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Prediction of Time Series Using Statistical Methods
Beluský, Ondrej ; Bidlo, Michal (referee) ; Schwarz, Josef (advisor)
Many companies consider essential to obtain forecast of time series of uncertain variables that influence their decisions and actions. Marketing includes a number of decisions that depend on a reliable forecast. Forecasts are based directly or indirectly on the information derived from historical data. This data may include different patterns - such as trend, horizontal pattern, and cyclical or seasonal pattern. Most methods are based on the recognition of these patterns, their projection into the future and thus create a forecast. Other approaches such as neural networks are black boxes, which uses learning.
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Sport club HC Sparta Prague development prognoses
Veselá, Anna ; Štědroň, Bohumír (advisor) ; Kocour, Vladimír (referee)
Title: Sport club HC Sparta Prague development prognoses Objectives: The main objective of this bachelor's thesis is to propose and draw up 3 possible prognoses of HC Sparta Prague financial situation development based on financial analysis of past years. Methods: In the first phase of the thesis a financial analysis from past 8 years is drawn up. The data required for the aforesaid analysis are gained from the analysis of the balance sheet, profit and loss account and financial ratios. The third phase deals with reconstruction of Taffler model for predicting bankruptcy. Based on the results of the financial analysis, 3 prognosis, namely optimistic, pessimistic and realistic are drawn up. The prognoses are drawn up using and taking into consideration the past development of profits and loss figures, as well as net income up to/till 2020. Modelling of the prognoses is carried out with the use of Forecast function in MS Excel. Results: The compared results of financial analysis and sports achievements have shown that the HC Sparta Prague financial situation develops depending on sports achievements of the extraleague team. The component prognoses were drawn up as follows: the best years were used for optimistic prognosis, the worst years for pessimistic prognosis, and all 8 years for realistic...
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Accuracy of Leading Economic Indicators
Sabol, Michal ; Pištora, Vojtěch (advisor) ; Hausenblas, Václav (referee)
The bachelor thesis deals with the evaluation of the predictive ability and measurement of the forecasting performance that economic indicators display with respect to the upcoming development of the business cycle. It provides overview of the business cycle and of the most commonly used leading indicators. Additionally, measurement methods of the forecasting performance are reviewed. The core of the thesis is the assessment of the forecasting performance of the Czech and German economic indicators intra- and inter-countries. In the first stage of the analysis, the predictive ability of indicators is evaluated according to the Pearson correlation coefficient and the Granger causality. Subsequently, small set of indicators is selected, and through ARIMA and ARIMAX models is their forecasting performance further analysed. The results of the analysis show that the quantitative indicators from the categories such as production, turnover, trade and finance, and qualitative indicators aimed at business climate, economic expectations and different economic sectors display considerable rate of predictive ability for both countries. Moreover, the OECD's CLI and Stock Market Indexes exhibit greater relative importance in the case of the Czech Republic than in that of Germany, whereas, for the Overall...
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Accuracy of Leading Economic Indicators
Sabol, Michal ; Pištora, Vojtěch (advisor) ; Hausenblas, Václav (referee)
The bachelor thesis deals with the evaluation of the predictive ability and measurement of the forecasting performance that economic indicators display with respect to the upcoming development of the business cycle. It provides overview of the business cycle and of the most commonly used leading indicators. Additionally, measurement methods of the forecasting performance are reviewed. The core of the thesis is the assessment of the forecasting performance of the Czech and German economic indicators intra- and inter-countries. In the first stage of the analysis, the predictive ability of indicators is evaluated according to the Pearson correlation coefficient and the Granger causality. Subsequently, small set of indicators is selected, and through ARIMA and ARIMAX models is their forecasting performance further analysed. The results of the analysis show that the quantitative indicators from the categories such as production, turnover, trade and finance, and qualitative indicators aimed at business climate, economic expectations and different economic sectors display considerable rate of predictive ability for both countries. Moreover, the OECD's CLI and Stock Market Indexes exhibit greater relative importance in the case of the Czech Republic than in that of Germany, whereas, for the Overall...
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Sport club HC Sparta Prague development prognoses
Veselá, Anna ; Štědroň, Bohumír (advisor) ; Kocour, Vladimír (referee)
Title: Sport club HC Sparta Prague development prognoses Objectives: The main objective of this bachelor's thesis is to propose and draw up 3 possible prognoses of HC Sparta Prague financial situation development based on financial analysis of past years. Methods: In the first phase of the thesis a financial analysis from past 8 years is drawn up. The data required for the aforesaid analysis are gained from the analysis of the balance sheet, profit and loss account and financial ratios. The third phase deals with reconstruction of Taffler model for predicting bankruptcy. Based on the results of the financial analysis, 3 prognosis, namely optimistic, pessimistic and realistic are drawn up. The prognoses are drawn up using and taking into consideration the past development of profits and loss figures, as well as net income up to/till 2020. Modelling of the prognoses is carried out with the use of Forecast function in MS Excel. Results: The compared results of financial analysis and sports achievements have shown that the HC Sparta Prague financial situation develops depending on sports achievements of the extraleague team. The component prognoses were drawn up as follows: the best years were used for optimistic prognosis, the worst years for pessimistic prognosis, and all 8 years for realistic...
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Prediction of Time Series Using Statistical Methods
Beluský, Ondrej ; Bidlo, Michal (referee) ; Schwarz, Josef (advisor)
Many companies consider essential to obtain forecast of time series of uncertain variables that influence their decisions and actions. Marketing includes a number of decisions that depend on a reliable forecast. Forecasts are based directly or indirectly on the information derived from historical data. This data may include different patterns - such as trend, horizontal pattern, and cyclical or seasonal pattern. Most methods are based on the recognition of these patterns, their projection into the future and thus create a forecast. Other approaches such as neural networks are black boxes, which uses learning.
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