Essays about: "Tidserieanalys"

Found 4 essays containing the word Tidserieanalys.

  1. 1. Unauthorised Session Detection with RNN-LSTM Models and Topological Data Analysis

    University essay from KTH/Matematik (Avd.)

    Author : Nazar Maksymchuk Netterström; [2023]
    Keywords : Recurrent Neural Network; Long-Short-Term-Memory; Topological Data Analysis; Session based data; Anomaly detection; Time-series analysis; Imbalanced data; Master thesis; Neurala nätverk; Topologisk data analys; Detektion av avvikelse; Sessionsbaserad data; Tidserieanalys; Inbalancerad data; Masteruppsats;

    Abstract : This thesis explores the possibility of using session-based customers data from Svenska Handelsbanken AB to detect fraudulent sessions. Tools within Topological Data Analysis are employed to analyse customers behavior and examine topological properties such as homology and stable rank at the individual level. READ MORE

  3. 2. A comparison between bootstrap and dropout for uncertainty estimates of time series forecast using a convolutional neural network

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

    Author : Elin Vallbo; [2019]
    Keywords : ;

    Abstract : Forecasting the future is important in many applications, including forecasting future sales volumes. However, point forecasts without any estimates of the uncertainty are not as useful as if the uncertainty in the forecast is included. READ MORE

  4. 3. Effects of MIFID II on Stock Trade Volumes of Nasdaq Stockholm

    University essay from KTH/Matematisk statistik

    Author : Eva Elling; [2019]
    Keywords : TSCS; time series analysis; STL; ARIMA; causal inference; inference; treatment effect; Tidserieanalys; STL; ARIMA; inferens; causalitet; kausalitet; TSCS;

    Abstract : Introducing new financial legislation to financial markets require caution to achieve the intended outcome. This thesis aims to investigate whether or not the newly installed revised Markets in Financial Instruments Directive- the MIFID II regulation - temporally influenced the trading stock volume levels of Nasdaq Stockholm during its introduction to the Swedish stock market. READ MORE

  5. 4. Time series analysis of ground frost conditions at Abisko, sub-Arctic Sweden, 1985-2010

    University essay from Uppsala universitet/Institutionen för geovetenskaper

    Author : Anja Schmidt; [2012]
    Keywords : marktemperatur; subarktiska Sverige; Abisko forskningstation; frost cykler; snötäcke; lufttemperatur; Ground temperatures; subarctic Sweden; Abisko research station; frost cycle; snow cover; air temperature;

    Abstract : Observed climatic change may result in modification of the ground thermal regime.The causes of shallow ground temperature variability, however, are not well documented. READ MORE