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Prognose von Geldautomatenumsätzen mit SARIMAX-Modellen: Eine Fallstudie

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Operations Research Proceedings 2007

Part of the book series: Operations Research Proceedings ((ORP,volume 2007))

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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.

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Author information

Authors and Affiliations

  1. Katholische Universität Eichstätt-Ingolstadt, Auf der Schanz 49, 85049, Ingolstadt

    Stephan Scholze & Ulrich Küsters

Authors
  1. Stephan Scholze
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  2. Ulrich Küsters
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Editor information

Editors and Affiliations

  1. Faculty of Law and Economics, Chair of Operations Research and Logistics, Saarland University, P.O. Box 15 11 50, 66041, Saarbrücken, Germany

    Jörg Kalcsics  & Stefan Nickel  & 

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Scholze, S., Küsters, U. (2008). Prognose von Geldautomatenumsätzen mit SARIMAX-Modellen: Eine Fallstudie. In: Kalcsics, J., Nickel, S. (eds) Operations Research Proceedings 2007. Operations Research Proceedings, vol 2007. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-77903-2_44

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