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Assessing the Efficiency of a Company Using Statistical Method
Pastyřík, Jaroslav ; Kopka,, Radomír (referee) ; Doubravský, Karel (advisor)
The master’s thesis deals with the evaluation of financial efficiency of the company Bučovice Tools, a.s. using statistical methods. The theoretical part describes financial analysis, time series analysis, regression analysis and correlation analysis. In the practical part, the selected indicators of financial analysis are subjected to statistical analysis to detect dependence between indicators and to determine the prediction of the future development. Based on the financial results, the company is compared with a chosen company and with average indicators of the industry and are designed possibilities to improve the economic situation.
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Analysis and modeling of network data traffic
Paukeje, Ján ; Novotný, Vít (referee) ; Růčka, Lukáš (advisor)
Theses deals with network traffic modeling focused on elaboration by time series analysis. The nature of network traffic is discussed above all http traffic. First three chapters are theoretical, which describes time series and basic models, linear AR, MA, ARMA, ARIMA and nonlinear ARCH. Other chapters define terms like self-similarity and long range dependence. It is demonstrated a failure of conventional models which cannot capture these specific properties of network data traffic. On the basis of study in chapter 6. is closely described the combined ARIMA/GARCH model and its parameter estimation procedure. Applied part of this theses deals with procedure of estimation and fitting the estimation model to observed network traffic. After an estimation a few future values are predicted on the basis of estimated model. These predicted values are consequently compared with real data.
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Time series analysis of the waste water flow in the pressure sewer
Ambrož, Martin ; Beránek, Josef (referee) ; Ručka, Jan (advisor)
This Bachelor Work is describing the time series analysis of outlet from pressure waste water sewerage and detailed statistic data evaluation in village Štěpánovice. In terms of this Work there were realized detailed evaluation of measured time series of flow by 5 minutes in 4 calendar months. Data evaluation was realized by software programme STATISTICA and MS EXCEL with output to determination of an average and maximal daily flow, maximal and minimal hourly flow and coefficient of non-uniformity. At the same time there was found out with statistic probability number of simultaneous running pumps of pressure sewerage of Štěpánovice village.
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The analysis of the emission of loans in banking sector in the Czech Republic in period 2005 - 2015
Bergauer, Marek ; Blahová, Naděžda (advisor) ; Kaimova, Nadira (referee)
My thesis focuses on emission of bank loans and its analysis between 2005 and 2015 in the Czech Republic. This thesis informs a reader about Czech banking sector which is the main source of external financing in non-financial enterprises as well as among households. Emission of bank loans to these two sectors is very important for the czech economy that's why one chapter describes this issue. Also the various aspects such as global financial crisis, joining the Czech Republic to the Europian Union, interest rates and their influence on loan emission are shown. Thesis offers some facts about financial cycle and its indicator which has certain forecasting abilities.
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Comparison of the development of the telecommunications market in the Czech Republic in the years 2002-2012
Khmelevskiy, Vadim ; Löster, Tomáš (advisor) ; Makhalova, Elena (referee)
The aim of this work is to evaluate the economic success of three major mobile operators on the Czech market (T-Mobile, Vodafone and O2), compared with each other to analyze their development in the period preceding the financial crisis, in the time of the crisis and in the time of recovery from the crisis. All necessary data were taken from the annual reports for the years 2002 to 2012. The work is divided into two chapters. The first part will be devoted to financial analysis, from which it will be possible to assess the financial health of the company. The second part will focus on the analysis of time series data of some selected indicators of the company, particularly the profit after tax of equity and total liabilities. Based on the use of appropriate statistical methods, the prediction of the future development of the indicators of profit after tax will be carried out.
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Business tendency surveys in selected countries and their forecasting ability
Březinová, Eliška ; Fischer, Jakub (advisor) ; Dubská, Drahomíra (referee)
Business tendency survey as a part of expectations surveys should provide valuable information on the future evolution of the economy represented by the indicator of gross domestic product. The thesis contains a brief description of the Harmonized System of the Business tendency survey that is created by the European Commission and the OECD. The system provides advice and recommendation to member and non member countries of the European Union. The aim of this thesis is to compare models containing gross domestic product and the various confidence indicators compiled for the six selected countries of the European Union. Emphasis is placed on verification of the ability of each indicator to predict the evolution of gross domestic product. The thesis uses appropriate methods of time series analysis, especially cointegration analysis and VAR models.
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Analysis of time series of greenhouse gases emissions in the EU 27 during the period from 1990 to 2011
Sabo, Juraj ; Helman, Karel (advisor) ; Kladívko, Kamil (referee)
Global climate change is one of the most serious environmental issues. According to current scientific knowledge, the global climate change is caused by the production of greenhouse gases. In response to this ongoing climate change the Kyoto Protocol to the United Nations Framework Agreement on Climate Change was adopted. This bachelor thesis is focused on the analysis of time series of total greenhouse gases emissions in the EU 27 during the period from 1990 to 2011. The aim is to obtain information about the behavior of the analyzed time series in the reporting period, verify the objectives of the Kyoto Protocol of reducing emitted greenhouse gases and forecast the future development of greenhouse gases emissions in EU 27. All data was obtained from public databases of Eurostat. Tools for achieving the objectives of the thesis are basic characteristics of time series and methods for modelling trend component through the selected trend functions and adaptive methods. This thesis consists of two main parts. The theoretical part is devoted to the description of the statistical methods and practical part is dedicated to the analysis of time series.
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Theoretical and methodological approaches to determining the macroeconomic contribution of primary prevention and health promotion
Voleman, Jakub ; Chytil, Zdeněk (advisor) ; Kovanda, Lukáš (referee)
Health is one of the most important things in human life and it also deeply affects its quality. Health prevention and promotion is fundamental both for individuals and the whole society. This thesis analyses the economic approaches to health prevention and promotion. The main aim of this thesis is the analysis of health promotion with respect to colorectal cancer. However, this is not a standard effectiveness analysis but the analysis of the future development in unique Czech environment. According to Czech demographic trends and based on incidence and mortality predictive ARIMA models for colorectal cancer, this work quantifies the increasing costs related to this disease treatment in 2024 and 2028. Also, it makes recommendations on possible spending on possible prevention related to this disease.
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Time series analysis of precipitations in the selected area
MÁCHA, Vít
Diploma thesis extends my Bachelor´s thesis, which was about methods of time distribution of precipitations and differences in that distribution within a small area. The first part of the paper describes the formation and distribution of precipitation, typical variation of precipitation and some characteristics, revealing and describing the behaviour of rainfall in a given station. Following part describes possible methods of evaluation of time distribution. Statistical methods are presented mainly here. Here described methods and evaluations are subsequently applied in time series of daily precipitations, which has been available for this work for the Jenin creek basin. The analysis is focused on characteristics and evaluation of rainfall between terms 1980 - 1988 and 2005 - 2013. The results show us some differences between terms in rainfall characteristics. However, mostly they are not statistically significant. The work also evaluates differences in rainfall totals between rainfall stations Jenín and Dolní Dvořiště (approximate distance of the stations is 4 km) in 2005 - 2013 term. During the evaluation it comes to differences in rainfall totals. They are highly variable and they don´t have neither constant direction nor size.
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