SubjectsSubjects(version: 845)
Course, academic year 2018/2019
Multivariate data analysis - N413040
Title in English: Mnohorozměrná analýza dat
Guaranteed by: Department of Mathematics (413)
Actual: from 2016
Semester: summer
Points: summer s.:5
E-Credits: summer s.:5
Examination process: summer s.:
Hours per week, examination: summer s.:2/2 C+Ex [hours/week]
Capacity: 12 / 12 (unknown)
Min. number of students: unlimited
Language: Czech
Teaching methods: full-time
For type:  
Note: course can be enrolled in outside the study plan
enabled for web enrollment
Guarantor: Šnupárková Jana Mgr. Ph.D.
Zikmundová Markéta Mgr. Ph.D.
Kříž Pavel Mgr. Ing. Ph.D.
This subject contains the following additional online materials
Annotation -
Last update: Kříž Pavel Mgr. Ing. Ph.D. (17.05.2016)
Basic principles of selected statistical methods for analysing multidimensional data will be outlined with focus on reconciliation of the assumptions of the methods and interpretation of their results. Students will learn how to perform corresponding calculations in statistical software R.
Aim of the course -
Last update: Kříž Pavel Mgr. Ing. Ph.D. (17.05.2016)

Students will know:

1. Understand basic principles of selected statistical methods for multivariate data analysis

2. Reconcile assumptions of particular methods.

3. Understand the results of the methods.

4. Perform essential calculations with specific data in specialized software (R).

Literature -
Last update: Kříž Pavel Mgr. Ing. Ph.D. (17.05.2016)

Meloun M., Militký J., Hill M.: Počítačová analýza vícerozměrných dat v příkladech, Academia, Praha 2005.

Hendl J.: Přehled statistických metod, Portál, Praha 2012.

Härdle W. K., Simar L.: Applied Multivariate Statistical Analysis, Springer 2012.

Rencher A. C., Christensen W. F.: Methods of Multivariate Analysis, John Wiley & Sons 2002.

Varmuza K., Filzmoser P.: Introduction to Multivariate Statistical Analysis in Chemometrics, CRC Press 2009.

Learning resources -
Last update: Kříž Pavel Mgr. Ing. Ph.D. (17.05.2016)

Lecture notes on e-learning

Statistická analysa dat v R (lecture notes by Doc. Spiwok, VSCHT)

Teaching methods -
Last update: Kříž Pavel Mgr. Ing. Ph.D. (17.05.2016)

Lectures and seminars.

Syllabus -
Last update: Kříž Pavel Mgr. Ing. Ph.D. (18.10.2016)

1. Data vector, data matrix and matrix algebra (multiplication, inverse matrix, eigenvalues and eigenvectors), covariance matrix.

2. Vizualisation of multidimensional data.

3. Exploratory data analysis (EDA).

4. Cluster analysis.

5. Principal component analysis (PCA).

6. Multidimensional scaling.

7. Parameter estimation and hypothesis testing. Bayesian statistics.

8. Multivariate analysis of variance (MANOVA).

9. Regression methods 1 - multiple linear regression.

10. Regression methods 2 - principal component regression (PCR), generalized linear models (GLM).

11. Discriminant analysis.

12. Canonical correlation analysis.

13. Factor analysis (FA).

14. Supplements and summary of multivariate statistical methods, buffer for holidays.

Registration requirements -
Last update: Kříž Pavel Mgr. Ing. Ph.D. (17.05.2016)

Basic knowledge of probability theory and statistics (corresponding to the content of the course Applied statistics (N413004) or Statistical data analysis (N143042)).

Teaching methods
Activity Credits Hours
Účast na přednáškách 1 28
Příprava na přednášky, semináře, laboratoře, exkurzi nebo praxi 0,5 14
Práce na individuálním projektu 1 28
Příprava na zkoušku a její absolvování 1,5 42
Účast na seminářích 1 28
5 / 5 140 / 140