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time-series-decompositon
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Housing Market’s Cycles and Its Realtion to Economic Business Cycles in Iran
, M.Sc. Thesis Sharif University of Technology ; Fatemi, Farshad (Supervisor) ; Barakchian, Mahdi (Co-Advisor)
Abstract
Implying non-model based approach and using seasonal data, we determined cyclical component of housing market and discussed about its lagging or leading behavior to overall economic business cycles in Iran. To extract cyclical component we applied band pass filters, including Hodrick-Prescot, Baxter- King, Butterworth and Christiano-Fitzjerald, and Bry-Boschan’s algorithm on any time series which is able to explain housing market’s behavior in aggregate level. After examining many criteria we found that real residential investment in urban cycles depict cyclical behavior of housing investment. Real residential investment’ cycles in urban lag monetary base rate cycles and m1 rate cycles which...
Short-term Load Forecasting
, M.Sc. Thesis Sharif University of Technology ; Fatemi Ardestani, Farshad (Supervisor) ; Barakchian, Mahdi (Supervisor)
Abstract
In this thesis we are going to forecast the hourly consumption of the electricity over the country with two models and then, combine them. The first model decomposes the consumption to a deterministic trend and a stochastic residual. The second one assumes that the trend part is also stochastic.Once the consumption is being predicted separately by the models, in the second part of the thesis, we will combine the results to get a final prediction. This prediction is going to be compared with the load forecast of the Dispatching Unit of the electricity network as a base model. We are going to answer two important questions: firstly, does combining the models give a better prediction or not,...