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Dissertations / Theses on the topic 'SARIMA'

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1

Silva, Mário Pedro Cristelo Diogo da. "Previsões das dormidas em hotéis de três regiões de Portugal." Master's thesis, Instituto Superior de Economia e Gestão, 2021. http://hdl.handle.net/10400.5/22816.

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Mestrado Bolonha em Métodos Quantitativos para a Decisão Económica e Empresarial<br>This Master's work has as its variable of study overnight stays in hotels in three Portuguese regions - Algarve, Metropolitan Area of Lisbon (AML) and Madeira - seeking to develop forecasting models and to make forecasts for the years 2019 and 2020, subsequently comparing them with the observed values. The variable of interest was chosen because it imposes itself as a faithful portrait of the total tourist demand in Portugal and the regions because they assume themselves as excellent tourist destinations, repre
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Nilsson, Fredrik. "Payment Volume Forecasting using Hierarchical Regression with SARIMA Errors : Payment Volume Forecasting using Hierarchical Regression with SARIMA Errors." Thesis, Uppsala universitet, Institutionen för informationsteknologi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-425886.

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When forecasting financial transaction volumes in different markets, different markets often exhibit similar seasonality patterns and public holiday behavior. In this thesis, an attempt is made at utilizing these similarities to improve forecasting accuracy as compared to forecasting each market individually. Bayesian hierarchical regression models with time series errors are used on daily transaction data. When fitting three years of historic data for all markets, no consistent significant improvements in forecasting accuracy was found over a non-hierarchical regression model. When the amount
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Dexheimer, Verena. "Einreisetourismus in Deutschland Paneldatenanalysen und SARIMA-Prognosen." Frankfurt, M. Berlin Bern Bruxelles New York, NY Oxford Wien Lang, 2009. http://d-nb.info/1000128547/04.

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Li, Yangyang M. Eng Massachusetts Institute of Technology. "New product forecasting of appliance and consumables : SARIMA model." Thesis, Massachusetts Institute of Technology, 2018. https://hdl.handle.net/1721.1/132738.

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Thesis: M. Eng. in Advanced Manufacturing and Design, Massachusetts Institute of Technology, Department of Mechanical Engineering, September, 2018<br>Cataloged from the PDF version of thesis.<br>Includes bibliographical references (pages 43-44).<br>Drinkworks is a joint venture between Anheuser-Busch InBev and Keurig Green Mountain, with a focus on developing an in-home alcohol system that can prepare different alcoholic beverages. The goal of this project is to forecast the demand for their new product, consisting of appliance and pods, without historical data. For appliance forecast, this pa
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Trcka, Peter. "Výstavba lineárnych stochastických modelov časových radov triedy SARIMA – automatizovaný postup." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-193057.

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This work concerns the creation of automatized procedure of ARIMA and SARIMA class model choice according to Box-Jenkins methodology and in this connection, also deals with force testing of unit roots and analysis of applying of informatics criteria when choosing a model. The goal of this work is to create an application in the environment R that can automatically choose a model of time array generating process. The procedure is verified by a simulation study. In this work an effect of values of generating ARMA (1,1) model processes parameters is examined, for his choice and power of KPSS test
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Hilmersson, Markus. "A Study Evaluating the Liquidity Risk for Non-Maturity Deposits at a Swedish Niche Bank." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-273594.

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Since the 2008 financial crisis, the interest for the subject area of modelling non-maturity deposits has been growing quickly. The area has been widely analysed from the perspective of a traditional bank where customers foremost have transactional and salary deposits. However, in recent year the Swedish banking sector has become more digitized. This has opened up opportunities for more niche banking actors to establish themselves on the market. Therefore, this study aims to examine how the theories developed and previously used in modelling liquidity volumes at traditional banks can be used a
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Samuelsson, Petter, and David Magnusson. "Tidsserieanalys över svensk varuhandel januari 1975 – augusti 2010." Thesis, Uppsala universitet, Statistiska institutionen, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-146035.

