Essays about: "Box-Jenkins"

Showing result 1 - 5 of 14 essays containing the word Box-Jenkins.

  1. 1. Short-term forecasting Swedish annual real GDP growth using SARIMA models : A study in forecasting current year Swedish annual real GDP growth using SARIMA models with the Box-Jenkins methodology as a general framework

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Mark Becker; [2023]
    Keywords : SARIMA; ARIMA; ARMA; Box-Jenkins; Real GDP; MAE;

    Abstract : Simulated current year annual real GDP growth forecasts for 2015-2021 are made using a chosen SARIMA model, with the Box-Jenkins methodology as a general modelling framework. The forecasts are compared to the actual outcomes and the Absolute Errors (AE) and the Mean Absolute Errors (MAE) are calculated for each year. READ MORE

  3. 2. Inflation Index for the House and Content Portfolio : A Model to Calculate the Future Claim Costs for Trygg-Hansa

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Nadine Eklund; [2023]
    Keywords : Inflation Index; Claim Costs; Time Series Forecasting; Trygg-Hansa;

    Abstract : Trygg-Hansa is a Swedish insurance company that specializes in business insurance, home insurance, vehicle insurance, and personal insurance. This work focuses on Trygg-Hansa’s House and Content portfolio, which insures customers’ homes, both the building itself and its contents. READ MORE

  4. 3. Evaluation of Machine Learning Methods for Time Series Forecasting on E-commerce Data

    University essay from KTH/Matematisk statistik

    Author : Peter Abrahamsson; Niklas Ahlqvist; [2022]
    Keywords : Thesis; Time Series; Machine Learning; E-commerce; Demand Forecasting; Multiple Linear Regression; SARIMAX; XGBoost; LSTM; Model Evaluation; Examensarbete; tidsserier; maskininlärning; e-handel; efterfrågeprognoser; multipel linjär regression; SARIMAX; XGBoost; LSTM; modellutvärdering;

    Abstract : Within demand forecasting, and specifically within the field of e-commerce, the provided data often contains erratic behaviours which are difficult to explain. This induces contradictions to the common assumptions within classical approaches for time series analysis. Yet, classical and naive approaches are still commonly used. READ MORE

  5. 4. The Effect of Online Advertising in a Digital World : Predicting Website Visits with Dynamic Regression

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Martin Björklund; Felix Hasselblad; [2021]
    Keywords : dynamic regression; prediction; forecasting; time series; machine learning; backward elimination; marketing; advertising;

    Abstract : The goal of the thesis is to accurately predict future values of a company’s website visits and to estimate the uncertainty of those predictions. To achieve this, a dynamic regression model with an ARIMA error term is considered, using advertisement spending with lags and dummy variables for Black Friday and weekdays as predictors. READ MORE

  6. 5. Application of Financial Conditions Index on the Swedish Housing Market

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Otto Dahlin; [2021]
    Keywords : ;

    Abstract : The objective of this paper is to study what financial conditions determine the development of Swedish housing activity. For this purpose, this paper explores the possibilities of constructing a monthly financial conditions index (FCI) for the domestic housing activity between January 2009 and September 2021. READ MORE