PROGNOZOWANIE NA PODSTAWIE SZEREGÓW CZASOWYCH O WYSOKIEJ CZĘSTOTLIWOŚCI OCZYSZCZONYCH Z SEZONOWOŚCI DLA LUK NIESYSTEMATYCZNYCH
FORECASTING BASED ON HIGH FREQUENCY TIME SERIES WITH UNSYSTEMATIC GAPS
Author(s): Maria Szmuksta-Zawadzka, Jan ZawadzkiSubject(s): Economy, Methodology and research technology, Policy, planning, forecast and speculation
Published by: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
Keywords: forecasting; high frequency time series; complex seasonality; exponential smoothing;
Summary/Abstract: In the paper will be presented the results of the application of selected models of exponential smoothing in forecasting of very high frequency variable, observed hourly, with unsystematic gaps, from which two or three types of seasonality fluctuation were eliminated. In the research was used a combination, in which gaps were present in each type of the fluctuation component.
Journal: Metody Ilościowe w Badaniach Ekonomicznych
- Issue Year: XVII/2016
- Issue No: 1
- Page Range: 121-136
- Page Count: 16
- Language: Polish