Essays about: "SARIMA model"

Showing result 1 - 5 of 31 essays containing the words SARIMA model.

  1. 1. Forecasting Monthly Swedish Air Traveler Volumes

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Mark Becker; Peter Jarvis; [2023]
    Keywords : Forecasting; SARIMA; Neural network autoregression; Exponential smoothing; the Prophet model; Random Walk; MAE; MAPE; RMSE;

    Abstract : In this paper we conduct an out-of-sample forecasting exercise for monthly Swedish air traveler volumes. The models considered are multiplicative seasonal ARIMA, Neural network autoregression, Exponential smoothing, the Prophet model and a Random Walk as a benchmark model. READ MORE

  3. 2. Short-term forecasting Swedish annual real GDP growth using SARIMA models : A study in forecasting current year Swedish annual real GDP growth using SARIMA models with the Box-Jenkins methodology as a general framework

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Mark Becker; [2023]
    Keywords : SARIMA; ARIMA; ARMA; Box-Jenkins; Real GDP; MAE;

    Abstract : Simulated current year annual real GDP growth forecasts for 2015-2021 are made using a chosen SARIMA model, with the Box-Jenkins methodology as a general modelling framework. The forecasts are compared to the actual outcomes and the Absolute Errors (AE) and the Mean Absolute Errors (MAE) are calculated for each year. READ MORE

  4. 3. Processing, Modeling, and Forecasting: A Time Series Analysis of Sick Leave Absences in Sweden and Evaluating the Impact of Macro Factors

    University essay from Lunds universitet/Matematisk statistik

    Author : Marcus Lindell; Casper Schwerin; [2023]
    Keywords : AI; Machine Learning; Time series analysis; Modeling; Sick absence; Forecasting; Macro factors; Stochastic processes; Mathematics and Statistics; Technology and Engineering;

    Abstract : Sick absence affects companies both operationally and economically and the matter has become increasingly prominent following the COVID-19 pandemic. MedHelp Care is an e-health company working towards increasing workplace wellness by offering insights into absence and rehabilitation matters. READ MORE

  5. 4. Inflation Index for the House and Content Portfolio : A Model to Calculate the Future Claim Costs for Trygg-Hansa

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Nadine Eklund; [2023]
    Keywords : Inflation Index; Claim Costs; Time Series Forecasting; Trygg-Hansa;

    Abstract : Trygg-Hansa is a Swedish insurance company that specializes in business insurance, home insurance, vehicle insurance, and personal insurance. This work focuses on Trygg-Hansa’s House and Content portfolio, which insures customers’ homes, both the building itself and its contents. READ MORE

  6. 5. Forecasting Inventory Quantities : Time Series Models for Visualizing Fluctuations within Outbound Logistics

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Johan Lagerström; Lisa Sundström; [2022]
    Keywords : Outbound Logistics; Forecasting; Fluctuations; Time Series Analysis; Inventory space; 3PL;

    Abstract : Forecasting demand is one of the processes which greatly influences the decision making within a company, and it is also one of the greatest sources of uncertainty. Inaccurate forecasts force companies to find ways to compensate for the uncertainty, often by building inventories. READ MORE