Analýza časových řad s využitím prostředí R

Abstract

This master's thesis deals with the time series analysis focusing on exponential smoothing. The aim of this work is describing basic properties of time series, time series decompositon into trend, seasonal, cyclic and random component. Afterwards, there are described methods for modeling trend component with trend functions and exponential smoothing. At the end is shown principle of making predictions into the future. To each part is on real data shown their use in environment R.