subject

Time series analysis

lecturers

Dr. Matyasovszky István, associate professor

credits

2+1=3

period

3

 

curriculum

Probability distributions for the main meteorological elements. Estimation and checking of probability distributions. Concept of stochastic processes and time series. Estimation of main characteristics (expected value, covariance and correlation functions) of stochastic processes. ARMA models.Trend analysis. Spectral analysis, traditional estimation of spectra. Extreme value theory.

 

literature

Parts of problem books, scientific papers

form of tuition

lectures, practical exercises

mode of assessment

oral exam, written practice exam