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Seasonality and periodicity in time series
Musil, Karel ; Jonáš, Petr (advisor) ; Cipra, Tomáš (referee)
This work deals with periodicity and seasonality in time series. After a time series periodicity topic is introduced, a seasonal component of time series and a seasonal adjustment is presented. Then basic approaches, used in current practice, are introduced. These are classic model approach, Box-Jenkins methodology, and spectral analysis. The described seasonal adjustment techniques are applied to the time series of the Czech import, export, and foreign trade balance. A brief description of potential problems, which are connected to the seasonal adjustment and are common in practice, is a part of the example as well.
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Seasonality and periodicity in time series
Musil, Karel ; Jonáš, Petr (advisor) ; Cipra, Tomáš (referee)
This work deals with periodicity and seasonality in time series. After a time series periodicity topic is introduced, a seasonal component of time series and a seasonal adjustment is presented. Then basic approaches, used in current practice, are introduced. These are classic model approach, Box-Jenkins methodology, and spectral analysis. The described seasonal adjustment techniques are applied to the time series of the Czech import, export, and foreign trade balance. A brief description of potential problems, which are connected to the seasonal adjustment and are common in practice, is a part of the example as well.
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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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Analysis of time series of property criminal acts in the Czech Republic regions in the period 1994-2014
Kubiš, Miroslav ; Helman, Karel (advisor) ; Malá, Ivana (referee)
The bachelor thesis is examining annual and monthly time series of criminality in regions of the Czech Republic in the period from 1994 to 2014. For this thesis the data on property criminality were selected. The data were gained from Police office. The main aim of this thesis is to examine the development of these time series. For this analysis I use basic characteristics and some methods for modelling the seasonal component. Ambitions of this thesis are: to examine the amount of criminal records committed throughout the months of the year, to examine the development of all criminal records and to compare time series in the regions of the Czech Republic.
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Comparison of development GDP in EU countries
Pecka, Marek ; Arltová, Markéta (advisor) ; Löster, Tomáš (referee)
The aim of this work is to analyze the time series of GDP (per capita) in the various countries of the European Union from 1995 to 2010. The development will be described by using appropriate statistical methods in that period. The economic development of the country is reflected in these time series of GDP. Given this fact it will be interesting to identify in which period and how closely these time series show changes in their development, due to the economic crisis. Furthermore, long-term development indicators will be monitored by using a suitable model trend, tested for the presence of seasonal variations in quarterly time series and subsequently, the seasonal series will be purged. The purged time series - based on the Chow test for structural break detection -- will be divided into two parts and will be compared when, in what country and why the break occurred. The results of these analysis will be ultimately compared to each country in a summary tables.
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