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Syftet med denna uppsats är att modellera och prognostisera Sveriges varuexport, varuimport och handelsnetto. Vi använder oss av data från januari 1975 till och med augusti 2010 för respektive serie. Dessa data testas och jämförs i olika ARIMA- och SARIMA-modeller samt skattas även medelst säsongsreningsprogrammet TRAMO/SEATS. För de modeller som bäst passar serierna genomförs därefter in sample- och out of sample-analyser med felmåtten RMSE och MAPE. Modellerna med bäst felmått och som därpå väljs ut för att göra prognoser för serierna till och med augusti 2012 är (3,1,0)x(0,1,1) för export,
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AIDOO, ERIC. "MODELLING AND FORECASTING INFLATION RATES IN GHANA: AN APPLICATION OF SARIMA MODELS." Thesis, Högskolan Dalarna, Statistik, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:du-4828.

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Ghana faces a macroeconomic problem of inflation for a long period of time. The problem in somehow slows the economic growth in this country. As we all know, inflation is one of the major economic challenges facing most countries in the world especially those in African including Ghana. Therefore, forecasting inflation rates in Ghana becomes very important for its government to design economic strategies or effective monetary policies to combat any unexpected high inflation in this country. This paper studies seasonal autoregressive integrated moving average model to forecast inflation rates i
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AIDOO, ERIC. "Forecast Performance Between SARIMA and SETAR Models: An Application to Ghana Inflation Rate." Thesis, Uppsala universitet, Statistiska institutionen, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-154339.

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In recent years, many research works such as Tiao and Tsay (1994), Stock and Watson (1999), Chen et al. (2001), Clements and Jeremy (2001), Marcellino (2002), Laurini and Vieira (2005) and others have described the dynamic features of many macroeconomic variables as nonlinear. Using the approach of Keenan (1985) and Tsay (1989) this study shown that Ghana inflation rates from January 1980 to December 2009 follow a threshold nonlinear process.  In order to take into account the nonlinearity in the inflation rates we then apply a two regime nonlinear SETAR model to the inflation rates and then s
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Norambuena, Ortega Ramón Simón Andrés. "Predicción de Corto Plazo de Potencia Generada en un Aerogenerador Usando Modelo Sarima." Tesis, Universidad de Chile, 2011. http://www.repositorio.uchile.cl/handle/2250/104196.

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El aumento del aporte energético por parte de las centrales eólicas dentro de la matriz de energías renovables no convencionales de Chile, crea la imperiosa necesidad de desarrollar herramientas que ayuden a gestionar el funcionamiento de parques eólicos, y en particular de los aerogeneradores que lo componen, con el fin de hacer más eficiente la integración y manejo en el sistema interconectado. En esta línea, el propósito de este trabajo es desarrollar un modelo predictivo para la potencia generada en un aerogenerador en base a series de tiempo históricas de variables atmosféricas del lugar
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Nikolaisen, Sävås Fredrik. "Forecast Comparison of Models Based on SARIMA and the Kalman Filter for Inflation." Thesis, Uppsala universitet, Statistiska institutionen, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-202204.

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Inflation is one of the most important macroeconomic variables. It is vital that policy makers receive accurate forecasts of inflation so that they can adjust their monetary policy to attain stability in the economy which has been shown to lead to economic growth. The purpose of this study is to model inflation and evaluate if applying the Kalman filter to SARIMA models lead to higher forecast accuracy compared to just using the SARIMA model. The Box-Jenkins approach to SARIMA modelling is used to obtain well-fitted SARIMA models and then to use a subset of observations to estimate a SARIMA mo
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Arvid, Odencrants, and Dahl Dennis. "Utvärdering av Transportstyrelsens flygtrafiksmodeller." Thesis, Linköpings universitet, Statistik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-106786.

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The Swedish Transport Agency has for a long time collected data on a monthly basis for different variables that are used to make predictions, short projections as well as longer projections. They have used SAS for producing statistical models in air transport. The model with the largest value of coefficient of determination is the method that has been used for a long time. The Swedish Transport Agency felt it was time for an evaluation of their models and methods of how projections is estimated, they would also explore the possibilities to use different, completely new models for forecasting a
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Claudio, Cordeiro Teti Aloisio. "Modelo de previsão da receita tributária : o caso do ICMS no Estado de Pernambuco." Universidade Federal de Pernambuco, 2009. https://repositorio.ufpe.br/handle/123456789/3786.

