Essays about: "time-series data set"
Showing result 1 - 5 of 174 essays containing the words time-series data set.
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1. Predicting Patent Data using Wavelet Regression and Bayesian Machine Learning
University essay from KTH/Matematik (Avd.)Abstract : Patents are a fundamental part of scientific and engineering work, ensuringprotection of inventions owned by individuals or organizations. Patents areusually made public 18 months after being filed to a patent office, whichmeans that current publicly available patent data only provides informationabout the past. READ MORE
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2. Forecasting With Feature-Based Time Series Clustering
University essay from Jönköping University/Tekniska HögskolanAbstract : Time series prediction plays a pivotal role in various areas, including for example finance, weather forecasting, and traffic analysis. In this study, time series of historical sales data from a packaging manufacturer is used to investigate the effects that clustering such data has on forecasting performance. READ MORE
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3. Robust Statistical Jump Models with Feature Selection
University essay from Lunds universitet/Matematisk statistikAbstract : A large area in statistics and machine learning is cluster analysis. This field of research concerns the design of algorithms that allow computers to automatically categorize a set of observations into different groups in a reasonable way, without any prior information about which observations belongs to which group. READ MORE
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4. On modelling OMXS30 stocks - comparison between ARMA models and neural networks
University essay from Uppsala universitet/Matematiska institutionenAbstract : This thesis compares the results of the performance of the statistical Autoregressive integrated moving average (ARIMA) model and the neural network Long short-term model (LSTM) on a data set, which represents a market index. Both models are used to predict monthly, daily, and minute close prices of the OMX Stockholm 30 Index. READ MORE
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5. Flight to climate: liquidity commonality in brown equities
University essay from Stockholms universitet/Företagsekonomiska institutionenAbstract : Emerging ESG studies have established a negative equilibrium correlation between ESG factors and stock returns in an economy predominately influenced by investors with nonpecuniary preference over high ESG credentials. However, little research has delved into a potential systematic liquidity risk phenomenon associated with aggregate trading activities of ESG-motivated investors who share a common nonzero ESG preference component in their utility function. READ MORE