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Výkony osobní a nákladní železniční dopravy v ČR a Evropě
Tsvirko, Oleksandr
The bachelor's thesis focuses on an analytical overview and modeling of the performance of passenger and freight railway transportation in the Czech Republic and selected European countries, with an emphasis on their economic aspects. The methodology includes the use of statistical and econometric procedures and methods. During the analysis using OLS models, hypotheses about the dependence of performance of railway transportation and economic indicators are verified. Through SARIMA models, the performances of passenger railway transportation are modeled. The results include recommendations for strategic decision-making and the optimization of railway transportation.
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Time Series Prediction
Dvořáček, Tomáš ; Rozman, Jaroslav (referee) ; Hříbek, David (advisor)
The aim of this thesis is to design and implement a program that will be able to analyze and predict the future evolution of univariate and multivariate time series from a given input. Statistical approaches and approaches where time series are predicted using neural networks have been used in the solution.
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Time Series Analysis
Budai, Samuel ; Bartík, Vladimír (referee) ; Burgetová, Ivana (advisor)
This thesis deals with the issue of time series analysis and its use in the detection of anomalies in industrial networks. AR-X, ARIMA, SARIMA, Random Forest, Facebook Prophet and XGB Boost algorithms were used in the solution to create prediction models. In addition, the work includes the implementation of an algorithm for detecting anomalies from prediction models as well as solving the problem of high seasonal period in the case of the SARIMA algorithm. Through the conducted research, it was found that with the use of selected algorithms, it is possible to predict industrial traffic for the purpose of detection, within which up to 90% of attacks were detected. The work also provides a solution to a high seasonal period using partial time series. These results allow the experimental integration of prediction-based detection into real industrial networks.
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Time series annalyze by neural networks models
Jiráň, Robin ; Arltová, Markéta (advisor) ; Žižka, David (referee)
This thesis deals about using models of neural networks like alternative of time series model based on Box-Jenkins methodology. The work is divided into two parts according to the model construction method. Each of the parts contains a theory that explains the individual processes and the progress of the model construction. This is followed by two experiments demonstrating the difference in approach to the design of a given model and creating a forecast by estimated values. for the following year. The last part expertly evaluates the quality of the predictions and considers the use of neural networks against prediction models as an alternative to Box-Jenkins methodology based models
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The Impact of Prohibition and Excise Tax on Production and Consumption of Alcohol in the Czech Republic
Michlianová, Kamila ; Rod, Aleš (advisor) ; Chytil, Zdeněk (referee)
The thesis focuses on two hypotheses. The first one explores whether the prohibition in September 2012 in the Czech Republic had any influence on production of spirit. The second one is focused on excise taxes. We are interested if there was a change in consumption of spirits in periods before and after tax change. The hypotheses were tested on data from Board of customs of the Czech Republic for period from 2006 to 2015. We applied SARIMA method on this data. The results suggest that the impact of prohibition was significant in the following month after prohibition. The reason for this decline could be fear in society of dangerous alcohol. In the case of excise tax change, we found that people make reserves in period before the tax change. On the other hand, there is drop in alcohol consumption in the period after tax change. We concluded that the drop is temporary and consumption returns to previous level in six months.
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Construction of Linear Stochastic Models of SARIMA Class Time Lines – Automatized Method
Trcka, Peter ; Arlt, Josef (advisor) ; Hindls, Richard (referee)
This work concerns the creation of automatized procedure of ARIMA and SARIMA class model choice according to Box-Jenkins methodology and in this connection, also deals with force testing of unit roots and analysis of applying of informatics criteria when choosing a model. The goal of this work is to create an application in the environment R that can automatically choose a model of time array generating process. The procedure is verified by a simulation study. In this work an effect of values of generating ARMA (1,1) model processes parameters is examined, for his choice and power of KPSS test, augmented Dickey-Fuller and Phillips-Peron test of unit roots.
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Vývoj cen na českém organizovaném trhu s elektrickou energií
Bajerová, Leona
This bachelor thesis deals with electricity prices progress on the organization market in the Czech Republic, speciffically daily spot prices. The theoretical part describes Czech electricity market and the theory of time series. There is monitored the progress of daily spot prices of electricity in the practical part. Finally, I construct the prediction on the next month in my thesis. Suppliers of electricity can use the prediction when they make a decision about buing the electric power.
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Analysis of average wage in Czech Republic
Zimmerhaklová, Tereza ; Arltová, Markéta (advisor) ; Jeřábková, Věra (referee)
This thesis is focused on analysis of the development of gross month wage and in particular on development and examining seasonality. There are also described the institutions and their surveys of wages, such as the Czech Statistical Office, Ministry of Finance and the Ministry of Labor and Social Affairs, which administers the Information System of Average Earnings. The monthly income is compared between regions and between major classes KZAM. The development of time series is modeled by the Box-Jenkins methodology, further charts of seasonal values and seasonal indexes . For comparison the average relative wage growth in regions are used cartograms. The base for these analyses is data obtained from business statistical return systems and structural statistics from the site of the Czech Statistical Office and the Ministry of Labor and Social Affairs.
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