Sökning: "forecast modelling"

Visar resultat 11 - 15 av 76 uppsatser innehållade orden forecast modelling.

  1. 11. Day-ahead Grid Loss Forecasting : A study of linear and non-linear models when modelling electrical grid losses

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för systemteknik

    Författare :Alicia Söderlind; [2022]
    Nyckelord :Electrical grid losses; Mathematical modelling; ARIMAX; SARIMAX; Neural Networks;

    Sammanfattning : Accurate day-ahead grid loss forecasts are, among other things, essential to determine the electricity price for the upcoming day. The more accurate forecast, the closer the trading on the 'day-ahead' electricity market can become the actual operation the next day, which dedcrease the need for correcting production on the balancing market. LÄS MER

  2. 12. Road De-icing under a Rolling Horizon

    Master-uppsats, Uppsala universitet/Institutionen för informationsteknologi

    Författare :Petr Binko; [2022]
    Nyckelord :;

    Sammanfattning : Road de-icing is part of the winter road maintenance sector, an area of interest to the Uppsala-based company BM System. In order to solve the road de-icing problem, BM System developed an optimisation engine which makes use of a local-search algorithm. LÄS MER

  3. 13. Forecasting energy consumption in Sweden

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jonathan Ferdinand-Dreyfus; [2022]
    Nyckelord :ARIMA; VAR; LSTM; Energy consumption; Machine Learning; Business and Economics;

    Sammanfattning : Machine learning has acquired a lot of attention in the economic forecasting literature in recent years. In this thesis we forecast Swedish energy consumption and compare the forecasting performance of a machine learning technique with that of more traditional time series models. LÄS MER

  4. 14. Volatility Forecasting of an Optimal Portfolio

    Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Författare :Asima Saleemi; [2022]
    Nyckelord :Optimal Portfolio; Volatility modelling and Forecasting; Minimum Variance; ARCH model; GARCH Model; GJR-GARCH Model;

    Sammanfattning : This thesis aims to construct an optimal portfolio and model as well as forecast its volatility. The performance of the optimal portfolio is then compared to two benchmarks, namely, an equally weighted portfolio and the market index SP 500. The volatility is estimated by employing two GARCH-type models known as standard GARCH, and GJR-GARCH. LÄS MER

  5. 15. Flexibility of electricity usage in private households with smart control : Modelling of a smart control system with the aim to reduce the electricity cost of private households with storage units and photovoltaic systems.

    Uppsats för yrkesexamina på avancerad nivå,

    Författare :Marina Pakola; Antonia Arab; [2022]
    Nyckelord :Smart control of electricity usage; optimization; mixed-integer linear programming MILP ; electricity price forecasting; load forecasting; storage systems in private households; electricity costs in Sweden;

    Sammanfattning : High electricity prices have become the title of several news articles recently in Sweden and the prices have experienced large sudden fluctuations during certain periods. In this thesis work, a smart control model for the electricity usage in three different households has been developed with the main purpose to minimize the electricity cost. LÄS MER