Sökning: "forecast multivariate"
Visar resultat 1 - 5 av 34 uppsatser innehållade orden forecast multivariate.
1. Restaurant Daily Revenue Prediction : Utilizing Synthetic Time Series Data for Improved Model Performance
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för beräkningsvetenskapSammanfattning : This study aims to enhance the accuracy of a demand forecasting model, XGBoost, by incorporating synthetic multivariate restaurant time series data during the training process. The research addresses the limited availability of training data by generating synthetic data using TimeGAN, a generative adversarial deep neural network tailored for time series data. LÄS MER
2. Title: Does Bitcoin hedge inflation risk? A multivariate time series analysis
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This thesis investigates whether Bitcoin can be considered a valuable hedge against inflation risk. The research examines the relationship between Bitcoin and inflation, the two variables' forecast ability, and how an exogenous shock simulated on one variable affects the other. LÄS MER
3. Time Dependencies Between Equity Options Implied Volatility Surfaces and Stock Loans, A Forecast Analysis with Recurrent Neural Networks and Multivariate Time Series
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : Synthetic short positions constructed by equity options and stock loan short sells are linked by arbitrage. This thesis analyses the link by considering the implied volatility surface (IVS) at 80%, 100%, and 120% moneyness, and stock loan variables such as benchmark rate (rt), utilization, short interest, and transaction trends to inspect time-dependent structures between the two assets. LÄS MER
4. Multivariate Time series Forecasting with applied Machine Learning on Electrical signals from High-Voltage Direct Current Equipment - Valve Cooling System
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för systemteknikSammanfattning : In a sustainable society, utilizing intermittent renewable power plants is an important building block for achieving green power production. However, the power production from these sources, e.g. LÄS MER
5. Forecasting checking account balance : Using supervised machine learning
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för systemteknikSammanfattning : The introduction of open banking has made it possible for companies to build the next generation of applications based on transactional data. Enabling economic forecasts which private individuals can use to make responsible financial decisions. This project investigated forecasting account balances using supervised learning. LÄS MER