Departments' graduate courses
Course start and periodicity may vary. Please see details for each course for up-to-date information. The courses are managed and administered by the respective departments. For more information about the courses, how to sign up, and other practical issues, please contact the examiner or course contact to be found in the course information.
Statistical and machine learning methods for engineering mechanics
- Course code: FMMS050
- Course higher education credits: 7.5
- Department: MECHANICS AND MARITIME SCIENCES
- Course start: 2021-02-01
- Course end: 2021-04-15
- Course is normally given: English
- Language: The course will be given in English
The course is divided into four parts: basis of machine learning applications, statistical learning methods, machine learning methods and time series forecasting. Some more details of each part are given as below.
Machine learning methods
- Basis of machine learning applications:
- Clarification of different terminologies within field of AI and ML
- Overview of different machine learning categories
- Basic mathematics and statistics for application of ML
- Statistical learning methods
- Regression and its interpretation
- Gradient for regression (parameter estimations)
- Polynomial and Spline fitting
- Generalized linear regression
- Generalized additive model and mixed effect model
- Machine learning methods
- Logistical regression and classification
- Neural network
- Support vector machine
- Decision trees and ensemble algorithm
- Boosting method (XGBoost)
- Gaussian transformation method
- Basic properties of stationary Gaussian process
- Autocorrelation and Conditional expectation
- Auto regressive models and Moving average models
- ARIMA models
- Examples of applications
The course will contain some assignments and seminars related to different methods.
Hastie T., Ribshirani R. and Friedman J. (2003). The elements of statistical learning, Data mining, inference and prediction. Springer.
Shalizi, C.R. (2019). Advanced data analysis from an Elementary point of view. Pre-print.
Shumway, R.H. and Stoffer, D.S. (2016). Time series analysis and its applications with R examples, Fourth edition. Springer.
Wei, W.W.S. (2006). Time series analysis Univariate and multivariate models, Second edition. Pearson Addison Wesley.
Please contact Wengang Mao. Email: firstname.lastname@example.org