Sökning: "Time-varying correlation"

Visar resultat 16 - 20 av 23 avhandlingar innehållade orden Time-varying correlation.

  1. 16. Numerical Modelling of Some Engineering Heat Transfer Problems

    Författare :Daniel Eriksson; Värmeöverföring; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Energy research; Energiforskning;

    Sammanfattning : Engineering heat transfer problems are very often of a complex nature and most often no analytical solutions exist. One way to create solutions to such problems is to apply numerical methods. This study concerns heat transfer problems with coupled conduction, convection and thermal radiation. LÄS MER

  3. 17. Vector Quantization in Speech Coding. Variable Rate, Memory and Lattice Quantization

    Författare :Thomas Eriksson; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : This dissertation focuses on different quantization methods in speech coding. Variable rate quantization has the potential to substantially reduce the bit rate requirements in speech coding. LÄS MER

  4. 18. Architecture and Applications of a Geovisual Analytics Framework

    Författare :Quan Ho; Mikael Jern; Gennady Andrienko; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; GeoVisual Analytics; toolkits; frameworks; web-enabled; visualization; interactive visualizations; interaction; interaction techniques; visual data analysis; component architecture; storytelling;

    Sammanfattning : The large and ever-increasing amounts of multi-dimensional, multivariate, multi-source, spatio-temporal data represent a major challenge for the future. The need to analyse and make decisions based on these data streams, often in time-critical situations, demands integrated, automatic and sophisticated interactive tools that aid the user to manage, process, visualize and interact with large data spaces. LÄS MER

  5. 19. Count data modelling and tourism demand

    Författare :Jörgen Hellström; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Time series; Count data; INARMA; Unit root; Aggregation; Forecasting; Tourism; Truncation; Inflation; Simulated maximum likelihood; Bivariate hurdle model.;

    Sammanfattning : This thesis consists of four papers concerning modelling of count data and tourism demand. For three of the papers the focus is on the integer-valued autoregressive moving average model class (INARMA), and especially on the ENAR(l) model. LÄS MER

  7. 20. International Asset Pricing, Diversification and Links between National Stock Markets

    Författare :Birger Nilsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering; economic systems; economic theory; Economics; econometrics; Simulated Annealing; Capital Market Liberalization; International Asset Pricing; Diversification;

    Sammanfattning : This thesis consists of three self-contained empirical studies on international financial economics. The common economic theme is that all three studies deal with international stock market return and risk. LÄS MER