Essays about: "Vector Autoregressive Models"

Showing result 11 - 15 of 54 essays containing the words Vector Autoregressive Models.

  1. 11. Phase-Out Demand Forecasting : Predictive modeling on forecasting product life cycle

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

    Author : Shadman Ahmed; [2020]
    Keywords : ;

    Abstract : The phase-out stage in a product life cycle can face unpredictable demand. Accurate forecast of the phase-out demand can help supply chain managers to control the number of obsolete inventories. Consequently, having a positive effect in terms of resources and lower scrap costs. READ MORE

  3. 12. Adding external factors in Time Series Forecasting : Case study: Ethereum price forecasting

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

    Author : José María Vera Barberán; [2020]
    Keywords : Time-series; Forecasting; Pattern-based models; ARIMA; LSTM; Tidsserier; Prognoser; Mönsterbaserade modeller; ARIMA; LSTM;

    Abstract : The main thrust of time-series forecasting models in recent years has gone in the direction of pattern-based learning, in which the input variable for the models is a vector of past observations of the variable itself to predict. The most used models based on this traditional pattern-based approach are the autoregressive integrated moving average model (ARIMA) and long short-term memory neural networks (LSTM). READ MORE

  4. 13. Public transport origin-destination matrices: pattern recognition and short-term prediction

    University essay from KTH/Numerisk analys, NA

    Author : Francesco Ferranti; [2020]
    Keywords : Statistics; machine learning; clustering; regression; OD matrices; Statistics; machine learning; clustering; regression; OD matrices;

    Abstract : Origin-Destination (OD) matrices are an essential tool in transport planning and management to model user travel patterns. An OD matrix is a picture of the public transport passengers demand in a specific temporal window The use of the metropolitan transportation system as an alternative to private cars enables a decrease of CO2 emissions, air pollution and traffic noise. READ MORE

  5. 14. Multiple Time Series Analysis of Freight Rate Indices

    University essay from KTH/Matematisk statistik

    Author : Simon Koller; [2020]
    Keywords : VAR; Vector Autoregression; Impulse Response Function; Forecasting; Freight Rates; Shipping; Seaborne trade; BDI; BDTI.; VAR; Vektor Autoregression; Impulse Response Function; Prognostisering; Fraktrater; Sjöfart; Sjöburen Frakt; BDI; BDTI.;

    Abstract : In this master thesis multiple time series of shipping industry and financial data are analysed in order to create a forecasting model to forecast freight rate indices. The data of main interest which are predicted are the two freight rate indices, BDI and BDTI, from the Baltic Exchange. READ MORE

  6. 15. The Effects of the Swiss Currency Floor on the Exchange Rate Pass-Through in Switzerland. A Structural VAR Analysis.

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Costanza Gai; [2020]
    Keywords : Exchange rate pass-through; Switzerland; VAR; Consumer Prices; Import Prices;

    Abstract : The Swiss Franc experienced a substantial appreciation following the financial and the Euro crises in 2008 and 2011. In response to deflationary pressures, the Swiss National Bank set an exchange rate floor of 1.20 Swiss Francs per Euro in September 2011. The floor was discontinued in January 2015. READ MORE