Sökning: "Gaussian process"

Visar resultat 36 - 40 av 141 avhandlingar innehållade orden Gaussian process.

  1. 36. Probabilistic modeling in sports, finance and weather

    Författare :Jan Lennartsson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical modelling; Game theory; Team sport tactics; Modern portfolio theory; Gaussian fields; Team sport tactics;

    Sammanfattning : In this thesis, we build mathematical and statistical models for a wide variety of real world applications. The mathematical models include applications in team sport tactics and optimal portfolio selection, while the statistical modeling concerns weather and specifically precipitation. LÄS MER

  3. 37. Event Prediction and Bootstrap in Time Series

    Författare :Anders Svensson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistics; bootstrap control.; statistical bootstrap; catastrophe; level-crossings; ARMAX process; Optimal alarm system; time series; optimal event predictor; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : Alarm systems are used in many situations, and should be as efficient as possible. In this thesis optimal predictive alarm systems, event predictors, are presented for general linear time series models with external signals. This family of process models include e.g. LÄS MER

  4. 38. Quantization of Random Processes and Related Statistical Problems

    Författare :Mykola Shykula; Oleg Seleznjev; Patrik Rydén; Igor Rychlik; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; scalar quantization; random process; rate; distortion; additive noise model; run-length encoding; compression; sample estimate; asymptotical normality; Mathematical statistics; Matematisk statistik;

    Sammanfattning : In this thesis we study a scalar uniform and non-uniform quantization of random processes (or signals) in average case setting. Quantization (or discretization) of a signal is a standard task in all nalog/digital devices (e.g., digital recorders, remote sensors etc. LÄS MER

  5. 39. Bayesian learning of structured dynamical systems

    Författare :Riccardo Sven Risuleo; Håkan Hjalmarsson; Johan Schoukens; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; system identification; bayesian learning; machine learning; Gaussian processes; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : In this thesis, we propose some Bayesian approaches to the identificationof structured dynamical systems. In particular, we consider block-orientedmodels in which a complex system is built starting from simple linear andnonlinear building blocks. LÄS MER

  7. 40. Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes

    Författare :Magnus Wiktorsson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; aktuariematematik; Stochastic differential equation; Infinitely divisible distribution; Type G distribution; Lévy process; Stochastic integral; Mathematical Statistics; Matematik; Mathematics; programming; actuarial mathematics; Statistik; operationsanalys; programmering;

    Sammanfattning : This thesis consists of four papers A, B, C and D. Paper A and B treats the simulation of stochastic differential equations (SDEs). The research presented therein was triggered by the fact that there were not any efficient implementations of the higher order methods for simulating SDEs. LÄS MER