Sökning: "SARIMA"

Visar resultat 21 - 25 av 43 uppsatser innehållade ordet SARIMA.

  1. 21. ASSAULT CRIME RATES FOLLOWING THE OUTBREAK OF COVID-19 IN SWEDEN

    Magister-uppsats, Malmö universitet/Institutionen för kriminologi (KR)

    Författare :Fläder Tobias; [2021]
    Nyckelord :;

    Sammanfattning : The Covid-19 disease has a large impact on life across the globe, and this could potentially include impacts on crime. Using SARIMA-models, the current study describes how crime has changed in Sweden during a twelve-week period after the first governmental measures was undertaken to limit the spread of the disease. LÄS MER

  3. 22. A Study Evaluating the Liquidity Risk for Non-Maturity Deposits at a Swedish Niche Bank

    Master-uppsats, KTH/Matematisk statistik

    Författare :Markus Hilmersson; [2020]
    Nyckelord :Financial mathematics; time series analysis; risk management; risk analysis; non-maturing deposits; SARIMA; SARIMAX; BCBS; IRRBB; Finansiell matematik; tidsserieanalys; riskhantering; riskanalys; Icke-tidsbunden inlåning; SARIMA; SARIMAX; BCBS; IRRBB;

    Sammanfattning : Since the 2008 financial crisis, the interest for the subject area of modelling non-maturity deposits has been growing quickly. The area has been widely analysed from the perspective of a traditional bank where customers foremost have transactional and salary deposits. However, in recent year the Swedish banking sector has become more digitized. LÄS MER

  4. 23. Long Term Forecasting of Industrial Electricity Consumption Data With GRU, LSTM and Multiple Linear Regression

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

    Författare :Roxana Buzatoiu; [2020]
    Nyckelord :Time Series Analysis; Recurrent Neural Networks; long-term Forecasting; Exploratory Data Analysis; Multiple Linear Regression; ACF; PACF; Energy Sector; Tidsserieanalys; återkommande neurala nätverk; långtidsprognoser; undersökande dataanalys; multipel linjär regression; ACF; PACF; energisektor;

    Sammanfattning : Accurate long-term energy consumption forecasting of industrial entities is of interest to distribution companies as it can potentially help reduce their churn and offer support in decision making when hedging. This thesis work presents different methods to forecast the energy consumption for industrial entities over a long time prediction horizon of 1 year. LÄS MER

  5. 24. Payment Volume Forecasting using Hierarchical Regression with SARIMA Errors : Payment Volume Forecasting using Hierarchical Regression with SARIMA Errors

    Master-uppsats, Uppsala universitet/Institutionen för informationsteknologi

    Författare :Fredrik Nilsson; [2020]
    Nyckelord :;

    Sammanfattning : When forecasting financial transaction volumes in different markets, different markets often exhibit similar seasonality patterns and public holiday behavior. In this thesis, an attempt is made at utilizing these similarities to improve forecasting accuracy as compared to forecasting each market individually. LÄS MER

  7. 25. SARIMAX tillförlitlighet vid prediktion av fjärrvärmeförbrukning : En experimentell studie

    Kandidat-uppsats,

    Författare :Abdullaahi Mohamed; Ajdin Zekan; Alexander Eriksson; [2020]
    Nyckelord :SARIMA; SARIMAX; Prophet; district heating; prediction; time series analysis; SARIMA; SARIMAX; Prophet; fjärrvärme; prediktion; tidsserieanalys;

    Sammanfattning : Huvudsyftet med denna studie är att förstå om ett säsongsmässigt autoregressivt integrerat rörligt genomsnitt (SARIMA) -metod pålitligt kan förutsäga extrem variation i värmelaster för en fjärrvärmestation. Genom extrem variation ser vi på den maximala och minsta värmebelastningen per dag mätt i megawattstimmar. LÄS MER