Time Series Jiří Holčík

Time Series

Author: prof. Ing. Jiří Holčík, CSc.
Graphic design: Institute of Biostatistics and Analyses, Faculty of Medicine, Masaryk University
Translation: Mgr. Lenka Šnajdrová, Ph.D.
ISBN: 978-80-210-8946-4
Citation: Holčík J. Time Series. [Online] Masaryk University, 2018. Available from WWW: http://timeseries.sci.muni.cz/. ISBN 978-80-210-8946-4.


Processing of time-dependent data is one of the basic disciplines of general data analysis. This electronic textbook provides an overview of fundamental algorithms used in time series processing. It is divided into two parts. The first part (Chapters 1 to 4) describes the basic types of experimental time series and their properties, elementary mathematical operations used in time series processing and, finally, frequency-based Fourier analysis, both of time-continuous functions and of discrete time series. The second part (Chapters 5 to 10) deals with linear models of time series. It introduces the basic methods for the description of their characteristics, deals with their computational structures and their frequency responses. Finally, it describes various algorithms for the separation of elementary components of time series, particularly for the separation of a time series drift. The textbook is primarily intended for students of the Faculty of Science of the Masaryk University enrolled in the course Bi5440 Time series (but other students might find it useful, too) and was written in 2017 with grant support from the Masaryk University Development Fund; the project is registered with the identifier MUNI/FR/1560/2016 “Anglická verze studijních textů pro předmět Bi5440 Časové řady”.

About the author

Professor Jiří Holčík graduated in 1974 in Biomedical Engineering at the Faculty of Electrical Engineering of the Brno University of Technology, Czech Republic. After his graduation, he worked at the Dept. of Biomedical Engineering at the same faculty as a researcher, Assistant Professor and Associate Professor. In 2003, he became one of the founding professors of the Faculty of Biomedical Engineering at the Czech Technical University in Prague, where he was the head of the Dept. of Biomedical Informatics and the Vice-Dean, successively for education, international cooperation and ICT. In 2008, he returned back to Brno and has been working at the Institute of Biostatistics and Analyses of the Masaryk University (IBA MU) since then. He is IBA MU’s Deputy Director for Education, being responsible for the study programme of Mathematical Biology. His lifelong research interests involve digital signal/time series processing (especially the analysis of ECG and other signals of a cardiovascular system), methods of pattern recognition and cardiovascular system modelling. As for his teaching activities, he currently gives lectures in the courses “Time Series (An Introduction)”, “Spectral Analysis of Time Series” and “Introduction to Mathematical Biology”. He was also the National Secretary of the “Czech Society of Biomedical Engineering and Medical Informatics” for many years and was a member of the “Czech Society of Cybernetics and Informatics” and the IEEE-EMBS as well.