Essays about: "arima models"

Showing result 16 - 20 of 92 essays containing the words arima models.

1. 16. Short-term forecasting Swedish annual real GDP growth using SARIMA models : A study in forecasting current year Swedish annual real GDP growth using SARIMA models with the Box-Jenkins methodology as a general framework

   University essay from Uppsala universitet/Nationalekonomiska institutionen

   Author : Mark Becker; [2023]
   Keywords : SARIMA; ARIMA; ARMA; Box-Jenkins; Real GDP; MAE;

   Abstract : Simulated current year annual real GDP growth forecasts for 2015-2021 are made using a chosen SARIMA model, with the Box-Jenkins methodology as a general modelling framework. The forecasts are compared to the actual outcomes and the Absolute Errors (AE) and the Mean Absolute Errors (MAE) are calculated for each year. READ MORE

3. 17. A comparison of forecasting techniques: Predicting the S&P500

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Axel Neikter; Nils Sjöberg; [2023]
   Keywords : Forecasting; machine learning; random forest; arima;

   Abstract : Accurately predicting the S\&P 500 index means knowing where the US economy is heading. If there was a model that could predict the S\&P 500 with even some accuracy, this would be extremely valuable. Machine learning techniques such as neural network and Random forest have become more popular in forecasting. READ MORE

4. 18. Demand Forecasting using Machine Learning Methods: An Empirical Study on Walmart Retail Sales Forecast

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Yongjai Lee; [2023]
   Keywords : Demand forecasting; machine learning; time series; LSTM; ARIMA;

   Abstract : Economists put considerable effort and research into demand estimation, modeling consumer be- havior uncovering causal relationships between product attributes, consumer preferences, prices, and demand. However, demand forecasting is less explored in the economics literature. READ MORE

5. 19. Forecasting airline revenue across markets with machine learning

   University essay from Linköpings universitet/Institutionen för datavetenskap

   Author : Stylianos Sidiropoulos; [2023]
   Keywords : ;

   Abstract : Sales forecasting is an important aspect of business strategy, as it helps companies make informed decisions for their business development. With the rise of machine learning and AI, companies are using statistical and machine learning models to forecast short-term and long-term sales more accurately. READ MORE

6. 20. Inflation Index for the House and Content Portfolio : A Model to Calculate the Future Claim Costs for Trygg-Hansa

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Nadine Eklund; [2023]
   Keywords : Inflation Index; Claim Costs; Time Series Forecasting; Trygg-Hansa;

   Abstract : Trygg-Hansa is a Swedish insurance company that specializes in business insurance, home insurance, vehicle insurance, and personal insurance. This work focuses on Trygg-Hansa’s House and Content portfolio, which insures customers’ homes, both the building itself and its contents. READ MORE