Essays about: "Time Series Prediction"

Showing result 1 - 5 of 102 essays containing the words Time Series Prediction.

  1. 1. An approach to automate accident scenario generation using recurrent neural networks

    University essay from Göteborgs universitet/Institutionen för data- och informationsteknik

    Author : Ludvig Oliver Gee; Ian Rhys Jenkins; [2019-11-26]
    Keywords : Machine Learning; Recurrent Neural Networks; Active Safety Systems; Scenario Generation; Testing; Time Series Prediction;

    Abstract : There is a need to improve the test procedure of Active Safety Systems through the automation of scenario generation, especially accident scenarios that are critical for testing. The purpose of this thesis is to provide an approach to automate the test generation process using machine learning. READ MORE

  2. 2. Election Forecasting in a Multiparty System

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Stefan Lindborg; [2019-01-31]
    Keywords : Election forecasting; Polling; Multiparty systems; Dynamic Linear Models; DLM; Kalman filtering; Swedish elections;

    Abstract : This bachelor thesis in statistics covers the subject of election forecasting in a multipartysystem, using polling data, that is data collected to measure party support, and dynamiclinear models (DLMs) with Kalman filtering. In terms of decision-making the outcomeof an election can be thought of as an uncertainty. READ MORE

  3. 3. Algorithmic Trading and Prediction of Foreign Exchange Rates Based on the Option Expiration Effect

    University essay from KTH/Matematisk statistik

    Author : Sina Mozayyan Esfahani; [2019]
    Keywords : Option expiration effect; option relevance coefficient; algorithmic trading; time series analysis; GARCH-X.; Effekten av optioners förfall; optionsrelevanskoefficient; algoritmisk handel; tidsserieanalys; GARCH-X.;

    Abstract : The equity option expiration effect is a well observed phenomenon and is explained by delta hedge rebalancing and pinning risk, which makes the strike price of an option work as a magnet for the underlying price. The FX option expiration effect has not previously been explored to the same extent. READ MORE

  4. 4. Machine Learning for Sparse Time-Series Classification - An Application in Smart Metering

    University essay from KTH/Matematisk statistik

    Author : Carl Ridnert; [2019]
    Keywords : ;

    Abstract : Smart Meters are measuring devices collecting labeled time series data of utility consumptions from sub-meters and are capable of automatically transmit-ting this between the customer and utility companies together with other companies that offer services such as monitoring of consumption and cleaning of data. The smart meters are in some cases experiencing communication errors. READ MORE

  5. 5. Multiple Time Series Forecasting of Cellular Network Traffic

    University essay from Linköpings universitet/Statistik och maskininlärning

    Author : Emma Wallentinsson Wallentinsson; [2019]
    Keywords : time series analysis; cellular networks; traffic load; arima; sarima; forecasting; machine learning; statistics; load prediction;

    Abstract : The mobile traffic in cellular networks is increasing in a steady rate as we go intoa future where we are connected to the internet practically all the time in one wayor another. To map the mobile traffic and the volume pressure on the base stationduring different time periods, it is useful to have the ability to predict the trafficvolumes within cellular networks. READ MORE