Essays about: "Bayesian information Criterion BIC"

Showing result 1 - 5 of 6 essays containing the words Bayesian information Criterion BIC.

  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. VePMAD: A Vehicular Platoon Management Anomaly Detection System : A Case Study of Car-following Mode, Middle Join and Exit Maneuvers

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

    Author : Weaam Bayaa; [2021]
    Keywords : MDS; GMMHMM; PMP; Machine Learning; Bayesian information Criterion BIC ; Platoon Behavior Recognition; MDS; GMMHMM; PMP; Maskininlärnings; BIC; Plutonbeteendeigenkänning;

    Abstract : Vehicle communication using sensors and wireless channels plays an important role to allow exchanging information. Adding more components to allow exchanging more information with infrastructure enhanced the capabilities of vehicles and enabled the rise of Cooperative Intelligent Transport Systems (C-ITS). READ MORE

  6. 5. Defining and predicting fast-selling clothing options

    University essay from Linköpings universitet/Statistik och maskininlärning

    Author : Sara Jesperson; [2019]
    Keywords : Apparel retail; B-splines; Gaussian mixture model; Probabilistic prediction; Sales prediction;

    Abstract : This thesis aims to find a definition of fast-selling clothing options and to find a way to predict them using only a few weeks of sale data as input. The data used for this project contain daily sales and intake quantity for seasonal options, with sale start 2016-2018, provided by the department store chain Åhléns. READ MORE