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Build forecasting model using time series model and stochastic process

I have a time series in a quarter hourly resolution (see attachment). I permanently need a forecast of the values for the next 2 hours with a best bet and a distribution with probabilities aound the expected value.

The stochastic process behind the data is probably some kind of mean reverting process. This stochastic process should be identified and used in the forecasting model. There is not a lot but a bit of seasonality in the data depending on the hour and the week day. However, a time series component modelling this seasonality should be incorporated in the model.

The final model must be automated in MS Excel.

After arranging a small task for testing, I would like to arrange a fixed price.

Habilidades: Excel, Análise Financeira, Mercado Financeiro, Matemática, Estatísticas

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Acerca do Empregador:
( 1 comentário ) Berlin, Germany

ID do Projeto: #6777359

12 freelancers estão ofertando em média $12/hora para este trabalho

vikas0903

Hi, I am working as Lead Pricing Analyst in a Fortune 500 MNC. I have worked on pricing models, income statements, value-pricing projects etc. Prior that I have completed MBA and bachelors in Engineering. I h Mais

$22 USD / hora
(25 Comentários)
5.2
sajidmahmud

Dear sir I see your project and i do it as your acceptation. I have 3 years experience to work in a any kind data process Web Scraping, Web Search, Excel,SEO and Photoshop work would like to assure you that I will do Mais

$14 USD / hora
(76 Comentários)
4.7
quantinvest

Hi, I'm an economist with strong background of quantitative skill and finance. I'm currently the TA for Pricing and Managing Fixed-Income Securities which is an elective for a Master of Finance Program. I'm also a CQF( Mais

$15 USD / hora
(3 Comentários)
4.1
treshakhanom

Dear Sir, I am extremely interested to your project and ready to start immediately. Sir if you give me chance I can do this job.

$15 USD / hora
(18 Comentários)
4.2
irfan92javaid

Dear Employer I have completed THREE FINANCIAL ECONOMETRICS projects in just 3 hours. Please see my freelancer profile for further assessment. Being teacher, solution is 100% correct. My linked account for furth Mais

$4 USD / hora
(4 Comentários)
3.5
statistician71

A proposal has not yet been provided

$15 USD / hora
(3 Comentários)
3.3
jeromepetit

A proposal has not yet been provided

$14 USD / hora
(1 Comentário)
2.4
aminbros

A proposal has not yet been provided

$5 USD / hora
(2 Comentários)
1.8
matthewpaulwelch

Hey, I'm an engineer and I'd olove to help. I have a solid background in data analysis and statistics. Your data set looks exciting and I'm certain I can do some good stuff with it in regards to forecasting. Mais

$15 USD / hora
(1 Comentário)
1.0
carlosrosis

I have previous experience with stochastic models related with financial modeling. Also, as a production engineering student, I also know some forecasting methods and algorithms

$9 USD / hora
(0 Comentários)
0.0
arkalluri

I have understood the project requirements. I'm currently working for a 40th largest company in the world as Master Production Scheduler. Part of my job, I do long term and short term forecast (statistical forecast Mais

$9 USD / hora
(0 Comentários)
0.0
lbbrigitta

Még nem kapott javaslatot

$9 USD / hora
(0 Comentários)
0.0
sigmundojr

Hello I'm a phd researcher so I do this every day. By away teach excel and forecasting to Msc students. I'm new here but I have a lot of experience. Sincerely sigmundojr at gmail com

$16 USD / hora
(0 Comentários)
0.0
patanjalip

I have extensive experience in managing, leading and deploying supply chain management practices in Fortune 500 companies, across Europe and Asia. I bring with me expertise across all parts of supply chain starting fro Mais

$10 USD / hora
(0 Comentários)
0.0