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Made available in DSpace on 2014-06-12T17:16:37Z (GMT). No. of bitstreams: 2 arquivo2907_1.pdf: 634979 bytes, checksum: 330e453c0db3f5452e436a3247c47be0 (MD5) license.txt: 1748 bytes, checksum: 8a4605be74aa9ea9d79846c1fba20a33 (MD5) Previous issue date: 2009<br>Esta dissertação tem como principal objetivo apresentar os modelos de previsão de arrecadação do ICMS, por segmento econômico, para a Secretaria da Fazenda do Estado de Pernambuco, utilizando as técnicas econométricas. Objetiva-se, com essa pesquisa, disponibilizar aos gestores púbicos do Estado mais um modelo de previsão consisten
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Anners, Carl. "FORECASTING ENERGY USAGE IN THE INDUSTRIAL SECTOR IN SWEDEN USING SARIMA AND DYNAMIC REGRESSION." Thesis, Uppsala universitet, Statistiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-328292.

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Accurate prediction of future events is of great interest in various contexts. This thesis focuses on forecasting and predicting energy usage in the industrial sector, which provides valuable information for government agencies to plan and allocate the available budget. More specifically, the purpose is to evaluate if using explanatory variables in a dynamic regression with seasonal autoregressive integrated moving average (SARIMA) errors improves the forecasting accuracy of quarterly energy usage in the industrial sector in Sweden compared to a standard SARIMA model. The SARIMA model used for
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Kinene, Alan. "FORECASTING OF THE INFLATION RATES IN UGANDA: : A COMPARISON OF ARIMA, SARIMA AND VECM MODELS." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-49388.

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Mokaddem, Faradji Tebra. "Effets des jours ouvrables sur la prévision à court terme du trafic du courrier de La Poste." Thesis, Aix-Marseille, 2012. http://www.theses.fr/2012AIXM1089.

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Aujourd'hui, La Poste se trouve dans une situation particulièrement délicate au regard des mutations de son environnement économique. Pour répondre à ses nouveaux enjeux, elle doit développer sa planification stratégique, dans laquelle la prévision de son chiffre d'affaires joue un rôle particulièrement crucial. Or, à l'heure actuelle, les méthodes utilisées par la Direction Stratégique, notamment pour traiter la question de l'effet jours ouvrables, ne sont pas optimales et l'entreprise cherche à les améliorer. Notre thèse, réalisée en convention CIFRE avec la Direction Marketing Stratégique d
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Helman, Karel. "Statistická analýza teplotních a srážkových časových řad v České republice v období 1961 - 2008." Doctoral thesis, Vysoká škola ekonomická v Praze, 2005. http://www.nusl.cz/ntk/nusl-96401.

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The present dissertation deals with an analysis of monthly time series of average temperatures and precipitation sums recorded at 44 sites in the Czech Republic over the period of 1961--2008. The main research purpose is to acquire deeper knowledge of regularities in the climatic time series development, using an appropriate set of statistical methods. A secondary objective is to search and find correlations between the research outcomes and basic geographic coordinates (altitude, longitude and latitude) of particular measurement stations and comparing all the results achieved for the selected
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Jantoš, Milan. "Modelovanie a predpovedanie sezónnych časových radov." Master's thesis, Vysoká škola ekonomická v Praze, 2016. http://www.nusl.cz/ntk/nusl-264619.

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In this Master Thesis there are summarized basic methods for modelling time series, such as linear regression with seasonal dummy variables, exponential smoothing and SARIMA processes. The thesis is aimed on modelling and forecasting seasonal time series using these methods. Goals of the Thesis are to introduce and compare these methods using a set of 2184 seasonal time series followed by evaluation their prediction abilities. The main benefit of this Master Thesis is understanding of different aspects of forecasting time series and empirical verification of advantages and disadvantages these
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SILVA, Pollyanna Kelly de Oliveira. "Análise e previsão de curto prazo do vento através de modelagem estatística em áreas de potencial eólico no nordeste do Brasil." Universidade Federal de Campina Grande, 2017. http://dspace.sti.ufcg.edu.br:8080/jspui/handle/riufcg/1414.

