Essays about: "Forecasting"

Showing result 11 - 15 of 1071 essays containing the word Forecasting.

  1. 11. 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. 12. Forecasting Volatility of Electricity Intraday Log Returns with Generalized Autoregressive Score Models

    University essay from Göteborgs universitet/Graduate School

    Author : Gustav Veres; Philip Ahlfridh; [2023-06-29]
    Keywords : ;

    Abstract : We forecast volatility of electricity intraday log returns with Generalized Autoregressive Score (GAS) models. We extend our GAS models with variables representing the difference between the public’s expectation of weather and energy load and the actual outcome using a restricted ARMA(4,4) model. READ MORE

  4. 13. Seasonal Variability of Ice Nucleating Particles (INP) in Southern Sweden

    University essay from Göteborgs universitet / Institutionen för biologi och miljövetenskap

    Author : Tamina Kabir; [2023-03-08]
    Keywords : ;

    Abstract : Cloud ice crystals are formed by ice-nucleating particles (INPs). The micro-physical properties of clouds, precipitation formation and the life cycle of clouds are strongly influenced by the presence or absence of ice. Therefore knowledge of atmospheric INP concentrations is crucial to improve weather forecasting and climate projections. READ MORE

  5. 14. Forecasting With Feature-Based Time Series Clustering

    University essay from Jönköping University/Tekniska Högskolan

    Author : Conrad Tingström; Johan Åkerblom Svensson; [2023]
    Keywords : demand forecasting; time series prediction; time series clustering;

    Abstract : 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

  6. 15. Sales forecasting for supply chain using Artificial Intelligence

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

    Author : Vaibhav Mittal; [2023]
    Keywords : AI; sales forecasting; supply chain; predictive analytics; AI; försäljningsprognoser; supply chain; predictiv analys;

    Abstract : Supply chain management and logistics are two sectors currently experiencing a transformation thanks to the advent of AI(Artificial Intelligence) technologies. Leveraging predictive analytics powered by AI presents businesses with novel opportunities to streamline their operations effectively. READ MORE