Scientific journal
Scientific Review. Technical science
ISSN 2500-0799
ПИ №ФС77-57440

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TIME SERIES ANALYSIS OF CASH WITHDRAWAL FROM ATMS

Tsyganov A.A. 1
1 National Research Nuclear University MEPhI
Scoping of collection necessary for optimum performance of a network of ATMs during the particular period relies on prediction of daily average removal of cash from the ATM. Research objective - determination of persistence of a number of removals of cash. Prediction of removal of money via ATMs, has to consider that a number of daily average removals of cash is a random time series. The mathematical model of prediction of a time series of daily average removals depends on persistence or anti-persistence of an initial row. The model of determination of persistence of a time series relies on carrying out RS of the analysis on Hurst’s method. Calculation of Hurst exponent for a time series of daily average removals of cash from банкоматов was carried out by means of Microsoft Excel. The executed calculations showed difference of a time series from random walks. Use of Hurst exponents will allow to construct more qualitatively model of prediction of daily average removal of cash.