1. Probability distributions. Transformations. Monte Carlo methods (8h). 2. Stationary Processes. Discrete Markov Chain (8h). 3. Time Series: Autocovariance. Spectral density. (8h).
Tipus d’activitat Hores amb professor Hores sense professor Total Anàlisi / estudi de casos 0 0 0 Exposició dels estudiants 0 0 0 Sessió pràctica 0 0 0 Total 0 0 0
Allen, Linda (cop. 2003). An introduction to stochastic processes with applications tobiology. Upper Saddle River, N.J.: Pearson Education. Fishman, George S. (cop. 1996). Monte Carlo : concepts, algorithms, and applications. New York [etc.]: Springer. Harman, Thomas L., Dabney, James, Richert, Norman (1997). Advanced engineering mathematics using MATLAB V.4. Boston [etc.]: PWS. Jazwinski, Andrew H. (1970). Stochastic processes and filtering theory. New York [etc.]: Academic Press. Kampen, N. G. van (1992). Stochastic processes in physics and chemistry (Rev. and enl. ed). Amsterdam New York: North-Holland. Kao, Edward P.C. (1997 ). An Introduction to stochastic processes . Belmont [etc.]: Duxbury Press. Catàleg Martinez, Wendy L., Martinez, Angel R. (2000). Computational statistics handbook with Matlab. Boca Raton: Chapman & Hall/CRC. Nelson, Randolph (cop. 1995). Probability, stochastic processes, and queueing theory : themathematics of computer performance modelling. New York Barcelona [etc.]: Springer. Papoulis, Athanasios (cop. 1991). Probability, random variables and stochastic processes (3th. ed.). New York [etc.]: McGraw-Hill. Pérez López, César (cop. 2002). Matlab y sus aplicaciones en las ciencias y la ingenieria. Madrid [etc.]: Prentice Hall. Ríos Insua, Sixto (DL 2004). Investigación operativa : modelos determinísticos y estocásticos. Madrid: Centro de Estudios Ramón Areces. Rizzo, Maria L. (cop. 2008 ). Statistical computing with R . Boca Raton: Chapman & Hall/CRC. Catàleg Rosa Oliver, Emilio de la, Blázquez Martínez, Rafael, Colegio de Ingenieros de Caminos, Canales y Puertos (Madrid) (Canales y Puertos). Procesos estocásticos en ingeniería civil. Madrid: Colegio de Ingenieros de Caminos. Shumway, Robert H., Stoffer, David S. (cop. 2006). Time series analysis and its applications : with R examples (2nd ed.). New York [etc.]: Springer.
Activitats d'avaluació: Descripció de l'activitat Avaluació de l'activitat % Case study (1) Report Case study (2) Report Case study (3) Report Case study (4) Report Case study (5) Report Individual case study Report Presentation: individual case study Oral presentation
This course will be evaluated on the basis of reports from lab sessions and on the basis of a final case study: 1) 80%: reports of the case studies solved during lab sessions (individual tasks). 2) 20%: analysis and oral presentation of a final case study.