Sökning: "time series forecasting"

Visar resultat 6 - 10 av 49 avhandlingar innehållade orden time series forecasting.

1. 6. Count data modelling and tourism demand

   Författare :Jörgen Hellström; Umeå universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Time series; Count data; INARMA; Unit root; Aggregation; Forecasting; Tourism; Truncation; Inflation; Simulated maximum likelihood; Bivariate hurdle model.;

   Sammanfattning : This thesis consists of four papers concerning modelling of count data and tourism demand. For three of the papers the focus is on the integer-valued autoregressive moving average model class (INARMA), and especially on the ENAR(l) model. LÄS MER

3. 7. Scalable Streaming Graph and Time Series Analysis Using Partitioning and Machine Learning

   Författare :Zainab Abbas; Vladimir Vlassov; Peter Van Roy; Paris Carbone; Vasiliki Kalavri; Vincenzo Massimiliano Gulisano; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Stream processing; graph processing; time series; big data; machine learning; Informations- och kommunikationsteknik; Information and Communication Technology;

   Sammanfattning : Recent years have witnessed a massive increase in the amount of data generated by the Internet of Things (IoT) and social media. Processing huge amounts of this data poses non-trivial challenges in terms of the hardware and performance requirements of modern-day applications. LÄS MER

4. 8. On testing and forecasting in fractionally integrated time series models

   Författare :Michael K. Andersson; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : This volume contains five essays in the field of time series econometrics. All five discuss properties of fractionally integrated processes and models. The first essay, entitled Do Long-Memory Models have Long Memory?, demonstrates that fractional integration can enhance the memory of ARMA processes enormously. LÄS MER

5. 9. Modelling and forecasting economic time series with single hidden-layer feedforward autoregressive artificial neural networks

   Författare :Gianluigi Rech; Handelshögskolan i Stockholm; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This dissertation consists of 3 essays In the first essay, A Simple Variable Selection Technique for Nonlinear Models, written in cooperation with Timo Teräsvirta and Rolf Tschernig, I propose a variable selection method based on a polynomial expansion of the unknown regression function and an appropriate model selection criterion. The hypothesis of linearity is tested by a Lagrange multiplier test based on this polynomial expansion. LÄS MER

7. 10. Analysis and Forecasting of Utility-Scale Hybrid Wind and PV Power Parks

   Författare :Oskar Lindberg; David Lingfors; Joakim Munkhammar; Johan Arnqvist; Jakub Jurasz; Uppsala universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; co-located; probabilistic; forecasting; trading; wind; solar; variability; Engineering Science with specialization in Civil Engineering and Built Environment; Teknisk fysik med inriktning mot byggteknik och byggd miljö;

   Sammanfattning : The increasing share of wind and photovoltaic (PV) power in the electricity generation mix pose challenges in power system management due to their non-dispatchable and intermittent nature. Co-locating wind and PV parks, forming utility-scale hybrid power parks (HPPs), means that the sources can share grid connection, land, permitting procedures as well as operation and maintenance work. LÄS MER