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Prognose von Geldautomatenumsätzen mit SARIMAX-Modellen: Eine Fallstudie

In: Operations Research Proceedings 2007

Author

Listed:
  • Stephan Scholze

    (Katholische Universität Eichstätt-Ingolstadt)

  • Ulrich Küsters

    (Katholische Universität Eichstätt-Ingolstadt)

Abstract

Auszug Die Optimierung der vorgehaltenen Geldmengen in Geldautomaten sowie deren Bestückungsintervalle erfordert eine genaue Prognose der täglich an Geldautomaten abgehobenen Geldmengen. In dieser Arbeit wird im Rahmen einer Fallstudie der Nutzen konkurrierender Prognoseverfahren verglichen, wobei der Fokus auf SARIMAX-Modellen liegt. Diese berücksichtigen neben saisonalen Effekten auch kausale Kalendereffekte. Zusätzlich werden naive Prognoseverfahren sowie neuronale Netze als Benchmark herangezogen.

Suggested Citation

  • Stephan Scholze & Ulrich Küsters, 2008. "Prognose von Geldautomatenumsätzen mit SARIMAX-Modellen: Eine Fallstudie," Operations Research Proceedings, in: Jörg Kalcsics & Stefan Nickel (ed.), Operations Research Proceedings 2007, pages 283-288, Springer.
    • Handle: RePEc:spr:oprchp:978-3-540-77903-2_44
    DOI: 10.1007/978-3-540-77903-2_44
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