Statistical Modelling and Design of Experiments
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Statistical Modelling and Design of Experiments
Course Description
The aim of the course is to provide students with the tools needed to cope with complex systems using statistical modeling techniques. The students also learn different techniques of experimental design.
Credits and Type
- Credits: 6
- Type: Compulsory
Requirements
This subject has no requirements, but it has previous capacities.
Department
EIO
Teachers
- Person in charge: Pau Fonseca Casas
- Others: Esteve Codina Sancho, Lidia Montero Mercadé, Nihan Acar Denizli
Weekly Hours
- Theory: 1
- Problems: 1
- Laboratory: 2
- Guided learning: 0
- Autonomous learning: 6
Competences
Technical Competences of each Specialization
- Computer networks and distributed systems: CEE2.3
- High performance computing: CEE4.1
Generic Technical Competences
- Generic: CG1, CG3
Transversal Competences
- Information literacy: CTR4
- Reasoning: CTR6
Objectives
- Applying the mathematical formalism to solve problems involving uncertainty.
- Applying the queuing models for computer systems performance evaluation and/or configurations analysis.
- Ability to design, conduct experiments and analyze results.
Contents
- Introduction to probability
- Introduction to statistical estimation
- Analysis of data
- Introduction to experimental design
- Introduction to queuing theory and simulation
Activities
- Introduction to probability
- Introduction to statistical estimation
- ANalysis Of VAriance
- Linear regression
- Principal component analysis
- Factorial design
- Randomized blocks, Latin squares and related designs
- Incomplete block design
- General structure of queuing models
- Queuing models based on birth and death processes
- Generalized queuing patterns with non-exponential distributions and serial exponential queues.
- Validation Verification and Accreditation
- First report
- Second report
- Third report
- Final exam
Teaching Methodology
The course is practical and aims that students will be able, once the course is completed and from the work done in the sessions, to solve real problems similar to those developed in class.
Evaluation Methodology
The course will have different exercises that the students must solve during the course (80% of the final grade). At the end, there will be an exam that will weigh 20% of the final grade.
Bibliography
Basic:
- Simulation: the practice of model development and use
- Statistics for experimenters : design, innovation, and discovery
- Design and analysis of experiments
- An Introduction to queueing systems
- Estadística per a enginyers informŕtics
- Probability and statistics for computer scientists
Complementary:
- The art of computer systems performance analysis: techniques for experimental design, measurement, simulation, and modeling
- Probability and statistics with reliability, queuing and computer science applications
- Introduction to operations research
- Operations research: applications and algorithms
- Practical reliability engineering
- Probability models for computer science
Web Links
- The Comprehensive R Archive Network
- Wiki SIM
- INTRODUCTION TO PROBABILITY
Previous Capacities
Students must have sufficient knowledge of algebra and mathematical analysis to assimilate the concepts related to algebra of sets, numerical series, functions of real variables of one or more dimensions, derivation and integration.
