Search results for "eksponentiaalinen tasoitus"

showing 2 items of 2 documents

Järjestyslukuihin perustuva eksponentiaalinen tasoitus ja volatiliteetin ennustaminen

2009

ennustaminenrobustisuusvolatiliteettieksponentiaalinen tasoitusGARCH-mallitjärjestysluvut

researchProduct

Eksponentiaalisen tasoituksen sovellus alkoholikuolleisuuden ennustamiseksi

2018

Eksponentiaalisen tasoituksen menetelmillä voidaan ennustaa tulevia havaintoja. Yksinkertaisen eksponentiaalisen tasoituksen menetelmällä ennustetaan tulevien havaintojen tasoa, kun taas Holtin lokaalin lineaarisen trendin menetelmä mahdollistaa myös aikasarjan trendin ennustamisen. Näiden menetelmien tarvitsemat tasoitusparametrit saatiin uskottavuusfunktioita optimoimalla. Esiteltyjä menetelmiä sovellettiin vertailemalla suomalaisten miesten ja naisten alkoholikuolleisuutta eri 5-vuotisluokissa vuosina 1969-2016. Havaintojen oletettiin tässä olevan Poisson-jakautuneita, joten tasoitusparametrit saatiin optimoimalla Poisson-jakauman uskottavuusfunktiota. Nämä optimoimalla saadut tasoituspa…

kuolleisuuseksponentiaalinen tasoitusennusteetPoisson-jakaumaalkoholi

researchProduct

PEPhysical Sciences and Engineering
- PE2Fundamental Constituents of Matter
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LSLife Sciences
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- LS2Integrative Biology: from Genes and Genomes to Systems
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  - LS4_1Organ and tissue physiology and pathophysiology
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SHSocial Sciences and Humanities
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