Sökning: "Time series model"

Visar resultat 6 - 10 av 804 avhandlingar innehållade orden Time series model.

  1. 6. Common features in vector nonlinear time series models

    Författare :Dao Li; Sune Karlsson; Kenneth Carling; Thomas Holgersson; Örebro universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; nonliearity; time series; econometrics; smooth transition; common features; cointegration; forecasting; residual-based; ppp; Statistics; Statistik; Complex Systems – Microdata Analysis;

    Sammanfattning : This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in thesearea.Both stationary and nonstationary time series are concerned. LÄS MER

  3. 7. Time-Series Econometrics Applied to Macroeconomic Issues

    Författare :Abdulnasser Hatemi-J; Jönköping University; []
    Nyckelord :;

    Sammanfattning : This doctoral dissertation is a collection of six articles. Special attention is paid to model specification and the time-series properties of the data applied in each case. The first two articles deal with fiscal policy in Sweden and the effects of EMU criteria convergence. LÄS MER

  4. 8. Visualizing Cluster Patterns at Scale : A Model and a Library

    Författare :Elio Ventocilla; Maria Riveiro; Göran Falkman; Rafael M. Martins; Katerina Vrostou; Högskolan i Skövde; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Visual analytics; cluster patterns; big data; unsupervised learning; multidimensional projections; vector quantization; progressive visual analytics; Skövde Artificial Intelligence Lab SAIL ; Skövde Artificial Intelligence Lab SAIL ;

    Sammanfattning : Large quantities of data are being collected and analyzed by companies and institutions, with the aim of extracting knowledge and value. When little is known about the data at hand, analysts engage in exploratory data analysis to achieve a better understanding. LÄS MER

  5. 9. Bootstrap inference in time series econometrics

    Författare :Mikael P. Gredenhoff; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This dissertation contains five essays in the field of time series econometrics. The main issue discussed is the lack of coherence between small sample and asymptotic inference. Frequently, in modern econometrics distributional results are strictly only valid for a hypothetical infinite sample. LÄS MER

  7. 10. Model-driven Alignment : Linking Business Strategy with Information Systems

    Författare :Constantinos Giannoulis; Jelena Zdravkovic; John Krogstie; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Alignment; Business; Strategy; Information; Systems; Requirements; IS; Enterprise; Models; Modeling; Computer and Systems Sciences; data- och systemvetenskap;

    Sammanfattning : Information technology (IT) is more pervasive than ever before, constituting a significant factor for performance and survival in the business arena. It is essential that IT within organizations understands what the Business needs in order to provide the necessary support and bring value, which is also true when IT is also the main value creator. LÄS MER