Essays about: "frequentist forecasting"

Found 2 essays containing the words frequentist forecasting.

  1. 1. Forecasting Election Results: A Bayesian Frequentist Comparison

    University essay from Lunds universitet/Statistiska institutionen

    Author : Oldehed Erik; [2019]
    Keywords : Bayesian forecasting; frequentist forecasting; non-homogeneous hidden Markov models; autoregression; kernel smoothing; Mathematics and Statistics;

    Abstract : We present a Bayesian and frequentist comparison when forecasting elections through polls. Our focus is on studying the differences of these approaches in forecasting elections. An evaluation of the fit is performed using the odds ratio. READ MORE

  3. 2. Forecasting Foreign Exchange Rates, A comparison between forecasting horizons and Bayesian vs. Frequentist approaches

    University essay from Lunds universitet/Matematisk statistik

    Author : Max Nyström Winsa; [2014]
    Keywords : Mathematics and Statistics;

    Abstract : Forecasting foreign exchange rates and financial asset prices in general is a hard task. The best model has often been shown to be a simple random walk, which implies that the price movements are unpredictable. In this thesis models that have been somewhat successful in the past are developed and investigated for different forecasting horizons. READ MORE