Sökning: "Markov model"

Visar resultat 1 - 5 av 284 avhandlingar innehållade orden Markov model.

  1. 1. Some Markov Processes in Finance and Kinetics : Markov Processes

    Författare :Mattias Sunden; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; CGMY process; Collision kernel; Direct simulation Monte Carlo; Diffusion approximation; Extreme value theory; Feller process; Generalized hyperbolic process; Generalized $z$-process; Infinitesimal generator; Laplace-Beltrami operator; L evy Processes; Long-tailed distribution; Kac equation; Kac model; Markov process; Semigroup; Semi-heavy tailed distirbution; Spectral gap; Subexponential distibrution; Superexponential distribution; Tauberian theorem; Thermostat.; Diffusion approximation;

    Sammanfattning : This thesis consists of four papers. The first two papers treat extremes for L\'evy processes, while papers three and four treat the Kac model with unbounded collision kernel. LÄS MER

  3. 2. Case studies in omniparametric simulation

    Författare :Fredrik Lundin; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; growth model; Ising model; Markov chain; omnithermal simulation; omniparametric simulationpercolatiion; Potts model; parameter estimation; partial observations; random cluster model; Richardson model; simulation driven parameter estimation; two-type Richardson model; omnithermal simulation;

    Sammanfattning : In the eld of particle systems and growths models simulation is an important tool. When explicit calculations are too complex or impossible to perform we may use simulations instead. We adapt a new technique here denoted omniparametric simulation, to the two-type Richardson, Ising and Potts models. LÄS MER

  4. 3. Rainflow Analysis of Switching Markov Loads

    Författare :Pär Johannesson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; rainflow matrix; fatigue; vehicle load; hidden Markov model; random load; Markov model; Switching process; Statistik; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : Rainflow cycles are often used in fatigue analysis of materials for describing the variability of applied loads. Therefore, an important characteristic of a random load process is the intensity of rainflow cycles, also called the expected rainflow matrix (RFM), which can be used for evaluation of the fatigue life. LÄS MER

  5. 4. Hidden Markov models : Identification, control and inverse filtering

    Författare :Robert Mattila; Bo Wahlberg; Eric Moulines; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; hidden markov models; system identification; method of moments; inverse filtering; abdominal aortic aneurysm; medical; markov decision process; structure; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : The hidden Markov model (HMM) is one of the workhorse tools in, for example, statistical signal processing and machine learning. It has found applications in a vast number of fields, ranging all the way from bioscience to speech recognition to modeling of user interactions in social networks. LÄS MER

  7. 5. Stochastic model updating and model selection with application to structural dynamics

    Författare :Majid Khorsand Vakilzadeh; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Finite element model; Bayesian model selection; Bayesian model updating; stochastic simulation; Bootstrapping; Subspace system identification; Uncertainty quantification;

    Sammanfattning : Uncertainty induced by our incomplete state of knowledge about engineering systems and their surrounding environment give rise to challenging problems in the process of building predictive models for the system behavior. One such challenge is the model selection problem, which arises due to the existence of invariably multiple candidate models with different mathematical forms to represent the system behavior, and so there is a need to assess their plausibility based on experimental data. LÄS MER