Sökning: "Prediction error method"

Visar resultat 1 - 5 av 123 avhandlingar innehållade orden Prediction error method.

1. 1. On Risk Prediction

   Författare :Carl Lönnbark; Kurt Brännäs; Stefan Mittnik; Umeå universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Time series; GARCH; Estimation error; Asymmetry; Supply and demand; Econometrics; Ekonometri; ekonometri; Econometrics;

   Sammanfattning : This thesis comprises four papers concerning risk prediction. Paper [I] suggests a nonlinear and multivariate time series model framework that enables the study of simultaneity in returns and in volatilities, as well as asymmetric effects arising from shocks. LÄS MER

3. 2. On specification and inference in the econometrics of public procurement

   Författare :David Sundström; Kurt Brännäs; Sofia Lundberg; Michael Visser; Umeå universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; auctions; dependent variable transformation model; green public procurement; indirect inference; instrumental variable; latent variable; log-generalized gamma distribution; maximum likelihood; measurement error; non-linear least squares; objective effectiveness; orthogonal polynomial regression; prediction; simulation estimation; structural estimation; nationalekonomi; Economics; Econometrics; ekonometri;

   Sammanfattning : In Paper [I] we use data on Swedish public procurement auctions for internal regularcleaning service contracts to provide novel empirical evidence regarding green publicprocurement (GPP) and its effect on the potential suppliers’ decision to submit a bid andtheir probability of being qualified for supplier selection. We find only a weak effect onsupplier behavior which suggests that GPP does not live up to its political expectations. LÄS MER

4. 3. Interpretable, Interaction-Aware Vehicle Trajectory Prediction with Uncertainty

   Författare :Joonatan Mänttäri; John Folkesson; Michael Felsberg; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Trajectory Prediction; Computer Vision; Autonomous Driving; Deep Learning; Interpretability; Computer Science; Datalogi;

   Sammanfattning : Autonomous driving technologies have recently made great strides in development, with several companies and research groups getting close to producing a vehicle with full autonomy. Self-driving cars introduce many advantages, including increased traffic safety and added ride-sharing capabilities which reduce environmental effects. LÄS MER

5. 4. Channel Gain Prediction for Cooperative Multi-Agent Systems

   Författare :Markus Fröhle; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Gaussian processes; channel prediction; multi-agent systems; spatial correlation; wireless ad-hoc networks; parameter learning; distributed algorithms;

   Sammanfattning : In a cooperative multi-agent system (MAS), agents communicate with each other using the wireless medium. As agents move in the environment in order to fulfill the MAS' higher level task, their location changes and so does the wireless communication channel they experience. LÄS MER

7. 5. Channel Prediction and Target Tracking for Multi-Agent Systems

   Författare :Markus Fröhle; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Gaussian processes; multitarget tracking; channel prediction; extended target tracking; Multi-agent system; posterior fusion; location uncertainty;

   Sammanfattning : Mobile moving agents as part of a multi-agent system (MAS) utilize the wireless communication channel to disseminate information and to coordinate between each other. This channel is error-prone and the transmission quality depends on the environment as well as on the configuration of the transmitter and the receiver. LÄS MER