Essays about: "Time series forecasting"

Showing result 16 - 20 of 270 essays containing the words Time series forecasting.

1. 16. Modelling Non-Maturing Deposits: Examining the Impact of Repo Rates and Volume Dynamics on Valuation Using Regression, Time Series Analysis, and Vasicek Methods

   University essay from KTH/Matematik (Avd.)

   Author : Alexandra Benckert; My Loft; [2023]
   Keywords : Non-maturing deposits; ARIMAX model; Regression analysis; Deposit volume modelling; Vasicek model for short rate; Interest rate sensitivity; Valuation of non-maturing deposits.; Icke tidsbunden inlåning; ARIMAX-modellen; Regressionsanalys; Modellering av inlåningsvolym; Vasicek-modellen för kort ränta; Räntekänslighet; Värdering av icke tidsbunden inlåning.;

   Abstract : This thesis focuses on modelling non-maturing deposits (NMD) and has been written in collaboration with Svenska Handelsbanken. The methodology includes regression analysis and time series analysis, with the Repo rate serving as an exogenous variable in both models. READ MORE

3. 17. Machine learning algorithm for generation and consumption forecasting in an electrical network

   University essay from Mälardalens universitet/Akademin för innovation, design och teknik

   Author : Isac Hutchings; Joel Oyola; [2023]
   Keywords : ;

   Abstract : Power generation and consumption are directly affected by weather, and the weather variables are fluctuating, which means that generation and consumption also fluctuate. These fluctuations can damage equipment or cause other problems in an electrical network. READ MORE

4. 18. Forecasting copper price using VAR and the XGBoost model: an experiment with a relatively small dataset

   University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

   Author : Juanli Hu; [2023]
   Keywords : copper price; Vector autoregressive model; XGBoost; Time series; Business and Economics;

   Abstract : Given the importance of copper prices to investors, governments, and policymakers, this paper investigates short-term price predictability using VAR and XGBoost models. All models are trained with historical data from November 2021 to December 2022 and using MSE, RMSE and MAE for evaluating the model performance. READ MORE

5. 19. A Mixed Time-Series & Machine Learning Approach for Price Forecasting in the Swedish Ancillary Market

   University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

   Author : Daniel Arredondo; [2023]
   Keywords : Hybrid model; Volatility model; Machine learning model; Price spike prediction; Energy trading; Time series forecasting; Ancillary service market; Business and Economics;

   Abstract : This study aims to forecast the Swedish FCR-D Down A2 market prices through a hybrid model combining a volatility model and a machine learning approach, and compares its performance with a standalone machine learning model. We further examine the impact of different lag orders (1-Hr vs. 24-Hr) on volatility estimates and forecast performance. READ MORE

6. 20. Detecting Faults in Telecom Software Using Diffusion Models : A proof of concept study for the application of diffusion models on Telecom data

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

   Author : Mohamad Nabeel; [2023]
   Keywords : Diffusion models; Anomaly Detection; Telecommunication; Time Series; Diffusionsmodeller; Anomalitetsdetektering; Telekommunikation; Tidsserier;

   Abstract : This thesis focuses on software fault detection in the telecom industry, which is crucial for companies like Ericsson to ensure stable and reliable software. Given the importance of software performance to companies that rely on it, automatically detecting faulty behavior in test or operational environments is challenging. READ MORE