Time Series Forecasting Using Machine Learning

but.committeeIng. Karel Kuchař (člen) Ing. Radim Číž, Ph.D. (člen) doc. Ing. Tomáš Horváth, Ph.D. (člen) Ing. Lukáš Benešl (člen) prof. Ing. Dan Komosný, Ph.D. (předseda) doc. Ing. Jiří Hošek, Ph.D. (místopředseda)cs
but.defenceStudent presented the results of his thesis and the committee got familiar with reviewer's report. Student defended his Diploma Thesis with reservations and answered the questions from the members of the committee and the reviewer. Questions: How would you test the results for the statistical significance? How would you increase the generalization power of the trained models? What would be you next steps if I ask you to use the best performing model and put it to action on a test usecase exposed to users? Questions of committee: How many data did you use for machine learning? How can you measure the errors of datasets? How long forward you can predict?cs
but.jazykangličtina (English)
but.programCommunications and Networkingcs
but.resultpráce byla úspěšně obhájenacs
dc.contributor.advisorHošek, Jiříen
dc.contributor.authorElrefaei, Islam Riaden
dc.contributor.refereeGaláž, Zoltánen
dc.date.created2024cs
dc.description.abstractThe aim of this thesis is to explore the application of various artificial intelligence (AI) techniques for the prediction of time series data, which is prevalent in fields such as finance, economics, and engineering. Accurate time series prediction is essential for effective decision-making and planning. This thesis reviews several traditional and state-of-the-art AI techniques used for time series prediction, including linear regression, ARIMA, support vector regression, random forests, and deep learning. These techniques are applied to different time series datasets, encompassing both univariate and multivariate data. The performance of the predictive models is evaluated using various scalar metrics. The performance of the models was different depending on the type of the dataset. Additionally, this thesis includes the development of a user interface application that allows users to change parameters and forecast new results based on their entries. Furthermore, the thesis discusses the challenges and limitations of using AI techniques for time series prediction and provides suggestions for future research directions.en
dc.description.abstractThe aim of this thesis is to explore the application of various artificial intelligence (AI) techniques for the prediction of time series data, which is prevalent in fields such as finance, economics, and engineering. Accurate time series prediction is essential for effective decision-making and planning. This thesis reviews several traditional and state-of-the-art AI techniques used for time series prediction, including linear regression, ARIMA, support vector regression, random forests, and deep learning. These techniques are applied to different time series datasets, encompassing both univariate and multivariate data. The performance of the predictive models is evaluated using various scalar metrics. The performance of the models was different depending on the type of the dataset. Additionally, this thesis includes the development of a user interface application that allows users to change parameters and forecast new results based on their entries. Furthermore, the thesis discusses the challenges and limitations of using AI techniques for time series prediction and provides suggestions for future research directions.cs
dc.description.markEcs
dc.identifier.citationELREFAEI, I. Time Series Forecasting Using Machine Learning [online]. Brno: Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií. 2024.cs
dc.identifier.other161929cs
dc.identifier.urihttp://hdl.handle.net/11012/249586
dc.language.isoencs
dc.publisherVysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologiícs
dc.rightsStandardní licenční smlouva - přístup k plnému textu bez omezenícs
dc.subjectTime Seriesen
dc.subjectForecastingen
dc.subjectPredictionen
dc.subjectMachine Learningen
dc.subjectArtificial Intelligenceen
dc.subjectDeep Learningen
dc.subjectTime Seriescs
dc.subjectForecastingcs
dc.subjectPredictioncs
dc.subjectMachine Learningcs
dc.subjectArtificial Intelligencecs
dc.subjectDeep Learningcs
dc.titleTime Series Forecasting Using Machine Learningen
dc.title.alternativeTime Series Forecasting Using Machine Learningcs
dc.typeTextcs
dc.type.drivermasterThesisen
dc.type.evskpdiplomová prácecs
dcterms.dateAccepted2024-08-27cs
dcterms.modified2024-08-29-12:19:05cs
eprints.affiliatedInstitution.facultyFakulta elektrotechniky a komunikačních technologiícs
sync.item.dbid161929en
sync.item.dbtypeZPen
sync.item.insts2025.03.26 14:42:31en
sync.item.modts2025.01.15 23:35:48en
thesis.disciplinebez specializacecs
thesis.grantorVysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií. Ústav telekomunikacícs
thesis.levelInženýrskýcs
thesis.nameIng.cs
Files
Original bundle
Now showing 1 - 3 of 3
Loading...
Thumbnail Image
Name:
final-thesis.pdf
Size:
2.51 MB
Format:
Adobe Portable Document Format
Description:
file final-thesis.pdf
Loading...
Thumbnail Image
Name:
appendix-1.zip
Size:
19.88 MB
Format:
Unknown data format
Description:
file appendix-1.zip
Loading...
Thumbnail Image
Name:
review_161929.html
Size:
4.11 KB
Format:
Hypertext Markup Language
Description:
file review_161929.html
Collections