Essays about: "ARIMAX"

Showing result 1 - 5 of 9 essays containing the word ARIMAX.

  1. 1. Modelling Non-Maturing Deposits: Examining the Impact of Repo Rates and Volume Dynamics on Valuation Using Regression, Time Series Analysis, and Vasicek Methods

    University essay from KTH/Matematik (Avd.)

    Author : Alexandra Benckert; My Loft; [2023]
    Keywords : Non-maturing deposits; ARIMAX model; Regression analysis; Deposit volume modelling; Vasicek model for short rate; Interest rate sensitivity; Valuation of non-maturing deposits.; Icke tidsbunden inlåning; ARIMAX-modellen; Regressionsanalys; Modellering av inlåningsvolym; Vasicek-modellen för kort ränta; Räntekänslighet; Värdering av icke tidsbunden inlåning.;

    Abstract : This thesis focuses on modelling non-maturing deposits (NMD) and has been written in collaboration with Svenska Handelsbanken. The methodology includes regression analysis and time series analysis, with the Repo rate serving as an exogenous variable in both models. READ MORE

  3. 2. Day-ahead Grid Loss Forecasting : A study of linear and non-linear models when modelling electrical grid losses

    University essay from Uppsala universitet/Avdelningen för systemteknik

    Author : Alicia Söderlind; [2022]
    Keywords : Electrical grid losses; Mathematical modelling; ARIMAX; SARIMAX; Neural Networks;

    Abstract : Accurate day-ahead grid loss forecasts are, among other things, essential to determine the electricity price for the upcoming day. The more accurate forecast, the closer the trading on the 'day-ahead' electricity market can become the actual operation the next day, which dedcrease the need for correcting production on the balancing market. READ MORE

  4. 3. Predictions of groundwater-level data using Transfer functions and ARIMAX-models

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

    Author : Sara Freyland; [2022]
    Keywords : ;

    Abstract : This master thesis compares the forecasting ability of Transfer function models and ARIMAX-models on monthly groundwater-level data from Sweden. The results are also compared to findings from earlier reports on the same data but with different models. Precipitation and the four seasons are used as covariates when fitting the models. READ MORE

  5. 4. Predicting Revenue with Price Indices for Baskets of Spare Parts using Machine Learning

    University essay from KTH/Matematisk statistik

    Author : Valery Ivinskiy; Kevin Olsson; [2021]
    Keywords : Master Thesis; Predicting revenue using price; Machine Learning; Time Series; Price Index; Examensarbete; Prediktering av omsättning genom pris; Maskininlärning; Tidserier; Prisindex;

    Abstract : Companies in the spare part industry can implement a variety of different pricing techniques, which have traditionally been done through personnel know-how and industry conventions. One such technique is the use of price indices to track sales performance. READ MORE

  6. 5. Forecasting Daily Supermarkets Sales with Machine Learning

    University essay from KTH/Optimeringslära och systemteori

    Author : Daniel Fredén; Hampus Larsson; [2020]
    Keywords : Statistics; applied mathematics; machine learning; retail industry; time-series; forecasts; neural network; XGBoost; ARIMA; ARIMAX; Facebook Prophet; Prophet; LSTM; Statistik; tillämpad matematik; maskininlärning; livsmedelsindustrin; prognostisering tidsserier; neurala nätverk; XGBoost; ARIMA; ARIMAX; Facebook Prophet; Prophet; LSTM;

    Abstract : Improved sales forecasts for individual products in retail stores can have a positive effect both environmentally and economically. Historically these forecasts have been done through a combination of statistical measurements and experience. READ MORE