Sökning: "aktuariematematik"

Visar resultat 1 - 5 av 35 avhandlingar innehållade ordet aktuariematematik.

  1. 1. Testing for Periodicity and Trend in Long-Memory Processes

    Författare :Abdullah Almasri; Statistiska institutionen; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Statistics; temperature data.; sunspots data; wind speed data; varve data; Siegel’s test; Fisher’s test; periodogram; Fractional difference process; Discrete wavelet transform; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik; Wavelets; long memory; Statistik; Statistics;

    Sammanfattning : This thesis presents methods of testing the periodicity and trend for the time series, which exhibit dependence over long periods of time. Many such processes can be modeled by a class of models called fractionally differenced processes. LÄS MER

  2. 2. Hidden Markov models - Traffic modeling and subspace methods

    Författare :Sofia Andersson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; programming; actuarial mathematics; Statistik; operationsanalys; Statistics; operations research; subspace identification; state space representation; likelihood estimation; Poissonification; traffic analysis; hidden Markov model; Markov-modulated Poisson process; programmering; aktuariematematik;

    Sammanfattning : The main motivation for this thesis, however not the only one, is the search for models for traffic in telecommunication networks. Traffic characterization and modeling are of great importance in the analysis and dimensioning of communication systems. During the last decades we have experienced an explosive growth of our telecommunication networks. LÄS MER

  3. 3. Stochastic Modeling and Operational Optimization in District Heating Systems

    Författare :Lars Arvastson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Statistik; actuarial mathematics; programming; operations research; Statistics; Matematik; optimization; Mathematics; simulation; prediction; District heating; grey-box modeling; operationsanalys; programmering; aktuariematematik; Systems engineering; computer technology; Data- och systemvetenskap;

    Sammanfattning : Operation of a district heating system is accomplished via a sequence of decisions by the operators controlling the system. These decisions are based on expectations of conditions in the system that are not known at decision time. LÄS MER

  4. 4. Modelling Sea Surface Dynamics Using Crossing Distributions

    Författare :Anastassia Baxevani; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Statistik; actuarial mathematics; programmering; operations research; Statistics; velocities; global maximum; Rice formula; level crossings; Gaussian random fields; programming; aktuariematematik; operationsanalys;

    Sammanfattning : The thesis deals mainly with modelling sea surface dynamics. We consider two different scales. LÄS MER

  5. 5. Low-level analysis of microarray data

    Författare :Henrik Bengtsson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; programmering; aktuariematematik; Statistik; operationsanalys; Statistics; operations research; programming; actuarial mathematics;

    Sammanfattning : This thesis consists of an extensive introduction followed by seven papers (A-F) on low-level analysis of microarray data. Focus is on calibration and normalization of observed data. The introduction gives a brief background of the microarray technology and its applications in order for anyone not familiar with the field to read the thesis. LÄS MER