Statistical modeling and forecasting

Description: A combination of several approaches is proposed: activity, task, and qualimetric for the selection and qualitative description of the forecasting object; mathematical and statistical for its formalized representation. Simulation modeling. Monte Carlo method and its application. Processing the results of numerical experiments, interpretation of the results. Modeling of a number of physical, biological and economic processes.

Amount of credits: 6

Пререквизиты:

• Theory of probability and mathematical statistics

Course Workload:

Component: Component by selection

Cycle: Profiling disciplines

Goal

• The purpose of studying the discipline: the discipline "Methods of statistical modeling" within the framework of fundamental and special training of specialists in the field of applied mathematics and informatics provides for the study of methods for reproducing by means of a computer the functioning of a probabilistic model of an object. The purpose of such modeling is to estimate the average characteristics of these models.

Objective

• The task of the discipline is to train a specialist in the field of mathematical and system software for solving a wide range of applied problems of designing systems for various purposes.

Learning outcome: knowledge and understanding

• Knowledge and understanding of the basic mathematical definitions, theorems and other theoretical information of the course "Statistical Modeling and Forecasting", as well as knowledge of the types of problems solved by certain mathematical methods.

Learning outcome: applying knowledge and understanding

• Application of knowledge and skills in the formulation of applied practical problems by mathematical methods, as well as the use of known methods for solving the formulated problems.

Learning outcome: formation of judgments

• The ability, based on the existing knowledge of the discipline "Statistical Modeling and Forecasting", to draw conclusions about possible methods for analyzing and solving practical problems in a special area.

Learning outcome: communicative abilities

• the ability to work in a team to effectively solve the set practical problems based on the knowledge of mathematical methods.

Learning outcome: learning skills or learning abilities

• The ability of independent or on the basis of educational educational programs to improve qualifications in the field of mathematical knowledge in order to meet the modern requirements of the specialty.

Teaching methods

When conducting training sessions, the use of the following educational technologies is envisaged: - information and communication technology; - technology for the development of critical thinking; - design technology; - integrated learning technology; - technologies of level differentiation; - group technologies; - traditional technologies (lectures, practical classes).

Assessment of the student's knowledge

Teacher oversees various tasks related to ongoing assessment and determines students' current performance twice during each academic period. Ratings 1 and 2 are formulated based on the outcomes of this ongoing assessment. The student's learning achievements are assessed using a 100-point scale, and the final grades P1 and P2 are calculated as the average of their ongoing performance evaluations. The teacher evaluates the student's work throughout the academic period in alignment with the assignment submission schedule for the discipline. The assessment system may incorporate a mix of written and oral, group and individual formats.

The evaluating policy of learning outcomes by work type

Evaluation form

The student's final grade in the course is calculated on a 100 point grading scale, it includes:

• 40% of the examination result;
• 60% of current control result.

The final grade is calculated by the formula:

 

Where Midterm 1, Midterm 2are digital equivalents of the grades of Midterm 1 and 2;

E is a digital equivalent of the exam grade.

Final alphabetical grade and its equivalent in points:

The letter grading system for students' academic achievements, corresponding to the numerical equivalent on a four-point scale:

Topics of lectures

• Тема 1