Sökning: "Prediction Interval"
Visar resultat 1 - 5 av 64 uppsatser innehållade orden Prediction Interval.
1. Calculating Value-at-Risk under the G-Normal distribution. : Applied with Swedish data.
Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionenSammanfattning : Value–at–Risk (VaR) since its birth at JPMorgan in the 1990s, has become widely adopted by first and foremost the financial industry, but in later days regulatory authorities as a way of calculating downside risk. The subject in hand has led to numerous attempts by both the industry as well as scholars to find the perfect settings to calculate VaR. LÄS MER
2. Modeling and quantifying uncertainty in bus arrival timeprediction
Master-uppsats, Linköpings universitet/Statistik och maskininlärningSammanfattning : Public transportation operates in an environment which, due to its nature of numerous possibly influencing factors, is highly stochastic. This makes predictions of arrival times difficult, yet it’s important to be accurate in order to adhere to travelers expectations. LÄS MER
3. Volatility & The Black Swan : Investigation of Univariate ARCH-models, HARRV and Implied Volatility in Nasdaq100 amid Covid19
Master-uppsats, Uppsala universitet/Nationalekonomiska institutionenSammanfattning : Covid19 hit the world’s financial markets by surprise in March 2020 and ensuing volatility marked an end to the prior low-volatility environment. This Black Swan engendered numerous publications establishing how the equity market responded to the exogenous shock. LÄS MER
4. Heat Storage in Buildings : Achieving thermal peak shaving through indoor temperature flexibility
Uppsats för yrkesexamina på avancerad nivå, Mälardalens universitet/Framtidens energiSammanfattning : Buildings are currently controlled in a sub optimal way, using a WC controller that is dependent only on the external temperature. A rich amount of real-time data from installed sensors is available within the buildings and the network and can be used to counteract this. LÄS MER
5. Audio Thermometer : Determining Water Temperature By Its Sound
Kandidat-uppsats,Sammanfattning : In this project, the temperature of water was to be determined by recording the sound made whilst being poured into a container. The goal was set to achieve an accuracy of at least 80% of measurements should be predicted within ±10°C and a negligible amount outside ±20°C. LÄS MER