Course: Functional Data Analysis

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Course title Functional Data Analysis
Course code KMA/AFD
Organizational form of instruction Lecture + Exercise
Level of course Master
Year of study 1
Semester Summer
Number of ECTS credits 6
Language of instruction Czech
Status of course Compulsory, Compulsory-optional
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Lecturer(s)
  • Pavlů Ivana, Mgr. Ph.D.
  • Hron Karel, prof. RNDr. Ph.D.
  • Vencálek Ondřej, doc. Mgr. Ph.D.
Course content
1. From multivariate to functional data 2. Spline representation of functional data 3. Exploratory analysis, FPCA 4. Regression with functional explanatory variable 5. Regression with functional response 6. Functional time series 7. Spatial functional data

Learning activities and teaching methods
Lecture, Dialogic Lecture (Discussion, Dialog, Brainstorming), Demonstration
  • Preparation for the Course Credit - 20 hours per semester
  • Attendace - 52 hours per semester
  • Preparation for the Exam - 40 hours per semester
Learning outcomes
Understand popular methods of functional data analysis including their implementation in statistical software R.
Application Apply probability theory and mathematical statistics to methods of functional data analysis.
Prerequisites
Basic knowledge of probability theory and multivariate statistics.

Assessment methods and criteria
Oral exam, Seminar Work

Credit: Presetation of a project covering topics of statistical learning. Exam: oral.
Recommended literature
  • James, G., Witten, D., Hastie, T., Tibshirani, R. (2021). An introduction to statistical learning. An introduction to statistical learning.
  • Kokoszka, P., Reimherr, M. (2017). Introduction to functional data analysis. CRC Press, Boca Raton.
  • Ramsay, J.O., Hooker, G., Graves, S. (2009). Functional data analysis with R and MATLAB. Springer, New York.
  • Ramsay, J.O., Silverman, B.W. (2022). Applied functional data analysis. Springer, New York.
  • Ramsay, J.O., Silverman, B.W. (2005). Functional data analysis. Springer, New York.


Study plans that include the course
Faculty Study plan (Version) Category of Branch/Specialization Recommended year of study Recommended semester
Faculty: Faculty of Science Study plan (Version): Applied Mathematics (2023) Category: Mathematics courses 1 Recommended year of study:1, Recommended semester: Summer
Faculty: Faculty of Science Study plan (Version): Mathematics (2023) Category: Mathematics courses 1 Recommended year of study:1, Recommended semester: Summer