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Lecturer(s)
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Čapek Jan, prof. Ing. CSc.
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Course content
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Introduction into modelling methodes, black-box method. Methods of the gradual derivation, Methods of ther gradual integration, Weighting function. Sliding averages. Box-Jenkins methodology, AR, MA, ARMA and ARIMA models. Evolutionary models. The prey-predator model. The chaotic behaviour system model.
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Learning activities and teaching methods
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Monologic (reading, lecture, briefing), Dialogic (discussion, interview, brainstorming), Skills training
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Learning outcomes
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The aim of this course is to acquire theoretical knowledge in the area of modelling socio-economic processes using a PC as a tool.
Students will be able to apply the method of the synthesis of economic process mathematical model, which from the system point of view often represents a complex non-linear dynamic system, using the knowledge of input and output quantity of the process. Students will be able to use evolutionary models and Box-Jenkins methodology in cases where we cannot unequivocally determine the input and/or output quantities. They will be able to give reasons for and defend acquired knowledge in a specific discussion.
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Prerequisites
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unspecified
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Assessment methods and criteria
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Oral examination, Written examination, Home assignment evaluation
Assignment is based on an individual seminar project - completion and defence (during the examination). An oral examination.
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Recommended literature
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Cipra,T. Analýza časových řad s aplikacemi v ekonomii.. SNTL/ALFA, 1986.
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Čapek,J. Modelování ekonomických a sociálních procesů.. Univerzita Pardubice, 2006.
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Hušek,R. Základy ekonometrické analýzy I. Modely a metody.. VŠE, 1995.
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Mandl. P. Pravděpodobnostní dynamické modely.. Academia, 1985.
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Medio, Alfredo. Nonlinear dynamics : a primer. Cambridge: Cambridge University Press, 2001. ISBN 0-521-55874-3.
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Pazourek.J. Simulace biologických systémů.. Grada, 1992.
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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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