Search results for "forecasting"
showing 10 items of 329 documents
Wind Speed Forecasting
2009
This paper aims at providing a general class of stochastic models for hourly average wind speed time series taking into account all the main features of wind speed data, namely autocorrelation, non-Gaussian distribution, seasonal and diurnal nonstationarity. It will be shown that the methodology developed in this study, tested using the data recorded in two sites of Italy, attains valuable results in terms both of modelling and forecasting.
Stochastic models for wind speed time series: a case study
2010
The effectiveness of the autoregressive models in forecasting the agricultural prices in Poland
2010
The forecast of agricultural prices is one of the most important factors in making decision on production farms. The appropriate forecast allows for limiting the risk connected with one’s economic activity. In this study autoregressive models have been used, which helped to determine the price forecast for agricultural products in the purchasing centers in the second half of 2010. To determine the quality of forecast the average ex-post errors of the past forecasts have been used. The achieved results show that autoregressive models are an effective tool in forecasting the agricultural prices in Poland.
The dynamics over the next few years of the Spanish mobile telecommunications market share: a mathematical modelling approach
2013
Taking into account available data from 2002 to 2009 about the market share percentages of the Spanish mobile telecommunications service providers, a dynamic diffusion model to study the evolution of the clients’ change between the different companies during the period 2010–2016 is proposed. The constructed model provides a tool for forecasting short-term trends about the customers’ preferences with respect to mobile network operators taking into account both, autonomous decisions due to direct marketing and advertising strategies, and also decisions adopted through interaction via social influence. The model can provide insights to companies for designing strategies in order to gain market…
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.
Development of Neural Network Prediction Models for the Energy Producibility of a Parabolic Dish: A Comparison with the Analytical Approach
2022
Solar energy is one of the most widely exploited renewable/sustainable resources for electricity generation, with photovoltaic and concentrating solar power technologies at the forefront of research. This study focuses on the development of a neural network prediction model aimed at assessing the energy producibility of dish–Stirling systems, testing the methodology and offering a useful tool to support the design and sizing phases of the system at different installation sites. Employing the open-source platform TensorFlow, two different classes of feedforward neural networks were developed and validated (multilayer perceptron and radial basis function). The absolute novelty of this approac…
Sobre substitució lingüística i autòmats cel.lulars (SLAC): decurs de la investigació
2010
Hem optat per focalitzar la nostra investigació, tot i l'ampla aplicabilitat de la recerca, en la detecció del futur de la nostra llengua a partir dels pressupòsits de la Psicologia Social Computacional. I això mitjançant la utilització de la simulació informàtica, basada en els autòmats cel·lulars, que ha donat els primers resultats que presentem i explicitem en la nostra aportació a l'ANUARI. Així, hi abordem el futur de la llengua pròpia a partir de la conducta referida als parlants del País Valencià i amb la intenció d'esbrinar la reversió de la substitució lingüística.
Nodarbinātības prognozēšana, izmantojot ekonomiko ziņu noskaņojumu
2021
Maģistra darbs pielieto ekonomisko ziņu noskaņojuma indeksu, lai atrisinātu paradoksu starp nepieciešamību pēc biežākām makroekonomisko prognožu atjauninājumiem un nepietiekamu attiecīgo rādītāju atjaunošanas biežumu. Izmantojot modernākas datu zinātnes metodes, tika iegūts ikdienu ziņu noskaņojuma indekss, lai izpētītu, vai ziņu noskaņojums ir piemērots, prognozējot nodarbinātības dinamiku Dānijā, un uzlabotu prognozes precizitāti modelī. Analīze rāda, ka pastāv statistiska saistība starp nodarbinātības dinamiku un ziņu noskaņojumu, un ka noskaņojuma rādītāju izmantošana var palielināt nodarbinātības datu prognozēšanas precizitāti īsos prognozēšanas periodos.
SMOS-IC: An Alternative SMOS Soil Moisture and Vegetation Optical Depth Product
2017
© 2017 by the authors. The main goal of the Soil Moisture and Ocean Salinity (SMOS) mission over land surfaces is the production of global maps of soil moisture (SM) and vegetation optical depth (τ) based on multi-angular brightness temperature (TB) measurements at L-band. The operational SMOS Level 2 and Level 3 soil moisture algorithms account for different surface effects, such as vegetation opacity and soil roughness at 4 km resolution, in order to produce global retrievals of SM and τ. In this study, we present an alternative SMOS product that was developed by INRA (Institut National de la Recherche Agronomique) and CESBIO (Centre d'Etudes Spatiales de la BIOsphère). One of the main go…
Two Relevant Forecasting Problems for Practitioners in Finance: Equity Risk Premium and Non-Performing Loans
2021
The thesis aims to substantiate whether macroeconomic factors indicators are relevant to predict both in-sample and out-of-sample assets' future performance focusing on two well-studied themes in financial economics and banking: First, the ability to predict the equity risk premium, and second, the macroeconomic determinants of non-performing loans (NPL) rates. The dissertation is divided in three chapters. Chapter 1, entitled "Forecasting the equity risk premium in the European Monetary Union", investigates the capacity of multiple economic and technical variables to predict the Euro area equity risk premium. The chapter examines the performance of several variables that could be good pred…