Essays about: "Time-series forecast"

Showing result 1 - 5 of 140 essays containing the words Time-series forecast.

  1. 1. Predicting Electricity Consumption with ARIMA and Recurrent Neural Networks

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Klara Enerud; [2024]
    Keywords : time series forecasting; ARIMA; recurrent neural networks; LSTM; electricity forecasting; EED forecasting;

    Abstract : Due to the growing share of renewable energy in countries' power systems, the need for precise forecasting of electricity consumption will increase. This paper considers two different approaches to time series forecasting, autoregressive moving average (ARMA) models and recurrent neural networks (RNNs). READ MORE

  2. 2. Restaurant Daily Revenue Prediction : Utilizing Synthetic Time Series Data for Improved Model Performance

    University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap

    Author : Stella Jarlöv; Anton Svensson Dahl; [2023]
    Keywords : demand forecasting; data augmentation; time series data; machine learning; restaurant industry; generative adversarial networks; TimeGAN; XGBoost;

    Abstract : This study aims to enhance the accuracy of a demand forecasting model, XGBoost, by incorporating synthetic multivariate restaurant time series data during the training process. The research addresses the limited availability of training data by generating synthetic data using TimeGAN, a generative adversarial deep neural network tailored for time series data. READ MORE

  3. 3. On modelling OMXS30 stocks - comparison between ARMA models and neural networks

    University essay from Uppsala universitet/Matematiska institutionen

    Author : Irina Zarankina; [2023]
    Keywords : ARMA; ARIMA; LSTM; time series; statistics;

    Abstract : This thesis compares the results of the performance of the statistical Autoregressive integrated moving average (ARIMA) model and the neural network Long short-term model (LSTM) on a data set, which represents a market index. Both models are used to predict monthly, daily, and minute close prices of the OMX Stockholm 30 Index. READ MORE

  4. 4. Can Machine Learning improve inflation forecasting?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Emil Hansson; [2023]
    Keywords : Inflation Forecast; Machine Learning; Rolling Window; Time Series; Business and Economics;

    Abstract : This paper aims to compare and evaluate the performance of inflation forecasting performance for benchmark time series models and machine learning models. The process is performed for both a developed economy, the US, and an emerging economy, Mexico. READ MORE

  5. 5. Dataset characteristics effect on time series forecasting : comparison of statistical and deep learning models

    University essay from Högskolan i Halmstad/Akademin för informationsteknologi

    Author : Adam Ahlman; Adam Taylor; [2023]
    Keywords : Time Series; Forecasting;

    Abstract : Time series are points of data measured throughout time in equally spaced periods. They present characteristics such as level, noise, trend, seasonality, and outliers. Time series forecasting is the attempt to predict single or multiple future values. READ MORE