WYKORZYSTANIE DANYCH OCZYSZCZONYCH O WYSOKIEJ CZĘSTOTLIWOŚCI W PROGNOZOWANIU ZMIENNYCH ZE ZŁOŻONĄ SEZONOWOŚCIĄ
APPLICATION OF SEASONALLY ADJUSTED HIGH FREQUENCY DATA TO FORECASTING VARIABLES WITH COMPLEX SEASONALITY
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 data; complex seasonality; exponential smoothing models;
Summary/Abstract: In the article will be presented procedure to modeling and forecasting of the high frequency variable, based on series, from which was eliminated two or three types of seasonality. Forecasts will be built on the basis of exponential smoothing models. The theoretical considerations will be illustrated with empirical example about demand for electricity in hour periods in the agglomeration A.
Journal: Metody Ilościowe w Badaniach Ekonomicznych
- Issue Year: XVI/2015
- Issue No: 4
- Page Range: 147-159
- Page Count: 13
- Language: Polish
