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National Repository of Grey Literature 1 records found  Search took 0.01 seconds. 
Holt-Winters method with missing observations and its actuarial application
 Gregor, Jiří ; Cipra, Tomáš (advisor) ; Hendrych, Radek (referee)
Title: Holt-Winters method with missing observations and its actuarial application Author: Jiří Gregor Department: Department of Probability and Mathematical Statistics Supervisor: prof. RNDr. Tomáš Cipra, DrSc. Supervisor's department: Department of Probability and Mathematical Statistics Abstract: This thesis describes problematics of time series and its seasonal component. It shows different approaches to smoothing and prediction of time series. The main part of thesis is devoted to Holt-Winters method with missing observations and its actuarial application. Keywords: Time serie, smoothing, Holt-Winters method with missing observations 1
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