Essays about: "Time Series Prediction"

Showing result 1 - 5 of 118 essays containing the words Time Series Prediction.

  1. 1. Anomaly Detection in Streaming Time Series Data Using Active Learning and Metalearning

    University essay from Lunds universitet/Institutionen för reglerteknik

    Author : Jonas Lundgren; [2020]
    Keywords : Technology and Engineering;

    Abstract : In this thesis a framework for finding anomalies in streaming data is proposed. The framework proposed is not necessarily applicable only to problems in anomaly detection, but could be applied to other problems as well. READ MORE

  2. 2. A Study Evaluating the Liquidity Risk for Non-Maturity Deposits at a Swedish Niche Bank

    University essay from KTH/Matematisk statistik

    Author : Markus Hilmersson; [2020]
    Keywords : Financial mathematics; time series analysis; risk management; risk analysis; non-maturing deposits; SARIMA; SARIMAX; BCBS; IRRBB; Finansiell matematik; tidsserieanalys; riskhantering; riskanalys; Icke-tidsbunden inlåning; SARIMA; SARIMAX; BCBS; IRRBB;

    Abstract : Since the 2008 financial crisis, the interest for the subject area of modelling non-maturity deposits has been growing quickly. The area has been widely analysed from the perspective of a traditional bank where customers foremost have transactional and salary deposits. However, in recent year the Swedish banking sector has become more digitized. READ MORE

  3. 3. Spectral Portfolio Optimisation with LSTM Stock Price Prediction

    University essay from KTH/Matematisk statistik

    Author : Nancy Wang; [2020]
    Keywords : Artificial Neural Network; LSTM; Spectral factor model; Portfolio optimisation; Stock price prediction; Time series analysis; Risk estimation; Spectral risk; Frequency-specific beta decomposition; Artificiella neurala nätverk; LSTM; Spektralfaktormodell; Portföljoptimering; Aktieprispredikering; Tidsserieranalys; Riskestimering; Spektra risk; Frekvensspecifik beta dekomposition;

    Abstract : Nobel Prize-winning modern portfolio theory (MPT) has been considered to be one of the most important and influential economic theories within finance and investment management. MPT assumes investors to be riskaverse and uses the variance of asset returns as a proxy of risk to maximise the performance of a portfolio. READ MORE

  4. 4. Development of a Near Infrared Spectroscopy Model for Prediction of Fibre Compounds in Alfalfa

    University essay from Lunds universitet/Teknisk mikrobiologi

    Author : Christina Andersen; [2020]
    Keywords : alfalfa; lucerne; medicago sativa; green protein powder; NIR; near infrared spectroscopy; model development; matlab; PLS; partial least squares; PCA; principal component analysis; SNV; standard normal variate; fibre prediction; TDF; total dietary fibre; applied microbiology; teknisk mikrobiologi; Technology and Engineering;

    Abstract : Background: This project investigates if it is possible to develop a calibration model from near infrared (NIR) spectroscopic measurements, for determination of the amount and type of fibre fractions within protein powder produced from the legume alfalfa, without performing wet experiments. Alfalfa is also known as Medicago sativa and lucerne, but is in this project further referred to as alfalfa. READ MORE

  5. 5. Die life prediction using High Pressure Die Casting simulations

    University essay from Jönköping University/JTH, Material och tillverkning

    Author : Halses Sebastian Sivertsen; [2020]
    Keywords : HPDC; simulations; aluminum alloys; MAGMAsoft;

    Abstract : Global trends in automotive industry for weight reduction drives an interest for casting of structural aluminum parts. High pressure die casting (HPDC) is chosen for this purpose since it enables manufacturing of large series parts where complexity and repeatability is demanded. READ MORE