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    Reg. No. CZ.1.07/2.2.00/28.0326
    Subject: Reliability and Risk Analysis I
    Form of study: full-time
    Subjetc´s goals: The study is focused on the methodological foundations of the risk theory risk and its valuation. Students will be acquainted with statistical regression methods, time series theory, Bayesian methods, basics of reliability theory, parametric and nonparametric methods for lifetime and failure-free time estimates, analysis of censored lifetime data and with selected Markov reliability models. Presented theoretical parts will be supplemented with models and examples from selected branch of risk with the aim to demonstrate the studied methodology for the need to ensure adequate protection of troops and the population, property, critical infrastructure and the environment. Statistical software R will be used for the analysis of real data and the demonstration of selected models.
    Learning outcomes:
    • skills:

    The student proposes preventive measures and assesses the effectiveness of the measures taken.
    • abilities:

    The student analyses the possibilities and limitations of risk assessment, prioritization and decision making processes and rules for decision making under risk and uncertainty.
    • competences:

    The student is able to make decisions under risk and uncertainty.
    Subject continuity: The course builds on Probability ans Statistics, precedes Risk Management
    Conditions for successful completion of the course:

    • Processing, presentation and defense of seminar papers.

    • Written and oral examination corresponding to the subject content.
    Basic literature:
    • JOHNSON, R. A. and D. W. WICHERN. Applied multivariate statistical analysis. 5th ed. Prentice Hall, 2002, 767 s. ISBN 01-312-1973-1.
    • CHATFIELD, Ch. Time-Series Forecasting. 1st edition. Boca Raton: Chapman&Hall/CRC, 2000. 269 s. ISBN 1-58488-063-0.
    • VOSE, D. Risk Analysis: A Quantive guide. 3rd ed. Chichester: Wiley, 2010. ISBN 978-0-470-51284-5.
    • HAIMES Y. Y. Risk Modeling, Assessment, and Management. 3rd ed. Wiley, 2009, 1009 s. ISBN 978-0-470-28237-3.
    Recommended readings:
    • MANN, Prem S. Introductory Statistics. Wiley, 2007. ISBN 978-0-471-75530-2.
    • BROCKWELL, P. J. and R. A. DAVIS. Introduction to time series and forecasting. 2nd ed. New York: Springer, 2002, 434 s. ISBN 03-879-5351-5.
    • CRAWLEY, M. J. The R book. Wiley, 2007. 942 s. ISBN 978-0-470-51024-7.
    • Novinky Fórum
    • Software R URL
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      Software R website

    • RStudio URL
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      RStudio website - a powerful and productive user interface for R

    • R tutorial URL
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      The website containg tutorial for software R.

    • Datasets Soubor
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      Text files containg necessary datasets.

    • Reliablility and Risk Analysis I Soubor
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      A study text.

  • Multivariate statistical data

    • Study pages 4-15 from the text "Reliability and Risk Analysis I".
    • Solve exercises on page 16-17.

  • Statistical relationships and their calculation

    • Study pages 17-22 from the text "Reliability and Risk Analysis I".
    • Solve exercises on page 22-25.

  • Regression models

    • Study pages 25-31 from the text "Reliability and Risk Analysis I".
    • Solve exercises on page 31-33.
    • Regression models Soubor
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      Presentation

    • R script Soubor
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      The script for software R.

  • Point and interval parameter estimates in regression model

    • Study pages 34-36 from the text "Reliability and Risk Analysis I".
    • Solve exercises on page 37-40.

  • Hypothesis testing of regression model parameters

    • Study pages 40-42 from the text "Reliability and Risk Analysis I".
    • Solve exercises on page 42-45.

  • Risk assessment using regression models and software

    • Study pages 45-48 from the text "Reliability and Risk Analysis I".
    • Solve exercises on page 48-50.

  • Dynamic models for risk prediction

    • Study pages 50-54 from the text "Reliability and Risk Analysis" I.
    • Solve exercises on page 55-56.

  • Time series, types of trend functions and estimates of trends

    • Study pages 56-64  from the text "Reliability and Risk Analysis" I.
    • Solve exercises on page 66-67.

  • Periodicity in time series, its description and identification

    • Study pages 64-75 from the text "Reliability and Risk Analysis I".
    • Solve exercises on page 76.

  • Models of stationary time series

    • Study pages 76-88 from the text "Reliability and Risk Analysis I".
    • Solve exercises on page 88-89.

  • Models of non-stationary time series

    • Study pages 89-98 from the text "Reliability and Risk Analysis I".
    • Solve exercises on page 99.

  • Use of time series to predict the risk phenomena

    • Study pages 100-113 from the text "Reliability and Risk Analysis I".
    • Solve exercises on page 114.