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Bayesovská analýza časových řad s kovariátami
Volf, Petr
Bayes methods (supported by MCMC computations) allows to deal with enhanced statistical models. It concerns also time series analysis, where the autoregressive character can be incorporated already to Bayes prior model and one can consider simultaneously a similar time development of other parameters. In present contribution the methodology is used to the analysis of time series of aggregated unemployment data, model contains regression on age, gender, region, and time-dependent variance.
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Analysis of Temperature Time Series Measured by Stations Praha - Ruzyně and Brno - Tuřany between 1999 and 2008
Vraná, Lenka ; Helman, Karel (advisor) ; Bašta, Milan (referee)
This thesis is focused on analyzing time series of monthly average air temperatures measured at 7 AM, 2 PM and 9 PM, by climatological stations Brno - Tuřany and Praha - Ruzyně. The objective of this thesis is to employ basic time series analysis methods and to apply statistical software, concretely SPSS Statistics 17.0 and Statgraphics Centurion XVI. It deals especially with calculation of basic characteristics, time series decomposition (classical model) and description of their trend and seasonal component. This thesis examines if there is any resemblance in the progress of the series, which were measured by the same station at different times or at the same time by different stations. The thesis is divided into two parts. In the first part, there is a theoretical description of time series analysis methods and the analysis itself is in the second part.
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Development of Life Expectancy in Czech Republic in 1960-2008
Langhamrová, Jana ; Arltová, Markéta (advisor) ; Löster, Tomáš (referee)
The goal of this elaboration is to point out changes in mortality that were responsible for longer life expectancy and lower infant mortality. The trend of basic indicators that contributed to changes in mortality was assessed based on the time series data available on the website of Czech Statistical Office. The life expectancy paradox and the necessary level of birth rate and life expectancy to maintain level of simple reproduction was calculated based on the trend of life expectancy in selected age groups of men and women, infant mortality coefficient and actual birth rate in the Czech Republic during 1920-2008. The elaboration describes in detail the indicators and methods of calculating mortality and pays special attention to life tables and possible ways of flattening mortality rate curves. It also compares life expectancy and healthy life years in the Czech Republic and European countries and describes the term of healthy life years and the most common way of their calculation. In all monitored countries, women's expectation of life at birth is longer than that of men. In the Czech Republic, the difference is now about six years. Life expectancy in all countries keeps going up, with the exception of e.g. the countries of the former Soviet Union where life expectancy has been fluctuating for the past 20 years. Individual countries are compared based on data from the Eurostat database and Human Mortality Database. The annex shows methods of calculating life tables and possible ways of flattening mortality rate curves and provides an overview of the most common models of flattening and extrapolating mortality rate curves. The elaboration also has an index of used terms and a Czech-English vocabulary.
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Second demographic transition in the mirror of time series
Nosková, Barbora ; Arltová, Markéta (advisor) ; Langhamrová, Jitka (referee)
The aim of this thesis is to summarize and extend the findings of the second demographic transition in the Czech Republic. To show sociological changes that occurred after the beginning of the second demographic transition. The aim is to estimate time series models of individual demographic indicators before and after the second demographic transition. Predictions of selected demographic indicators are based on Swedis demographic time series.
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Development and analysis of online news on the Czech market
Hlaváčková, Ivana ; Ševčík, Miroslav (advisor) ; Arltová, Markéta (referee)
A traditional printed newspaper is being replaced by an online one. This is one of the reasons why I in this thesis focus just on internet journalism. The online journalism servers I present in a relation to other periodicals -- newspapers, broadcast and television. The thesis describes and analyses main development trends in the Czech media market. It puts an emphasis on economic sections of general news and it also compares these sections with specialized economic servers. An important part of the thesis is focused on an analysis of reader's attendance which results in a rank of the most popular news servers. The model of the time series analysis is set up for two websites and it predicts future development trend in the number of real users of online news. The aim of this thesis is to provide a general view on the contemporary situation and also to describe the developmental tendency of online reporting. The result of the dissertation is the prediction of future development trend of online reporting servers.
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The development of revenue and expenditure of Czech and Slovak households (and future outlook)
Vít, Přemysl ; Bartošová, Jitka (advisor) ; Bína, Vladislav (referee)
My bachelor thesis is focused on the development of revenue and expenditure of Czech and Slovak households. In the theoretical part I dealt with by dividing the income and expenditure of households. I was looking in particular the differences in income between the two states that are its history and location very close. This also became my first order to work. Another part of this work is the statistical part of the issue containing the time series. The second objective is to establish a work estimate of the development of revenue in the future, which I included in the practical part.
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Data Mining of Macroeconomic Data
Lang, Lukáš ; Berka, Petr (advisor) ; Marek, Luboš (referee)
The theme of my work is the Data Mining (DM) of Macroeconomic Data. The purpose of this work is to use DM methods for analysis of macroeconomic fundamentals of selected countries of the Western Europe and the U.S.A. between years 1961-1989 and to compare the DM methods with statistical methods. For the statistical analysis, I used EViews and MS-Office Excel, for the DM I used LISp-Miner. The structure of the work is as follows: in the theoretical part I define the analysed indicators and their relations with respect to the history of analysed period. Then are specified chosen statistical methods also with the reason for choice. The last chapter of the theoretical part describes the data mining. In the practical part I describe the problems which I solved, data collecting and preparation, use of the statisitical methods and DM methods and results obtained. The enlightenment lies in conclusion. I thank my supervisor, Prof. Ing. Petr Berka, CSc. for DM meditations and important suggestions. I thank my colleagues, Ing. Vojtech Menzl, MSc and Mgr. Jana Závacká for critique of the statistical methods. I thank the living members of my family for patience.
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