Výuka v letním semestru 2017/2018

Cvičení z Prostorového modelování (NMTP438) - Pondělí 10:40, K7

Podmínky získání zápočtu: přiřazení na rozvrhový lístek v SIS, aktivní účast na cvičení, nejvýše 3 absence.

Materiály ke cvičení:
Zadání prvního bloku cvičení.

Cvičení z Pravděpodobnostních a statistických problémů (NMSA160) - Čtvrtek 10:40, 12:20, K2

Podmínky získání zápočtu: přiřazení na rozvrhový lístek v SIS, aktivní účast na cvičení, nejvýše 3 absence.



Teaching in winter semester 2017/2018

Exercise class on Spatial Statistics (NMST543) - Monday 9:00, K10A

Requirements for obtaining the course credit: regular attendance, short individual project.

Materials for the exercise classes:
Part I. (point processes, intensity)
Part II. (point processes, K-function)
Part III. (point processes, assessing interactions)
Part IV. (point processes, Monte Carlo and envelope tests)
Part V. (point processes, model fitting)
Part VI. (point processes on linear networks)
Part VII. (marked point processes)
Part VIII. (geostatistics, variogram)
Part IX. (geostatistics, kriging)
Part X. (random fields on a lattice)

Exercise class on Probability Theory 2 (NMSA405) - Monday 14:00, K12; 15:40, K12

Requirements for obtaining the course credit: active participation (at most 3 absences), one homework presented at the blackboard.

Materials for the exercise classes:
Exercise sheets no. 1 and 2.
Exercise sheets no. 3 and 4.
Exercise sheets no. 5 to 7.
Exercise sheets no. 8 and 9.
Exercise sheets no. 10 and 11.

Exercise class on Stochastic Processes 2 (NMSA409) - Thursday 10:40, K7

Requirements for obtaining the course credit are given here. Note that the classes employ a variety of active learning strategies - some background material and reading is available here.

Moodle for our course can be found here.

A collection of exercises with solution is available here (version 8.2.2018). English lecture notes are available here.

The second exam takes place on Thursday 4th January. The second-chance test takes place on Thursday 18th January at 10:40 in the room K5.
Results of the second exam are here. For successfully passing the test at least 10 points out of 14 need to be obtained.

The first exam takes place on Thursday 16th November. The second-chance test takes place on Wednesday 6th December at 14:00 in the room K5.
Results of the first exam are here. For successfully passing the test at least 10 points out of 14 need to be obtained.

Recommended literature:
Prášková, Z.: Základy náhodných procesů II, Karolinum, Praha, 2007.
Brockwell P.J., Davis R.A.: Time series: Theory and Methods, Springer-Verlag, New York, 1987.

Materials for the exercise classes:
Block A, autocovariance function and stationarity.
Block B, L2-properties of stochastic processes.
Block C, spectral decomposition of the autocovariance function.
Block D, linear models of time series.
Block E, ergodicity, prediction.