Search results for "Matemàtiques i estadística"
showing 2 items of 22 documents
Empirical analysis of daily cash flow time-series and its implications for forecasting
2019
Usual assumptions on the statistical properties of daily net cash flows include normality, absence of correlation and stationarity. We provide a comprehensive study based on a real-world cash flow data set showing that: (i) the usual assumption of normality, absence of correlation and stationarity hardly appear; (ii) non-linearity is often relevant for forecasting; and (iii) typical data transformations have little impact on linearity and normality. This evidence may lead to consider a more data-driven approach such as time-series forecasting in an attempt to provide cash managers with expert systems in cash management.
The uncertainty of the energy demand in existing mediterranean urban blocks
2013
The objective of the paper is to describe a stochastic model that has been developed to obtain load profiles for household electricity. For the study, several profiles have been generated in order to simulate the electrical demand of a residential building block or neighbourhood and evaluate the uncertainty of its energy use. The paper is divided in three different parts: development of the model, validation and determination of the uncertainty demand. In the first parts the basis of the model and how it works is explained. The second one represents the validation of the model, the input data and its results. The last step is focused on a statistical analysis of the electricity demand of a …