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Submitted by Maria Medeiros (maria.dilva1@ufcg.edu.br) on 2018-08-13T15:28:50Z No. of bitstreams: 1 POLLYANNA KELLY DE OLIVEIRA SILVA - TESE (PPGMet) 2017.pdf: 11004478 bytes, checksum: 0d5e098181f432beffc2fd8155027f1e (MD5)<br>Made available in DSpace on 2018-08-13T15:28:50Z (GMT). No. of bitstreams: 1 POLLYANNA KELLY DE OLIVEIRA SILVA - TESE (PPGMet) 2017.pdf: 11004478 bytes, checksum: 0d5e098181f432beffc2fd8155027f1e (MD5) Previous issue date: 2017-08-30<br>CNPq<br>O vento como fonte para geração de energia elétrica é analisado neste trabalho através de sua variabilidade e da obtenção de
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Han, Jianfeng, and 韩剑峰. "Comparing the performance of SARIMA and dynamic linear model in forecasting monthly cases of mumps in Hong Kong." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hdl.handle.net/10722/193789.

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Background To provide a reliable forecast of a disease is one of the main purpose of public health surveillance system. Basic information obtained from data collection can provide the nature knowledge of and the history pattern of a disease. In public health surveillance system, a lot of data are time series, especially for infectious diseases. SARIMA method and DLM method are both applicable tools for time series data analysis. Hong Kong has a relative low mumps prevalence. And the prevalence followed an increasing trend until 2004and kept stable after 2006. However, outbreaks may be also
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Chakhchoukh, Yacine. "Contribution à l'estimation robuste des modèles SARIMA : application à la prévision à court terme de la consommation d'électricité." Paris 11, 2010. http://www.theses.fr/2010PA112035.

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Dans cette thèse, un certain nombre de méthodes robustes existantes dans la littérature statistique sont utilisées pour l’estimation de modèle SARIMA dans le contexte de séries chronologiques corrélées. La contribution de ce travail est de proposer de nouvelles méthodes robustes qui tout en permettant une meilleure prévision, assurent l’association d’une bonne robustesse à une efficacité élevée. Ceci est confirmé théoriquement. Il s’agit d’améliorer la prévision à court terme de la consommation électrique en France en tenant compte de valeurs déviantes dues notamment aux jours fériés ainsi qu’
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Landström, Johan, and Patric Linderoth. "Precisionsbaserad analys av trafikprediktion med säsongsbaserad ARIMA-modellering." Thesis, Högskolan i Borås, Akademin för bibliotek, information, pedagogik och IT, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:hb:diva-14336.

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Intelligenta Transportsystem (ITS) utgör idag en central del i arbetet att försöka höja kvaliteten i transportnätverken, genom att exempelvis ge stöd i arbetet att leda trafik i realtid och att ge trafikanter större möjlighet att ta informerade beslut gällandes sin körning. Kortsiktig prediktion av trafikdata, däribland trafikvolym, spelar en central roll för de tjänster ITS-systemen levererar. Den starka teknologiska utvecklingen de senaste decennierna har bidragit till en ökad möjlighet till att använda datadriven modellering för att utföra kortsiktiga prediktioner av trafikdata. Säsongsbase
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Duarte, Cláudia Filipa Pires. "On the role of disaggregated information for inflation forecasting." Master's thesis, Instituto Superior de Economia e Gestão, 2005. http://hdl.handle.net/10400.5/755.

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Mestrado em Economia<br>O principal objectivo desta dissertação é avaliar o papel da informação desagregada na previsão da inflação. Mais concretamente, esta informação refere-se às diversas componentes do índice de preços, segundo três níveis de desagregação: o índice total agregado, cinco classes e 59 índices elementares. Para avaliar a influência da utilização deste tipo de informação na qualidade das previsões recorre-se a três técnicas distintas: a abordagem bottom-up; os factores comuns dinâmicos; e a combinação de ambas. Indo mais além do que aquilo que é comum na literatura relativa a
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Wöstmann, Corinna. "Energy Consumption - Forecasting for Linköping and Helsingborg : A Comparison of SARIMA Modelling and Double Seasonal Holt-Winters Exponential Smoothing." Thesis, Linnéuniversitetet, Institutionen för matematik (MA), 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-28318.

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Energy consumption forecasting is important for ecient planning of electricity production in order to minimize costs and also to ensure that the demand will be covered. In this thesis two methods are suggested: a combination of SARIMA modelling and regression, and forecasting by using the double seasonal Holt-Winters algorithm for exponential smoothing. Both methods are tested on energy consumption data for the regions Linkoping and Helsingborg provided by Bixia. Private and industry clients are regarded separately for regular days and holidays. The exponential smoothing method leads to good r
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Xia, Jingxin. "DYNAMIC FREEWAY TRAVEL TIME PREDICTION USING SINGLE LOOP DETECTOR AND INCIDENT DATA." UKnowledge, 2006. http://uknowledge.uky.edu/gradschool_diss/315.

