Sökning: "stochastic Markov chain model"

Visar resultat 1 - 5 av 16 avhandlingar innehållade orden stochastic Markov chain model.

  1. 1. Stochastic model updating and model selection with application to structural dynamics

    Detta är en avhandling från Chalmers University of Technology

    Författare :Majid Khorsand Vakilzadeh; Chalmers tekniska högskola.; Chalmers University of Technology.; Chalmers tekniska högskola.; Chalmers University of Technology.; [2016]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Uncertainty quantification; Bayesian model updating; Bayesian model selection; stochastic simulation; Bootstrapping; Subspace system identification; Finite element model;

    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

  2. 2. Rainflow Analysis of Switching Markov Loads

    Detta är en avhandling från Mathematical Statistics, Centre for Mathematical Sciences, Lund University

    Författare :Pär Johannesson; Lunds universitet.; Lund University.; [1999]
    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

  3. 3. Modelling of Turbulent Flow and Heat Transfer for Building Ventilation

    Detta är en avhandling från Chalmers University of Technology

    Författare :Shia-Hui Peng; Chalmers tekniska högskola.; Chalmers University of Technology.; [1998]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Fysik; Physics; Teknisk mekanik; Engineering mechanics; building ventilation; ventilation performance assessment; purging flow rate; transfer probability; stochastic Markov chain model; ventilation flow; turbulence modelling; two-equation models; LRN k-w model; turbulent buoyant convection; transition regime; large eddy simulation; SGS modelling; modified SGS buoyancy model; energy backscatter;

    Sammanfattning : This thesis contributes to studies on the assessment of building ventilation performance and the development of turbulence models accounting for Low-Reynolds-number (LRN) effects and buoyant convection with heat transfer. Assessments of building ventilation performance are discussed with respect to indoor air distribution and passive contaminant dispersion. LÄS MER

  4. 4. Essays on stochastic volatility

    Detta är en avhandling från Lund University

    Författare :Marcus Nossman; Lunds universitet.; Lund University.; [2009]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; volatility; Contagion; jumps; risk premium; MCMC;

    Sammanfattning : Popular Abstract in Swedish Avhandlingen består av fem stycken artiklar som analyserar och estimerar finansiella prisprocesser. Alla artiklarna handlar också om stokastiska volatilitetsprocesser som estimeras med Bayesiansk statistik och Markov Chain Monte Carlo (MCMC) metoder. LÄS MER

  5. 5. Essays on Financial Risks and Derivatives with Applications to Electricity Markets and Credit Markets

    Detta är en avhandling från Department of Economics, Lund Universtiy

    Författare :Rikard Green; Lunds universitet.; Lund University.; [2009]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Markov Chain Monte Carlo; Jump Diffusion Process; Stochastic Volatility; VaR; Electricity Markets; Market Risk; Forward Curve; Credit Risk; Currency Effects;

    Sammanfattning : Popular Abstract in Swedish Kontrakt som handlas på de internationella finans- och råvarumarknaderna är förenade med komplexa riskstrukturer. Denna avhandling behandlar två specifika typer av risk; marknadsrisk och kreditrisk. Det första kapitlet i avhandlingen undersöker marknadsrisker på den Nordiska elmarknaden. LÄS MER