Essays about: "linear regression modeling"

Showing result 11 - 15 of 63 essays containing the words linear regression modeling.

  1. 11. Forecasting Stock Prices Using an Auto Regressive Exogenous model

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Måns Hjort; Lukas Andersson; [2023]
    Keywords : Bachelor thesis; Asset pricing; Quantitative finance; ARX model; OMX30; Finance; Stocks; Predictive models; Time series analysis; mathematical optimization theory; Gurobi Optimization Software;

    Abstract : This project aimed to evaluate the effectiveness of the Auto Regressive Exogenous(ARX) model in forecasting stock prices and contribute to research on statisticalmodels in predicting stock prices. An ARX model is a type of linear regression modelused in time series analysis to forecast future values based on past values and externalinput signals. READ MORE

  3. 12. Behavior and Performance of Some Inference Tools in Beta Regression

    University essay from Uppsala universitet/Geometri och fysik

    Author : Max Raner; [2022]
    Keywords : ;

    Abstract : Finite interval data, such as proportions, concentrations or rates, often exhibits asymmetryand heteroscedasticy in a regression setting, which can cause issues when tryingto model such data using common modelling approaches. Ferrari and Cribari-Neto, 2004 proposed a modeling approach similar to a generalized linear model, inwhich the response is assumed to be beta distributed, using an alternative parameterisationin terms of a mean and a precision parameter, and then modeled via a linkfunction depending on a linear predictor. READ MORE

  4. 13. Modeling German Energy Market Hourly Profiles with a Focus on Variable Renewable Energy

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Thomas Pegoraro; Vincent Ball; [2022]
    Keywords : Machine Learning; VRE; LCOE; Hourly Profiles; Hourly Price Forward Curves HPFC ; Business and Economics;

    Abstract : This paper investigates the best methods for modeling hourly profiles in the German energy market for the period between 2018 and 2022. Modeling emphasized variable renewable energy (VRE) and included information on the level of energy production, oil price, COVID lockdowns, and historic hourly energy spot prices. READ MORE

  5. 14. Investigating and Modeling Uplink Processing in 5G NR Multisector Scheduler Simulator

    University essay from Lunds universitet/Institutionen för elektro- och informationsteknik

    Author : Oskar Nygren; Axel Sneitz-Björkman; [2022]
    Keywords : Technology and Engineering;

    Abstract : As the latest generation of wireless access technology called Fifth Generation (5G) New Radio (NR) evolves, computational efficiency is key to keep low cost and flexible deployments for vendors. Understanding how the Digital Signal Processing (DSP) load behaves in the digital units is one aspect to enable this efficiency. READ MORE

  6. 15. Developing a supervised machine learning model for an optimised aluminium addition based on historical data analytics, for clean steelmaking

    University essay from KTH/Materialvetenskap

    Author : Arun Kumar Thakur; [2022]
    Keywords : Clean steelmaking; Data analytics; De-oxidation; Machine learning; Ren ståltillverkning; Dataanalys; Deoxidation; Maskininlärning;

    Abstract : De-oxidation is an important process in clean steelmaking. Al (Aluminium) is mainly used as de-oxidant and controls the final oxygen content and impact the sulphur removal in steel. Adding optimum amount of Al is critical for steel cleanliness and to reduce cost. READ MORE