ITS Mathematical Tools

Lecturer:

Jan Přikryl (gar.), Miroslav Vlček (gar.)

Tutor:

Jan Přikryl (gar.), Miroslav Vlček (gar.)

Supervisor:

Department of Applied Mathematics

Synopsis:

Time series, corelation, linear regression, trend modelling, moving averages, Short-Time Fourier Transform, component principle, Huang transform.

Requirements:

Fundamentals of linear algebra, matrix arithetic, complex variables, probability and statistics.

Syllabus of lectures:

Syllabus of tutorials:

Study Objective:

Knowledge of time series classification, short-time Fourier transform and Huang transform, practical skills with time series analysis.

Study materials:

A. Prochazka, N.G. Kingsbury , P.J.W. Payner , J. Uhlir: Signal Analysis and Prediction, Birkhauser, Boston 1998.

Boualem Boashash, Time Frequency Analysis, Elsevier 2003 Zítek P., Petrová: Matematické simulační modely, Praha, Vydavatelství ČVUT, 1996

Uhlíř J., Sovka P.: Číslicové zpracování signálů, Praha, Vydavatelství ČVUT, 1995

Štecha J., Havlena V.: Teorie dynamických systémů, Praha, Vydavatelství ČVUT, 1993

Note:

Time-table for winter semester 2011/2012:

Time-table is not available yet

Time-table for summer semester 2011/2012:

Time-table is not available yet

The course is a part of the following study plans:

• IS nav.prez. 11/12 (compulsory course in the program)
• IS nav.prez. 12/13 (compulsory course in the program)