Sökning: "Time series analysis"

Visar resultat 1 - 5 av 900 avhandlingar innehållade orden Time series analysis.

  1. 1. Essays on Time Series Analysis : With Applications to Financial Econometrics

    Författare :Daniel Preve; Rolf Larsson; Bent Nielsen; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian time series; nonnegative autoregression; robust estimation; strong convergence; realized volatility; volatility forecast; forecast comparison; Diebold-Mariano test; Statistics; Statistik;

    Sammanfattning : This doctoral thesis is comprised of four papers that all relate to the subject of Time Series Analysis.The first paper of the thesis considers point estimation in a nonnegative, hence non-Gaussian, AR(1) model. The parameter estimation is carried out using a type of extreme value estimators (EVEs). LÄS MER

  3. 2. Impact Analysis : Organisational Views and Support Techniques

    Författare :Per Jönsson; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; impact analysis; roles; organisational levels; requirements engineering; imputation;

    Sammanfattning : Change is unavoidable in software development. During the entire lifecycle of a product, from concept to retirement, the environment changes; the needs of customers or the market change and grow, and with them the requirements on the system being developed. LÄS MER

  4. 3. Wavelet Analysis of Economic Time Series

    Författare :Fredrik N G Andersson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; freight transportation activity; wavelet analysis; cointegration; inflation; bandspectrum regression; money; coreinflation;

    Sammanfattning : Economic theory commonly distinguishes between different time horizons such as the short run and the long run. Models with many time horizons are easily studied in the frequency domain, because the various time horizons are associated with a particular frequency or band of frequencies. LÄS MER

  5. 4. Z-Series : Mining and learning from complex sequential data

    Författare :Zed Lee; Panagiotis Papapetrou; Tony Lindgren; Toon Calders; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; data- och systemvetenskap; Computer and Systems Sciences;

    Sammanfattning : The amount and complexity of sequential data collected across various domains have grown rapidly, posing significant challenges for extracting useful knowledge from such data sources. The complexity arises from diverse sequence representations with varying granularities, such as multivariate time series, histogram snapshots, and heterogeneous health records, which often describe a single data instance with multiple sequences. LÄS MER

  7. 5. Strategic time awareness : implications of strategic thinking

    Författare :Henrik Friman; Peter Stevrin; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Strategic time; strategic time awareness; strategic thinking and strategic management; Business Administration; företagsekonomi;

    Sammanfattning : Strategic time awareness (STA) is a research project that strives to gain new insights about the strategic thinking process and better understand time in the context of strategic management. The purpose of this study is to understand what managers think is important with regard to time in the process of strategic thinking. LÄS MER