The aim of the thesis mainly is to understand an issue of time series analysis. There are many methods in time series analysis, but purpose of this analysis persists the same, which is a construction of sufficient model of time series and his application in forecasting of time series. We have to make a basic identification of time series to establish right process in model constructing. The first and the second chapter is devoted to this basic identification. There are many methods, how we said before, for constructing of concrete model. In this thesis, exactly in the third chapter, we introduce one of the most flexible methodology of model constructing. That is The Box-Jenkins methodology, which was defined in 1976 by these men. In the last chapter we try to put to use insight in the issue of time series analysis for comparison and separation of the space of time series and this comparison use for the right interpretation of the parameters of time series model. The diploma project was supported by project from MSMT of the Czech Republic no. 1M06047 "Centre for Quality and Reliability of Production".
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:228810 |
| Date | January 2009 |
| Creators | Kopecký, Radek |
| Contributors | Bednář, Josef, Žák, Libor |
| Publisher | Vysoké učení technické v Brně. Fakulta strojního inženýrství |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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