of time series: an introduction. CRC press, 2013. ISBN 978-1584883173 |
Kruschke, John. Doing Bayesian data analysis: A tutorial introduction with R. Academic Press, 2010. ISBN 978-0123814852
Zvára, Karel. Regrese. Matfyzpress, 2008. ISBN 978-8073780418
Chatfield, Chris. The analysis of time series: an introduction. CRC press, 2013. ISBN 978-1584883173 |
| Recommended Reading: |
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Schervish, Mark J. Theory of statistics. Springer, 1995. ISBN 978-1461242505
Crawley, Michael J. The R book. John Wiley & Sons, 2012. ISBN 978-0470973929 |
Anděl, Jiří. Základy matematické statistiky. Matfyzpress, 2011. ISBN 978-8073781620
Crawley, Michael J. The R book. John Wiley & Sons, 2012. ISBN 978-0470973929 |
| Planned learning activities and teaching methods |
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| Lectures, Tutorials |
| Assesment methods and criteria |
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| Task Title | Task Type | Maximum Number of Points
(Act. for Subtasks) | Minimum Number of Points for Task Passing |
|---|
| Credit and Examination | Credit and Examination | 100 (100) | 51 |
| Credit | Credit | 30 | 10 |
| Examination | Examination | 70 | 25 |