Sökning: "Time series analysis"

Visar resultat 1 - 5 av 680 avhandlingar innehållade orden Time series analysis.

  1. 1. Essays on Time Series Analysis With Applications to Financial Econometrics

    Detta är en avhandling från Uppsala : Acta Universitatis Upsaliensis

    Författare :Daniel Preve; Uppsala universitet.; [2008]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian time series; nonnegative autoregression; robust estimation; strong convergence; realized volatility; volatility forecast; forecast comparison; Diebold-Mariano test; SOCIAL SCIENCES Statistics; computer and systems science Statistics; SAMHÄLLSVETENSKAP Statistik; data- och systemvetenskap Statistik;

    Sammanfattning : This doctoral thesis is comprised of four papers that all relate to the subject of Time Series Analysis.The first paper of the thesis considers point estimation in a nonnegative, hence non-Gaussian, AR(1) model. The parameter estimation is carried out using a type of extreme value estimators (EVEs). LÄS MER

  2. 2. Impact Analysis Organisational Views and Support Techniques

    Detta är en avhandling från Karlskrona : Blekinge Institute of Technology

    Författare :Per Jönsson; Blekinge Tekniska Högskola.; [2005]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; impact analysis; roles; organisational levels; requirements engineering; imputation;

    Sammanfattning : Change is unavoidable in software development. During the entire lifecycle of a product, from concept to retirement, the environment changes; the needs of customers or the market change and grow, and with them the requirements on the system being developed. LÄS MER

  3. 3. Wavelet Analysis of Economic Time Series

    Detta är en avhandling från Department of Economics, Lund Universtiy

    Författare :Fredrik N G Andersson; Lunds universitet.; Lund University.; [2008]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; freight transportation activity; wavelet analysis; cointegration; inflation; bandspectrum regression; money; coreinflation;

    Sammanfattning : Popular Abstract in Swedish Ekonomisk teori delar ofta in ekonomin i olika tidshorisonter, som till exempel kortsikt, medelfristigsikt och långsikt. Det är ofta enklare att empiriskt studera modeller med många tidshorisonter i frekvensdomänen än i tidsdomänen eftersom varje horisont representeras av en specifik frekvens eller ett band av frekvenser. LÄS MER

  4. 4. Strategic time awareness : implications of strategic thinking

    Detta är en avhandling från Stockholm : School of Business, Stockholm University

    Författare :Henrik Friman; Stockholms universitet.; [2001]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Strategic time; strategic time awareness; strategic thinking and strategic management; Business Administration; företagsekonomi;

    Sammanfattning : Strategic time awareness (STA) is a research project that strives to gain new insights about the strategic thinking process and better understand time in the context of strategic management. The purpose of this study is to understand what managers think is important with regard to time in the process of strategic thinking. LÄS MER

  5. 5. Computer methods for voice analysis

    Detta är en avhandling från Stockholm : KTH

    Författare :Svante Granqvist; KTH.; [2003]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; voice analysis; perceptual analysis; fundamental frequency; correlogram; aperiodicity; Fourier analysis; high-speed imaging; laryngoscopy; vocal fold vibration; voice accumulation.; TECHNOLOGY; TEKNIKVETENSKAP;

    Sammanfattning : This thesis consists of five articles and a summary. Thethesis deals with methods for measuring properties of thevoice. The methods are all computer-based, but utilisedifferent approaches for measuring different aspects of thevoice.Paper I introduces the Visual Sort and Rate (VSR) method forperceptual rating of voice quality. LÄS MER