"Basics of Time Series Analysis"@en . "Trilobyte Statistical Software a CQR" . "2010-01-01+01:00"^^ . "299343" . . . "N, V" . "time series; data analysis; modeling; parameter estimation"@en . . "\u010CASOV\u00C1 \u0158ADA JAKO SPECI\u00C1LN\u00CD P\u0158\u00CDPAD STOCHASTICK\u00C9HO PROCESU: definice, p\u0159\u00EDklady typick\u00FDch proces\u016F, konzistentn\u00ED syst\u00E9m distribu\u010Dn\u00EDch funkc\u00ED, momentov\u00E9 charakteristiky (st\u0159edn\u00ED hodnota, autokovarian\u010Dn\u00ED a autokorela\u010Dn\u00ED funkce), striktn\u00ED a slab\u00E1 stacionarita, b\u00EDl\u00FD \u0161um, vlastnosti autokovarian\u010Dn\u00ED, resp. autokorela\u010Dn\u00ED funkce, odhadnut\u00E1 autokovarian\u010Dn\u00ED, resp. autokorela\u010Dn\u00ED funkce a jej\u00ED algebraick\u00E1 a statistick\u00E1 interpretace. NEJLEP\u0160\u00CD LINE\u00C1RN\u00CD PREDIKCE V \u010CASOV\u00DDCH \u0158AD\u00C1CH: princip ortogon\u00E1ln\u00ED projekce, Durbin-Levinson\u016Fv algoritmus, inova\u010Dn\u00ED algoritmus. DEKOMPOZI\u010CN\u00CD MODEL PRO ANAL\u00DDZU \u010CASOV\u00DDCH \u0158AD: volba modelu a jeho identifikace, Box-Coxova transformace, identifikace periodick\u00FDch komponent (diskr\u00E9tn\u00ED Fourierova transformace, periodogram, testy periodicity), b\u011B\u017En\u00E9 metody pro odhad deterministick\u00E9 komponenty, a to jak parametrizovan\u00E9 (line\u00E1rn\u00ED regrese), tak neparametrizovan\u00E9 (\u010D\u00EDslicov\u00FD filtr)."@cs . "27.-29.4. 2010, L\u00E1zn\u011B Bohdane\u010D u Pardubic" . "Z\u00E1klady anal\u00FDzy \u010Dasov\u00FDch \u0159ad"@cs . "1"^^ . . "TIME SERIES AS A SPECIAL CASE OF RANDOM PROCESS: definition, examples of typical processes, consistent system of distribution functions, moment functions (mean, autocovariance and autocorrelation function), strict and weak stationarity, white noise, properties of the autocovariance and autocorrelation function, estimated autocovariance and autocorrelation function, the algebraic and statistical interpretation of this estimate. THE BEST LINEAR PREDICTION: the principle of orthogonal projection, Durbin-Levinson Algorithm, Innovations Algorithm. DECOMPOSITION MODEL FOR TIME SERIES ANALYSIS: choice of the model and its identification, the Box-Cox transformation, identification of periodic components (discrete Fourier transform, periodogram, periodicity tests), common methods for estimation of the deterministic components comprising both parametrized methods (linear regression) and nonparametric methods (digital filtration)."@en . "1"^^ . . "Z\u00E1klady anal\u00FDzy \u010Dasov\u00FDch \u0159ad" . "Vesel\u00FD, V\u00EDt\u011Bzslav" . . . . "978-80-904053-2-5" . . "Z\u00E1klady anal\u00FDzy \u010Dasov\u00FDch \u0159ad" . . . . . "27"^^ . . "14560" . "RIV/00216224:14560/10:00044823" . "[5521BCB1458E]" . "RIV/00216224:14560/10:00044823!RIV11-MSM-14560___" . "Pardubice (CZ)" . "Basics of Time Series Analysis"@en . . "Anal\u00FDza dat 2010/I (Statistick\u00E9 metody pro technologii a v\u00FDzkum), Ed. K. Kupka" . "Z\u00E1klady anal\u00FDzy \u010Dasov\u00FDch \u0159ad"@cs . . "\u010CASOV\u00C1 \u0158ADA JAKO SPECI\u00C1LN\u00CD P\u0158\u00CDPAD STOCHASTICK\u00C9HO PROCESU: definice, p\u0159\u00EDklady typick\u00FDch proces\u016F, konzistentn\u00ED syst\u00E9m distribu\u010Dn\u00EDch funkc\u00ED, momentov\u00E9 charakteristiky (st\u0159edn\u00ED hodnota, autokovarian\u010Dn\u00ED a autokorela\u010Dn\u00ED funkce), striktn\u00ED a slab\u00E1 stacionarita, b\u00EDl\u00FD \u0161um, vlastnosti autokovarian\u010Dn\u00ED, resp. autokorela\u010Dn\u00ED funkce, odhadnut\u00E1 autokovarian\u010Dn\u00ED, resp. autokorela\u010Dn\u00ED funkce a jej\u00ED algebraick\u00E1 a statistick\u00E1 interpretace. NEJLEP\u0160\u00CD LINE\u00C1RN\u00CD PREDIKCE V \u010CASOV\u00DDCH \u0158AD\u00C1CH: princip ortogon\u00E1ln\u00ED projekce, Durbin-Levinson\u016Fv algoritmus, inova\u010Dn\u00ED algoritmus. DEKOMPOZI\u010CN\u00CD MODEL PRO ANAL\u00DDZU \u010CASOV\u00DDCH \u0158AD: volba modelu a jeho identifikace, Box-Coxova transformace, identifikace periodick\u00FDch komponent (diskr\u00E9tn\u00ED Fourierova transformace, periodogram, testy periodicity), b\u011B\u017En\u00E9 metody pro odhad deterministick\u00E9 komponenty, a to jak parametrizovan\u00E9 (line\u00E1rn\u00ED regrese), tak neparametrizovan\u00E9 (\u010D\u00EDslicov\u00FD filtr)." . .