Essays about: "arima models"
Showing result 6 - 10 of 92 essays containing the words arima models.
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6. SAX meets Word2vec : A new paradigm in the time series forecasting
University essay from Högskolan i Halmstad/Akademin för informationsteknologiAbstract : The purpose of this thesis was to investigate whether some successful ideas in NLP, such as word2vec, are applicable to time series prob- lems or not. More specifically, we are interested to assess a combina- tion of previously proven methods such as SAX and Word2vec. READ MORE
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7. Condition Monitoring Of Machine Components From Drive Data Using Semi-Supervised Anomaly Detection Methods
University essay from Uppsala universitet/Institutionen för informationsteknologiAbstract : The mission of the machine manufacturer is to gain insights from machine data to increase their machines' efficiency and sustainability. Continuously monitoring the machine data with machine learning helps to detect emerging mechanical problems and prevents unexpected failures. READ MORE
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8. Exchange Rate Analysis Between the U.S. Dollar and the Japanese Yen
University essay from Uppsala universitet/Statistik, AI och data scienceAbstract : The exchange data between the U.S. Dollar and Japanese Yen are analyzed with three models called the Auto-Regressive Integrated Moving- Average (ARIMA) model, the Generalized Auto-Regressive Conditional Heteroscedastic (GARCH) model, and the Fractional Differencing model. READ MORE
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9. Portfolio Risk Modelling in Venture Debt
University essay from KTH/Matematisk statistikAbstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE
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10. Evaluating machine learning models for time series forecasting in smart buildings
University essay from KTH/Hälsoinformatik och logistikAbstract : Temperature regulation in buildings can be tricky and expensive. A common problem when heating buildings is that an unnecessary amount of energy is supplied. This waste of energy is often caused by a faulty regulation system. READ MORE