Essays about: "Tidsseriedata"

Showing result 11 - 15 of 60 essays containing the word Tidsseriedata.

1. 11. Sign of the Times : Unmasking Deep Learning for Time Series Anomaly Detection

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

   Author : Daniel Richards Ravi Arputharaj; [2023]
   Keywords : Anomaly detection; multivariate time series data; deep learning models; model complexity; resource-constrained systems; Variational Autoencoders VAEs ; Convolutional Variational Autoencoders; evaluation metrics in time series; Anomalidetektering; Multivariata tidsseriedata; Djupinlärningsmodeller; Modellkomplexitet; Resursbegränsade system; Variational Autoencoders VAEs ; Konvolutionella Variational Autoencoders; Utvärderingsmått inom tidsserier;

   Abstract : Time series anomaly detection has been a longstanding area of research with applications across various domains. In recent years, there has been a surge of interest in applying deep learning models to this problem domain. READ MORE

3. 12. LSTM-based Directional Stock Price Forecasting for Intraday Quantitative Trading

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

   Author : Isabella Mustén Ross; [2023]
   Keywords : Deep Learning; Long-Short-Term-Memory LSTM ; ARIMA; Financial Time Series Forecasting; Algorithmic Trading; Intraday Trading; Stock Prediction; Djupinlärning; LSTM; ARIMA; finansiella tidsserier; algoritmisk aktiehandel; intradagshandel; aktieprediktion;

   Abstract : Deep learning techniques have exhibited remarkable capabilities in capturing nonlinear patterns and dependencies in time series data. Therefore, this study investigates the application of the Long-Short-Term-Memory (LSTM) algorithm for stock price prediction in intraday quantitative trading using Swedish stocks in the OMXS30 index from February 28, 2013, to March 1, 2023. READ MORE

4. 13. Tackling Non-Stationarity in Reinforcement Learning via Latent Representation : An application to Intraday Foreign Exchange Trading

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

   Author : Adriano Mundo; [2023]
   Keywords : Reinforcement Learning; Latent Representation; VAE; Non-Stationary; FQI; FX Trading; Förstärkningsinlärning; Latent representation; VAE; Icke-stationär; FQI; FX handel;

   Abstract : Reinforcement Learning has applications in various domains, but the typical assumption is of a stationary process. Hence, when this hypothesis does not hold, performance may be sub-optimal. READ MORE

5. 14. Towards Causal Discovery on EHR data : Evaluation of current Causal Discovery methods on the MIMIC-IV data set

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

   Author : Pontus Olausson; [2022]
   Keywords : Causal Discovery; Time-Series; MIMIC-IV; EHR; Kasual Upptäckt; Tidsserier; MIMIC-IV; elektroniska patientjournaler;

   Abstract : Causal discovery is the problem of learning causal relationships between variables from a set of data. One interesting area of use for causal discovery is the health care domain, where application could help facilitate a better understanding of disease and treatment mechanisms. READ MORE

6. 15. Non-Bayesian Out-of-Distribution Detection Applied to CNN Architectures for Human Activity Recognition

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

   Author : Serghei Socolovschi; [2022]
   Keywords : Human Activity Recognition; Deep Learning; Time Series; Uncertainty Estimation; Outofdistribution Detection; Convolutional Neural Network; Human Activity Recognition; Deep Learning; Tidsserie; Uppskattning av Osäkerheten; Outofdistribution Detection; Convolutional Neural Network;

   Abstract : Human Activity Recognition (HAR) field studies the application of artificial intelligence methods for the identification of activities performed by people. Many applications of HAR in healthcare and sports require the safety-critical performance of the predictive models. READ MORE