Causal analysis of complex time series

PhD study program: Applied Mathematics
Akademic year: 2021-2022
Advisor: RNDr. Anna Krakovská, CSc. (krakovska@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 complex signals and time series. Emphasis is placed on the development of a methodology of causal detection, taking into account the nature of the investigated processes (stochastic, fractal, deterministic dynamical systems, combined). Potential application areas are multichannel electroencephalo-graphic recordings from the human brain, but also other real problems of finding causal relationships from measured time series. 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, including chaos and fractal theory and partly also from biomeasurements, statistics, time series analysis, information theory and mathematical optimization.

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