Analiza i prognoza vremenskih serija

undergraduate thesis

• Title (english): Analysis and Prediction of Time Series
• Author: Fran Jelenić
• Mentor: Marin Šilić (mentor)
• Committee member: Marin Šilić (predsjednik povjerenstva)
• Committee member: Adrian Satja Kurdija (član povjerenstva)
• Committee member: Lucija Šikić (član povjerenstva)
• Granter: University of Zagreb; Faculty of Electrical Engineering and Computing; Zagreb
• Defense date and country: 2020-07-03, Croatia
• Scientific / art field, discipline and subdiscipline: TECHNICAL SCIENCES; Computing

Abstract

Ovaj rad se bavi metodama analize i prognoze vremenskih serija. Objašnjeno je što su vremenske serije i kako provesti analizu vremenskih serija koja uključuje analizu autokorelacije, transformacije, diferenciranje i statističko testiranje stacionarnosti. Za svrhu prognoze vremenskih serija obrađeni su statistički modeli i modeli strojnog učenja. Odabrani predstavnici statističkih modela su eksponencijalno zaglađivanje i ARIMA, a predstavnici strojnog učenja su višeslojni perceptron i LSTM. Odabrani modeli su implementirani u programskom jeziku Python, a njihovi su rezultati ocjenjeni i uspoređeni.

Abstract (english)

This thesis deals with methods of analysis and forecasting of time series. It is explained what time series are and how to conduct time series analysis which includes autocorrelation analysis, transformations, differencing, and statistical stationarity testing. Statistical models and machine learning models were explained for the purpose of time series forecasting. Selected representatives of statistical models are exponential smoothing and ARIMA, and representatives of machine learning are multilayer perceptron and LSTM. The selected models were implemented in the Python programming language and their results were evaluated and compared.

• Keywords: vremenske serije; eksponencijalno zaglađivanje; ARIMA; višeslojni perceptron; LSTM
• Keywords (english): time series; exponential smoothing; ARIMA; multilayer perceptron; LSTM
• Language: croatian
• URN:NBN: urn:nbn:hr:168:892392
• Study programme: Title: Computing; Study programme type: university; Study level: undergraduate; Academic / professional title: sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka računarstva (sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka računarstva)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Closed access
• Created on: 2023-01-14 08:58:46