Essays about: "SARIMA"

Showing result 1 - 5 of 33 essays containing the word SARIMA.

  1. 1. Forecasting the Temperatures of theWinter 2022/2023 using SARIMA Models

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Georg Holmén; Felix Bemark; [2023]
    Keywords : ;

    Abstract : In this paper the possibility and accuracy of forecasting weekly temperatures for one season,the winter of 2022/2023 is explored. By comparing the forecasted values with normal temper-atures a prediction of the severity of the coming winter can be attained. READ MORE

  2. 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

  3. 3. 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

  4. 4. PREDICTING TRADED VOLUMES OF RENEWABLE ENERGY CERTIFICATES : A comparison of different time series forecasting methods

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

    Author : Stina Magnusson; Ebba Sköld; [2022]
    Keywords : Sales Forecasting; SARIMA; Machine Learning Models; Neural Networks; Renewable Energy Certificates;

    Abstract : Predicting sales is an important step for many business processes. Several forecasting methods have been applied to uncountable different problems, however with no present research found in the area of renewable energy certificates. READ MORE

  5. 5. On Modelling Ancillary Services Markets: A Time Series Approach

    University essay from KTH/Matematik (Avd.)

    Author : Erik Murray; [2022]
    Keywords : ARIMA; SARIMA; GARCH; load balancing; ancillary services; electrical grids; FCR-D; ARIMA; SARIMA; GARCH; lastbalans; stödtjänster; kraftnät; FCR-D 2;

    Abstract : So-called ancillary services (AS) have always been critically important for the functioning of an electrical grid, and are becoming even more so with the advent of renewable energy sources. Ancillary services are traded on open markets, and trading on these markets is arguably even more difficult to model than on traditional markets. READ MORE