Sökning: "tidsserieanalys"

Visar resultat 1 - 5 av 75 uppsatser innehållade ordet tidsserieanalys.

  1. 1. A Study Evaluating the Liquidity Risk for Non-Maturity Deposits at a Swedish Niche Bank

    Master-uppsats, KTH/Matematisk statistik

    Författare :Markus Hilmersson; [2020]
    Nyckelord :Financial mathematics; time series analysis; risk management; risk analysis; non-maturing deposits; SARIMA; SARIMAX; BCBS; IRRBB; Finansiell matematik; tidsserieanalys; riskhantering; riskanalys; Icke-tidsbunden inlåning; SARIMA; SARIMAX; BCBS; IRRBB;

    Sammanfattning : Since the 2008 financial crisis, the interest for the subject area of modelling non-maturity deposits has been growing quickly. The area has been widely analysed from the perspective of a traditional bank where customers foremost have transactional and salary deposits. However, in recent year the Swedish banking sector has become more digitized. LÄS MER

  2. 2. How to measure the degree of PIT-ness in a credit rating system for a low default portfolio?

    Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Sigge Ahlqvist; Matteus Arriaza-Hult; [2020]
    Nyckelord :Markov theory; Business cycle; Migration matrix; Directional mobility index; Time series analysis; Spectral analysis; Basel III; PIT-ness; PIT; TTC; Markov teori; Affärscykel; Migrationsmatris; Riktningsrörelsesindex; Tidsserieanalys; Spektralanalys; Basel III; PIT-ness; PIT; TTC;

    Sammanfattning : In order to be compliant with the Basel regulations, banks need to compute two probabilities of default (PDs): point-in-time (PIT) and through-the-cycle (TTC). The aim is to explain fluctuations in the rating system, which are expected to be affected by systematic and idiosyncratic factors. LÄS MER

  3. 3. Generative Adversarial Networks and Natural Language Processing for Macroeconomic Forecasting

    Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :David Evholt; Oscar Larsson; [2020]
    Nyckelord :Machine learning; natural language processing; generative adversarial nets; GAN; LSTM; CNN; macroeconomics; S P500; unemployment; forecasting; Machine learning; natural language processing; generative adversarial nets; GAN; LSTM; CNN; macroeconomics; S P500; unemployment; forecasting;

    Sammanfattning : Macroeconomic forecasting is a classic problem, today most often modeled using time series analysis. Few attempts have been made using machine learning methods, and even fewer incorporating unconventional data, such as that from social media. In this thesis, a Generative Adversarial Network (GAN) is used to predict U.S. LÄS MER

  4. 4. Prognostisering av kapacitet inom sjukvården : En tidsserieanalys

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Elin Eriksson; [2020]
    Nyckelord :tidsserieanalys; sjukvård; sjukvårdsplatser; prognostisering;

    Sammanfattning : Detta arbete har undersökt vilken av två metoder som var bättre för att prognostisera kapaciteten inom sjukvården hos Region Västerbotten. Det ena alternativet var att prognostisera några olika komponenter för att sedan, med en kapacitetsformel, beräkna kapaciteten. LÄS MER

  5. 5. Transformation of Time-based Sensor Data to Material Quality Data in Stainless Steel Production

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Institutionen för informationsteknologi

    Författare :Adam Inersjö; [2020]
    Nyckelord :Time series; Stainless steel; Steel; Sensor data; Digitalization; Aggregation; Continuous production; Outokumpu; Tidsserier; Rostfritt stål; Stål; Sensordata; Digitalisering; Aggregering; Kontinuerlig produktion; Outokumpu;

    Sammanfattning : Quality assurance in the stainless steel production requires large amounts of sensor data to monitor the processing steps. Digitalisation of the production would allow higher levels of control to both evaluate and increase the quality of the end products. LÄS MER