Sökning: "Probability Distribution Modeling"

Visar resultat 1 - 5 av 70 avhandlingar innehållade orden Probability Distribution Modeling.

  1. 1. Gaussian Bridges : Modeling and Inference

    Författare :Maik Görgens; Ingemar Kaj; Svante Janson; Mikhail Lifshits; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical Statistics; Matematisk statistik;

    Sammanfattning : This thesis consists of a summary and five papers, dealing with the modeling of Gaussian bridges and membranes and inference for the α-Brownian bridge.In Paper I we study continuous Gaussian processes conditioned that certain functionals of their sample paths vanish. We deduce anticipative and non-anticipative representations for them. LÄS MER

  2. 2. Distributed Photovoltaics, Household Electricity Use and Electric Vehicle Charging : Mathematical Modeling and Case Studies

    Författare :Joakim Munkhammar; Joakim Widén; Ewa Wäckelgård; Jesper Rydén; Peter Lund; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Distributed Photovoltaics; Household Electricity Use; Electric Vehicle Charging; Markov Chain Modeling; Probability Distribution Modeling; Data Analysis; Self-Consumption; Grid Interaction.; Engineering Science; Teknisk fysik;

    Sammanfattning : Technological improvements along with falling prices on photovoltaic (PV) panels and electric vehicles (EVs) suggest that they might become more common in the future. The introduction of distributed PV power production and EV charging has a considerable impact on the power system, in particular at the end-user in the electricity grid. LÄS MER

  3. 3. Modeling the covariance matrix of financial asset returns

    Författare :Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Vasyl Golosnoy; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Realized covariance; Autoregressive time-series; Goodness-of-fit test; Matrix singularity; Portfolio theory; Wishart distribution; Matrix-variate gamma distribution; Parameter estimation; High-dimensional data; Moore-Penrose inverse; matematisk statistik; Mathematical Statistics;

    Sammanfattning : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. LÄS MER

  4. 4. Bayesian Modeling of Directional Data with Acoustic and Other Applications

    Författare :Jalil Taghia; Arne Leijon; W. Bastiaan Kleijn; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Directional statistics; directional distributions; axial distributions; von Mises-Fisher distribution; complex Watson distribution; complex Bingham distribution; Bayesian inference; probabilistic modeling; variational inference; two-dimensional hidden Markov models; Markov chain; blind source separation; frequency domain BSS; underdetermined BSS; online BSS; Bayesian recursive; gene expression data; gene-microarray data; line spectral frequency; speaker identification. ii;

    Sammanfattning : A direction is defined here as a multi-dimensional unit vector. Such unitvectors form directional data. Closely related to directional data are axialdata for which each direction is equivalent to the opposite direction.Directional data and axial data arise in various fields of science. LÄS MER

  5. 5. Modeling of dose and sensitivity heterogeneities in radiation therapy

    Författare :Kristin Wiklund; Bengt K. Lind; Iuliana Toma-Dasu; Marco Zaider; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Monte Carlo simulations; Tumor control probability; Modeling; Beam characterization; Medical Radiation Physics; medicinsk strålningsfysik;

    Sammanfattning : The increased interest in the use of light ion therapy is due to the high dose conformity to the target and the dense energy deposition along the tracks resulting in increased relative biological effectiveness compared to conventional radiation therapy. In spite of the good clinical experience, fundamental research on the characteristics of the ion beams is still needed in order to be able to fully explore their use. LÄS MER