Metodika použití Boxových-Jenkinsových modelů sezónních časových řad
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Vysoká škola báňská - Technická univerzita Ostrava
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Abstract
The main subject of this diploma thesis is the methodology of using
Box-Jenkins models of seasonal time series. Theoretical part deals with the time series, the analysis focused on the procedure by Box-Jenkins models. The practical part is the verification of the theoretical part on the examples of seasonal time series and the calculation of forecasts for the next period.
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Time series, Box-Jenkins, ARIMA, SARIMA, decomposition.