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Modelovanie a predpovedanie sezónnych časových radov / Modelling and forecasting seasonal time series

In this Master Thesis there are summarized basic methods for modelling time series, such as linear regression with seasonal dummy variables, exponential smoothing and SARIMA processes. The thesis is aimed on modelling and forecasting seasonal time series using these methods. Goals of the Thesis are to introduce and compare these methods using a set of 2184 seasonal time series followed by evaluation their prediction abilities. The main benefit of this Master Thesis is understanding of different aspects of forecasting time series and empirical verification of advantages and disadvantages these methods in field of creating predictions.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:264619
Date January 2016
CreatorsJantoš, Milan
ContributorsBašta, Milan, Helman, Karel
PublisherVysoká škola ekonomická v Praze
Source SetsCzech ETDs
LanguageSlovak
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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