Payment Volume Forecasting using Hierarchical Regression with SARIMA Errors : Payment Volume Forecasting using Hierarchical Regression with SARIMA Errors

When forecasting financial transaction volumes in different markets, different markets often exhibit similar seasonality patterns and public holiday behavior. In this thesis, an attempt is made at utilizing these similarities to improve forecasting accuracy as compared to forecasting each market ind...

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Bibliographic Details
Main Author: Nilsson, Fredrik
Format: Others
Language:English
Published: Uppsala universitet, Institutionen för informationsteknologi 2020
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-425886