Show simple item record

dc.contributorDelicado Useros, Pedro Francisco
dc.contributorTintoré, Iván
dc.contributor.authorMilà Garcia, Carles
dc.contributor.otherUniversitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa
dc.description.abstractiContainers is an on-line maritime freight forwarder firm that offers real time prices on its website for container freight transportation services. This business model has allowed to keep a record of historical rates, although until now it has been never used with analysis purposes. This master thesis aims to change that, using rates data in order to build models with the ultimate objective of forecasting. It covers all the stages in a typical data-based project: data collection and reliability check, data exploration, modelling, forecasting and finally implementation of the results. Transportation rates data are not trivial, since they have both a time and a space dimension. In this context, statistical techniques that are able to deal with both have been used. Amongst them, it has been of utmost importance the use of multinomial bayesian generalised mixed models which, inspired by Markov chains, act as transition models that allow to infer how likely it is for a rate to go up, down or remain stable in the future.
dc.publisherUniversitat Politècnica de Catalunya
dc.publisherUniversitat de Barcelona
dc.subjectÀrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica
dc.subject.lcshS'han publicat diversos perfils d'expressió amb intenció predictiva del pronòstic en malalts amb càn
dc.subject.otherGeographically weighted methods
dc.subject.otherFeasible generalised least squares
dc.subject.otherTransition models
dc.subject.otherMultinomial generalised mixed models
dc.subject.otherInverse-Wishart distribution
dc.subject.otherBayesian estimation
dc.titleA prediction model for maritime freight container rates
dc.typeMaster thesis
dc.subject.lemacEstadística matemàtica--Aplicacions
dc.subject.amsClassificació AMS::62 Statistics::62P Applications
dc.rights.accessRestricted access - author's decision
dc.audience.mediatorUniversitat Politècnica de Catalunya. Facultat de Matemàtiques i Estadística
dc.contributor.covenanteeiContainers Solutions

Files in this item


This item appears in the following Collection(s)

Show simple item record

All rights reserved. This work is protected by the corresponding intellectual and industrial property rights. Without prejudice to any existing legal exemptions, reproduction, distribution, public communication or transformation of this work are prohibited without permission of the copyright holder