Essays about: "arima models"

Showing result 21 - 25 of 92 essays containing the words arima models.

1. 21. Forecasting Inventory Quantities : Time Series Models for Visualizing Fluctuations within Outbound Logistics

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

   Author : Johan Lagerström; Lisa Sundström; [2022]
   Keywords : Outbound Logistics; Forecasting; Fluctuations; Time Series Analysis; Inventory space; 3PL;

   Abstract : Forecasting demand is one of the processes which greatly influences the decision making within a company, and it is also one of the greatest sources of uncertainty. Inaccurate forecasts force companies to find ways to compensate for the uncertainty, often by building inventories. READ MORE

3. 22. Stock Price Prediction Using Machine Learning

   University essay from Södertörns högskola/Nationalekonomi

   Author : Yixin Guo; [2022]
   Keywords : Machine Learning; Stock Price; Time Series Data; Deep Learning;

   Abstract : Accurate prediction of stock prices plays an increasingly prominent role in the stock market where returns and risks fluctuate wildly, and both financial institutions and regulatory authorities have paid sufficient attention to it. As a method of asset allocation, stocks have always been favored by investors because of their high returns. READ MORE

4. 23. Data Trustworthiness Assessment for Traffic Condition Participatory Sensing Scenario

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

   Author : Hairuo Gao; [2022]
   Keywords : Participatory sensing; Data trustworthiness assessment; Anomaly detection; Traffic prediction; Deep neural network; Deltagande avkänning; Bedömning av uppgifternas tillförlitlighet; Upptäckt av anomalier; Trafikprognoser; Djupt neuralt nätverk;

   Abstract : Participatory Sensing (PS) is a common mode of data collection where valuable data is gathered from many contributors, each providing data from the user’s or the device’s surroundings via a mobile device, such as a smartphone. This has the advantage of cost-efficiency and wide-scale data collection. READ MORE

5. 24. Statistical modelling of Bitcoin volatility : Has the sanctions on Russia had any effect on Bitcoin?

   University essay from Stockholms universitet/Statistiska institutionen

   Author : Mathilda Schönbeck; Fatima Salman; [2022]
   Keywords : Bitcoin; forecasting; volatility; logarithmic return; ARCH; GARCH; ARIMA model; dynamic regression;

   Abstract : This thesis aims to fit and compare different time series models namely the ARIMA-model, conditional heteroscedastic models and lastly a dynamic regression model with ARIMA error to Bitcoin closing price data that spans over 5 consecutive years. The purpose is to evaluate if the sanction on Russia had any effect on the cryptocurrency Bitcoin. READ MORE

6. 25. 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