Essays about: "auto regressive moving average"

Showing result 1 - 5 of 11 essays containing the words auto regressive moving average.

  1. 1. Exchange Rate Analysis Between the U.S. Dollar and the Japanese Yen

    University essay from Uppsala universitet/Statistik, AI och data science

    Author : Yuta Sakiyama; [2023]
    Keywords : ;

    Abstract : The exchange data between the U.S. Dollar and Japanese Yen are analyzed with three models called the Auto-Regressive Integrated Moving- Average (ARIMA) model, the Generalized Auto-Regressive Conditional Heteroscedastic (GARCH) model, and the Fractional Differencing model. READ MORE

  2. 2. Data-Driven Traffic Forecasting for Completed Vehicle Simulation: : A Case Study with Volvo Test Trucks

    University essay from Luleå tekniska universitet/Institutionen för system- och rymdteknik

    Author : Samaneh Shahrokhi; [2023]
    Keywords : supervised machine learning; traffic forecasting; vehicle presence prediction; binary classification; ensemble learning; feature engineering; hyperparameter tuning; data-driven analysis;

    Abstract : This thesis offers a thorough investigation into the application of machine learning algorithms for predicting the presence of vehicles in a traffic setting. The research primarily focuses on enhancing vehicle simulation by employing data-driven traffic prediction methods. The study approaches the problem as a binary classification task. READ MORE

  3. 3. Data Trustworthiness Assessment for Traffic Condition Participatory Sensing Scenario

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

    Author : Hairuo Gao; [2022]
    Keywords : Participatory sensing; Data trustworthiness assessment; Anomaly detection; Traffic prediction; Deep neural network; Deltagande avkänning; Bedömning av uppgifternas tillförlitlighet; Upptäckt av anomalier; Trafikprognoser; Djupt neuralt nätverk;

    Abstract : Participatory Sensing (PS) is a common mode of data collection where valuable data is gathered from many contributors, each providing data from the user’s or the device’s surroundings via a mobile device, such as a smartphone. This has the advantage of cost-efficiency and wide-scale data collection. READ MORE

  4. 4. Short-term Forecasting of EV Charging Stations Power Consumption at Distribution Scale

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

    Author : Milan Clerc; [2022]
    Keywords : Electric Vehicles; Electrical grid; Ancillary services; Time series; Gradient Boosted Trees; Recurrent Neural Networks; ARIMA.; Elbilar; Elnät; Tidsserie; Återkommande neurala nätverk; Maskininlärning.;

    Abstract : Due to the intermittent nature of renewable energy production, maintaining the stability of the power supply system is becoming a significant challenge of the energy transition. Besides, the penetration of Electric Vehicles (EVs) and the development of a large network of charging stations will inevitably increase the pressure on the electrical grid. READ MORE

  5. 5. Machine LearningMethods for Forecasting Product Demand: A case study with telecommunications software

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Meghan Byars; [2021]
    Keywords : demand forecasting; machine learning; time series forecasting; random forest; SARIMA;

    Abstract : There is a lack of evidence pointing to an optimal method for demand forecasting. This paper joins the collection of studies that forecast demand using a combination of machine learning methods. READ MORE