Essays about: "Box-Jenkins"

Showing result 6 - 10 of 14 essays containing the word Box-Jenkins.

  1. 6. ARIMA Modeling : Forecasting Indices on the Stockholm Stock Exchange

    University essay from Karlstads universitet/Handelshögskolan (from 2013)

    Author : Philip Jansson; Hugo Larsson; [2020]
    Keywords : Forecasting; ARIMA; Index; MPE; MAPE; Förutspå; ARIMA; Index; MPE; MAPE;

    Abstract : The predictability of the stock market has been discussed over a long period of time and is of great interest to anyone investing in the stock market. Some people argue that the stock market is impossible to predict, while others believe that the market is somewhat predictable. READ MORE

  3. 7. Modelling and Control of Heat Distribution in a Powder Bed Fusion 3D Printer

    University essay from Linköpings universitet/Reglerteknik

    Author : Jonathan Hanses; Morten Eriksson; [2019]
    Keywords : Control; Modelling; 3D printer; PBF; Heat Distribution;

    Abstract : This thesis report describes how to improve the control of the temperature in a Powder Bed Fusion 3D printer. This is accomplished by first creating a model ofthe thermal system. To create a good model, both black-box and grey-box models of the system are estimated and compared. READ MORE

  4. 8. Swedish and Spanish electricity market : Comparison, improvements, price forecasting and a global future perspective

    University essay from Högskolan i Gävle/Energisystem

    Author : Edgar Bahilo Rodríguez; [2017]
    Keywords : Electricity Markets; Sustainable Development; Energy Price Forecasting; Energy Markets; Renewable Energies;

    Abstract : This report aims to make a comparison between the Swedish and Spanish electricity market, the design of new improvements that could achieve a better operation for both markets as well as the price forecasting for both spot markets. These enhancements are oriented to decrease electricity prices, energy use and the system CO2 emissions. READ MORE

  5. 9. Forecasting U.S. Unemployment Using Google Trends

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Rokas Narkus; [2015]
    Keywords : Forecasting; Unemployment rate; Google Trends; Initial Jobless Claims; Time-series;

    Abstract : Thesis aims to analyze whether Google Trends data can be used as a leading predictor to forecast U.S. unemployment rate. To test this I selected benchmark ARIMA models based on Box-Jenkins (1976) methodology and in-sample performance (measured by information criterion). READ MORE

  6. 10. Futures risk premium characterization and spot price modeling on the German electricity market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Gustav Lindéus; [2015]
    Keywords : Spot price modeling; futures; electricity markets; Energiewende; risk premium; Business and Economics;

    Abstract : In this thesis it was investigated how accurate the futures predict the spot prices and characterizing the futures risk premium on the German electricity market, which currently undergoes an energy transition. This was conducted twice, with realized data and with data from an own developed model. READ MORE