Sökning: "Box-Jenkins"
Visar resultat 1 - 5 av 20 uppsatser innehållade ordet Box-Jenkins.
1. 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 institutionenSammanfattning : 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
2. Inflation Index for the House and Content Portfolio : A Model to Calculate the Future Claim Costs for Trygg-Hansa
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : Trygg-Hansa is a Swedish insurance company that specializes in business insurance, home insurance, vehicle insurance, and personal insurance. This work focuses on Trygg-Hansa’s House and Content portfolio, which insures customers’ homes, both the building itself and its contents. LÄS MER
3. Evaluation of Machine Learning Methods for Time Series Forecasting on E-commerce Data
Master-uppsats, KTH/Matematisk statistikSammanfattning : Within demand forecasting, and specifically within the field of e-commerce, the provided data often contains erratic behaviours which are difficult to explain. This induces contradictions to the common assumptions within classical approaches for time series analysis. Yet, classical and naive approaches are still commonly used. LÄS MER
4. Sveriges ansvar i utsläppsfrågan : En studie om Sveriges utsläpp med en jämförelse kring olika sektorers utsläpp
Kandidat-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : Enligt det antagna klimatmålet år 2017 ska Sverige vara utsläppsneutralt år 2045. Detta innebär att Sveriges utsläpp av växthusgaser måste minska kraftigt. I denna studie studeras utsläpp från olika sektorer och genom en tidsserieanalys prediceras framtida utsläppsvärden fram. LÄS MER
5. The Effect of Online Advertising in a Digital World : Predicting Website Visits with Dynamic Regression
Kandidat-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : The goal of the thesis is to accurately predict future values of a company’s website visits and to estimate the uncertainty of those predictions. To achieve this, a dynamic regression model with an ARIMA error term is considered, using advertisement spending with lags and dummy variables for Black Friday and weekdays as predictors. LÄS MER