Essays about: "Akaike Information Criterion AIC"

Showing result 1 - 5 of 12 essays containing the words Akaike Information Criterion AIC.

1. 1. Forecasting Volatility of Ether- An empirical evaluation of volatility models and their capacity to forecast one-day-ahead volatility of Ether

   University essay from Göteborgs universitet/Graduate School

   Author : Johannes Marmdal; Adam Törnqvist; [2023-06-29]
   Keywords : Forecast; Volatility; Ether; GARCH; EWMA; SMA;

   Abstract : This study evaluates the performance of volatility models in forecasting one-day-ahead volatility of the cryptocurrency Ether. The selected models are: GARCH, EGARCH, GJR-GARCH, SMA9, SMA20, and EWMA. We investigate both in-sample performance and out-of-sample performance. READ MORE

3. 2. 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

4. 3. Genre-based Video Clustering using Deep Learning : By Extraction feature using Object Detection and Action Recognition

   University essay from Linköpings universitet/Statistik och maskininlärning

   Author : Abhinay Vellala; [2021]
   Keywords : Bag-of-features; Object detection; Action recognition; Multinomial mixture model;

   Abstract : Social media has become an integral part of the Internet. There have been users across the world sharing content like images, texts, videos, and so on. There is a huge amount of data being generated and it has become a challenge to the social media platforms to group the content for further usage like recommending a video. READ MORE

5. 4. Comparison of Multiple Models for Diabetes Using Model Averaging

   University essay from Uppsala universitet/Institutionen för farmaci

   Author : Alex Al-Mashat; [2021]
   Keywords : pharmacometrics; population pharmacokinetics; pop-pk; pop-PK diabetes; model averaging; MA; cross-validation; cv; CV; akaike information criterion; Akaike; aic; AIC; MPG; mpg; FPG; fpg; FPI; fpi; HbA1c; hba1c; farmakometri; populationsfarmakokinetik; diabetes; model averaging; MA; cross-validation; cv; CV; akaike; Akaike; aic; AIC; MPG; mpg; FPG; fpg; FPI; fpi; HbA1c; hba1c;

   Abstract : Pharmacometrics is widely used in drug development. Models are developed to describe pharmacological measurements with data gathered from a clinical trial. The information can then be applied to, for instance, safely establish dose-response relationships of a substance. READ MORE

6. 5. Dynamic prediction of repair costs in heavy-duty trucks

   University essay from Linköpings universitet/Statistik och maskininlärning

   Author : Lakshidaa Saigiridharan; [2020]
   Keywords : Hurdle Gamma model; Hierarchical hurdle Gamma model; Generalized linear model GLM ; Supervised Machine Learning; feature selection; Akaike Information Criterion AIC ; prediction of repair costs; heavy-duty trucks; truck variants; operational features;

   Abstract : Pricing of repair and maintenance (R&M) contracts is one among the most important processes carried out at Scania. Predictions of repair costs at Scania are carried out using experience-based prediction methods which do not involve statistical methods for the computation of average repair costs for contracts terminated in the recent past. READ MORE