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The accurate estimation of travel time is valuable for a variety of transportation applications such as freeway performance evaluation and real-time traveler information. Given the extensive availability of traffic data collected by intelligent transportation systems, a variety of travel time estimation methods have been developed. Despite limited success under light traffic conditions, traditional corridor travel time prediction methods have suffered various drawbacks. First, most of these methods are developed based on data generated by dual-loop detectors that contain average spot speeds. H
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Zatloukal, Radomír. "Analýza a předpověď časových řad pomocí statistických metod se zaměřením na metodu Box-Jenkins." Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2008. http://www.nusl.cz/ntk/nusl-228167.

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Two real time series, one discussing the area of energy, other discussing the area of economy. By the energetic area we will be dealing with the electric power consumption in the USA, by the economic area we will be dealing with the progress of index PX50. We will try to approve the validity of hypothesis that with some test functions we will be able to set down the accidental unit distribution in these two time series.
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Khoei, Amir Mohammad. "Arterial short-term travel time prediction using Bluetooth data." Thesis, Queensland University of Technology, 2014. https://eprints.qut.edu.au/73816/1/Amir%20Mohammad_Khoei_Thesis.pdf.

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This project recognized lack of data analysis and travel time prediction on arterials as the main gap in the current literature. For this purpose it first investigated reliability of data gathered by Bluetooth technology as a new cost effective method for data collection on arterial roads. Then by considering the similarity among varieties of daily travel time on different arterial routes, created a SARIMA model to predict future travel time values. Based on this research outcome, the created model can be applied for online short term travel time prediction in future.
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Rodrigues, Samuel Bellido. "Método híbrido interativo sarima support vector regression wavelet de múltiplos núcleos na previsão de séries temporais de instrumentos de barragens." reponame:Repositório Institucional da UFPR, 2015. http://hdl.handle.net/1884/41960.

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Orientador : Prof. Dr. Arinei Carlos Lindbeck da Silva<br>Co-orientador : Prof. Dr. Luiz Albino Teixeira Júnior<br>Tese (doutorado) - Universidade Federal do Paraná, Setor de Tecnologia, Programa de Pós-Graduação em Métodos Numéricos em Engenharia. Defesa: Curitiba, 22/12/2015<br>Inclui referências : f.82-93<br>Resumo: Nesta tese de Doutorado é apresentado um novo método preditivo híbrido, formado basicamente pela combinação dos métodos SARIMA, Support Vector Regression e Wavelet, denominado como SARIMA Support Vector Regression Wavelet de Múltiplos Núcleos (SSVRWMN), para a predição de valore
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Stitou, Adnane. "SARIMA Short to Medium-Term Forecasting and Stochastic Simulation of Streamflow, Water Levels and Sediments Time Series from the HYDAT Database." Thesis, Université d'Ottawa / University of Ottawa, 2019. http://hdl.handle.net/10393/39785.

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This study aims to investigate short-to-medium forecasting and simulation of streamflow, water levels, and sediments in Canada using Seasonal Autoregressive Integrated Moving Average (SARIMA) time series models. The methodology can account for linear trends in the time series that may result from climate and environmental changes. A Universal Canadian forecast Application using python web interface was developed to generate short-term forecasts using SARIMA. The Akaike information criteria was used as performance criteria for generating efficient SARIMA models. The developed models were valida
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Chandoul, Wided. "Conception et réalisation d'un système d'aide à la gestion des tensions dans les services d'urgences pédiatriques : vers des nouvelles approches d'évaluation, de quantification et d'anticipation." Thesis, Ecole centrale de Lille, 2015. http://www.theses.fr/2015ECLI0010/document.

