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Napovedovanje maloprodajnih cen mesa na podlagi časovnih vrst : na študijskem programu 2. stopnje Matematika : magistrsko deloKuhar, Eva, 1999-V magistrskem delu se srečujemo z izzivom napovedovanja cen. Sprašujemo se, kateri so tisti parametri, ki vplivajo na končno ceno izdelka. Obravnavamo dve vrsti modelov napovedovanja cen – model ... multiple regresije, ki napoveduje ceno s pomočjo drugih parametrov, in sezonski ARIMA model, ki napoveduje cene na podlagi preteklega vzorca podatkov. Podatki, s katerimi gradimo modele, so v obliki časovnih vrst. V prvem delu uredimo podatke v skupno Excelovo preglednico in izračunamo vse pomembne statistike. Sledi gradnja modela multiple regresije za posamezne izdelke, nato tudi gradnja sezonskega ARIMA modela. Modele multiple regresije gradimo v programu EViews, ARIMA modele pa v programu Python. Z analizo ugotovimo, da imamo v podatkih prisotno močno sezonsko komponento, zato podatke desezoniramo in zgradimo tudi model multiple regresije na desezoniranih podatkih. Končna ugotovitev kaže na to, da regresijski model na desezoniranih podatkih najbolje pojasnjuje variabilnost odvisne spremenljivke.Type of material - master's thesis ; adult, seriousPublication and manufacture - Maribor : [E. Kuhar], 2024Language - slovenianCOBISS.SI-ID - 190132483
Author
Kuhar, Eva, 1999-
Other authors
Benkovič, Dominik |
Ravnič, Simon
Topics
Analiza časovnih vrst |
Univerzitetna in visokošolska dela |
magistrsko delo |
časovne vrste |
model multiple regresije |
ARIMA model |
sezonskost |
master theses |
time series |
multiple regression model |
ARIMA model |
seasonalit
Call number – location, accession no. ... |
Copy status | Reservation |
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D MAG 0000000051 KUHAR E. Napovedovanje IN: 920240011 D MAG 51 KUHAR E. Napovedovanje IN: 920240011 |
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JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
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Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Kuhar, Eva, 1999- | |
Benkovič, Dominik | 19551 |
Ravnič, Simon |
Source: Personal bibliographies
and: SICRIS
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