Sökning: "IF estimation"

Visar resultat 16 - 20 av 423 avhandlingar innehållade orden IF estimation.

1. 16. Optimal portfolios in the high-dimensional setting : Estimation and assessment of uncertainty

   Författare :Erik Thorsén; Taras Bodnar; Joanna Tyrcha; Mark Podolski; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Shrinkage estimator; high-dimensional covariance matrix; random matrix theory; optimal portfolios; parameter uncertainty; ridge regularization; dynamic decision making; matematisk statistik; Mathematical Statistics;

   Sammanfattning : Financial portfolios and diversification go hand in hand. Diversification is one of, if not, the best risk mitigation strategy there is. If an investment performs poorly, then it will not impact the performance of the portfolio much due to diversification. Modern Portfolio Theory (MPT) is a framework for constructing diversified portfolios. LÄS MER

3. 17. Low-delay sensing and transmission in wireless sensor networks

   Författare :Johannes Karlsson; Mikael Skoglund; Markus Flierl; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Cooperative communication; wireless sensor networks; low-delay transmission; joint source-channel coding; estimation; quantization; Telecommunication; Telekommunikation;

   Sammanfattning : With the increasing popularity and relevance of ad-hoc wireless sensor networks, cooperative transmission is more relevant than ever. In this thesis, we consider methods for optimization of cooperative transmission schemes in wireless sensor networks. LÄS MER

4. 18. Privacy of Sudden Events in Cyber-Physical Systems

   Författare :Rijad Alisic; Henrik Sandberg; Karl H. Johansson; Sandip Roy; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Privacy; Security; Cyber-Physical Systems; Automatic Control; Estimation; Machine Learning; Change Point Detection; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : Cyberattacks against critical infrastructures has been a growing problem for the past couple of years. These infrastructures are a particularly desirable target for adversaries, due to their vital importance in society. LÄS MER

5. 19. Survival Estimation for Opportunistic Maintenance

   Författare :Johan Svensson; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; non-stationary renewal process; non-homogeneous Poisson process; survival; optimal maintenance; discretization; points of support; crack growth; discretization;

   Sammanfattning : The problem of rational maintenance of aircraft engines is studied with respect to the influence of random events. Aircraft engines can be more economically maintained and resources can be saved if the maintenance process is improved. LÄS MER

7. 20. Ultrasonic measurement principles : modeling, identification, and parameter estimation

   Författare :Jesper Martinsson; Luleå tekniska universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Industrial Electronics; Industriell elektronik;

   Sammanfattning : This thesis presents contributions within the fields of ultrasonic modeling and measurement technology, with focus on solutions to difficult modeling and measurement problems. The work is divided into two categories: 1) processing of measurements obtained under non-ideal conditions, such as unsynchronized, distorted, and superimposed signals; 2) estimating acoustic models and parameters from materials, fluids, fluid mixtures, and thin-layered structures. LÄS MER