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Visar resultat 1 - 5 av 488 avhandlingar som matchar ovanstående sökkriterier.
1. Automated Traffic Time Series Prediction
Sammanfattning : Intelligent transportation systems (ITS) are becoming more and more effective. Robust and accurate short-term traffic prediction plays a key role in modern ITS and demands continuous improvement. LÄS MER
2. Essays on Time Series Analysis : With Applications to Financial Econometrics
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
3. Event Prediction and Bootstrap in Time Series
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. Modeling time-series with deep networks
Sammanfattning : .... LÄS MER
5. Common features in vector nonlinear time series models
Sammanfattning : This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in thesearea.Both stationary and nonstationary time series are concerned. LÄS MER