Essays about: "Time Series prognoser"

Showing result 6 - 10 of 47 essays containing the words Time Series prognoser.

  1. 6. Forecasting post COVID-19 : How to improve forecasting models’ performance when training data has been aected by exceptional events like COVID-19 pandemic?

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

    Author : Lina Shrebati; [2023]
    Keywords : Time Series; Forecasting; COVID-19; Data processing; Optimal transport; Tidsserier; Prognoser; COVID-19; Databehandling; Optimal transport;

    Abstract : Almost every company around the world were aected by the COVID-19 crisis and the government measures that were taken to slow the spread of the virus. The impact the crisis had on the economy caused the appearance of anomalies in the data collected by companies : such as abnormal trend, seasonality etc. READ MORE

  3. 7. A Comparison of Statistical Methods to Generate Short-Term Probabilistic Forecasts for Wind Power Production Purposes in Iceland

    University essay from Uppsala universitet/Luft-, vatten- och landskapslära

    Author : Arnór Tumi Jóhannsson; [2022]
    Keywords : Wind power; Iceland; Atmospheric Boundary Layer; atmospheric stability; probabilistic forecasting; Machine Learning; Quantile Regression Forest; Vindkraft; Island; gränsskikt; atmosfärisk stabilitet; probabilistisk prognos; Machine Learning; Quantile Regression Forest;

    Abstract : Accurate forecasts of wind speed and power production are of great value for wind power producers. In Southwest Iceland, wind power installations are being planned by various entities. READ MORE

  4. 8. Time Dependencies Between Equity Options Implied Volatility Surfaces and Stock Loans, A Forecast Analysis with Recurrent Neural Networks and Multivariate Time Series

    University essay from KTH/Matematik (Avd.)

    Author : Simon Wahlberg; [2022]
    Keywords : RNN; LSTM; GRU; vector autoregression; implied volatility surface; stock loan; equity options; multivariate time-series analysis; financial mathematics.; Rekursiva neurala nätverk; LSTM; GRU; VAR; implicerade volatilitetsytor; aktielån; aktieoptioner; multidimensionell tidsserieanalys; finansiell matematik.;

    Abstract : Synthetic short positions constructed by equity options and stock loan short sells are linked by arbitrage. This thesis analyses the link by considering the implied volatility surface (IVS) at 80%, 100%, and 120% moneyness, and stock loan variables such as benchmark rate (rt), utilization, short interest, and transaction trends to inspect time-dependent structures between the two assets. READ MORE

  5. 9. Deep Learning for Continuous Time Series of Clinical Waveform Data : Development of a clinical decision support system for predicting mortality in Covid-19 patients

    University essay from KTH/Skolan för kemi, bioteknologi och hälsa (CBH)

    Author : Carolin Danker; [2022]
    Keywords : Deep Learning; Mortality Prediction; Time Series Data; Waveform Data; Covid-19;

    Abstract : .... READ MORE

  6. 10. Forecasting Efficiency in Cryptocurrency Markets : A machine learning case study

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

    Author : Erik Persson; [2022]
    Keywords : Cryptocurrencies; Financial time-series; Multi step-ahead forecasting; Machine Learning; Feature selection; Kryptovalutor; Finansiella tidsserier; Flerstegsprognoser; Maskininlärning; variabelselektion;

    Abstract : Financial time-series are not uncommon to research in an academic context. This is possibly not only due to its challenging nature with high levels of noise and non-stationary data, but because of the endless possibilities of features and problem formulations it creates. READ MORE