Recurrent neural networks for time series analysis: from AR to DeepAR

Bruni, Sofia (A.A. 2024/2025) Recurrent neural networks for time series analysis: from AR to DeepAR. Tesi di Laurea in Data analysis for business, Luiss Guido Carli, relatore Alessia Caponera, pp. 37. [Bachelor's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Time series analysis. Definition of time series model. Fundamental concepts. Stationary time series models. Models for nonstationary time series. Neural networks. Different types of neural networks. RNN: Recurrent neural network. When time series and RNN meets: DeepAR. RNN forecaster. RNN and AR compared. DeepAR. Code exploration and comparative forecasting using simpler statistical models. Practical example of modeling for client MT 022.

References

Bibliografia: p. 37.

Thesis Type: Bachelor's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Management and Computer Science, English language (L-18)
Chair: Data analysis for business
Thesis Supervisor: Caponera, Alessia
Academic Year: 2024/2025
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 18 Dec 2025 15:43
Last Modified: 18 Dec 2025 15:43
URI: https://tesi.luiss.it/id/eprint/44525

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