Sökning: "Time series modeling"

Visar resultat 1 - 5 av 134 uppsatser innehållade orden Time series modeling.

1. 1. Football Trajectory Modeling Using Masked Autoencoders : Using Masked Autoencoder for Anomaly Detection and Correction for Football Trajectories

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

   Författare :Sandra Tor; [2023]
   Nyckelord :Machine Learning; Autoencoders; Masked autoencoders; Time series; Trajectory modeling; Time series modeling; Anomaly detection; Anomaly correction; Football; Maskininlärning; Autoencoders; Maskerade autoencoders; Tidsserie; Banmodellering; Tidsseriemodellering; Avvikelsedetektering; Avvikelsekorrigering; Fotboll;

   Sammanfattning : Football trajectory modeling is a powerful tool for predicting and evaluating the movement of a football and its dynamics. Masked autoencoders are scalable self-supervised learners used for representation learning of partially observable data. LÄS MER

3. 2. Predicting the Unpredictable – Using Language Models to Assess Literary Quality

   Master-uppsats, Uppsala universitet/Institutionen för lingvistik och filologi

   Författare :Yaru Wu; [2023]
   Nyckelord :perplexity; variance; unpredictability; homogeneity; generative pre-trained models; text generation; literary quality;

   Sammanfattning : People read for various purposes like learning specific skills, acquiring foreign languages, and enjoying the pure reading experience, etc. This kind of pure enjoyment may credit to many aspects, such as the aesthetics of languages, the beauty of rhyme, and the entertainment of being surprised by what will happen next, the last of which is typically featured in fictional narratives and is also the main topic of this project. LÄS MER

4. 3. Modeling Credit Default Swap Spreads with Transformers : A Thesis in collaboration with Handelsbanken

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

   Författare :Johan Luhr; [2023]
   Nyckelord :Machine Learning; Transformer; Finance; Credit Default Swap; Credit Valuation Adjustment; Time Series Data; Maskininlärning; Transformer; Finance; Kreditswapp; Kredit Värderings Justering; Tidsserie data;

   Sammanfattning : In the aftermath of the credit crisis in 2007, the importance of Credit Valuation Adjustment (CVA) rose in the Over The Counter (OTC) derivative pricing process. One important part of the pricing process is to determine Probability of Defaults (PDs) of the counterparty in question. LÄS MER

5. 4. Efficient FE Modeling of Large Casted Parts

   Master-uppsats, KTH/Maskinkonstruktion

   Författare :Lalitha Swetha Amirapu; Haswanth Yalamanchili; [2023]
   Nyckelord :FE modeling; Large casted parts; Meshing techniques; Mid-surface modeling; FE-modellering; Stora gjutna delar; Meshing-tekniker; Mid-Surface modellering;

   Sammanfattning : The design and analysis of large casted parts present significant challenges due to their complex geometry. Finite Element (FE) modeling is a vital tool for understanding the performance of casted components. However, the computational requirements associated with these parts often lead to excessive processing times and resource utilization. LÄS MER

7. 5. Credit Index Forecasting: Stability of an Autoregressive Model

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Melker Wallén; Erik Grimlund; [2023]
   Nyckelord :Credit spreads; Time Series; Credit Risk; Index Modeling; Forecasting; Kreditspreadar; Tidsserier; Kreditrisk; Indexmodellering; Prognoser;

   Sammanfattning : This thesis investigates the robustness and stability of total return series for credit bond index investments. Dueto the challenges which arise for financial institutes and investors in achieving these objectives, we aim to createa forecasting model which matches the statistical properties of historical data, while remaining robust, stable andeasy to calibrate. LÄS MER