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ECTS - PWSZ im. Witelona w Legnicy

ECTS - PWSZ im. Witelona w Legnicy

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The Witelon University of Applied Sciences in Legnica - Field: Management<br />

Punkty <strong>ECTS</strong><br />

2<br />

1. Course name<br />

Forecasting and s<strong>im</strong>ulation<br />

2. Course description<br />

Basics concepts of t<strong>im</strong>e series forecasting: t<strong>im</strong>e series and their components, extrapolation of the trend function,<br />

prognosis. Adaptive methods for t<strong>im</strong>e series forecasting (moving average, Holt’s method). Forecasting using trend<br />

extrapolation. Seasonality, calculation of seasonal indexes for additive and multiplicative models.<br />

Choosing model and model verification: determination coefficient, standard error, errors of ex-post and ex-ante<br />

forecasts.<br />

Using econometrics models in forecasting.<br />

Basics concepts of multivariate data analysis. Variables, objects, data normalization. Presentation of chosen ranking and<br />

classification methods.<br />

3. Prerequisites<br />

Econometrics<br />

4. A<strong>im</strong> of the course<br />

Understanding principles of data forecasting methods. Using trend function, adaptive methods and econometric models<br />

in forecasting.<br />

Presentation of basic information about multivariate data analysis (ranking and classifications methods).<br />

5. Literature<br />

Cieślak M. pod redakcją: Prognozowanie gospodarcze, Wydawnictwo Akademii Ekonomicznej <strong>im</strong> Oskara<br />

Langego we Wrocławiu, Wrocław 1993r.<br />

Radzikowska B. pod redakcją: Metody prognozowania. Zbiór zadań, Wydawnictwo Akademii Ekonomicznej<br />

Oskara Langego we Wrocławiu, Wrocław 2000r.<br />

<strong>im</strong><br />

Kolenda K, Kolenda M.: Analiza i prognozowanie szeregów czasowych, Agencja Wydawnicza PLACET, Warszawa<br />

1999 (książka + program komputerowy).<br />

Kolenda K, Kolenda M.: Taksonomia numeryczna. Klasyfikacja, porządkowanie i analiza obiektów<br />

wielocechowych (książka + program komputerowy). Wydawnictwo Akademii Ekonomicznej <strong>im</strong>. Oskara Langego we<br />

Wrocławiu, Wrocław 2006.<br />

6. Type of course<br />

Obligatory<br />

7. Teaching team<br />

Department of Accountancy, Finance and Quantitative Methods<br />

8. Course structure<br />

Form Number of hours Semester Year<br />

Lecture 15/12 5 3<br />

Classes<br />

Laboratory<br />

Project<br />

Seminar<br />

15/12 5 3<br />

Total student’s workload 60<br />

9. Conditions of course acceptance<br />

Written test<br />

10. Language<br />

Polish<br />

<strong>ECTS</strong> Course Catalogue 2010/2011<br />

1035

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