Sökning: "forecasting accuracy"

Visar resultat 1 - 5 av 282 uppsatser innehållade orden forecasting accuracy.

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. Are Distributional Variables Useful for Forecasting With the Phillips Curve?

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Elsa Rosengren; Pippa Johns; [2024]
   Nyckelord :Distributional Variables; Heterogeneous Agents; Inflation; Phillips Curve; Inequality;

   Sammanfattning : Does information on the distribution of wealth and income help us forecast aggregate macroeconomic variables? In this thesis, we study how adding such distributional variables to a standard forecasting model affects the forecast accuracy, in the context of inflation forecasting. Using the simulated inflation forecasting approach of Atkeson and Ohanian (2001), we perform a horse race between a textbook NAIRU Phillips curve to an extension augmented with variables from the wealth and income distributions. LÄS MER

4. 3. Time Series Forecasting on Database Storage

   Kandidat-uppsats, Linnéuniversitetet/Institutionen för datavetenskap och medieteknik (DM)

   Författare :Pranav Patel; [2024]
   Nyckelord :Machine Learning; Time Series Forecasting; Prediction; Neural Networks; CNN; RNN; Database Storage;

   Sammanfattning : Time Series Forecasting has become vital in various industries ranging from weather forecasting to business forecasting. There is a need to research database storage solutions for companies in order to optimize resource allocation, enhance decision making process and enable predictive data storage maintenance. LÄS MER

5. 4. Demand Forecasting of Automobile Spare Parts after the End-of-Production - A review of demand forecasting models

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Abid Ali; Arosha Ratnayake; [2023-07-03]
   Nyckelord :Demand forecasting; Spare parts; Automobile; End-of-Production EOP ; PRISMA; AHP; MCDM;

   Sammanfattning : Demand forecasting of spare parts plays a crucial role in automobile industry where it generally requires a significant attention in controlling inventory. It is possible to maintain an optimal stock level when there is a continues supply at the Original Equipment Manufacturers (OEMs). LÄS MER

7. 5. Volatility Forecasting - A comparative study of different forecasting models.

   Kandidat-uppsats,

   Författare :Emil Sturesson; Anton Wennström; [2023-06-29]
   Nyckelord :Volatility; GARCH; EGARCH; t-GAS; HAR-RV; Realized GARCH; Volatility Forecasting; Volatility Modelling;

   Sammanfattning : This study evaluates the out-of-sample forecasting performance of different volatility mod- els. When applied to XACT OMXS30, we use GARCH(1,1), EGARCH(1,1), and t- GAS(1,1) to forecast squared daily returns while Realized GARCH(1,1) and HAR-RV are used to forecast Realized Variance. LÄS MER