Essays about: "auto-regressive model"

Showing result 1 - 5 of 33 essays containing the words auto-regressive model.

  1. 1. Does industry survey data improve GDP forecasting?

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Oscar Andersson; Ludvig Fornstedt; [2024-03-06]
    Keywords : Bayesian; BVAR; Forecasting; GDP; survey data;

    Abstract : This study assesses the integration of industry survey data into Bayesian Vector Auto Regressive (BVAR) models for GDP forecasting in Sweden. Analyzing a combination of macro economic indicators, CPI and unemployment rates, with survey data from NIER, it explores the effects of different variable combinations on the forecasting ability of different models. READ MORE

  3. 2. Causal Discovery for Time Series : Based on Continuous Optimization

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

    Author : Ali Nouri; [2023]
    Keywords : ;

    Abstract : Causal discovery is an important field of study that seeks to understand the underlying relationships between variables in a system. The goal of causal discovery is to discover the causal relationships from observational data and determine the direction of influence between variables. READ MORE

  4. 3. Exchange Rate Analysis Between the U.S. Dollar and the Japanese Yen

    University essay from Uppsala universitet/Statistik, AI och data science

    Author : Yuta Sakiyama; [2023]
    Keywords : ;

    Abstract : 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

  5. 4. Channel Estimation and Power Control Algorithms in the Presence of Channel Aging

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

    Author : Yan Bixing; [2023]
    Keywords : Fading channel; auto-regressive model; power allocation; uncrewed aerial vehicle networks; Fading kanal; auto-regressiv modell; krafttilldelning; obemannade flygfordonsnätverk;

    Abstract : Power allocation algorithms that determine how much power should be allocated to pilot and data symbols play an important role in addressing the trade-off between accurate channel estimation and high high spectral efficiency for data symbols in the presence of time-varying fading channels. Dealing with this trade-off is highly non-trivial when the channel changes or ages rapidly in time. READ MORE

  6. 5. KARTAL: Web Application Vulnerability Hunting Using Large Language Models : Novel method for detecting logical vulnerabilities in web applications with finetuned Large Language Models

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

    Author : Sinan Sakaoglu; [2023]
    Keywords : Broken Access Control; Vulnerability; Large Language Models; Web Application; API; Detection; Scanner; DAST; Application Security; Brutet åtkomstkontroll; Sårbarhet; Stora språkmodeller; Webbapplikation; API; Upptäckt; Skanner; DAST; Applikationssäkerhet;

    Abstract : Broken Access Control is the most serious web application security risk as published by Open Worldwide Application Security Project (OWASP). This category has highly complex vulnerabilities such as Broken Object Level Authorization (BOLA) and Exposure of Sensitive Information. READ MORE