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Stability in Autoregressive Time Series Models
Dvořák, Marek ; Prášková, Zuzana (advisor) ; Hušková, Marie (referee) ; Picek, Jan (referee)
The main subject of this thesis is a change point detection in stationary vector autoregressions. Various test statistics are proposed for the retrospective break point detection in the parameters of such models, in particular, the derivation of their asymptotic distribution under the null hypothesis of no change. Testing procedures are based on the maximum like- lihood principle and are derived under normality, nevertheless the asymptotic results are valid for broader class of distributions and involve also the models with certain form of dependence. Simulation studies document the quality of the results.
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Archetypal Analysis as a Segmentation Tool
Rezková, Karolína ; Dvořák, Marek (advisor) ; Antoch, Jaromír (referee)
The thesis presents method called archetypal analysis, which belongs to the field of multivariate statistical data analysis. The method brings contribution to many different branches of science. It focuses in searching for the archetypes or so called "individuals of pure type" that are expressed as convex linear combinations of the original data. At the same time, the original data are represented as the convex linear combinations of the data minimizing the squared error in this representation. There is also a detailed example on processing of the real data. The thesis contains also a sugestion of ways how the original data can be divided into segments. The processed data set is attached. Powered by TCPDF (www.tcpdf.org)
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Stochastic models in consumer theory
Vlčková, Ivona ; Kopa, Miloš (advisor) ; Dvořák, Marek (referee)
The goal of this bachelor's thesis is the stochastic extension of deterministic models with a special attention to finding the consumer's optimum. The first chapter is devoted to utility theory, defining basic notions and it also studies characteristics of utility functions and indifference curves. Futhermore, the consumer's optimum is described from the perspective of marginal utility. At the end of this chapter, optimization problems are provided, including their solutions, and finally we examine the effect of price changes of particular goods and income. This effect is described and solved via the substitution and income effect. The second chapter shows the stochastic extension of the above mentioned models. Using the quantile function, we obtain the optimum in the case of random income and we use mean values for the case of random prices. Eventually, a considerable part of this work is devoted to scenario theory, which is also used in the final example.
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Regulation of advertising on alcohol and tobacco in the Czech Republic
Dvořák, Marek ; Winter, Filip (advisor) ; Koudelková, Petra (referee)
The aim of this bachelor thesis is to describe the development and the realisation of tobacco and alcohol advertising in the Czech Republic. In the first part, the thesis focuses on the historical development of advertising in our territory. Then it analyses contemporary legislative framework for alcohol and tobacco advertising and related legal problems. The second part provides examples of correct research, which analyses opinions of young people on ethical safety. In the third part the thesis evaluates the previous an incorrect advertising, which appeared in the Czech media. These advertisings are then evaluated in the last part.
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Statistical analysis of the result of the production and marketing of bakery Josef BEDŘICH Ltd.
Klabanová, Kristýna ; Prášilová, Marie (advisor) ; Dvořák, Marek (referee)
Bachelor thesis Statistical analysis of the result of the production and marketing of bakery Josef BEDŘICH al. Ltd. analyzes production and sales for the period 2005 - 2013. The theoretical part deals with basic concepts associated with the business of small and medium-sized companies, manufacturing, sales and management company. Analytical part is focused on the calculation and assessment of production and sales indicators of the company Josef BEDŘICH al. s. r. o., describes the characteristics of productivity, production, sales and financial analysis in the period, including an analysis of revenue. The result of the analysis shows evaluation results of the company during the reporting period and on the basis of these findings. In conclusion the results and recommendations for the future development of the company based on the results of the analytical work are formulated.
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Motivation of students for working in non profit organisations explained on an example of the student organisation AIESEC
Bosáková, Markéta ; Dvořák, Marek (advisor) ; Poláková, Jana (referee)
This bachelor thesis discusses the topic of motivation of students joining the student organisation AIESEC.
The theoretical part gathers information about the topics of motivation and volunteering in non-profit organisations, which will we be introduced on an example of a student organisation AIESEC.
The empirical part presents results from the research that was conducted to find out what was the motivation of students to join the organisation, what factors substitute volunteers financial reward and what are the motives of students volunteers are for long-term staying in voluntary activity. Subsequently will we look into ways the management of the organisation stimulates its volunteers and if these methods are effective or not.
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Models of changes in econometric time sequences
Strejc, Petr ; Hušková, Marie (advisor) ; Dvořák, Marek (referee)
This paper is concerned with change-point detection in parameters of econometric regression models when a training set of data without any change is available. There are presented two well- known sequential tests - CUSUM test for linear regression model and a test based on weighted residuals for an autoregressive time series - including their asymptotical properties under certain conditions. Two asymptotically equivalent variance estimators are compared in a finite sample situation using Monte Carlo simulations. There are also presented and compared critical value approximations using different bootstrapping methods and variance estimators. Finally, the weighted residual test is applied on S&P 500 historical data.
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Success runs in series of Bernoulli trials
Mach, Tibor ; Anděl, Jiří (advisor) ; Dvořák, Marek (referee)
This work is focused on selected probability characteristics of runs in a sequence of Bernoulli trials and on some randomness tests based on these runs. Based on Markov chains, an explicit formula is derived for the probability that the first success run of a lenght $k$ in a sequence of independent Bernoulli trials occurs in the $n$-th trial and other formulas for this probability are mentioned. Furthermore, approximations of the exact value of this probability (particularly the Feller approximation), bounds of these approximations, and their numeric relations are examined. Lastly, a test of randomness based on the lenght of the longest run in a sequence of $n$ Bernoulli trials and a test based on the total amount of runs are derived.
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Analysis of brand internal cannibalization due to promo mechanics
Böhm, David ; Reisnerová, Soňa (advisor) ; Dvořák, Marek (referee)
The aim of this thesis is to compare various promo mechanics taking into consideration their behaviour to the same non-promo product or a group of products (cannibalization). The sales volume increase in promo weeks compared to non-promo weeks is the second studied quantity (uplift). The analysis is calculated on the data acquired from the sales of biscuits in 2007 and 2008. The data show sales volumes in separate weeks and markets divided by applied promo mechanics (Bonus Pack, Limited edition, Multipack, Upsize, Temporary price reduction or without promo mechanics) and estimated sale volume that would be sold without promo mechanics (baseline). Products are sorted into categories according to the product properties, price and sales volume in non-promo weeks. The promo mechanics' behaviour is studied on these categories. The results of the analysis will be used as a base for future promotion strategy. The end of this thesis deals with approximation of the distribution function of cannibalization and uplift and reciprocal relation of these quantities.
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Cluster analysis methods and their applications in marketing
Dvořák, Marek ; Prášková, Zuzana (advisor)
In this work we study algorithms for cluster analysis and their application to the real data. In the beginning, the various types of data are presented. We define dissimilarity measures for each type of data and for clusters to be able to do the clustering and evaluate the separation quantitatively. In the Chapter 2, there are described partitioning algorithms and some criteria to determine the optimal number of clusters. A part of this chapter is devoted to the fuzzy cluster analysis which is a generalization of partitioning techniques. Hierarchical algorithms are characterized in Chapter 3 as well as criteria for choosing the appropriate method. In the very end of this chapter, there is a comparison of all the methods in terms of various types of the separation functionals. Archetypal analysis, which is another data mining instrument, is described in Chapter 4. All chapters include illustration examples of usage. The main application part is the last chapter of this diploma thesis and it's based on the lifestyle survey in the Czech republic.
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