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La Tension dans un Service d’Urgences (SU) est un déséquilibre entre le flux de charge des soins et la capacité de prise en charge sur une durée suffisante pouvant entrainer des conséquences néfastes au bon fonctionnement. Elle se reflète par la surcharge des locaux, l’allongement des délais de traitement et d’attente. Ce qui provoque à la fois l’insatisfaction des patients et l’anxiété du personnel. Cette thèse s’inscrit dans le cadre du projet HOST financé par le programme ANR-TECSAN-2011 afin d’élaborer un Système d'Aide à la Gestion de la Tension (SAGeT) assurant trois objectifs:1. L’évalu
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Lindberg, Johan. "A Time Series Forecast of the Electrical Spot Price : Time series analysis applied to the Nordic power market." Thesis, Umeå universitet, Institutionen för fysik, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-41898.

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In this report six different models for predicting the electrical spot price on the Nordic power exchange, Nord Pool, are developed and compared. They are evaluated against the already existing model as well as the naive test, which is a forecast where the last week’s observations are used as a prognosis for the coming week. The models developed are constructed so that the models for different time resolutions are combined to create a full model. Harmonic regression with a linear trend are used to identify a yearly trend while SARIMAX/SARIMA time series models are used on a daily and hourly ba
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Leja, Eliza, and Jonathan Stråle. "Prognoser av ekonomiska tidsserier med säsongsmönster : En empirisk metodjämförelse." Thesis, Uppsala universitet, Statistiska institutionen, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155790.

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I denna uppsats har olika metoder för att göra prognoser för ekonomiska tidsserier med säsongsmönster jämförts och utvärderats. Frågan som undersökningen har kretsat kring är: Vilken metod är bäst lämpad för att göra prognoser av tidsserier med säsongsmönster? De metoder som jämförs är säsongsrensningsmetoderna Census II och TRAMO/SEATS, säsongsmodellerna SARIMA och ARIMA med dummyvariabler för säsong samt en metod där medelvärdena från de fyra första metoderna används som prognoser. För att genomföra undersökningen har dessa metoder tillämpats på fyra ekonomiska tidsserier, nämligen: konsumti
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Zheng, Hongzhang. "On Development and Performance Evaluation of Some Biosurveillance Methods." Diss., Virginia Tech, 2011. http://hdl.handle.net/10919/77128.

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This study examines three applications of control charts used for monitoring syndromic data with different characteristics. The first part develops a seasonal autoregressive integrated moving average (SARIMA) based surveillance chart, and compares it with the CDC Early Aberration Reporting System (EARS) W2c method using both authentic and simulated data. After successfully removing the long-term trend and the seasonality involved in syndromic data, the performance of the SARIMA approach is shown to be better than the performance of the EARS method in terms of two key surveillance characteristi
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Sperl, Ryan E. "Hierarchical Anomaly Detection for Time Series Data." Wright State University / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=wright1590709752916657.

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Wikström, Johan. "Employment forecasting using data from the Swedish Public Employment Service." Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-239174.

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The objective of this thesis is to forecast the number of people registered at the Swedish Public Employment Service (Arbetsförmedlingen) that will manage to get employment each month and examine how accurate the forecasts are. The Swedish Public Employment Service is a government-funded agency in Sweden working to keep the unemployment rate low. When someone is unemployed or looking for a new job, he or she can register at the Swedish Public Employment Service. Being able to forecast well how many are expected to get employment could be useful when planning and making decisions. It could also
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Stavrén, Fredrik, and Nikita Domin. "Modeling of non-maturing deposits." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252302.

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The interest in modeling non-maturing deposits has skyrocketed ever since thefinancial crisis 2008. Not only from a regulatory and legislative perspective,but also from an investment and funding perspective.Modeling of non-maturing deposits is a very broad subject. In this thesis someof the topics within the subject are investigated, where the greatest focus inon the modeling of the deposit volumes. The main objective is to providethe bank with an analysis of the majority of the topics that needs to be cov-ered when modeling non-maturing deposits. This includes short-rate model-ing using Vasic
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Martins, Natália da Silva. "Modelos autoregressivos e de médias móveis espaço-temporais (STARMA) aplicados a dados de temperatura." Universidade de São Paulo, 2013. http://www.teses.usp.br/teses/disponiveis/11/11134/tde-09042013-112557/.

