Original title: Předpovědi v časových řadách
Translated title: Forecasting Time Series - Univariate Methods
Authors: Hutínová, Markéta ; Hurt, Jan (referee) ; Zichová, Jitka (advisor)
Document type: Bachelor's theses
Year: 2006
Language: eng
Abstract: Nazev prace: Pfedpovedi v casovych radach Autor: Mgr. Marketa Hutinova Katedra: Pravdepodobnosti a matematicke statistiky Vedouci bakaiarske prace: RNDr. Jitka Zichova, Dr. E-mail vedouciho: zi.chova@karlin.mff.cuni.cz Abstract: Bakalafska prace se zabyva problematikou pfedpovedi v casovych fadach, V kazde z kapitol autorka prezentuje a v detailech rozebira jednu statistickou techniku modelovani. Prvni kapitola pojednava o trendu a vhodnosti vyuziti regresni analyzy pro modelovanf casovych fad. Druha kapitola se tyka zname metody exponencialniho vyrovnavani. V tfett kapitole je v detailech popsana Box-Jenkinsova metodologie, ctvrta se soustred'uje na modelovani nelinearnich casovych fad pomoci SETAR a ARCH modelu. Cilem prace je porovnani kvality pfedpovedi pfi pouziti ruznych modelu, coz je teoreticky shrnuto v zaveru prace. K prakticke ukazce byla pouzita data menovych kurzu a Minitab software. Klicova slova: casove fady, regresni analyza, exponencialni vyrovnavani, metodologie Boxova-Jenkinsova, SETAR a ARCH modely Title: Forecasting Time Series Author: Mgr. Marketa Hutinova Department: of Probability and Mathematical Statistics Supervisor: RNDr. Jitka Zichova, Dr. Supervisor's e-mail: zichova@karltn.mff.cuni.cz Abstract: This bachelor thesis is concerned with the subject of forecasting time series. In...

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/5900

Permalink: http://www.nusl.cz/ntk/nusl-272097


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Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Bachelor's theses