Sökning: "prognoser av tidsserier"

Visar resultat 1 - 5 av 34 uppsatser innehållade orden prognoser av tidsserier.

1. 1. Dataset characteristics effect on time series forecasting : comparison of statistical and deep learning models

   Kandidat-uppsats, Högskolan i Halmstad/Akademin för informationsteknologi

   Författare :Adam Ahlman; Adam Taylor; [2023]
   Nyckelord :Time Series; Forecasting;

   Sammanfattning : Time series are points of data measured throughout time in equally spaced periods. They present characteristics such as level, noise, trend, seasonality, and outliers. Time series forecasting is the attempt to predict single or multiple future values. LÄS MER

3. 2. 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

4. 3. Optimizing Resource Allocation in Kubernetes : A Hybrid Auto-Scaling Approach

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

   Författare :Brando Chiminelli; [2023]
   Nyckelord :Cloud computing; Microservices; Kubernetes; Container Orchestration; Auto-Scaling; Horizontal Pod Autoscaler HPA ; WorkloadPrediction; Time-Series Forecasting; Molntjänster; Mikrotjänster; Kubernetes; Containerorkestrering; Automatisk Skalning; Horizontal Pod Autoscaler HPA ; Förutsägelse avArbetsbelastning; Prognoser för Tidsserier;

   Sammanfattning : This thesis focuses on addressing the challenges of resource management in cloud environments, specifically in the context of running resource-optimized applications on Kubernetes. The scale and growth of cloud services, coupled with the dynamic nature of workloads, make it difficult to efficiently manage resources and control costs. LÄS MER

5. 4. Forecasting post COVID-19 : How to improve forecasting models’ performance when training data has been aected by exceptional events like COVID-19 pandemic?

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

   Författare :Lina Shrebati; [2023]
   Nyckelord :Time Series; Forecasting; COVID-19; Data processing; Optimal transport; Tidsserier; Prognoser; COVID-19; Databehandling; Optimal transport;

   Sammanfattning : Almost every company around the world were aected by the COVID-19 crisis and the government measures that were taken to slow the spread of the virus. The impact the crisis had on the economy caused the appearance of anomalies in the data collected by companies : such as abnormal trend, seasonality etc. LÄS MER

7. 5. 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.)

   Författare :Simon Wahlberg; [2022]
   Nyckelord :RNN; LSTM; GRU; vector autoregression; implied volatility surface; stock loan; equity options; multivariate time-series analysis; financial mathematics.; Rekursiva neurala nätverk; LSTM; GRU; VAR; implicerade volatilitetsytor; aktielån; aktieoptioner; multidimensionell tidsserieanalys; finansiell matematik.;

   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