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Os processos espaço-temporais vêm ganhando destaque nos últimos anos, em razão do aumento de estudos compreendendo variáveis que apresentam interação entre as dimensões espacial e temporal. Com o objetivo de modelar esses processos, Pfeifer e Deutsch (1980a) propuseram uma extensão da classe de modelos univariados de Box-Jenkins, denominada por modelo espaço-temporal autoregressivo de média móvel (STARMA). Essa classe de modelos é utilizada para descrever dados de séries temporais espacialmente localizadas. Os processos passíveis de modelagem via classe de modelos STARMA são caracterizados por
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JUAREZ, VARGAS ALEJANDRO. "Inflación e incertidumbre inflacionaria. La postura de los bancos centrales de las economías del Sureste Asiático una aproximación mediante modelos SARIMA-GJR GARCH-M. (1980-2017)." Tesis de Licenciatura, Universidad Autónoma del Estado de México, 2020. http://hdl.handle.net/20.500.11799/105638.

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TESIS DE LICENCIATURA<br>Se analiza la relación que existe entre la inflación y la incertidumbre inflacionaria a fin de probar el cumplimiento de las hipótesis propuestas por los distintos autores que hacen referencia al estudio de estas variables económicas. El objetivo del estudio es estimar a través de modelos econométricos híbridos el comportamiento que tiene la aplicación de un modelo de metas de inflación para cuatro países del Sureste Asiático (Corea Filipinas, Indonesia y Tailandia), así como evaluar tres países de esta misma región (Hong Kong, Malasia y Singapur) que aplican otro ins
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Bessa, Adriana Bezerra. "Previsão de vendas no varejo de moda com modelos de redes neurais." reponame:Repositório Institucional do FGV, 2018. http://hdl.handle.net/10438/23890.

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Submitted by Adriana Bezerra Bessa (adrianabbessa@gmail.com) on 2018-05-09T00:07:09Z No. of bitstreams: 1 Tese_AdrianaBessa_versaofinal.pdf: 4846338 bytes, checksum: 5d2e8d52cd770e8fd17a4a9adee180d2 (MD5)<br>Approved for entry into archive by Thais Oliveira (thais.oliveira@fgv.br) on 2018-05-10T17:26:20Z (GMT) No. of bitstreams: 1 Tese_AdrianaBessa_versaofinal.pdf: 4846338 bytes, checksum: 5d2e8d52cd770e8fd17a4a9adee180d2 (MD5)<br>Approved for entry into archive by Suzane Guimarães (suzane.guimaraes@fgv.br) on 2018-05-11T12:30:07Z (GMT) No. of bitstreams: 1 Tese_AdrianaBessa_versaofinal.pd
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Fagerholm, Christian. "Time series analysis and forecasting : Application to the Swedish Power Grid." Thesis, Linnéuniversitetet, Institutionen för datavetenskap och medieteknik (DM), 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-88615.

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n the electrical power grid, the power load is not constant but continuouslychanging. This depends on many different factors, among which the habits of theconsumers, the yearly seasons and the hour of the day. The continuous change inenergy consumption requires the power grid to be flexible. If the energy provided bygenerators is lower than the demand, this is usually compensated by using renewablepower sources or stored energy until the power generators have adapted to the newdemand. However, if buffers are depleted the output may not meet the demandedpower and could cause power outages. The
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Jiráň, Robin. "Odhady časových řad pomocí modelů neuronových sítí." Master's thesis, Vysoká škola ekonomická v Praze, 2017. http://www.nusl.cz/ntk/nusl-359346.

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This thesis deals about using models of neural networks like alternative of time series model based on Box-Jenkins methodology. The work is divided into two parts according to the model construction method. Each of the parts contains a theory that explains the individual processes and the progress of the model construction. This is followed by two experiments demonstrating the difference in approach to the design of a given model and creating a forecast by estimated values. for the following year. The last part expertly evaluates the quality of the predictions and considers the use of neural n
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Baldon, Nicoló. "Time series Forecast of Call volume in Call Centre using Statistical and Machine Learning Methods." Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-265002.

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Time series is a collection of points gathered at regular intervals. Time series analysis explores the time correlations and tries to model it according to trend and seasonality. One of the most relevant tasks, in time series analysis, is forecasting future values, which is considered fundamental in many real-world scenarios. Nowadays, many companies forecast using hand-written models or naive statistical models. Call centers are the front end of the organization, managing the relationship with the customers. A key challenge for call centers remains the call load forecast and the optimization
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Montaser, Roushdi Ali Eslam. "STOCHASTIC SEASONAL MODELS FOR GLUCOSE PREDICTION IN TYPE 1 DIABETES." Doctoral thesis, Universitat Politècnica de València, 2020. http://hdl.handle.net/10251/136574.

