Forecast and simulation 2600-MSMdz1abPIS
1. The concept of a random variable and a random number generator. Random sampling by inversion of the distribution function, statistical analysis of survey results.
2. Construction of a simulation model. Discrete event simulation. Statistical analysis of simulation results.
3. Forecasting - basic concepts
4. Forecasting using naive and adaptive models (including Brown, Holt and Winters)
5. Forecasting based on econometric models
6. Simulation using econometric models
7. Use of Excel, Gretl, R and Python in forecasting and simulation
Type of course
Mode
Learning outcomes
After completing the course, the student:
K_W02
Knows and understands complex processes and phenomena occurring in various types of organizations and in the world around them, uses management theory and complementary disciplines (economics and finance, legal sciences) to recognize, diagnose and solve problems related to key functions in the organization (operational, marketing, financial, personnel management) and their integration within the organization's strategy.
K_U01
Is able to use the theory of the discipline of management and quality science and complementary sciences (economics and finance, legal sciences) to recognize, diagnose and solve complex and unusual problems related to key functions in the organization and integrate them within the organization's strategy, using the appropriate selection of sources and adapting existing or developing new methods.
K_U03
Is able to independently and collectively prepare analyses, diagnoses and reports on complex and unusual problems related to the functioning of an organization, a sector and the entire economy, and present them communicatively, also in English - using advanced IT and communication tools.
K_K01
Is ready to assess and critically approach complex situations and phenomena related to the functioning of the organization, sector and the entire economy.
S6_W02
Knows and understands business analytics methods, procedures and practices at an in-depth level.
S6_U01
Is able to use the theory of the discipline of management and quality science and complementary sciences (economics and finance, legal sciences) to recognize, diagnose and solve complex and unusual problems related to key functions in the organization and integrate them within the organization's strategy, using the appropriate selection of sources and adapting existing or developing new methods.
S6_U03
Is able to independently and collectively prepare analyses, diagnoses and reports on complex and unusual problems related to the functioning of an organization, a sector and the entire economy, and present them communicatively, also in English - using advanced IT and communication tools.
S6_K01
Is ready to assess and critically approach situations and phenomena related to business analyzes.
Assessment criteria
Final project
Points / grade
51-60 / 3
61-70 / 3+
71-80 / 4
81-90 / 4+
91-100 / 5
Bibliography
Primary:
1. Gajda J., Prognozowanie i symulacje a decyzje gospodarcze, wyd. C. H. Beck, Warszawa 2001
2. Cieślak M., red., Prognozowanie gospodarcze. Metody i zastosowania, PWN, Warszawa 2004
Complementary:
1. Szapiro T., Decyzje menedżerskie z Excelem, PWE, Warszawa 2000
2. Snarska A., Statystyka. Ekonometria. Prognozowanie. Ćwiczenia z Excelem, wyd. Placet, Warszawa 2005
3. Dittmann P., Prognozowanie w przedsiębiorstwie. Metody i ich zastosowanie, wyd. Oficyna Ekonomiczna, Kraków 2004
Additional information
Additional information (registration calendar, class conductors, localization and schedules of classes), might be available in the USOSweb system: