Sökning: "Forecasting tools"

Visar resultat 1 - 5 av 83 uppsatser innehållade orden Forecasting tools.

1. 1. Volatility Modelling in the Swedish and US Fixed Income Market : A comparative study of GARCH, ARCH, E-GARCH and GJR-GARCH Models on Government Bonds

   Kandidat-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Författare :Sebastian Mortimore; William Sturehed; [2023]
   Nyckelord :GARCH; ARCH; GJR-GARCH; E-GARCH; ARMA; Government Bonds; Volatility; Loss functions; Fixed Income Market and realized volatility.; ARCH; GARCH; GJR-GARCH; E-GARCH; Statsobligationer och Volatilitet;

   Sammanfattning : Volatility is an important variable in financial markets, risk management and making investment decisions. Different volatility models are beneficial tools to use when predicting future volatility. The purpose of this study is to compare the accuracy of various volatility models, including ARCH, GARCH and extensions of the GARCH framework. LÄS MER

3. 2. SAX meets Word2vec : A new paradigm in the time series forecasting

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

   Författare :Erik Janerdal; David Dimovski; [2023]
   Nyckelord :Contextual Time Series; Forecasting; ARIMA; SARIMA; Word2vec; SAX;

   Sammanfattning : The purpose of this thesis was to investigate whether some successful ideas in NLP, such as word2vec, are applicable to time series prob- lems or not. More specifically, we are interested to assess a combina- tion of previously proven methods such as SAX and Word2vec. LÄS MER

4. 3. Orsak och förklaring till tids- och kostnadsöverskridande i små och okomplicerade infrastrukturprojekt : En fallstudie på Trafikverkets verksamhetsområde Investering region Öst i Uppsala

   Master-uppsats, Uppsala universitet/Industriell teknik

   Författare :Fredrik Linder; [2023]
   Nyckelord :cost overrun; infrastructure projects; optimism bias; causes; explanations; kostnadsöverskridande; infrastrukturprojekt; optimistisk bias; orsaker; förklaringar;

   Sammanfattning :   Infrastructure projects frequently exceed their budgets in both time and cost, which often burdens the taxpayers. A significant percentage of these projects are neither complex nor unique, where the contract sum is a fraction of the contract sum of known megaprojects however has a higher percentage of cost overruns. LÄS MER

5. 4. Utveckling av driftstöd för planering av fjärrkyla : En explorativ studie om utvecklingen av ett optimeringsbaserat driftplaneringsverktyg för fjärrkylanätet City i Linköping, Sverige

   Master-uppsats, Linköpings universitet/Energisystem

   Författare :Christian Haapanen; Louise Hedenskog; [2023]
   Nyckelord :District cooling; MILP; UC problem; Optimization; Operational plan; Smart energy systems; Fjärrkyla; MILP; UC problem; Optimering; Driftplanering; Smarta energisystem;

   Sammanfattning : The average global temperature is rising due to climate change. This leads to an increase in cooling demand along with higher usage of electricity to operate cooling processes. One way to decrease the electricity usage is to introduce absorption cooling which uses heat instead of electricity as its main source of power. LÄS MER

7. 5. Usability of connected vehicle data for local winter road maintenance

   Master-uppsats, Linköpings universitet/Institutionen för datavetenskap

   Författare :Erik Lindgren; [2023]
   Nyckelord :Winter Road Maintenance; Road Weather; Decision Support Systems;

   Sammanfattning : NIRA is a company based in Linköping and operates within the automotive industry. NIRA's Tire Grip Indicator is one of their products used to create friction values during normal driving conditions. This data is, together with additional sensor information from the vehicle, such as environmental sensors, collected in NIRA's cloud environment RSI. LÄS MER