Essays about: "arima models"

Showing result 11 - 15 of 92 essays containing the words arima models.

  1. 11. Forecasting Monthly Swedish Air Traveler Volumes

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Mark Becker; Peter Jarvis; [2023]
    Keywords : Forecasting; SARIMA; Neural network autoregression; Exponential smoothing; the Prophet model; Random Walk; MAE; MAPE; RMSE;

    Abstract : In this paper we conduct an out-of-sample forecasting exercise for monthly Swedish air traveler volumes. The models considered are multiplicative seasonal ARIMA, Neural network autoregression, Exponential smoothing, the Prophet model and a Random Walk as a benchmark model. READ MORE

  3. 12. Do Inflation Expectations Granger Cause Inflation? A VEC Model Approach

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Alice Hindersson; Siri Jäderberg; [2023]
    Keywords : Forecasting; Inflation; Inflation Expectations; VEC Model; Granger Causality;

    Abstract : Being able to accurately predict future inflation is of great importance for a wide range of actors in the economy, as well as for the effectiveness of monetary policy decisions. In this thesis, we examine whether survey measures of inflation expectations contribute to more accurate inflation forecasts in Sweden. READ MORE

  4. 13. Predicting Waveforms with Machine Learning for Efficient Triggering in Monitoring Systems

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

    Author : Amanda Rautio; [2023]
    Keywords : ;

    Abstract : Energy systems need to evolve to meet the requirements of the modern world and the future. Hence, substantial effort is needed at an academic and industrial level to develop valuable diagnostic techniques. READ MORE

  5. 14. Data-Driven Traffic Forecasting for Completed Vehicle Simulation: : A Case Study with Volvo Test Trucks

    University essay from Luleå tekniska universitet/Institutionen för system- och rymdteknik

    Author : Samaneh Shahrokhi; [2023]
    Keywords : supervised machine learning; traffic forecasting; vehicle presence prediction; binary classification; ensemble learning; feature engineering; hyperparameter tuning; data-driven analysis;

    Abstract : This thesis offers a thorough investigation into the application of machine learning algorithms for predicting the presence of vehicles in a traffic setting. The research primarily focuses on enhancing vehicle simulation by employing data-driven traffic prediction methods. The study approaches the problem as a binary classification task. READ MORE

  6. 15. Machine Learning Based Stock Price Prediction by Integrating ARIMA model and Sentiment Analysis with Insights from News and Information

    University essay from Blekinge Tekniska Högskola/Institutionen för datavetenskap

    Author : Teja Sai Vaibhav Boppana; Joseph Sudheer Vinakonda; [2023]
    Keywords : Machine Learning; Market Trends; News; Headlines Stock Price Prediction; VADER.;

    Abstract : Background: Predicting stock prices in today’s complex financial landscape is asignificant challenge. An innovative approach to address this challenge is integrating sentiment analysis techniques with the well-established Autoregressive IntegratedMoving Average (ARIMA) model. READ MORE