Ανάλυση και πρόβλεψη χρονοσειρών με εφαρμογές σε θέματα ναυτιλίας
Time series analysis and forecasting with maritime applications
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Keywords
Χρονοσειρά ; Τεχνικές πρόβλεψης ; Ανάλυση χρονοσειρών ; Μοντέλα χρονοσειρών ; Τάση ; Εποχικότητα ; Μοντέλα ARIMA ; MATLAB ; Γραμμικά μοντέλα ; Απόδοση προβλέψεων ; Autoregressive models ; Moving average models ; Στοιχεία χρονοσειρών ; Στοχαστική διαδικασία ; Παραγωγή προβλέψεων ; Κατηγορίες χρονοσειρών ; Ανάλυση δεδομένων ; Πρόβλεψη χρονοσειρώνAbstract
Time Series Analysis and Forecasting is an important cognitive area that has evolved through the
science of Mathematics and the creation of methodologies and models for the production of forecasts.
This Master thesis deals with Time Series Analysis and Forecasting, which is of major importance in
many fields of modern society such as economics and engineering. Also, companies of the shipping cluster
use it as an important aid for effective planning and decision-making, whether it is for example a decision to
build a new ship, which is a long-term capital investment, or to choose a ship's charter type for a specific
time period.
Time series is a field that attracts the interest of both science and business. The aim of this master
thesis is a literature review of the basic methods of Time Series Analysis and Forecasting, a practical
implementation using MATLAB, as well as a medium term forecast production using ARIMA models for
Greece’s main ports exports.