Výuka v letním semestru 2023/2024
Seminář Pravděpodobnostní a statistické problémy (NMSA170) - Středa 10:40, 12:20, N2
Podmínky získání zápočtu: aktivní účast na semináři (až tři neomluvené absence).
Prezentace ze semináře:
Prezentace k prvnímu týdnu
Prezentace k druhému týdnu
Prezentace k třetímu týdnu
Prezentace k čtvrtému týdnu
Prezentace k pátému týdnu
Prezentace k šestému týdnu
Prezentace k sedmému a osmému týdnu
Prezentace k devátému týdnu
Prezentace k desátému týdnu
Prezentace k jedenáctému týdnu
Prezentace k dvanáctému týdnu, další materiál ke korelaci a kauzalitě (pro zájemce)
Prezentace k třináctému týdnu
Cvičení z Prostorového modelování (NMTP438) - Pondělí 15:40, K8
Podmínky získání zápočtu: aktivní účast na cvičení.
Materiály ke cvičení:
Zadání úloh ke cvičení
Teaching in winter semester 2023/2024
Stochastic Processes 2 (NMSA409, NMFP403) - Monday 17:20 and Tuesday 9:00, K1
Previous version of the English lecture notes is available here. The current version is available in the Moodle course.
Recommended literature:
Prášková, Z.: Základy náhodných procesů II, Karolinum, Praha, 2016.
Brockwell P.J., Davis R.A.: Time series: Theory and Methods, Springer-Verlag, New York, 1991.
Obtaining the course credit is required to sign-up for the exam. The exam consists of a written part, followed by an oral part (for those who scored at least 50 % of points in the written part). Dates of the exams are given in SIS. List of the topics for the oral part of the exam is given here.
Exercise class on Stochastic Processes 2 (NMSA409, NMFP403) - Tuesday 14:00, K3; Wednesday 10:40, K5
Note that the classes employ a variety of active learning strategies - some background material and reading is available here. Comments on the structure of the course and the requirements for obtaining the course credit are given here.
Moodle for our course can be found here.
A collection of exercises with solution is available here (version 09/2021).
An example of the test assignment is available here.
The first test will take place on 14.11.2023 for the Tuesday group and on 15.11.2023 for the Wednesday group. The second-chance test takes place on Friday 24.11.2023 at 9:00 in the room K135.
Results of the first test are here. At least 10 point were needed to pass the test.
The second test will take place on 9.1.2024 for the Tuesday group and on 10.1.2024 for the Wednesday group.
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.
Exercise class on Spatial Statistics (NMST543) - Wednesday 9:00, K10A
Requirements for obtaining the course credit: regular attendance, a 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, example)
Part IX. (geostatistics, kriging)
Part X. (random fields on a lattice)