Sökning: "Prediction error"

Visar resultat 1 - 5 av 210 avhandlingar innehållade orden Prediction error.

  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. Prediction of Mobile Radio Channels : Modeling and Design

    Författare :Torbjörn Ekman; Rodney Vaughan; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Systemteknik; mobile radio channel; fading; channel model; channel estimation; channel prediction; power prediction; Systemteknik; Systems engineering; Systemteknik; Signal Processing; signalbehandling;

    Sammanfattning : Prediction of the rapidly fading envelope of a mobile radio channel enables a number of capacity improving techniques like fast resource allocation and fast link adaptation. This thesis deals with linear prediction of the complex impulse response of a channel and unbiased quadratic prediction of the power. LÄS MER

  4. 3. 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

  5. 4. Channel Estimation and Prediction for 5G Applications

    Författare :Rikke Apelfröjd; Mikael Sternad; Emil Björnson; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Channel estimation; Channel prediction; Channel smoothing; Linear estimation; Kalman filter; Massive MIMO; Coordinated Multipoint transmission; Robust precoding; Predictor antennas; Limits of predictability; Long range predictions; Electrical Engineering with specialization in Signal Processing; Elektroteknik med inriktning mot signalbehandling;

    Sammanfattning : Accurate channel state information (CSI) is important for many candidate techniques of future wireless communication systems. However, acquiring CSI can sometimes be difficult, especially if the user equipment is mobile in which case the future channel realisations must be estimated/predicted. LÄS MER

  7. 5. 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