Essays about: "Nowcasting"
Showing result 1 - 5 of 14 essays containing the word Nowcasting.
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1. NOWCASTING THE SWEDISH UNEMPLOYMENT RATE USING GOOGLE SEARCH DATA
University essay from Uppsala universitet/Statistiska institutionenAbstract : In this thesis, the usefulness of search engine data to nowcast the unemployment rate of Sweden is evaluated. Four different indices from Google Trends based on keywords related to unemployment are used in the analysis and six different regARIMA models are estimated and evaluated. READ MORE
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2. Nowcasting U.S. inflation using mixed frequency real-time data
University essay from Lunds universitet/Matematisk statistikAbstract : Different models were developed with the aim of nowcasting inflation at a daily basis with high frequency variables, while using real-time data to avoid look ahead bias. Both popular machine learning models such as Random Forest and XGBoost, and more traditional models such as UMIDAS and Almon distributed lag models were used to make the nowcasts. READ MORE
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3. Precipitation Nowcasting using Deep Neural Networks
University essay from KTH/FysikAbstract : Deep neural networks (DNNs) based on satellite and radar data have shown promising results for precipitation nowcasting, beating physical models and optical flow for time horizons up to 8 hours. “MetNet”, developed by Google AI, is a 225 million parameter DNN combining three different types of architectures that was trained on satellite and radar data over the United States. READ MORE
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4. Nowcasting the IRF Auroral Index with Recurrent Neural Networks
University essay from Luleå tekniska universitet/RymdteknikAbstract : There is a long history in Kiruna of conducting research on the physics of the aurora borealis. There is also a long history of providing tourists with great opportunities to see the auroras. Planning such tourist activities can be challenging since the auroras are hard to predict. READ MORE
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5. Nowcasting Private Consumption in Switzerland using a Mixed-Frequency Dynamic Factor Model with High-Frequency Data
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : Various empirical papers have provided evidence that dynamic factor models and the use of high- and mixed-frequency data yield good estimates for nowcasts. This thesis uses the dynamic factor model framework of Giannone et al. (2008) with daily, weekly, and monthly data to nowcast private consumption in Switzerland. READ MORE
