Essays about: "Time series analysis and forecasting"

Showing result 1 - 5 of 100 essays containing the words Time series analysis and forecasting.

1. 1. Forecasting With Feature-Based Time Series Clustering

   University essay from Jönköping University/Tekniska Högskolan

   Author : Conrad Tingström; Johan Åkerblom Svensson; [2023]
   Keywords : demand forecasting; time series prediction; time series clustering;

   Abstract : Time series prediction plays a pivotal role in various areas, including for example finance, weather forecasting, and traffic analysis. In this study, time series of historical sales data from a packaging manufacturer is used to investigate the effects that clustering such data has on forecasting performance. READ MORE

3. 2. Evaluating Brain-Inspired Machine Learning Models for Time Series Forecasting: A Comparative Study on Dynamical Memory in Reservoir Computing and Neural Networks

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Eddie Nevander Hellström; Johan Slettengren; [2023]
   Keywords : ;

   Abstract : Brain-inspired computing is a promising research field, with potential to encouragebreakthroughs within machine learning and enable us to solve complex problems in a moreefficient way. This study aims to compare the performance of brain-like machine learningalgorithms for time series forecasting. READ MORE

4. 3. Artificial Neural Networks for Financial Time Series Prediction

   University essay from Stockholms universitet/Institutionen för data- och systemvetenskap

   Author : Dana Malas; [2023]
   Keywords : artificial neural networks; time series analysis; deep learning; finance; long short-term memory; simple moving average;

   Abstract : Financial market forecasting is a challenging and complex task due to the sensitivity of the market to various factors such as political, economic, and social factors. However, recent advances in machine learning and computation technology have led to an increased interest in using deep learning for forecasting financial data. READ MORE

5. 4. CryptoCurrency Time Series analysis : Comparative analysis between LSTM and BART Algorithm

   University essay from Blekinge Tekniska Högskola/Institutionen för datavetenskap

   Author : Lakshmi Vyshnavi Nerella; Chiranjeevi Ponnada; [2023]
   Keywords : ;

   Abstract : Background: Cryptocurrency is an innovative digital or virtual form of money thatuses cryptographic techniques for secured financial transactions within a decentralized structure. Due to its high volatility and susceptibility to external factors, itis difficult to understand its behavior which makes accurate predictions challengingfor the investors who are trying to forecast price changes and make profitable investments. READ MORE

6. 5. 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.)

   Author : Alexandra Benckert; My Loft; [2023]
   Keywords : Non-maturing deposits; ARIMAX model; Regression analysis; Deposit volume modelling; Vasicek model for short rate; Interest rate sensitivity; Valuation of non-maturing deposits.; Icke tidsbunden inlåning; ARIMAX-modellen; Regressionsanalys; Modellering av inlåningsvolym; Vasicek-modellen för kort ränta; Räntekänslighet; Värdering av icke tidsbunden inlåning.;

   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