Sökning: "forecast modelling"

Visar resultat 16 - 20 av 76 uppsatser innehållade orden forecast modelling.

  1. 16. DCC-GARCH Estimation

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Christofer Nordström; [2021]
    Nyckelord :Multivariate GARCH; DCC-GARCH; Conditional Correlation; Forecasting; Flerdimensionella GARCH-modeller; DCC-GARCH; Betingad Korrelation; Prognoser;

    Sammanfattning : When modelling more that one asset, it is desirable to apply multivariate modeling to capture the co-movements of the underlying assets. The GARCH models has been proven to be successful when it comes to volatility forecast- ing. LÄS MER

  3. 17. Probabilistic Forecast of Time Series with Transformers and Normalizing Flows

    Master-uppsats, Uppsala universitet/Institutionen för informationsteknologi

    Författare :Seema Negi; [2021]
    Nyckelord :;

    Sammanfattning : Today, machine learning has many applications and is used in different fields and industries. One of its applications is demand forecasting. Future demands play a vital role in any industry. It can help the organization from planning to making the stock levels available to the customer when required. LÄS MER

  4. 18. Prediction of the future trend of e-commerce

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

    Författare :Freja Engström; Disa Nilsson Rojas; [2021]
    Nyckelord :ARIMA; demographics; electronic commerce; ecommerce; machine learning; market analysis; polynomial regression; segmentation; support vector regression.;

    Sammanfattning : In recent years more companies have invested in electronic commerce as a result of more customers using the internet as a tool for shopping. However, the basics of marketing still apply to online stores, and thus companies need to conduct market analyses of customers and the online market to be able to successfully target customers online. LÄS MER

  5. 19. Applying Human-scale Understanding to Sensor-based Data : Generating Passive Feedback to Understand Urban Space Use

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Byggteknik och byggd miljö

    Författare :Adam Eriksson; Hugo Uppling; [2021]
    Nyckelord :movement data modelling; urban space use; forecasting; time series; space syntax; Prophet; citizen passive feedback;

    Sammanfattning : The aim of this thesis is to investigate how parametrization of large-scale person movement data can contribute to describing the use of urban space. Given anonymous coordinate and timestamp data from a sensor observing an open-air mall, movement-based parameters are selected according to public life studies, behavioral mapping, and space syntax tools. LÄS MER

  7. 20. Is there macroeconomic predictive power in Swedish business news?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Erik Ris; [2021]
    Nyckelord :Topic modelling; Sentiment Analysis; Newspaper Data; NLP; Lasso Regression; Business and Economics;

    Sammanfattning : This thesis explores if, and how, what is written in the newspaper can be used to forecast macroeconomic variables such as inflation, unemployment and consumption. A large data set consisting of articles from the largest Swedish business newspaper is transformed using different methods from the Natural Language Processing field. LÄS MER