Warning: preg_replace(): The /e modifier is no longer supported, use preg_replace_callback instead in /var/vhosts/new/department/matstat/libraries/joomla/filter/input.php on line 652 Warning: preg_replace(): The /e modifier is no longer supported, use preg_replace_callback instead in /var/vhosts/new/department/matstat/libraries/joomla/filter/input.php on line 654 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/registry/registry.php on line 342 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/registry/registry.php on line 342 Deprecated: iconv_set_encoding(): Use of iconv.internal_encoding is deprecated in /var/vhosts/new/department/matstat/libraries/joomla/string/string.php on line 28 Deprecated: iconv_set_encoding(): Use of iconv.input_encoding is deprecated in /var/vhosts/new/department/matstat/libraries/joomla/string/string.php on line 29 Deprecated: iconv_set_encoding(): Use of iconv.output_encoding is deprecated in /var/vhosts/new/department/matstat/libraries/joomla/string/string.php on line 30 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/registry/registry.php on line 342 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/registry/registry.php on line 342 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/registry/registry.php on line 342 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/registry/registry.php on line 342 Warning: preg_replace(): The /e modifier is no longer supported, use preg_replace_callback instead in /var/vhosts/new/department/matstat/libraries/joomla/filter/input.php on line 652 Warning: preg_replace(): The /e modifier is no longer supported, use preg_replace_callback instead in /var/vhosts/new/department/matstat/libraries/joomla/filter/input.php on line 654 Сайт кафедры математической статистики и случайных процессов
Warning: preg_replace(): The /e modifier is no longer supported, use preg_replace_callback instead in /var/vhosts/new/department/matstat/libraries/joomla/filter/input.php on line 652 Warning: preg_replace(): The /e modifier is no longer supported, use preg_replace_callback instead in /var/vhosts/new/department/matstat/libraries/joomla/filter/input.php on line 654 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/registry/registry.php on line 342 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Undefined property: stdClass::$Array in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Undefined property: stdClass::$Array in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Undefined property: stdClass::$Array in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Undefined property: stdClass::$Array in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Undefined property: stdClass::$Array in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Undefined property: stdClass::$Array in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Undefined property: stdClass::$Array in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Undefined property: stdClass::$Array in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Undefined property: stdClass::$Array in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Undefined property: stdClass::$Array in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Undefined property: stdClass::$Array in /var/vhosts/new/department/matstat/libraries/joomla/application/menu.php on line 259 Notice: Array to string conversion in /var/vhosts/new/department/matstat/libraries/joomla/registry/registry.php on line 342

Анализ временных рядов

Parent Category: Спецкурсы и спецсеминары

Спецкурс для студентов 3-6 курсов, аспирантов
Спецкурс по выбору кафедры, читается в течении полугода, лектор Михаил Васильевич Козлов.

В 2020 году курс читается дистанционно, слушатели должны просмотреть видеозаписи лекций.

В курсе даются теоретические основы анализа временных рядов. Излагается задача линейного прогнозирования стационарных в широком смысле рядов. Выводится спектральное разложение, описывается прохождение стационарных процессов через линейный фильтр. Излагается классическая теория линейной регрессии. Для смешанной гауссовской модели авторегрессии строятся оценки максимального правдоподобия.