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[ES] La diabetes es un importante problema de salud mundial, siendo una de las enfermedades no transmisibles más graves después de las enfermedades cardiovasculares, el cáncer y las enfermedades respiratorias crónicas. La prevalencia de la diabetes ha aumentado constantemente en las últimas décadas, especialmente en países de ingresos bajos y medios. Se estima que 425 millones de personas en todo el mundo tenían diabetes en 2017, y para 2045 este número puede aumentar a 629 millones. Alrededor del 10% de las personas con diabetes padecen diabetes tipo 1, caracterizada por una destrucción autoi
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Wallentinsson, Emma Wallentinsson. "Multiple Time Series Forecasting of Cellular Network Traffic." Thesis, Linköpings universitet, Statistik och maskininlärning, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-154868.

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The mobile traffic in cellular networks is increasing in a steady rate as we go intoa future where we are connected to the internet practically all the time in one wayor another. To map the mobile traffic and the volume pressure on the base stationduring different time periods, it is useful to have the ability to predict the trafficvolumes within cellular networks. The data in this work consists of 4G cellular trafficdata spanning over a 7 day coherent period, collected from cells in a moderately largecity. The proposed method in this work is ARIMA modeling, in both original formand with an ex
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Sztamfater, Marina Gruc. "Previsão da expedição de papelão ondulado a partir de modelos com variáveis agregadas e desagregadas." reponame:Repositório Institucional do FGV, 2015. http://hdl.handle.net/10438/13459.

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Falk, Anton, and Daniel Holmgren. "Sales Forecasting by Assembly of Multiple Machine Learning Methods : A stacking approach to supervised machine learning." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-184317.

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Today, digitalization is a key factor for businesses to enhance growth and gain advantages and insight in their operations. Both in planning operations and understanding customers the digitalization processes today have key roles, and companies are spending more and more resources in this fields to gain critical insights and enhance growth. The fast-food industry is no exception where restaurants need to be highly flexible and agile in their work. With this, there exists an immense demand for knowledge and insights to help restaurants plan their daily operations and there is a great need for o
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ALENCAR, David Barbosa de. "Modelo híbrido baseado em séries temporais e redes neurais para previsão da geração de energia eólica." Universidade Federal do Pará, 2018. http://repositorio.ufpa.br/jspui/handle/2011/10416.

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Submitted by Luciclea Silva (luci@ufpa.br) on 2018-11-20T16:16:30Z No. of bitstreams: 2 license_rdf: 9 bytes, checksum: 42dd12a06de379d3ffa39b67dc9c7aff (MD5) Tese_Modelohibridobaseado.pdf: 2923843 bytes, checksum: 6646b898a2999050d56c3e291110b46d (MD5)<br>Approved for entry into archive by Luciclea Silva (luci@ufpa.br) on 2018-11-20T16:16:59Z (GMT) No. of bitstreams: 2 license_rdf: 9 bytes, checksum: 42dd12a06de379d3ffa39b67dc9c7aff (MD5) Tese_Modelohibridobaseado.pdf: 2923843 bytes, checksum: 6646b898a2999050d56c3e291110b46d (MD5)<br>Made available in DSpace on 2018-11-20T16:16:59Z (GMT
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Zimmerhaklová, Tereza. "Analýza vývoje průměrné mzdy v České republice." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-73659.

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This thesis is focused on analysis of the development of gross month wage and in particular on development and examining seasonality. There are also described the institutions and their surveys of wages, such as the Czech Statistical Office, Ministry of Finance and the Ministry of Labor and Social Affairs, which administers the Information System of Average Earnings. The monthly income is compared between regions and between major classes KZAM. The development of time series is modeled by the Box-Jenkins methodology, further charts of seasonal values and seasonal indexes . For comparison the a
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Vieira, Julio Cesar de Azevedo. "Forecast dengue fever cases using time series models with exogenous covariates: climate, effective reproduction number, and twitter data." reponame:Repositório Institucional do FGV, 2018. http://hdl.handle.net/10438/24308.

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Skytting, Björn. "Synovial sarcoma : a Scandinavian Sarcoma Group project /." Stockholm, 1999. http://diss.kib.ki.se/1999/91-628-3571-8/.

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