Course: Time Series 1

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Course title Time Series 1
Course code KMA/CASR1
Organizational form of instruction Lecture + Exercise
Level of course Bachelor
Year of study not specified
Semester Winter
Number of ECTS credits 4
Language of instruction Czech
Status of course Compulsory, Compulsory-optional
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Lecturer(s)
  • Vencálek Ondřej, Mgr. Ph.D.
  • Müller Ivo, RNDr. PhDr. Ph.D.
Course content
1 Definition, types of time series, standard characteristics. 2 Approaches to modelling, additive and multiplicative decomposition. 3 Trend in time series, constant trend, linear trend. 4 Quadratic trend, exponential trend. 5 Exponential trend and shifted exponential trend, method of chosen points. 6 Logistic trend, Gompertz curve, measures of fit. 7 Non-centered moving averages, centered moving averages. 8 Opening and ending moving averages, prediction moving averages. 9 Analysis of periodic component, model of hidden periods, periodogram, Fisher's test. 10 Description of a seasonal component, models of constant seasons. 11 Models of proportional seasons, estimating of seasonal factors. 12 Exponential smoothing. 13 Analysis of the random component, tests of randomness.

Learning activities and teaching methods
Lecture
  • Attendace - 39 hours per semester
  • Preparation for the Course Credit - 20 hours per semester
  • Preparation for the Exam - 50 hours per semester
  • Homework for Teaching - 10 hours per semester
Learning outcomes
Applying various methods of time-series analysis, development of statistical models.
Application Applying various methods of time-series analysis, development of statistical models.
Prerequisites
Motivation to learn

Assessment methods and criteria
Oral exam, Written exam

Credit: active participation in seminars, written test. Exam: oral.
Recommended literature
  • J. Seger, R. Hindls. (1995). Statistické metody v tržním hospodářství. Victoria Publishing, Praha.


Study plans that include the course
Faculty Study plan (Version) Branch of study Category Recommended year of study Recommended semester
Faculty of Science Mathematics-Economics of Banking / Insurance Systems (1) Mathematics courses 3 Winter
Faculty of Science Applied Statistics (2015) Mathematics courses 3 Winter
Faculty of Science Applied Mathematics (2014) Mathematics courses 1 Winter