Essays about: "walk forward validation"

Found 5 essays containing the words walk forward validation.

  1. 1. Uncertainity in Renewable Energy Time Series Prediction using Neural Networks

    University essay from Karlstads universitet/Institutionen för matematik och datavetenskap (from 2013)

    Author : Phil Aupke; [2021]
    Keywords : Time Series Data; Uncertainty; Machine Learning;

    Abstract : With the increasing demand for solar energy, the forecast of the PV station energy production has to be as precisely as possible. To make the prediction more robust, also correlated infor- mation about the weather can be added to the previous energy production of the PV station. READ MORE

  2. 2. Machine LearningMethods for Forecasting Product Demand: A case study with telecommunications software

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Meghan Byars; [2021]
    Keywords : demand forecasting; machine learning; time series forecasting; random forest; SARIMA;

    Abstract : There is a lack of evidence pointing to an optimal method for demand forecasting. This paper joins the collection of studies that forecast demand using a combination of machine learning methods. READ MORE

  3. 3. Forcasting the Daily Air Temperature in Uppsala Using Univariate Time Series

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Noah Aggeborn Leander; [2020]
    Keywords : ARIMA; naïve; neural network; SMHI; walk forward validation; Diebold-Mariano test.;

    Abstract : This study is a comparison of forecasting methods for predicting the daily maximum air temperatures in Uppsala using real data from the Swedish Meteorological and Hydrological Institute. The methods for comparison are univariate time series approaches suitable for the data and represent both standard and more recently developed methods. READ MORE

  4. 4. Forecasting Cloud Resource Utilization Using Time Series Methods

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

    Author : Prashant Kumar; [2018]
    Keywords : ;

    Abstract : With the contemporary technological advancements, the adoption of cloud as service has been evolving exponentially while providing a seemingly incessant measure of resources such as storage, network, CPU and many more. In today’s data centres that accommodate thousands of servers, ensuring the availability of continuous services is a significant hurdle. READ MORE

  5. 5. Comparing the predictability of the next day stock trend between high volatile and low volatile stocks using a feedforward neural network

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Jonathan Gyllenram; Fredrik Gisslém; [2017]
    Keywords : ;

    Abstract : An ongoing debate is whether it is possible to predict future price movements for stocks by analysing the historical stock data. Accord- ing to the Effective Market Hypothesis and the Random Walk Theory this should not be possible and according to the Non Random Walk Theory it should be possible. READ MORE