Sökning: "ARIMA"

Visar resultat 16 - 20 av 162 uppsatser innehållade ordet ARIMA.

  1. 16. Data-Driven Traffic Forecasting for Completed Vehicle Simulation: : A Case Study with Volvo Test Trucks

    Magister-uppsats, Luleå tekniska universitet/Institutionen för system- och rymdteknik

    Författare :Samaneh Shahrokhi; [2023]
    Nyckelord :supervised machine learning; traffic forecasting; vehicle presence prediction; binary classification; ensemble learning; feature engineering; hyperparameter tuning; data-driven analysis;

    Sammanfattning : This thesis offers a thorough investigation into the application of machine learning algorithms for predicting the presence of vehicles in a traffic setting. The research primarily focuses on enhancing vehicle simulation by employing data-driven traffic prediction methods. The study approaches the problem as a binary classification task. LÄS MER

  3. 17. Machine Learning Based Stock Price Prediction by Integrating ARIMA model and Sentiment Analysis with Insights from News and Information

    Kandidat-uppsats, Blekinge Tekniska Högskola/Institutionen för datavetenskap

    Författare :Teja Sai Vaibhav Boppana; Joseph Sudheer Vinakonda; [2023]
    Nyckelord :Machine Learning; Market Trends; News; Headlines Stock Price Prediction; VADER.;

    Sammanfattning : Background: Predicting stock prices in today’s complex financial landscape is asignificant challenge. An innovative approach to address this challenge is integrating sentiment analysis techniques with the well-established Autoregressive IntegratedMoving Average (ARIMA) model. LÄS MER

  4. 18. Short-term forecasting Swedish annual real GDP growth using SARIMA models : A study in forecasting current year Swedish annual real GDP growth using SARIMA models with the Box-Jenkins methodology as a general framework

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Mark Becker; [2023]
    Nyckelord :SARIMA; ARIMA; ARMA; Box-Jenkins; Real GDP; MAE;

    Sammanfattning : Simulated current year annual real GDP growth forecasts for 2015-2021 are made using a chosen SARIMA model, with the Box-Jenkins methodology as a general modelling framework. The forecasts are compared to the actual outcomes and the Absolute Errors (AE) and the Mean Absolute Errors (MAE) are calculated for each year. LÄS MER

  5. 19. Post-Correction of time series forecasts

    Uppsats för yrkesexamina på avancerad nivå, Högskolan i Halmstad/Akademin för informationsteknologi

    Författare :Arunas Kalinauskas; Dennis Slepov; [2023]
    Nyckelord :time series forecasting;

    Sammanfattning : Time series forecasting is an important problem with various applications in different domains. Improving forecast performance has been the center of investigation in the last decades. Several pieces of research show that old statistical methods, such as ARIMA, are still state-of-the-art in many domains and applications. LÄS MER

  7. 20. A comparison of forecasting techniques: Predicting the S&P500

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Axel Neikter; Nils Sjöberg; [2023]
    Nyckelord :Forecasting; machine learning; random forest; arima;

    Sammanfattning : Accurately predicting the S\&P 500 index means knowing where the US economy is heading. If there was a model that could predict the S\&P 500 with even some accuracy, this would be extremely valuable. Machine learning techniques such as neural network and Random forest have become more popular in forecasting. LÄS MER