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Analysis of temperature time series for selected places in the United States in the years 1964–2013
Libotovský, Patrik ; Helman, Karel (advisor) ; Bašta, Milan (referee)
This bachelor thesis is focused on analysis of time series of monthly average temperatures measured at seven selected meteorological stations located in the territory of the United States in the period 1964-2013. The data were taken from publicly available database US National Climatic Data Centrer. The aim of this work is to determine the evolution of selected time series. Analyzed data are used to obtain findings about the similarities and differences between them. For this analysis, we use basic characteristics and methods based on decomposition of time series to describe the trend and seasonal ingredients. Another aim is to test the hypothesis whether in the monitored period increased the avarage monthly temperature on the territory United States. The thesis is divided into two parts. The first part provides a theoretical description of the selected methods for time series analysis. The second part is devoted to the analysis itself.
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Using of transformations in regression analysis
Housková, Markéta ; Bašta, Milan (advisor) ; Helman, Karel (referee)
This Thesis deals with the using of transformations in model of regression analysis. The first part of the Thesis summarizes the theoretical findings of the regression models, assumption of these models and the possibility of using different types of transformations in the event non-compliance of regression models. The practical part of this Thesis deals with regression analysis of real dataset on school readiness of children from the district of Kolín in 2013 and using transformations in the selected regression model.
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Unemployment and GDP – analysis of mutual relations
Klimentová, Veronika ; Arltová, Markéta (advisor) ; Helman, Karel (referee)
The present thesis describes the relation of the gross domestic product and the unemployment rate by educational attainment. The analysis of relation between time series refers to data for the Czech Republic. The thesis is divided into four main chapters. The first chapter deals with the definition of the gross domestic product, the calculation method, the detection and the measurement. The following chapter is focused on the issue of unemployment. Both the chapters are supplemented by historical development of indicators in the Czech Republic. The last theoretical part presents the statistical methods used in the time series analysis. The fourth chapter provides the actual analysis of relations between the gross domestic product and the unemployment rate by educational attainment. The analysis is based on data for the period 1996--2014, which are quarterly seasonally unadjusted data.
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Analysis of selected demographic time series
Strada, Ondřej ; Helman, Karel (advisor) ; Bašta, Milan (referee)
The aim of this finish work is an analysis of selected demographic time series and calculation of their predictions. Concretely, it deals with time series of annual crude birth rate, crude death rate, and the average age of mothers at first birth, all for the time period of 1960-2013. First, demographic terms used further in the work are defined. There is also a theoretical part describing the statistical methods used, specifically the methodology of time series from authors Box-Jenkins. Developement of each time serie is evaluated socio-demographically and the procedure of selecting the most appropriate interpolation model and calculation of predictions derived from it are described. There is also description of a process of selecting a suitable model based on the extrapolation method of predictions with Rolling Origin, construction of predictions derived from it and their comparison with the most suitable interpolation model. At the end there is a comparison of the time series of crude birth rate between the Czech Republic and selected developed country (Sweden), which brings interesting results.
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Modelling the trend of economic burden index for EU states
Kolman, Martin ; Arltová, Markéta (advisor) ; Helman, Karel (referee)
The purpose of this work is to analyze economic burden index in states of European Union. After describing the history of index for every state, the estimation of index evolution will be made. The analysis includes as well the graph for each state in which a history of index is clearly displayed from year 1992. There is a need to know the number of people in particular economic generation to calculate the value of index. There are information about the amount of people in five years age groups at website of Eurostat. We can get the number of people in preproductive, productive and postproductive generation after counting of suitable values. We will earn the value of economic burden index after putting the values into scheme. Exponential smoothing is used to model the trend. The evolution of index in next five years is estimated by the best type of this method.
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Statistical Analysis of Temperature and Precipitation Time Series in the Czech Republic in Period 1961-2008
Helman, Karel ; Pecáková, Iva (advisor) ; Čermák, Václav (referee) ; Žák, Michal (referee)
The present dissertation deals with an analysis of monthly time series of average temperatures and precipitation sums recorded at 44 sites in the Czech Republic over the period of 1961--2008. The main research purpose is to acquire deeper knowledge of regularities in the climatic time series development, using an appropriate set of statistical methods. A secondary objective is to search and find correlations between the research outcomes and basic geographic coordinates (altitude, longitude and latitude) of particular measurement stations and comparing all the results achieved for the selected climatic elements. There are two major contributions of this work. In the first place, it presents new knowledge in the field of climatic time series, particularly in connection with the strength and development of their seasonal component, further for instance analysing the relation between the distribution of a residual component and the geographic coordinates of the measurement stations. Another contribution lies in an extensive application of statistical methods of climatic time series analysis. Several types of methods were used, having employed both widely and rarely applied statistical tools (linear trends analysis and Box-Jenkins methodology respectively) as well as those used for the very first time (moving-seasonal time series).
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Analysis of climatological time series for selected places in Europe in the years 1961-2010
Míka, Tomáš ; Helman, Karel (advisor) ; Bašta, Milan (referee)
This bachelor thesis preoccupied with the analysis climatological time series mesured at seven selected meterological stations located throughout the European continent. The underlying data for this analysis were obtained from publicly available European database of ECA&D. The analysis is focused on calculation of the basic charakteristic and decomposition of time series. The aim of this bachelor thesis is to examine development of the time series of average monthly temperatures and precipation in the period 1961 - 2010 for individual weather stations and these data analyzed to compare with each other and explore similiraties and differences in temperature and precipation from individual station, not only in term of time but also terms of space. This thesis is divided into two parts. The first part is theoretical and generally discribes statistical methods. The second key part (practical) is devoted data processing and analysis of the time series.
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Linear relation in stock time series
Nemčíková, Lucia ; Bašta, Milan (advisor) ; Helman, Karel (referee)
The aim of this Bachelor's Thesis is to verify the hypothesis of absence of linear relations between logarithmic returns in the stock time series, determined from the efficient markets hypothesis and the existence of linear relations between the squares of returns. I used regression analysis and conditional heteroskedasticity ARCH test of linear type, to achieve the results. My own analysis proved that even if there is a linear relation between logarithmic returns, the relation is not significant. On the other hand the linear relation between squares of returns is significant with tendency to be strong, what is a necessary condition for the use of a linear model of volatility.
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Analysis of Temperature Time Series Measured by Stations Praha - Ruzyně and Brno - Tuřany between 1999 and 2008
Vraná, Lenka ; Helman, Karel (advisor) ; Bašta, Milan (referee)
This thesis is focused on analyzing time series of monthly average air temperatures measured at 7 AM, 2 PM and 9 PM, by climatological stations Brno - Tuřany and Praha - Ruzyně. The objective of this thesis is to employ basic time series analysis methods and to apply statistical software, concretely SPSS Statistics 17.0 and Statgraphics Centurion XVI. It deals especially with calculation of basic characteristics, time series decomposition (classical model) and description of their trend and seasonal component. This thesis examines if there is any resemblance in the progress of the series, which were measured by the same station at different times or at the same time by different stations. The thesis is divided into two parts. In the first part, there is a theoretical description of time series analysis methods and the analysis itself is in the second part.
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Analysis of students' results of the subject 4ST201
Šulc, Zdeněk ; Malá, Ivana (advisor) ; Helman, Karel (referee)
The main aim of this bachelor thesis is to compare and to test the results of students, who attended the course of statistics at the University of Economics in Prague. The thesis is divided into theoretical and practical part. The theoretical part explains basic methods which are used in the thesis. The practical part deals with an analysis which is mainly focused on mid-term tests. The results of this thesis are summarized in the conclusion.
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