Sökning: "imputering and tidsserier"

Hittade 2 uppsatser innehållade orden imputering and tidsserier.

  1. 1. Forecasting post COVID-19 : How to improve forecasting models’ performance when training data has been aected by exceptional events like COVID-19 pandemic?

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

    Författare :Lina Shrebati; [2023]
    Nyckelord :Time Series; Forecasting; COVID-19; Data processing; Optimal transport; Tidsserier; Prognoser; COVID-19; Databehandling; Optimal transport;

    Sammanfattning : Almost every company around the world were aected by the COVID-19 crisis and the government measures that were taken to slow the spread of the virus. The impact the crisis had on the economy caused the appearance of anomalies in the data collected by companies : such as abnormal trend, seasonality etc. LÄS MER

  3. 2. Imputation and Generation of Multidimensional Market Data

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Tobias Wall; Jacob Titus; [2021]
    Nyckelord :Time Series Imputation; Financial Time Series; Machine Learning; Deep Learning; Value at Risk; Expected Shortfall; Imputering av Tidsserier; Finansiella Tidsserier; Maskininlärning; Djupinlärning; Value at Risk; Expected Shortfall;

    Sammanfattning : Market risk is one of the most prevailing risks to which financial institutions are exposed. The most popular approach in quantifying market risk is through Value at Risk. Organisations and regulators often require a long historical horizon of the affecting financial variables to estimate the risk exposures. LÄS MER