Sökning: "Time-series"

Visar resultat 11 - 15 av 489 avhandlingar innehållade ordet Time-series.

1. 11. 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

3. 12. Some Contributions to Heteroscedastic Time Series Analysis and Computational Aspects of Bayesian VARs

   Författare :Oskar Gustafsson; Pär Stockhammar; Domenico Giannone; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Time series; heteroscedasticity; variance stabilizing filters; Bayesian vector autoregressions; Bayesian optimization; variational inference; Statistics; statistik;

   Sammanfattning : Time-dependent volatility clustering (or heteroscedasticity) in macroeconomic and financial time series has been analyzed for more than half a century. The inefficiencies it causes in various inference procedures are well known and understood. Despite this, heteroscedasticity is surprisingly often neglected in practical work. LÄS MER

4. 13. Indexing strategies for time series data

   Författare :Henrik André-Jönsson; Nahid Shahmehri; Patrick Lambrix; Tore Risch; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Computer science; Datavetenskap;

   Sammanfattning : Traditionally, databases have stored textual data and have been used to store administrative information. The computers used. and more specifically the storage available, have been neither large enough nor fast enough to allow databases to be used for more technical applications. LÄS MER

5. 14. Time Series and Macroeconomics: Studies in Demography and Monetary Policy

   Författare :Pär Österholm; Thomas Lindh; David Canning; Uppsala universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Macroeconomics; Time series econometrics; Nationalekonomi; Economics; Nationalekonomi;

   Sammanfattning : Chapter 1 provides a brief introduction to the topics of the thesis and summarises the main results.Chapter 2 studies the econometric properties of the Taylor (1993) rule when applied to U.S., Australian and Swedish data in order to judge its empirical relevance. LÄS MER

7. 15. Essays on financial time series models : Stochastic volatility and long memory

   Författare :Jonas Andersson; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Informatics; computer and systems science; Informatik; data- och systemvetenskap; Informatics; computer and systems science; Informatik; data- och systemvetenskap; statistik; Statistics;

   Sammanfattning : This work consists of five articles about the statistical aspects of financial time series models. The first three papers investigate and develop the inverse normal Gaussian stochastic volatility (NIGSV) model, initially suggested by Barndorff- Nielsen (1997). LÄS MER