Sökning: "ARIMA"

Visar resultat 1 - 5 av 74 uppsatser innehållade ordet ARIMA.

  1. 1. Time series analysis and forecasting : Application to the Swedish Power Grid

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

    Författare :Christian Fagerholm; [2019]
    Nyckelord :Time Series forecasting; ARIMA; SARIMA; Neural Network; RNN; Power grid; forecasting; smart grid;

    Sammanfattning : n the electrical power grid, the power load is not constant but continuouslychanging. This depends on many different factors, among which the habits of theconsumers, the yearly seasons and the hour of the day. The continuous change inenergy consumption requires the power grid to be flexible. LÄS MER

  2. 2. Times Series Analysis of Calibrated Parameters of Two-factor Stochastic Volatility Model

    Kandidat-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Renato Rios Benavides; [2019]
    Nyckelord :;

    Sammanfattning : Stochastic volatility models have become essential for financial modelling and forecasting. The present thesis works with a two-factor stochastic volatility model that is reduced to four parameters. LÄS MER

  3. 3. Modeling of non-maturing deposits

    Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Fredrik Stavrén; Nikita Domin; [2019]
    Nyckelord :Financial mathematics; time series analysis; replicating portfolio; risk management; risk analysis; econometric anaylsis; non-maturing deposits; SARIMA; Random forest regression; EBA; BCBS; Finansiell matematik; tidsserieanalys; replikeringsportfölj; riskhantering; riskanalys; Ekonometrisk analys; Icke-tidsbunden inlåning; ARIMA; SARIMA; SARIMAX; Random Forest Regression; EBA; BCBS;

    Sammanfattning : The interest in modeling non-maturing deposits has skyrocketed ever since thefinancial crisis 2008. Not only from a regulatory and legislative perspective,but also from an investment and funding perspective.Modeling of non-maturing deposits is a very broad subject. LÄS MER

  4. 4. Electrical power demand forecasting


    Författare :David Weinberg; [2019]
    Nyckelord :;

    Sammanfattning : The electrical load, sampled every hour, at Salagatan 18 in Uppsala was used to form models and for forecasting the load. It was investigated whether Multi Seasonal ARIMA models and Support Vector Regression were suitable. The models were compared to a naive persistence benchmark in periods of high and low volatility. LÄS MER

  5. 5. Multiple Time Series Forecasting of Cellular Network Traffic

    Master-uppsats, Linköpings universitet/Statistik och maskininlärning

    Författare :Emma Wallentinsson Wallentinsson; [2019]
    Nyckelord :time series analysis; cellular networks; traffic load; arima; sarima; forecasting; machine learning; statistics; load prediction;

    Sammanfattning : The mobile traffic in cellular networks is increasing in a steady rate as we go intoa future where we are connected to the internet practically all the time in one wayor another. To map the mobile traffic and the volume pressure on the base stationduring different time periods, it is useful to have the ability to predict the trafficvolumes within cellular networks. LÄS MER