Sökning: "simulation smoothing"
Visar resultat 1 - 5 av 17 avhandlingar innehållade orden simulation smoothing.
1. VAR Models, Cointegration and Mixed-Frequency Data
Sammanfattning : This thesis consists of five papers that study two aspects of vector autoregressive (VAR) modeling: cointegration and mixed-frequency data.Paper I develops a method for estimating a cointegrated VAR model under restrictions implied by the economy under study being a small open economy. LÄS MER
2. Conjugate priors for Bayesian object tracking
Sammanfattning : Object tracking refers to the problem of using noisy sensor measurements to determine the location and characteristics of objects of interest in clutter. Nowadays, object tracking has found applications in numerous research venues as well as application areas, including air traffic control, maritime navigation, remote sensing, intelligent video surveillance, and more recently environmental perception, which is a key enabling technology in autonomous vehicles. LÄS MER
3. En studie i produktionsplanering : En teoretisk-empirisk studie i produktionsutjämning och prognosering med hjälp av modeller av olika komplexitet
Sammanfattning : .... LÄS MER
4. Bayesian Sequential Inference for Dynamic Regression Models
Sammanfattning : Many processes evolve over time and statistical models need to be adaptive to change. This thesis proposes flexible models and statistical methods for inference about a data generating process that varies over time. The models considered are quite general dynamic predictive models with parameters linked to a set of covariates via link functions. LÄS MER
5. Averaging level control in the presence of frequent inlet flow upsets
Sammanfattning : Buffer tanks are widely used within the process industry to prevent flow variations from being directly propagated throughout a plant. The capacity of the tank is used to smoothly transfer inlet flow upsets to the outlet. Ideally, the tank thus works as a low pass filter where the available tank capacity limits the achievable flow smoothing. LÄS MER