Forecasting Methods in Modern Enterprise Management
Ładowanie...
Data
2017
Autorzy
Tytuł czasopisma
ISSN czasopisma
Tytuł tomu
Wydawca
Wyższa Szkoła Biznesu - National Louis University in Nowy Sącz and Foundation for the Dissemination of Knowledge and Science “Cognitione”
Abstrakt
The aim of the chapter is to describe advanced methods of forecasting used in
modern, high-tech enterprises. One of them – the ARMA model considers the
strong dependence between the individual observations, used for prediction of
time series, characterized by high dynamics of change. Here will be explained
the process of selection of its parameters, and method design of the model.
Second – harmonic analysis – uses, in turn, the cyclicality of the time series
by which to construct the model describing the time series and what is the
forecast for future periods. The first method is a group of parametric models,
the second one is nonparametric, and both use the nature of a change of time
series. The use of these methods will be shown by example.
Opis
Słowa kluczowe
advanced forecasting methods, ARMA model, harmonic analysis
Cytowanie
Business and non-profit organizations facing increased competition and growing customers' demands : volume 16 : proceedings of the 16th Conference: Tomaszowice, Poland, 19-20 June 2017. Ed. by A. Nalepka, A. Ujwary-Gil. Nowy Sącz : WSB-NLU ; Nowy Targ : Foundation for the Dissemination of Knowledge and Science “Cognitione”, 2017. S. 193-205