University of Belgrade

Description

The Application of Methods of Nonlinear Time Series Analysis in Engineering

Study program:
Mining Engineering (I semester -PhD)

Name of subject: The Application of Methods of Nonlinear Time Series Analysis in Engineering

Instructors:
Prof. Nebojša Vasović

Status: Optional

ECTS: 10

Prerequisites: -

Course Objectives:
-

Learning Outcomes:
-

Content:
-

Suggested Reading List:

Kantz, H., Schreiber, T. 2004. Nonlinear time series analysis, Cambridge University Press.
Small, M. 2005. Applied nonlinear time series analysis - applications in physics, physiology and finance, World Scientific series on Nonlinear Science, Series A, Vol.52.
Perc, M. 2006. Introducing nonlinear time series analysis in undergraduate courses, Fizika A, Zagreb.
Kugiumtzis, D., Tsimpiris, A. 2010. Measure of analysis of time series (MATS): A MATLAB toolkit for computation of multiple measures on time series data bases. Journal of statistical software, Vol.33, Issue 5.
Abarbanel, H. 1996. Analysis of observed chaotic data, Springer.

Conduct of the Course:
-

Fund hours:

Lectures	Exercises	Other forms of teaching	Study research
4	0	0	6

Assessment:

Final Exam	ECTS
	60

Classwork Assessment	ECTS
Seminars	2x20

Additional Assessment Criteria: -

Repository