Essays about: "holt winters"

Showing result 11 - 15 of 16 essays containing the words holt winters.

  1. 11. Evaluating the Impacts of the Swedish Aviation Tax

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Sofia Fors; Beatrice Ljung; [2019]
    Keywords : The Swedish aviation tax; Event study; Market model; Mean model; Holt-Winters model; Price elasticity; Business and Economics;

    Abstract : The 1st of April 2018 an aviation tax was implemented in Sweden. With an event study approach this paper aims to provide an understanding of the outcome of the new policy. READ MORE

  3. 12. AUTOMATED OPTIMAL FORECASTING OF UNIVARIATE MONITORING PROCESSES : Employing a novel optimal forecast methodology to define four classes of forecast approaches and testing them on real-life monitoring processes

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

    Author : Stanislav Razroev; [2019]
    Keywords : predictions; forecasting; optimal forecasting; forecast classes; optimality rules; ensemble forecasting; state switching; combinational forecasting; optimality framework; exponential smoothing; ARIMA; ARMA; SARIMA; Double-Seasonal Holt-Winters; time series; Wikipedia; Wikimedia; Wikipedia data; Twitter; Twitter data; electricity data; monitoring processes; monitoring process; monitoring; error metrics; outliers; missing values;

    Abstract : This work aims to explore practical one-step-ahead forecasting of structurally changing data, an unstable behaviour, that real-life data connected to human activity often exhibit. This setting can be characterized as monitoring process. READ MORE

  4. 13. Anomaly Detection in Time Series Data Based on Holt-Winters Method

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

    Author : Adam Aboode; [2018]
    Keywords : data quality; anomaly detection; time series data; Holt-Winters method;

    Abstract : In today's world the amount of collected data increases every day, this is a trend which is likely to continue. At the same time the potential value of the data does also increase due to the constant development and improvement of hardware and software. READ MORE

  5. 14. Forecasting Non-Maturing Liabilities

    University essay from KTH/Matematisk statistik

    Author : Adrian Ahmadi-Djam; Sean Belfrage Nordström; [2017]
    Keywords : ;

    Abstract : With ever increasing regulatory pressure financial institutions are required to carefully monitor their liquidity risk. This Master thesis focuses on asserting the appropriateness of time series models for forecasting deposit volumes by using data from one undisclosed financial institution. READ MORE

  6. 15. Anomaly Detection in Signaling Data Streams : A Time-Series Approach

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

    Author : Sofia Thorén; Richard Sörberg; [2017]
    Keywords : ;

    Abstract : This work has aimed to develop a method which can be used in order to detect anomalies in signaling data streams at a telecommunication company. It has been done by modeling and evaluating three prediction models and two detection methods. READ MORE