Essays about: "auto regressive"

Showing result 16 - 20 of 36 essays containing the words auto regressive.

  1. 16. Comparison of Forecasting Models Used by The Swedish Social Insurance Agency.

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Ryan Rasoul; [2020]
    Keywords : Financial engineering; Forecast; Time series; ARIMA; SES; Analysis and forecasting;

    Abstract : We will compare two different forecasting models with the forecasting model that was used in March 2014 by The Swedish Social Insurance Agency ("Försäkringskassan" in Swedish or "FK") in this degree project. The models are used for forecasting the number of cases. READ MORE

  3. 17. Neural Network Based Model Predictive Control of Turbulent Gas-Solid Corner Flow

    University essay from Uppsala universitet/Signaler och system

    Author : Simon Wredh; [2020]
    Keywords : computational fluid dynamics; machine learning; system identification; control theory; multi-phase flow; gas-solid flow; rans; lagrangian particle tracking; neural network; model predictive control; bio-aerosol;

    Abstract : Over the past decades, attention has been brought to the importance of indoor air quality and the serious threat of bio-aerosol contamination towards human health. A novel idea to transport hazardous particles away from sensitive areas is to automatically control bio-aerosol concentrations, by utilising airflows from ventilation systems. READ MORE

  4. 18. A Comparison of Recurrent Neural Networks Models and Econometric Models for Stock Market Predictions

    University essay from Umeå universitet/Institutionen för fysik

    Author : Johan Keskitalo; [2020]
    Keywords : Neural Network; Stock market Predictions;

    Abstract : It is well known that the stock market is highly volatile, so stock price prediction is a very challenging task. However, in order to make a profit or to understand the equity market, many investors and researchers use various statistical, econometric, and neural network models to make the best stock price predictions possible. READ MORE

  5. 19. Effectiveness of monetary policies : A study of the Swedish repo rate between 1994 and 2019

    University essay from Högskolan Dalarna/Nationalekonomi

    Author : Christoffer Bjerknesli; [2020]
    Keywords : repo rate; effectiveness; auto regressive distributed lag model; coefficients; GDP; monetary policies;

    Abstract : The repo rate, which is the key interest rate, set by the central banks has been declining for many years and hitting zero in Sweden in late 2014. We analyse the effectiveness on the economy from a change in the repo rate, comparing two time periods with high and low repo rate environments. READ MORE

  6. 20. Public Debt and Economic Growth: An Empirical Evidence from Pakistan

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Muhammad Zohaib; [2020]
    Keywords : Public Debt; Economic Growth; Domestic debt; External debt; Business and Economics;

    Abstract : This paper examines the relationship between public debt and economic growth of Pakistan. For this purpose, the study employs annual time series data of Pakistan from 1976 to 2018. Auto Regressive Distributed Lag (ARDL) approach is utilized to investigate the short as well as long run relationships between the variables. READ MORE