Sökning: "autoregressive processes"

Visar resultat 1 - 5 av 24 avhandlingar innehållade orden autoregressive processes.

1. 1. A Bayesian approach to retrospective detection of change-points in road surface measurements

   Författare :Fridtjof Thomas; Urban Hjort; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Change-point detection; retrospective view; autoregressive processes; minimal imaginary training sample; road surface measurements; international roughness index; rutting; Laser-RST vehicles; road maintenance; pavement management; statistik; Statistics;

   Sammanfattning : First-order autoregressive processes are analysed for sudden changes in parameter value. In its most general form, a multivariate vector of measurements is allowed, and no prior knowledge about the involved parameters is required. LÄS MER

3. 2. Probabilistic Sequence Models with Speech and Language Applications

   Författare :Gustav Eje Henter; W. Bastiaan Kleijn; Arne Leijon; Gernot Kubin; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Time series; acoustic modelling; speech synthesis; stochastic processes; causal-state splitting reconstruction; robust causal states; pattern discovery; Markov models; HMMs; nonparametric models; Gaussian processes; Gaussian process dynamical models; nonlinear Kalman filters; information theory; minimum entropy rate simplification; kernel density estimation; time-series bootstrap;

   Sammanfattning : Series data, sequences of measured values, are ubiquitous. Whenever observations are made along a path in space or time, a data sequence results. To comprehend nature and shape it to our will, or to make informed decisions based on what we know, we need methods to make sense of such data. LÄS MER

4. 3. Peer interaction in preschool: Necessary, but not sufficient : The influence of social interaction on the link between behavior difficulties and engagement among children with and without need of special support

   Författare :Madeleine Sjöman; Mats Granlund; Lena Almqvist; Gunvie Möllås; Kari-Anne Bottegaard Naess; Jönköping University; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; preschool; engagement; hyperactive behavior; teacher responsiveness; peer-to-child interaction; Bioecological Systems Theory; niches; proximal processes; environmental factors; cross-sectional; transactional processes; longitudinal design;

   Sammanfattning : The overall aim of this thesis is to enhance knowledge regarding engagement among children with and without need of special support due to behavior difficulties. The influence of social interaction as well as the provision of special support in Swedish preschool were investigated. LÄS MER

5. 4. Asymptotic distribution theory for some test statistics in autoregressive and Galton-Watson processes

   Författare :Rolf Larsson; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Feynman-Kac’ formula; Saddlepoint approximation.; matematisk statistik; Mathematical Statistics;

   Sammanfattning : In this thesis, we study asymptotic distributions of some unit root test statistics in autoregressive processes. We then generalize, at first to the situation when the true parameter value is close to one^(thenear integrated case), and secondly to the corresponding test problems in the Galton-Watson process (i.e. LÄS MER

7. 5. On design of experiments in continuous processes

   Författare :Erik Vanhatalo; Geoffrey Vining; Luleå tekniska universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Kvalitetsteknik; Quality Technology and Management;

   Sammanfattning : Design of Experiments (DoE) includes powerful methods, such as factorial designs, to help maximize the information output from conducted experiments while minimizing the experimental work required for statistically significant results. The benefits of using DoE in industry are thoroughly described in the literature although the actual use of the methods in industry is far from being pervasive. LÄS MER