Search for dissertations about: "TIME SERIES prediction"

Showing result 1 - 5 of 130 swedish dissertations containing the words TIME SERIES prediction.

  2. 1. Automated Traffic Time Series Prediction

    Author : Bin Sun; Wei Cheng; Prashant Goswami; Guohua Bai; Slawomir Nowaczyk; Blekinge Tekniska Högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Machine Learning; Time Series; Traffic Engineering;

    Abstract : Intelligent transportation systems (ITS) are becoming more and more effective. Robust and accurate short-term traffic prediction plays a key role in modern ITS and demands continuous improvement. READ MORE

  4. 2. Event Prediction and Bootstrap in Time Series

    Author : Anders Svensson; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; bootstrap control.; statistical bootstrap; catastrophe; level-crossings; ARMAX process; Optimal alarm system; time series; optimal event predictor; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Abstract : Alarm systems are used in many situations, and should be as efficient as possible. In this thesis optimal predictive alarm systems, event predictors, are presented for general linear time series models with external signals. This family of process models include e.g. READ MORE

  5. 3. On Risk Prediction

    Author : Carl Lönnbark; Kurt Brännäs; Stefan Mittnik; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Time series; GARCH; Estimation error; Asymmetry; Supply and demand; Econometrics; Ekonometri; ekonometri; Econometrics;

    Abstract : This thesis comprises four papers concerning risk prediction. Paper [I] suggests a nonlinear and multivariate time series model framework that enables the study of simultaneity in returns and in volatilities, as well as asymmetric effects arising from shocks. READ MORE

  6. 4. Scalable Streaming Graph and Time Series Analysis Using Partitioning and Machine Learning

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

    Abstract : 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. READ MORE

  7. 5. Data mining for prediction - financial series case

    Author : Stefan Zemke; KTH; []
    Keywords : ;

    Abstract : Hard problems force innovative approaches and attention todetail, their exploration often contributing beyond the areainitially attempted. This thesis investigates the data miningprocess resulting in a predictor for numerical series.Theseries experimented with come from financial data - usuallyhard to forecast. READ MORE