Symulacyjne badanie wpływu częstości występowania luk niesystematycznych w szeregach czasowych na dokładność prognoz
Simulation study of influence of frequency of incidence of non-systematic gaps in time series on accuracy of forecasts

Summary/Abstract: This paper presents the results of application of simulation methods to the analysis of frequency of incidence of non-systematic gaps on the accuracy of inter-and extrapolative forecasts for time series with seasonal fluctuations. In the analysis there was used variable which describes production of electricity in Poland in the years 2002-2011. In the process of modelling there were used time series models with the periodic seasonal component, in which seasonality was described by dummy variable or trigonometric polynomial, and hierarchical models. In the calculation process there were used packages R and Statistica 9.0.

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