Prognoza vremenskih serija u programskom jeziku R

undergraduate thesis

• Title (english): Time Series Forecasting in R Programming Language
• Author: Ivo Karamatić
• Mentor: Krešimir Pripužić (mentor)
• Committee member: Krešimir Pripužić (predsjednik povjerenstva)
• Committee member: Damjan Katušić (član povjerenstva)
• Committee member: Irena Oršolić (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

U sklopu ovog rada objašnjeno je što su vremenske serije i kakve mogućnosti pri prognoziranju njihovih budućih vrijednosti postoje. Također, na primjerima je pokazano kako izgleda prognoza vremenskih serija te je uspoređeno nekoliko različitih modela za prognozu. Dodatno, grafički su prikazani primjeri prognoze vremenske serije i provjere reziduala vremenske serije. U primjerima prognoze vremenskih serija korišteni su meteorološki podaci prikupljeni na meteorološkoj postaji Zagreb-Grič između 1950. i 2018. godine.

Abstract (english)

This thesis includes describing and explaining what time series are and how can we forecast them. Furthermore, some examples were used to demonstrate how time series forecasting works. Different forecasting models were used and compared. Additionally, forecasts and residuals checks were plotted. Data-sets used to explain forecasting were collected on the observation station Zagreb-Grič from 1950 to 2018.

• Keywords: prognoza vremenskih serija; analiza vremenskih serija; programski jezik R; R; vremenska serija; vremenske serije; prognoza; autoregresija; dinamička regresija; dinamička harmonička regresija; harmonička regresija; ARIMA; ARIMA modeli
• Keywords (english): time series forecasting; time series analysis; R; time series; forecasting; autoregression; dynamic regression; dynamic harmonic regression; harmonic regression; ARIMA; ARIMA models
• Language: croatian
• URN:NBN: urn:nbn:hr:168:236580
• 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 09:03:56