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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2023/2024
UPOZORNĚNÍ: Jsou dostupné studijní plány pro následující akademický rok.

Quantitative and Simulation Models for Control

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Code Completion Credits Range
W38OZ001 ZK 52P+26C
Garant předmětu:
Gejza Dohnal
Lecturer:
Gejza Dohnal, Barbora Stieberová
Tutor:
Gejza Dohnal, Barbora Stieberová
Supervisor:
Department of Management and Economics
Synopsis:

The course is primarily focused on modelling of business processes and their optimization by using software products. Advanced statistical methods for scientific research form the introductory part of the subject. The main objective of the course is to teach students how to formulate models for solving real-world decision-making problems and to solve them using a suitable software product. A large part of the course is devoted to computer simulations in a selected software product that will enable more complex tasks to be solved based on random numbers. Syllabus of the course:

•Statistical methods for scientific research (probability models, sampling, quality of input data, statistical hypothesis testing, bootstrapping)

•Statistical analysis of multidimensional data (survey data analysis, factor analysis, discriminatory analysis, canonical correlation, logistic regression, cluster analysis, multidimensional scaling, correspondence analysis).

•Time series modelling

•Different types of optimization tasks and their solutions

•Modern Optimization Methods - Genetic Programming, Fuzzy Logic, Neural Networks

•Monte Carlo method for simulation

•Introduction to discrete simulation, practical examples of application, used software products and their selection

•Simulation study and its steps, design of conceptual model, verification, calibration and validation of simulation model

•Environment and work with selected software for discrete simulation

•Simulation of production systems and processes, simulation of logistic systems and processes

•Simulation of business processes, simulation of transport systems and processes

•Economic modelling, sensitivity analysis, alternative break-even point analysis, risk analysis

Requirements:
Syllabus of lectures:
Syllabus of tutorials:
Study Objective:
Study materials:

•JOHNSON, RICHARD A. A WICHERN, DEAN W. APPLIED MULTIVARIATE STATISTICAL ANALYSIS.

PEARSON NEW INTERNATIONAL EDITION. SIXTH EDITION. HARLOW: PERSON, [2014], ©2014. II, 770 STRAN. ISBN 978-1-292-02494-3.

•LAW, AVERILL M. SIMULATION MODELING AND ANALYSIS. FIFTH EDITION. NEW YORK: MCGRAW-HILL EDUCATION, [2015], ©2015. XVIII, 776 STRAN, 4 NEČÍSLOVANÉ STRANY OBRAZOVÝCH PŘÍLOH. ISBN 978-0-07-340132-4.

•BANGSOW, STEFFEN, ED. USE CASES OF DISCRETE EVENT SIMULATION: APPLIANCE AND RESEARCH. BERLIN: SPRINGER, ©2012. XIV, 373 S. ISBN 978-3-642-28776-3.

•BANKS, JERRY ET AL. DISCRETE-EVENT SYSTEM SIMULATION. 5TH ED. UPPER SADDLE RIVER:

PEARSON EDUCATION, 2010. 640 S. INTERNATIONAL EDITION. ISBN 978-0-13-815037-2.

•SCHRAGE, LINUS E. OPTIMIZATION MODELING WITH LINGO. 5TH ED. CHICAGO: LINDO SYSTEMS, 2002. ISBN 1-893355-00-4.

Note:
Time-table for winter semester 2023/2024:
Time-table is not available yet
Time-table for summer semester 2023/2024:
Time-table is not available yet
The course is a part of the following study plans:
Data valid to 2024-05-25
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