Sökning: "neural network autoregression"

Hittade 5 uppsatser innehållade orden neural network autoregression.

  1. 1. Forecasting Monthly Swedish Air Traveler Volumes

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Mark Becker; Peter Jarvis; [2023]
    Nyckelord :Forecasting; SARIMA; Neural network autoregression; Exponential smoothing; the Prophet model; Random Walk; MAE; MAPE; RMSE;

    Sammanfattning : In this paper we conduct an out-of-sample forecasting exercise for monthly Swedish air traveler volumes. The models considered are multiplicative seasonal ARIMA, Neural network autoregression, Exponential smoothing, the Prophet model and a Random Walk as a benchmark model. LÄS MER

  3. 2. Neural Ordinary Differential Equations for Anomaly Detection

    Master-uppsats, KTH/Matematisk statistik

    Författare :Jón Hlöðver Friðriksson; Erik Ågren; [2021]
    Nyckelord :Anomaly detection; Neural ordinary differential equations; Statistical modelling; Autoregression; Variational autoencoder; Multivariate time series; Anomalidetektion; Neurala ordinära differentialekvationer; Statistisk modellering; Autoregression; Variational autoencoder; Multivariat tidsserie;

    Sammanfattning : Today, a large amount of time series data is being produced from a variety of different devices such as smart speakers, cell phones and vehicles. This data can be used to make inferences and predictions. Neural network based methods are among one of the most popular ways to model time series data. LÄS MER

  4. 3. Forecasting anomalies in time series data from online production environments

    Master-uppsats, Linköpings universitet/Institutionen för datavetenskap

    Författare :Raymond Sseguya; [2020]
    Nyckelord :Infor Sweden AB; time series forecasting; anomaly detection; ARIMA; neural network autoregression; eXtreme Gradient Boosting package;

    Sammanfattning : Anomaly detection on time series forecasts can be used by many industries in especially forewarning systems that can predict anomalies before they happen. Infor (Sweden) AB is software company that provides Enterprise Resource Planning cloud solutions. LÄS MER

  5. 4. Machine Learning for Forecasting Signal Strength in Mobile Networks

    Master-uppsats, Linköpings universitet/Statistik och maskininlärning

    Författare :Nikolajs Prihodko; [2018]
    Nyckelord :machine learning; time series; forecasting; mobile networks; var; neural networks; gru; gaussian processes; hyperparameter optimization;

    Sammanfattning : In this thesis we forecast the future signal strength of base stations in mobile networks. Better forecasts might improve handover of mobile phones between base stations, thus improving overall user experience. Future values are forecast using a series of past sig- nal strength measurements. LÄS MER

  7. 5. The art of forecasting – an analysis of predictive precision of machine learning models

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Marcus Kalmár; Joel Nilsson; [2016]
    Nyckelord :Random Forest; Neural Network; forecasting; simulation; vector autoregression; time series;

    Sammanfattning : Forecasting is used for decision making and unreliable predictions can instill a false sense of condence. Traditional time series modelling is astatistical art form rather than a science and errors can occur due to lim-itations of human judgment. LÄS MER