Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 9 of 9 for “"Structural Time Series"”.
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Generalized structural time series model
A new class of univariate time series models is developed, the Generalized Structural (GEST) time series model. The GEST model extends Gaussian structural time series models by allowing the distribution of the dependent variable to come from any parametric distribution, including highly skew and=or …
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Structural time series modelling for 18 years of Kapenta fishing in Lake Kariba
Includes abstract. Includes bibliographical references.
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Dynamic econometric modeling of the U.S. wheat grain market
Structural-time series models have not gained much ground in commodity market modeling despite the overwhelming popularity of time series approaches in forecasting and dynamic analyses. This dissertation contributes by applying developments in seasonal cointegration and structural-time series …
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Temporal changes in marketing mix effectiveness
… knowledge and familiarity with products over time, and (3) changes in market response associated with changes in consumer incomes. In addition, this research investigates (4) changes in the relative effectiveness of marketing mix variables over time. The hypotheses are tested on time series …
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Tracking property performance in Japan through REIT-based pure-play property return indices
… indices, this thesis is innovative in applying a structural time series trend approach, in addition to the traditional least squares approach. From the indices, we are able to identify that properties held by J-REITs properties achieve higher returns, as evaluated by the stock market, compared …
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Solar power forecasting using Gaussian process regression
… the model performed better than the Bayesian Structural Time Series Regression. Ve also explored spatial dependence; spatio-temporal regression was incorporated into the modelling framework coupled with GPR. This was done to incorporate various weather stations' conditions into the modelling …
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Time Series Models for Finance and the Environment
… features of financial and environmental time series. The methodology used in the chapters is based on the novel observation-driven dynamic conditional score (DCS) class of time series models. The first chapter sets up a DCS model based on the Generalised Beta of the second kind …
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Artificial Intelligence Forecasting Techniques For Reducing Uncertainties In Renewable Energy Applications
… to them, especially over an extended period of time as required by key forecasting techniques such as multiple regression (MR) or artificial neural network (ANN). Therefore, the work reported here considered these two main approaches of building prediction models and compared their performance …
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Demand for electricity: a case in South Korea
… the wholesale electricity market. Under the Real Time Pricing (RTP) structure, I discuss the model specification with respect to hourly consumption data with a consideration of aggregate utilization behaviors to control the complicated cyclical consumption patterns. Identification is established …