Modeling of withdrawals from selected ATMs of the "Euronet" network

• Autorzy: Gurgul H. , Suder M.

Warianty tytułu

PL

Modelowanie wypłat z wybranych bankomatów sieci "Euronet"

• Języki publikacji: EN

Abstrakty

EN

This paper deals with the problem of withdrawals from Automated Teller Machines (ATMs), using daily data for selected ATMs installed by the Euronet network in the Polish provinces of Małopolska and Podkarpacie for the period from January 2008 to March 2012. The main aim of this paper is an estimation of the proper econometric models for withdrawals time series and attempt to forecast future demand on cash flow in ATMs in respect to their localization. This is necessary to establish a replenishment schedule. The results of computations suggest that models built on the basis of SARIMA methodology are useful tools for an modeling daily withdrawals time series. This kind of model can be applied independently of the localization of an ATM. The exercises for ex post data imply ex post forecast errors under 20%. This size of forecast errors is lower than the bias of actual replenishment scheduling.

PL

W artykule został rozważony problem modelowania i prognozowania dziennych wypłat z bankomatów sieci "Euronet" zainstalowanych w województwie małopolskim oraz podkarpackim w okresie od stycznia 2008 do marca 2012. Głównym celem tego artykułu była estymacja modeli szeregów czasowych wypłat z wybranych bankomatów i próba prognozy zapotrzebowania na gotówkę w zależności od ich lokalizacji. Takie badania są niezbędne w celu ustalenia schematu napełniania bankomatów gotówką. Wyniki badań sugerują, że modele bazujące na liniowym modelu SARIMA uwzględniającym efekty sezonowe są użytecznymi narzędziami modelowania szeregów czasowych dziennych wypłat z bankomatów. Okazało się, że ten typ modeli może być stosowany niezależnie od lokalizacji bankomatów. Prognozy ex post są obarczone błędami poniżej 20%. Jest to błąd niższy niż błędy występujące przy stosowaniu obecnych schematów napełniania bankomatów gotówką.

Słowa kluczowe

EN

ATMs; withdrawals; replenishment scheduling; SARIMA modeling

PL

bankomaty; wypłaty; schematy napełniania gotówką; modelowanie SARIMA

• Wydawca: Wydawnictwa AGH
• Czasopismo: Managerial Economics
• Rocznik: 2013
• Tom: nr 13
• Strony: 65--82
• Opis fizyczny: Bibliogr. 29 poz., tab., wykr.

Twórcy

autor

Gurgul H.

• AGH University of Science and Technology, Department of Applications of Mathematics in Economics

autor

Suder M.

• AGH University of Science and Technology, Department of Applications of Mathematics in Economics

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