Sökning: "autoregressive model"

Visar resultat 1 - 5 av 76 avhandlingar innehållade orden autoregressive model.

  1. 1. Essays on autoregressive conditional heteroskedasticity

    Författare :Annastiina Silvennoinen; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : .... LÄS MER

  2. 2. Modeling, Model Validation and Uncertainty Identification for Power System Analysis

    Författare :Tetiana Bogodorova; Luigi Vanfretti; Konstantin Turitsyn; Francisco Gonzalez-Longatt; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Power system modelling; model validation; parameter identification; uncertainty identification; Modelica; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : It is widely accepted that correct system modeling and identification are among the most important issues power system operators face when managing instability and post-contingency scenarios. The latter is usually performed involving special computational tools that allow the operator to forecast, prevent system failure and take appropriate actions according to protocols for different contingency cases in the system. LÄS MER

  3. 3. Spatiotemporal prediction of arbovirus outbreak risk : the role of weather and population mobility

    Författare :Aditya L. Ramadona; Joacim Rocklöv; Yesim Tozan; Hari Kusnanto; Lutfan Lazuardi; Paula Moraga; Umeå universitet; []
    Nyckelord :MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; arbovirus; dengue; temperature; rainfall; extreme weather; climate variability; population mobility; twitter data; social media; forecasting model; early warning; epidemic; big data; INLA; spatiotemporal model; climate services;

    Sammanfattning : Background: Arboviruses such as dengue and chikungunya have been a significant public health burden globally for several decades. In Indonesia, all four dengue serotypes are circulating. LÄS MER

  4. 4. Movement patterns and displacement of a soil insect

    Författare :Elna Nilsson; Biologiska institutionen; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; attraction; repellence; fatty acid; Ecology; Ekologi; alarm; autoregressive model; autocorrelation; random walk; Protaphorura armata; Collembola; migration; dispersal; movement; displacement;

    Sammanfattning : Movement and dispersal are important determinants of the spatial distribution and persistence of animal populations in a heterogeneous environment. I studied the small-scale movement pattern of a soil-living insect, Protaphorura armata (Collembola) by using a video-equipment. LÄS MER

  5. 5. Essays on forecasting and Bayesian model averaging

    Författare :Jana Eklund; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis, which consists of four chapters, focuses on forecasting in a data-rich environment and related computational issues. Chapter 1, “An embarrassment of riches: Forecasting using large panels” explores the idea of combining forecasts from various indicator models by using Bayesian model averaging (BMA) and compares the predictive performance of BMA with predictive performance of factor models. LÄS MER