Multivariate causal analysis

PhD study program: Applied Mathematics
Akademic year: 2021-2022
Advisor: doc. RNDr. Viktor Witkovský, CSc. (witkovsky@savba.sk)
External educational institution: Institute of Measurement Science SAS
Accepting university: Faculty of Mathematics, Physics and Informatics, Comenius University in Bratislava, Department of Applied Mathematics and Statistics

Annotation:

The topic concerns the causal analysis of multivariate time series. Emphasis is placed on the reconstruction of causal connections within a complex network and also on the prediction, modeling, evaluation of fractal complexity and dynamic stability. The topic is suitable for graduates interested in the creative development of appropriate mathematical methods. Another requirement is knowledge of professional English and experience in creating and testing software in the MatLab environment. As part of the doctoral study, the doctoral student will expand his / her knowledge in the field of dynamical systems theory, probability and statistics, time series analysis, information theory and the field of mathematical optimization.

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