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 |