Global ETD Search
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Showing 1 to 7 of 7 for “"Seasonal adjustment"”.
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Constructing an Informative Prior Distribution of Noises in Seasonal Adjustment
… periodic in uence leads to our research problem, seasonal adjustment. Seasonal adjustment is generally applied around us, especially in areas of economy and nance. Over the last few decades, scholars around the world made a lot of contributions in this area, and one of the latest methods is …
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Election cycles in Federal Reserve policy instruments and indicators
… year presidential election cycle are tested with seasonal adjustment indices, which provide a measure of the seasonal component of these time series. It was found that Democratic presidential terms are characterized by a six month stimulation of borrowing, engineered through a reduced discount …
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Modeling Conditional Distribution of Intraday Returns
… diurnal patterns inspired by traditional seasonal adjustment methods compatible with common models in the literature. Capturing distributional diurnal patterns substantially improves forecast precision. In Chapter 2, we study clustered commonality in the stock market to improve intraday …
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Previsão da demanda: uma aplicação prática na distribuidora XYZ
… trend, and a difficulty of perception of seasonality, since the data show an aptitude for randomness. It was diagnosed that the most efficient model was the mystification between linear regression and seasonal adjustment
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Agora: A Knowledge Marketplace for Machine Learning
… method for multi-feature regression models with seasonal adjustment, which can improve predictions for small datasets using information from additional datasets. Hephaestus works in the pre- and post- processing phases, making it possible to work with any standard machine learning algorithm. As a …
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Four essays on statistical modelling of environmental data
… facts of the underlying series such as multiple seasonal cycles. While aggregation reduces complexity, commonly used aggregates can suffer from non-representativeness or non-robustness. For example, definitions of specific events such as extremes are subjective and may be prone to data …