Logo ČVUT
CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2019/2020

Mathematical Modelling

The course is not on the list Without time-table
Code Completion Credits Range Language
11MMD Z,ZK 6 2+3 Czech
Lecturer:
Tutor:
Supervisor:
Department of Applied Mathematics
Synopsis:

Introduction to stochastic processes, basics of the queue theory, estimation of normal linear regression model and discrete model, general and Bayesian approach to the task of classification.

Requirements:

Basics of algebra, matrix calculus, differential and integral calculus. Knowledge of Probability and Statistics on a level of one year course in a technical university.

Syllabus of lectures:
Syllabus of tutorials:
Study Objective:

The goal is to proceede beyond the Probability and Statistics and give the students the basic knowledge in the field of stochastic processes and their use in some practical tasks. The basic element wil be a mathematical model of the stochastic process. On the basis of this model, several practical tasks will be solved.

Study materials:

1. I. Nagy, Základy bayesovského odhadování a řízení, Vydavatelství ČVUT, Praha, 2003.

2. Lukáš, L: Pravděpodobnostní modely v managementu, Markovovy řetězce a systémy hromadné obsluhy. Academia, 2009

3. M. Kárný, J. Böhm, T. V. Guy, L. Jirsa, I. Nagy, P. Nedoma, L. Tesař: Optimized Bayesian Dynamic Advising. Theory and algorithms. Springer, 2005

Note:
Further information:
No time-table has been prepared for this course
The course is a part of the following study plans:
Data valid to 2019-10-18
For updated information see http://bilakniha.cvut.cz/en/predmet2034906.html