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Forecasting Time Series - Univariate Methods
Hutínová, Markéta ; Hurt, Jan (referee) ; Zichová, Jitka (advisor)
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...
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Statistical Analysis of some Indices in Economy
Trlicová, Lucia ; Hurt, Jan (referee) ; Zichová, Jitka (advisor)
Nazov prace: Statisticka analyza nekterych hospoddrskych ukazatelu Autor: Lucia Trlicovd Katedra: Pravdepodonosti a matematicke statistiky Vcduci prace: RNDr. Jitka Zichova, Di- e-mail veduceho: zichova(ci),karlin.mfj.cuni.cz Abstrakt: Tato prdca sa zaoberd analyzou vybranych hospoddrskych ukazovatel'ov pomocou roznych statistickych metod. Popisujem v nej pdf makroekonomickych ukazovatel'ov: index vnimania korupcie (CPI), rast redlneho HDP, redlny HDP na hlavu, mieru nczamestnanosti a infldciu. Pri analyzovani tychto velicin sow pouzila tri metody: koretacnu analyzu, regresnu analyzu a analyzu rozptylu. Vysledkom su vzt'ahy tnedzi velicinami, klore poukazuju na rdznu mieru zdvislosti medzi nimi. Zaverom je zhodnotenie tychto vzfahov. K praktickym vypoctom som vyuzlla statisticky software NCSS. Kfucove slova: hospoddrske veliciny, koreldcia, regresia, ANOVA Title: Statistical analysis of some economic indices Author: Lucia Trlicovd Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Jitka Zichovd, Dr. Supervisor's e-mail address: zichuvafykarlin.mffcuni.cz Abstract: This thesis concerns of analysis of selected economic indices using various statistical techniques. I describe therefive macroeconomic indices: corruption perception index (CPI), real (JDP growth, real CjDP per...
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What explains the divergence between Scottish and English electoral behaviour?
Zichová, Jitka ; Lebeda, Tomáš (advisor) ; Novák, Miroslav (referee)
The objective of my thesis was to explain the specifity of the Scottish electoral behaviour in the context of UK General elections as well as its development under the process of the devolution and consequently in the newly established Scottish parliament elections. Firstly, I described the development of the Scottish electoral behaviour on the basis of the time and geographical horizons pointing out the increasing regional differences within the UK. Pursuant to the detailed analysis of the electoral divergence of the Scottish behaviour , I infer that its particularity consists in the existence of the different political values in Scottish society which became even more salient in the period of the Conservative government from 1979 to 1997. This development in the Scottish society hence made the successive Labour government accept the Scottish claim for devolution which lead to the establishment of the Scottish Parliament and the first devolved election held on 6 May 1999 Next, I discussed the impact of the process of devolution on the Scottish electorate. Scottish voters demonstrated that they tend to distinguish their vote in the two different polls. The divergence of the electoral performance of the Scottish electorate in the devolved Scottish elections has been undoubtedly amplified by the operation of...
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Graphical Models in Continuous Financial Data Analysis
Podolská, Kateřina ; Hurt, Jan (referee) ; Zichová, Jitka (advisor)
Xa/ev prace: Graficke niodely v analy/e spojilych linancnich dat Autor: Kal.et'ina Podolska Kaledra: Kat.edra pravdepodobnost i a matenial.icke si.at isl.ikv Yedouci bakalafske prace: KXDr. Jilka Zichova, Dr. e-mail vedouciho: Jit ka.Zicliova:("inff.cuni.c/ Abslrakt: Hlavnini cilem teto bakalarske praee je aplikovat gralickf'1 niotk'ly urrene pro /praeovaiii tlat se spojityin ro'/delem'in na data z linanrni praxe. Pro lento Tieel byly /voleny denni ineno\(; knr/y / dalaba/,e C'XB. Pro \yber konkret niho gralickeho niodelu byl pou/it pro^fam Backward]. vytvofeny jako soneast diplomove [>raee [ !]. reali/ovany v syst.einn Mat.heinat.ica 4.0. Klirova slo\a: graficke niodely. analy/a spojilveh (inanrnieh dal Title: Graphical Models in Continuous Financial Data Analysis Author: Katenna Podolska Department: Department of Probability and Mathematical Statistics Supervisor: RXDr. Jitka Ziehova, Dr. Supervisor's e-mail address: .Jilka.Ziehova Abstract: The- main topic of this bachelor thesis is the application of graphi- cal models developed for data processing of the continuous distribution on finance data. For this purpose, daily exchange rates from the CXB database were selected. The program Backward!, which was created as a part of the thesis [Ij under the system Malhematica 4.0, was used for selection of t he...
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