Essays about: "Vector Autoregressive Models"

Showing result 6 - 10 of 54 essays containing the words Vector Autoregressive Models.

1. 6. Multivariate Time Series Prediction for DevOps : A first Step to Fault Prediction of the CI Infrastructure

   University essay from Linköpings universitet/Statistik och maskininlärning

   Author : Yiran Wang; [2022]
   Keywords : VAR; LSTM; BiLSTM; time series; CI; DevOps;

   Abstract : The continuous integration infrastructure (CI servers) is commonly used as a shared test environment due to the need for collaborative and distributive development for the software products under growing scale and complexity in recent years. To ensure the stability of the CI servers, with the help of the constantly recorded measurement data of the servers, fault prediction is of great interest to software development companies. READ MORE

3. 7. PREDICTING TRADED VOLUMES OF RENEWABLE ENERGY CERTIFICATES : A comparison of different time series forecasting methods

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

   Author : Stina Magnusson; Ebba Sköld; [2022]
   Keywords : Sales Forecasting; SARIMA; Machine Learning Models; Neural Networks; Renewable Energy Certificates;

   Abstract : Predicting sales is an important step for many business processes. Several forecasting methods have been applied to uncountable different problems, however with no present research found in the area of renewable energy certificates. READ MORE

4. 8. Towards predictive modelling of solar power production

   University essay from Örebro universitet/Institutionen för naturvetenskap och teknik

   Author : Hadi Ilani; [2022]
   Keywords : solar power production; Machine learning; Predictive models; solenergiproduktion; maskininlärning; prediktiv modell;

   Abstract : År 2019 installerades 732 solpaneler på taket i ett hus i Örebro universitet. Energiproduktionenav anläggningen samlades i en databas i Akademiska Hus med ett antal parametrar från enväderstation i samma hus. READ MORE

5. 9. An Efficient Market Study of European CDS and Equity Markets

   University essay from Umeå universitet/Företagsekonomi

   Author : Fredric Wållberg; Leo Lundberg; [2022]
   Keywords : Efficient Market Theory; Financial Crash; Price Discovery Process; CDS;

   Abstract : This thesis investigates the price discovery process between the stock and the credit default swap market (CDS). We link the financial theory of efficient markets and the underlying models and conditions involved in CDSs, the stock market and financial crashes. READ MORE

6. 10. Quantitative Easing and Bubble Formation in Real-Estate : A study of the relationship between novel monetary policies and speculative bubbles in the Swedish real-estate market

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Axel Öhlund; Anna Domnina; [2021]
   Keywords : Large-scale asset purchasing program; Quantitative easing; Vector Autoregression; Riksbanken; Housing Bubble; Speculative Bubbles; Unconventional Monetary Policy;

   Abstract : This thesis aims to study how much of price appreciations on the Swedish real-estate market in recent times have been fundamentally warranted, as well as if the unconventional monetary policies implemented by the Swedish central bank have had any interaction with these price escalations. The methodology employed to research this is divided into two parts. READ MORE