Sökning: "forecast comparison"

Visar resultat 1 - 5 av 19 avhandlingar innehållade orden forecast comparison.

  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. Development of voyage optimization algorithms for sustainable shipping and their impact to ship design

    Författare :Helong Wang; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Expected time of arrival ETA ; Ship safety; Sustainable shipping; Metocean forecast; Voyage optimization algorithms.; Dijkstra’s algorithm; Genetic algorithm; Energy efficiency;

    Sammanfattning : The environmental impacts from shipping and the societal challenges of human and property losses caused by ship accidents are pressuring the shipping industry to improve its energy efficiency and enhance ship safety. Voyage optimization is such an effective measure that has been widely adopted in today’s shipping market. LÄS MER

  4. 3. Essays on forecasting and Bayesian model averaging

    Författare :Jana Eklund; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis, which consists of four chapters, focuses on forecasting in a data-rich environment and related computational issues. Chapter 1, “An embarrassment of riches: Forecasting using large panels” explores the idea of combining forecasts from various indicator models by using Bayesian model averaging (BMA) and compares the predictive performance of BMA with predictive performance of factor models. LÄS MER

  5. 4. Essays on Information Disclosure : Content, Consequence and Relevance

    Författare :Niklas Ström; Jan-Erik Gröjer; Bino Catasús; Kenth Skogsvik; Uppsala universitet; []
    Nyckelord :Business studies; IPO; prospectus; disclosure; valuation; underpricing; Företagsekonomi;

    Sammanfattning : This thesis provides new insight into the information environments of Initial Public Offerings (IPOs) and analysts’ equity reports. The thesis consists of four essays that address the issues of firm disclosure and the relevance of information for analysts and investors in the capital market. LÄS MER

  7. 5. Integration of Distributed Renewable Energy and Energy Storages in Buildings

    Författare :Yang Zhang; Jinyue Yan; Pietro Elia Campana; Anders Lundblad; Zhe Chen; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Building; PV; Energy Storage; Operation; Optimization; Flexibility;

    Sammanfattning : Photovoltaic (PV) is a distributed renewable energy technology that is suitable for integration in buildings. PV reduces the electricity demands as well as the greenhouse gas emissions of buildings. LÄS MER