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Selected methods of time series analysis with STATISTICA
Indrová, Magdalena ; Hudecová, Šárka (advisor) ; Zichová, Jitka (referee)
This work deals with the use of STATISTICA software for the basic analysis of time series. The thesis is focused on time series decomposition, mainly on the trend elimination. First, the basic methods of the analysis are described theoretically, namely, trend modeling using mathematical curves (polynomial, exponential, logistic and Gompertz) and adaptive approach (moving averages, simple exponential smoothing and Holt's method). These methods are then applied to three selected data sets (unnamed bank's balance sheet from 1998 to 1993, ship construction trends between 1820 and 1997, and CZK/EUR Exchange rate from 1998 to 2012). All analytical procedures are described in detail and individual program outputs are thoroughly explained and commented.
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Some problems of exponential smoothing
Čurda, David ; Hanzák, Tomáš (advisor) ; Komárek, Arnošt (referee)
In this work the several exponential smoothing type methods are briefly described, which are often used to smoothing and forecasting in the time series. Selected problems, that occur in described methods, are presented and in some cases there are the suggestions to their solution, which should tend to more suitable smoothing or to the better forecasts. It's shown how the methods are applied on different data and how the forecasts differ from each other. In conclusion the quality of modifications is evaluated.
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Modelling and forecasting seasonal time series
Jantoš, Milan ; Bašta, Milan (advisor) ; Helman, Karel (referee)
In this Master Thesis there are summarized basic methods for modelling time series, such as linear regression with seasonal dummy variables, exponential smoothing and SARIMA processes. The thesis is aimed on modelling and forecasting seasonal time series using these methods. Goals of the Thesis are to introduce and compare these methods using a set of 2184 seasonal time series followed by evaluation their prediction abilities. The main benefit of this Master Thesis is understanding of different aspects of forecasting time series and empirical verification of advantages and disadvantages these methods in field of creating predictions.
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Analysis of Financial Time Series in Crisis
LOPATÁŘ, Antonín
This bachelor thesis is focused on the methods of analysing an additive model of time series. The theoretical part is aimed on history of business cycle, structural and cyclic deflection and individual phases of business cycle. There are described individual theories of business cycle. Crisis as one of the phases is described closer. Further it introduces the methods used in practical part. The practical part contains analysis of individual time series. For example price of gold, LIBOR, PRIBOR, Gross domestic product and other. This time series are analysed by exponential smoothing, moving averages and other methods.
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Comparison of Differences in Seasonality of Demographic Time Series of The Selected Countries in EU
Morávek, David ; Šimpach, Ondřej (advisor) ; Miskolczi, Martina (referee)
In the theoretical level this thesis describes some of the statistical methods using for time series analysis with seasonal component and some of the statistical methods using only for analysis of seasonal component. In the analytical level, these statistical methods are applied to demographic time series. The seasonal component is analysed in more detail, and the progress and type of the seasonal component is compared between several european country. This thesis brings and shows some of the interesting trends, which are appeared in analysed demographic time series. Last but not least, this thesis also provides the preview on the application of some not usually using statistical methods.
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Comparison of consumer price indices in the Czech Republic and the EU
Hanzal, Vít ; Fischer, Jakub (advisor) ; Trexler, Jiří (referee)
The aim of the bachelor thesis is to theoretically explain the concept of price statistic and his subcategories such as national (CPI) and Harmonised (HICP) Index of Consumer Prices with help from Czech statistical office and suitable literature. During the explanation of the concept of CPI is also enlightened classification of COICOP and meaning of the weight system. The prediction of the progress of weights of categories COICOP_1 and COICOP_4, is created in practical part. Moreover the hypothesis was created whether the weights of categories COICOP_1 and COICOP_4 are closing to average values of the EU. This prediction is achieved by statistical methods such as trend functions and exponencional smoothing. Slight increase of values is predicted for the weights of category COICOP_1, instead of category COICOP_4, where was predicted constant progress of the weights. In last chapter we set up a hypothesis, whether the progress of values HICP is closing to the values of EU. Also it was necessary to prove seasonality and then subsequently create a prediction of value progress, which was acomplished by exponential smoothing. The results verified the hypothesis, that the progress of HICP in CR gradually descents and that it closes to the values HICP of the EU.
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Statistical Analysis of Deaths for Traffic Accidents by Regions of the Czech Republic
Pfefferová, Veronika ; Arltová, Markéta (advisor) ; Löster, Tomáš (referee)
The bachelor thesis deals with the analysis of causes of deaths by regions of the Czech Republic focusing on traffic accidents. The aim of this thesis is to compare the causes of death using the rate of deaths per 100 000 population in one year intervals. With these rates regions can be compared with each other though each region has a different number of inhabitants. Further thesis will focus on forecast of time series, namely the forecast of calculated death rates using exponential smoothing - Brown's exponential smoothing, Brown (double) linear exponential smoothing and Holt's linear exponential smoothing. From these smoothings is chosen exactly that which has the smallest residual sum of squares or RSS for individual rate of deaths in each region and on a selective basis for individual regions is prepared the forecast.
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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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The forecast of attendance in Choceň up until the year 2015 through the time series
Leová, Monika ; Arltová, Markéta (advisor) ; Langhamrová, Jana (referee)
This thesis focuses on the analysis of the demographic development and student attendance at kindergartens and primary schools in Choceň. The main objective is to forecast the number of students enrolling in the first year program's up until the year 2015. Predicted numbers are then compared with the current capacities at these school institutes and, in conclusion, the appropriate solutions are suggested. Sample procedure and generated forecast can be useful to Choceň Council to prevent the problems with insufficient capacity at kindergartens and primary schools.
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Statistical analysis of the development of the fecundity and fertility in the Czech Republic and the European Union
Opluštilová, Jolana ; Arltová, Markéta (advisor) ; Langhamrová, Jana (referee)
This bachelor thesis deals with the analysis of demographic development of fecundity and fertility in the Czech Republic and European Union. The total fertility rate and crude birth rate are the main demographic data this bachelor thesis is based on. The aim of the thesis is to determine the most suitable trend function for the number of all births in Czech Republic from 2003 to 2013. Secondary purpose of this bachelor thesis is to predict the number of all birth up until the year 2015.The results of the survey carried out in this bachelor thesis are hoped to be helpful to the experts dealing with the topic of the demographic development of fecundity and fertility.
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