Essays about: "ARIMAX model"
Showing result 1 - 5 of 8 essays containing the words ARIMAX model.
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1. Modelling Non-Maturing Deposits: Examining the Impact of Repo Rates and Volume Dynamics on Valuation Using Regression, Time Series Analysis, and Vasicek Methods
University essay from KTH/Matematik (Avd.)Abstract : This thesis focuses on modelling non-maturing deposits (NMD) and has been written in collaboration with Svenska Handelsbanken. The methodology includes regression analysis and time series analysis, with the Repo rate serving as an exogenous variable in both models. READ MORE
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2. Day-ahead Grid Loss Forecasting : A study of linear and non-linear models when modelling electrical grid losses
University essay from Uppsala universitet/Avdelningen för systemteknikAbstract : Accurate day-ahead grid loss forecasts are, among other things, essential to determine the electricity price for the upcoming day. The more accurate forecast, the closer the trading on the 'day-ahead' electricity market can become the actual operation the next day, which dedcrease the need for correcting production on the balancing market. READ MORE
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3. Predicting Revenue with Price Indices for Baskets of Spare Parts using Machine Learning
University essay from KTH/Matematisk statistikAbstract : Companies in the spare part industry can implement a variety of different pricing techniques, which have traditionally been done through personnel know-how and industry conventions. One such technique is the use of price indices to track sales performance. READ MORE
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4. Forecasting Daily Supermarkets Sales with Machine Learning
University essay from KTH/Optimeringslära och systemteoriAbstract : Improved sales forecasts for individual products in retail stores can have a positive effect both environmentally and economically. Historically these forecasts have been done through a combination of statistical measurements and experience. READ MORE
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5. Single and multiple step forecasting of solar power production: applying and evaluating potential models
University essay from Uppsala universitet/Institutionen för teknikvetenskaperAbstract : The aim of this thesis is to apply and evaluate potential forecasting models for solar power production, based on data from a photovoltaic facility in Sala, Sweden. The thesis evaluates single step forecasting models as well as multiple step forecasting models, where the three compared models for single step forecasting are persistence, autoregressive integrated moving average (ARIMA) and ARIMAX. READ MORE