Essays about: "Vector Autoregressive Models"
Showing result 1 - 5 of 54 essays containing the words Vector Autoregressive Models.
-
1. Fractional Cointegration and Price Discovery in FX Markets
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : I employ bivariate fractionally cointegrated vector autoregressive models to analyze price discovery on the EUR/GBP market. Using daily spot rates between 2010 and 2022 along with corresponding one-month and three-month forward rates, I extract parameter estimates for pairwise long-run relationships, each pair containing a spot and a forward. READ MORE
-
2. Algorithmic Approaches to Output Prediction in a Virtual Power Plant
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Virtual Power Plants (VPPs) are an emerging form of technology that allows owners of electricity producing appliances, such as electric vehicles, to partake in a pool of producers of sustainable energy. The Swedish electricity grid owner Svenska Kraftnät hosts a platform where VPPs act as intermediaries between energy producing customers and third party buyers. READ MORE
-
3. Forecasting copper price using VAR and the XGBoost model: an experiment with a relatively small dataset
University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionenAbstract : Given the importance of copper prices to investors, governments, and policymakers, this paper investigates short-term price predictability using VAR and XGBoost models. All models are trained with historical data from November 2021 to December 2022 and using MSE, RMSE and MAE for evaluating the model performance. READ MORE
-
4. Predicting Waveforms with Machine Learning for Efficient Triggering in Monitoring Systems
University essay from Mälardalens universitet/Akademin för innovation, design och teknikAbstract : Energy systems need to evolve to meet the requirements of the modern world and the future. Hence, substantial effort is needed at an academic and industrial level to develop valuable diagnostic techniques. READ MORE
-
5. Towards predictive modelling of solar power productionHandledare: Hadi BanaeeExaminer: Andrey Kiselev© Hadi
University essay from Örebro universitet/Institutionen för naturvetenskap och teknikAbstract : In 2019, 732 solar panels were installed on the roof of a building at Örebro University. Thesolar power production of the facility has been collected in a database in Akademiska Hus,along with several parameters from a weather station in the same building. READ MORE