Stochastic processes, dynamic system model, estimation of parameters of a linear regression model, estimation of parameters of a discrete model, prediction with dynamic model, modelling of transportation systems.
Abstract:
The subject deals with the problems of mathematical modelling of dynamical systems, estimation od these models and their utilization for prediction. The results are illustrated on practical transportation tasks. Mathematical theory roots from probability and mathematical statistics and they use the methods of the Bayesian probabilistic approach.
Objectives:
The goal will be the description of stochastic processes, their estimation and their use for prediction, classification and control. The theory will be illustrated in transportation problems.