Sökning: "Forecast Horizon"

Visar resultat 21 - 25 av 45 uppsatser innehållade orden Forecast Horizon.

  1. 21. Global Inflation in Forecasting - A model comparison

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Carl Billing; Charlotte Breitz; [2019]
    Nyckelord :Global Inflation; Forecasting Inflation; GVAR; Estimation Window; Business and Economics;

    Sammanfattning : An essential input to monetary policymaking is inflation forecasting, and one important factor regarding inflation forecasting debated by researchers is the use of a global component. This thesis builds upon Ciccarelli and Mojon (2005, 2010) as well as Gillitzer and McCarthy (2019), who investigate the performance of a global component when forecasting domestic inflation. LÄS MER

  3. 22. Time series Forecast of Call volume in Call Centre using Statistical and Machine Learning Methods

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

    Författare :Nicoló Baldon; [2019]
    Nyckelord :Time Series Analysis; SARIMA; Seasonal ANN; LSTM; Call Center data; seasonal time series;

    Sammanfattning : Time series is a collection of points gathered at regular intervals. Time series analysis explores the time correlations and tries to model it according to trend and seasonality. One of the most relevant tasks, in time series analysis, is forecasting future values, which is considered fundamental in many real-world scenarios. LÄS MER

  4. 23. Importance of daily data in long horizon inflation forecasting - a MIDAS approach

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Katrin Ekström; Sofia Lundgren; [2018-02-19]
    Nyckelord :MIDAS; inflation; forecasting;

    Sammanfattning : We examine the accuracy of forecast models for the monthly Euro area inflation, focusing on the MIDAS approach. We compare two mixed frequency models with four low frequency models, using fourteen mixed frequency variables sampled at daily or monthly frequency. LÄS MER

  5. 24. Weather data for heat pump system control improvement: analysis of instantaneous and forecasted measurements and evaluation of potential energy savings

    Master-uppsats, KTH/Tillämpad termodynamik och kylteknik

    Författare :Mattia Monteggia; [2018]
    Nyckelord :heat pump system control; HVAC predictive rule-based control; weather forecast; occupancy behavior; internal gain; ambient temperature; perfect prediction;

    Sammanfattning : The present work deals with a study related to the analysis of weather data for heat pump system control improvement based on both instantaneous and forecasted measurements. In particular, the analysis is firstly focused on the comparison of multiple weather sources for the assessment of weather forecast uncertainties, based on the evaluation of errors in prediction with respect to measured values. LÄS MER

  7. 25. The Black Litterman Asset Allocation Model : An empirical comparison of approaches for estimating the subjective view vector and implications for risk-return characteristics

    Master-uppsats, Linköpings universitet/Nationalekonomi

    Författare :Viktor Trollsten; Sebastian Olsson; [2018]
    Nyckelord :;

    Sammanfattning : Background In the early 90’s, Black and Litterman extended the pioneering work of Markowitz by developing a model combining qualitative and quantitative research in a delicate optimization process. It allows for a subjective view parameter in a quantitative model and with absent views, the investor will have no reason to deviate from the market equilibrium portfolio. LÄS MER