Sökning: "seasonal time series"

Visar resultat 1 - 5 av 88 uppsatser innehållade orden seasonal time series.

  1. 1. Predicting Electricity Consumption with ARIMA and Recurrent Neural Networks

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Klara Enerud; [2024]
    Nyckelord :time series forecasting; ARIMA; recurrent neural networks; LSTM; electricity forecasting; EED forecasting;

    Sammanfattning : Due to the growing share of renewable energy in countries' power systems, the need for precise forecasting of electricity consumption will increase. This paper considers two different approaches to time series forecasting, autoregressive moving average (ARMA) models and recurrent neural networks (RNNs). LÄS MER

  3. 2. Marketplace in Ostrava – Market within market

    Master-uppsats, Lunds universitet/Institutionen för arkitektur och byggd miljö

    Författare :Agáta Kocirova; [2024]
    Nyckelord :marketplace; market; The Czech Republic; Czechia; Ostrava; shadow architecture; placemaking; Arts and Architecture;

    Sammanfattning : The market has existed since the time people started trading. In the Czech Republic, and in Ostrava, the history of markets was influenced by a number of circumstances during the past which led into the present situation in the city. LÄS MER

  4. 3. FROM SPACE TO THE SUBSURFACE. Examining Relations Between Vegetation Indices and Local Groundwater Storage.

    Master-uppsats, Göteborgs universitet/Institutionen för geovetenskaper

    Författare :Gustav Antonsson; [2023-11-06]
    Nyckelord :;

    Sammanfattning : This study aimed to examine the relationship between vegetation indices, NDVI and NDWI, and groundwater levels in the county of Kalmar, utilizing correlation and regression analysis. Further, by examining related geospatial features the study aimed to interpret the statistical outcomes to identify significant temporal and spatial patterns. LÄS MER

  5. 4. Spatio-temporal analysis of COVID-19 in Västra Götaland, Sweden

    Master-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

    Författare :Natalia Andreeva; [2023-08-23]
    Nyckelord :;

    Sammanfattning : Spatio-temporal analysis of COVID-19 data with the two different statistical approaches is the main objective of this thesis. The first classical approach, the Endemic-Epidemic framework (Held et al., 2005) is a class of multivariate time-series models for the incidence counts, obtained from the surveillance systems. LÄS MER

  7. 5. The granddaddy of underreaction events: Post-earnings announcement drift and information noisiness on the Swedish market

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Sofia Berlin; Gustav Sandelin; [2023]
    Nyckelord :Post-earnings announcement drift; market efficiency; earnings surprises; information noisiness; stock price synchronicity;

    Sammanfattning : This paper aims to answer the question of whether there is an existence of post-earnings announcement drift on the Swedish stock market and to what extent it can be explained by information noisiness. A sample of publicly listed firms on the Swedish stock market from 2002 to 2019 is used and the research design includes four different approaches to estimating earnings surprises which is a crucial step in investigating PEAD. LÄS MER