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понедељак 11-12

Кабинет: 217
E-mail: nebojsa.vasovic@rgf.bg.ac.rs

Примена метода анализе нелинеарних временских серија у инжењерству

О предмету

Студијски програм: Рударско инжењерство (I семестар -DOS)

Назив предмета: Примена метода анализе нелинеарних временских серија у инжењерству

Предавачи: проф. др Небојша Васовић

Статус предмета: Изборни

ЕСПБ бодови: 10

Услов: -

Циљ предмета: Упознавање докторанада са основним техникама анализе нелинеарних дискретних и континуалних временских серија.

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Исход предмета: Очекује се да докторанди усвојене технике анализе нелинеарних временских серија примене на низове података осматрања из инжењерске праксе: динамика кретања клизишта, осциловање тла за време минирања и рударски изазваних потреса, вибрације услед рада машина, и др.

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Садржај предмета:

Теоријска настава
Наставне јединице: 1. Увод у анализу нелинеарних временских серија. 2. Фазна раван. 3. Фуријеов спектар снаге. 4. Анализа сурогат података. 5. Тестирање линеарности. 6. Теорема о развијању у одређеном временском интервалу (delay embedding theorem). 7. Поступак узајамне информације. 8. Техника привидно најближе вредности. 9. Детерминистички тест. 10. Тест стационарности. 11. Одређивање максималног Љапуновљевог експонента - Вулфова и Розенштајнова метода. 12. Корелациона димензија.

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Практична настава
Нумеричка анализа задатих временских серија.

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Литература:

  1. Kantz, H., Schreiber, T. 2004. Nonlinear time series analysis, Cambridge University Press.
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  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.
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  3. Perc, M. 2006. Introducing nonlinear time series analysis in undergraduate courses, Fizika A, Zagreb.
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  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.
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  5. Abarbanel, H. 1996. Analysis of observed chaotic data, Springer.
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Фонд часова:

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Метода извођења наставе: презентације, консултације

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