Thesis supervisor: Gábor Rappai
Location of studies (in Hungarian): University of Pécs Faculty of Business and Economics Abbreviation of location of studies: KTK
Description of the research topic:
A significant part of economic time series don't have a "textbook" property: their variance is not constant, they are loaded from structural changes, they are not equidistant and they are contaminated with outliers. Modelling time series with anomalies is a major challenge, needs special methodologies, but increasing the efficiency of forecasts.
Required language skills: english Number of students who can be accepted: 1