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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:
  1. Kantz, H., Schreiber, T. 2004. Nonlinear time series analysis, Cambridge University Press.
  2. Small, M. 2005. Applied nonlinear time series analysis - applications in physics, physiology and finance, World Scientific series on Nonlinear Science, Series A, Vol.52.
  3. Perc, M. 2006. Introducing nonlinear time series analysis in undergraduate courses, Fizika A, Zagreb.
  4. 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.
  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
Seminars2x20
Additional Assessment Criteria: -


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