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
A parsimonious method of exponential smoothing is introduced for time series generated from a combin...
This study deals with forecasting economic time series that have strong trends and seas...
This article proposes an alternative methodology for modeling and forecasting seasonal series. The a...
Název práce: Holtova-Wintersova metoda s chybějícími pozorováními a její aktuárské aplikace Autor pr...
Title: Methods for periodic and irregular time series Author: Mgr. Tomáš Hanzák Department: Departme...
summary:Popular exponential smoothing methods dealt originally only with equally spaced observations...
summary:The paper suggests a generalization of widely used Holt-Winters smoothing and forecasting me...
Time series are one of the most common data types encountered by data scientists and, in the context...
The Holt-Winters method is a well-known forecasting method used in time-series analysis to forecast ...
This thesis deals with the issue of seasonal adjustment of economic time series and their subsequent...
Exponential smoothing methods are very commonly used for forecasting demand because they are simple,...
A new class of models for data showing trend and multiplicative seasonality is presented. The model...
A parsimonious method of exponential smoothing is introduced for time series generated from a combin...
This study deals with forecasting economic time series that have strong trends and seas...
This article proposes an alternative methodology for modeling and forecasting seasonal series. The a...
Název práce: Holtova-Wintersova metoda s chybějícími pozorováními a její aktuárské aplikace Autor pr...
Title: Methods for periodic and irregular time series Author: Mgr. Tomáš Hanzák Department: Departme...
summary:Popular exponential smoothing methods dealt originally only with equally spaced observations...
summary:The paper suggests a generalization of widely used Holt-Winters smoothing and forecasting me...
Time series are one of the most common data types encountered by data scientists and, in the context...
The Holt-Winters method is a well-known forecasting method used in time-series analysis to forecast ...
This thesis deals with the issue of seasonal adjustment of economic time series and their subsequent...
Exponential smoothing methods are very commonly used for forecasting demand because they are simple,...
A new class of models for data showing trend and multiplicative seasonality is presented. The model...
A parsimonious method of exponential smoothing is introduced for time series generated from a combin...
This study deals with forecasting economic time series that have strong trends and seas...
This article proposes an alternative methodology for modeling and forecasting seasonal series. The a...