Sökning: "forecast evaluation"

Visar resultat 1 - 5 av 133 uppsatser innehållade orden forecast evaluation.

  1. 1. Forecasting Volatility of Ether- An empirical evaluation of volatility models and their capacity to forecast one-day-ahead volatility of Ether

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Johannes Marmdal; Adam Törnqvist; [2023-06-29]
    Nyckelord :Forecast; Volatility; Ether; GARCH; EWMA; SMA;

    Sammanfattning : This study evaluates the performance of volatility models in forecasting one-day-ahead volatility of the cryptocurrency Ether. The selected models are: GARCH, EGARCH, GJR-GARCH, SMA9, SMA20, and EWMA. We investigate both in-sample performance and out-of-sample performance. LÄS MER

  3. 2. Prognostisering av framtida materialbehov i ERP-system : En fallstudie på Wexiödisk AB

    Uppsats för yrkesexamina på grundnivå, Linnéuniversitetet/Institutionen för maskinteknik (MT)

    Författare :Oscar Lönnblom; Viktor Östergren; [2023]
    Nyckelord :Forecasting; SAP; ERP; MRP; carrying cost of capital; lead time; Safety stock; Prognostisering; SAP; ERP; materialplanering; kostnad för bundet kapital; ledtid; säkerhetslager;

    Sammanfattning : Utvecklingen av teknologin i dagens industrier förändras snabbt och för att bibehålla verksamhetens konkurrenskraft är det viktigt att förstå kundernas behov. Prognostisering är förväntat framtida behov baserad på historisk data. LÄS MER

  4. 3. Sales forecasting for supply chain using Artificial Intelligence

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Vaibhav Mittal; [2023]
    Nyckelord :AI; sales forecasting; supply chain; predictive analytics; AI; försäljningsprognoser; supply chain; predictiv analys;

    Sammanfattning : Supply chain management and logistics are two sectors currently experiencing a transformation thanks to the advent of AI(Artificial Intelligence) technologies. Leveraging predictive analytics powered by AI presents businesses with novel opportunities to streamline their operations effectively. LÄS MER

  5. 4. Sentiment-Driven Cryptocurrency Price Prediction : A Comparative Analysis of AI Models

    Kandidat-uppsats, Blekinge Tekniska Högskola/Institutionen för datavetenskap

    Författare :Jammithri Kotapati; Suma Vendrapu; [2023]
    Nyckelord :Artificial Intelligence; Cryptocurrency Prices; News Articles; Sentiment Analysis; Social Media Posts. ii;

    Sammanfattning : Background: In the last few years, there has been rapid growth in the use of cryptocurrency, as it is a form of digital currency and was developed using blockchain technology, so it is almost impossible to counterfeit cryptocurrency. Due to these features, it has attracted a lot of popularity and attention in the market. LÄS MER

  7. 5. Dataset characteristics effect on time series forecasting : comparison of statistical and deep learning models

    Kandidat-uppsats, Högskolan i Halmstad/Akademin för informationsteknologi

    Författare :Adam Ahlman; Adam Taylor; [2023]
    Nyckelord :Time Series; Forecasting;

    Sammanfattning : Time series are points of data measured throughout time in equally spaced periods. They present characteristics such as level, noise, trend, seasonality, and outliers. Time series forecasting is the attempt to predict single or multiple future values. LÄS MER