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Lecturer(s)
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Ibl Martin, Ing. Ph.D.
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Hájek Petr, prof. Ing. Ph.D.
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Čapek Jan, prof. Ing. CSc.
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Course content
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Modelling, statics and dynamics modell, system point of view, I/O relation, examples. Linear statistic modell, revision. Last means methods, cluster methods, Leontieff modell. Dynamic systems. Methods of peacemeal derivation. Methods of peacemeal Integration. Weights progession. Weight function. Impulse response of linear systems. Signal and time series, moving average, autocorrelation, autokovariance. Modell MA, Modell AR, Modelka ARMA, ARIMA, Box Jenkins methodology. Spectrum, evolutionary modells, malthus, verhulst, system predator-prey. Nonlinear systems. Chaos Fractals. Fuzzy models.
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Learning activities and teaching methods
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Monologic (reading, lecture, briefing), Methods of individual activities
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Learning outcomes
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The students will be familiar with philosophy of modelling social and economics proceses by means of selected software tools.
Student will be able to apply methods of synthesis of a mathematical model of an economic process which is usually complicated nonlinear dynamic system. Student will be able to use evolutionary models and Box-Jenkins methodology. Student will be able to give reasons for proposed solutions.
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Prerequisites
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unspecified
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Assessment methods and criteria
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Oral examination, Home assignment evaluation
Assignment: continuos evaluation, students projects and tests. Examination: oral (50% - result of assignment, 50% - result of oral examination).
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Recommended literature
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Medio, Alfredo. Nonlinear dynamics : a primer. Cambridge: Cambridge University Press, 2001. ISBN 0-521-55874-3.
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Shone, Ronald. An introduction to economic dynamics. Cambridge: Cambridge University Press, 2001. ISBN 0-521-80478-7.
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Shone, Ronald. Economic dynamics : phase diagrams and their economic application. Cambridge: Cambridge University Press, 2002. ISBN 0-521-01703-3.
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Takayama A. Mathematical economics.. Cambridge University Press, 1997.
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