SubjectsSubjects(version: 965)
Course, academic year 2019/2020
  
Multivariate data analysis - M413004
Title: Mnohorozměrná analýza dat
Guaranteed by: Department of Mathematics (413)
Faculty: Faculty of Chemical Engineering
Actual: from 2019 to 2020
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 [HT]
Capacity: unlimited / unlimited (unknown)
Min. number of students: unlimited
State of the course: taught
Language: Czech
Teaching methods: full-time
Level:  
Note: course can be enrolled in outside the study plan
enabled for web enrollment
Guarantor: Mareš Jan prof. Ing. Ph.D.
Kříž Pavel Ing. Mgr. Ph.D.
Zikmundová Markéta Mgr. Ph.D.
Interchangeability : AM413004, N413040
Is interchangeable with: AM413004
Examination dates   Schedule   
This subject contains the following additional online materials
Annotation -
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.
Last update: Pátková Vlasta (09.01.2018)
Course completion requirements -

Credit for seminar project. Oral exam.

Last update: Kříž Pavel (09.02.2018)
Literature -

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

R: Härdle W. K., Simar L.: Applied Multivariate Statistical Analysis, Springer 2015.

R: Haruštiaková D. a kol.: Vícerozměrné statistické metody v biologii, Akademické nakladatelství CERM, Brno 2012. (https://www.iba.muni.cz/res/file/ucebnice/jarkovsky-vicerozmerne-statisticke-metody.pdf)

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

A: Rencher A. C., Christensen W. F.: Methods of Multivariate Analysis, John Wiley & Sons 2012.

A: Varmuza K., Filzmoser P.: Introduction to Multivariate Statistical Analysis in Chemometrics, CRC Press 2016.

A: Králová H.: Vybrané moderní metody mnohorozměrné statistické analýzy, UP v Olomouci (diploma thesis), 2013. (https://theses.cz/id/orpkza/00171614-387484501.pdf)

Last update: Kříž Pavel (05.11.2018)
Teaching methods -

Lectures and seminars.

Last update: Pátková Vlasta (09.01.2018)
Syllabus -

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.

Last update: Pátková Vlasta (09.01.2018)
Learning resources -

Lecture notes on e-learning

Statistická analysa dat v R (lecture notes by Doc. Spiwok, VSCHT) http://web.vscht.cz/~spiwokv/statistika/skripta.pdf

Last update: Pátková Vlasta (09.01.2018)
Learning outcomes -

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).

Last update: Pátková Vlasta (09.01.2018)
Entry requirements -

Students are expected to have either completed at least one of the prerequisite courses Applied Statistics or Statistical Data Analysis or possess the equivalent knowledge on probability theory and statistics prior to enrolling in the course.

Last update: Borská Lucie (13.05.2019)
Registration requirements -

No requirements.

Last update: Borská Lucie (06.05.2019)
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
Coursework assessment
Form Significance
Defense of an individual project 50
Oral examination 50

 
VŠCHT Praha