Sökning: "Autoregressive Model"

Visar resultat 1 - 5 av 269 uppsatser innehållade orden Autoregressive Model.

1. 1. Predicting Electricity Consumption with ARIMA and Recurrent Neural Networks

   Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

   Författare :Klara Enerud; [2024]
   Nyckelord :time series forecasting; ARIMA; recurrent neural networks; LSTM; electricity forecasting; EED forecasting;

   Sammanfattning : Due to the growing share of renewable energy in countries' power systems, the need for precise forecasting of electricity consumption will increase. This paper considers two different approaches to time series forecasting, autoregressive moving average (ARMA) models and recurrent neural networks (RNNs). LÄS MER

3. 2. Modelling the Exchange Rate: Evidence from the Impacts of Quantitative Easing in Sweden

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Anny Eklund; Markus Sallkvist; [2024]
   Nyckelord :Quantitative easing; Exchange rate; Bayesian VAR model; Small open economy; Triangular factorisation;

   Sammanfattning : Quantitative easing, the unconventional monetary policy measure used by many central banks to combat low inflation when interest rates are at the lower bound, has shown to be an effective tool for depreciating the domestic currency. Although the exchange rate is of particular importance in a small open economy as it directly impacts inflation dynamics,trade competitiveness and plays a substantial role in shaping monetary policy, few papers have investigated how the depreciating effect of QE to the exchange rate works. LÄS MER

4. 3. Investigating Non-Linear Exchange Rate Pass-Through in Sweden: Estimates from a Logistic Smooth Transition Vector Autoregressive Model

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Gabriella Linderoth; Malte Meuller; [2024]
   Nyckelord :Exchange Rate Pass-Through; Sweden; Inflation; Non-Linear; Logistic Smooth Transition Vector Autoregressive;

   Sammanfattning : This paper provides novel estimations of a non-linear exchange rate pass-through dependent on inflation for Sweden using a logistic smooth transition vector autoregressive model. The model enables smooth transitions between high and low inflation regimes, mirroring the dynamics of the economy and capturing regime-specific effects. LÄS MER

5. 4. Spatio-temporal analysis of COVID-19 in Västra Götaland, Sweden

   Master-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

   Författare :Natalia Andreeva; [2023-08-23]
   Nyckelord :;

   Sammanfattning : Spatio-temporal analysis of COVID-19 data with the two different statistical approaches is the main objective of this thesis. The first classical approach, the Endemic-Epidemic framework (Held et al., 2005) is a class of multivariate time-series models for the incidence counts, obtained from the surveillance systems. LÄS MER

7. 5. Forecasting Volatility of Electricity Intraday Log Returns with Generalized Autoregressive Score Models

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Gustav Veres; Philip Ahlfridh; [2023-06-29]
   Nyckelord :;

   Sammanfattning : We forecast volatility of electricity intraday log returns with Generalized Autoregressive Score (GAS) models. We extend our GAS models with variables representing the difference between the public’s expectation of weather and energy load and the actual outcome using a restricted ARMA(4,4) model. LÄS MER