Sökning: "autoregressive models"

Visar resultat 1 - 5 av 66 avhandlingar innehållade orden autoregressive models.

  1. 1. Probabilistic Sequence Models with Speech and Language Applications

    Författare :Gustav Eje Henter; W. Bastiaan Kleijn; Arne Leijon; Gernot Kubin; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Time series; acoustic modelling; speech synthesis; stochastic processes; causal-state splitting reconstruction; robust causal states; pattern discovery; Markov models; HMMs; nonparametric models; Gaussian processes; Gaussian process dynamical models; nonlinear Kalman filters; information theory; minimum entropy rate simplification; kernel density estimation; time-series bootstrap;

    Sammanfattning : Series data, sequences of measured values, are ubiquitous. Whenever observations are made along a path in space or time, a data sequence results. To comprehend nature and shape it to our will, or to make informed decisions based on what we know, we need methods to make sense of such data. LÄS MER

  3. 2. Linear Models of Nonlinear Systems

    Författare :Martin Enqvist; Lennart Ljung; Rik Pintelon; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; linear models; nonlinear systems; system identification; stochastic processes; linearization; mean-square error; Automatic control; Reglerteknik;

    Sammanfattning : Linear time-invariant approximations of nonlinear systems are used in many applications and can be obtained in several ways. For example, using system identification and the prediction-error method, it is always possible to estimate a linear model without considering the fact that the input and output measurements in many cases come from a nonlinear system. LÄS MER

  4. 3. Mathematical modelling of operating cycles for road vehicles

    Författare :Luigi Romano; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; energy estimation; transport application; operating cycle; autoregressive models; road mission; stochastic models;

    Sammanfattning : Difficulties that commercial vehicles are facing in meeting regulation standards require ad-hoc solutions. Emissions can be dramatically lowered if the characteristics of the transport application are known in advance. LÄS MER

  5. 4. Bias approximation and reduction in vector autoregressive models

    Författare :Tomas Brännström; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : In the last few decades, vector autoregressive (VAR) models have gained tremendous popularity as an all-purpose tool in econometrics and other disciplines. Some of their most prominent uses are for forecasting, causality tests, tests of economic theories, hypothesis-seeking, data characterisation, innovation accounting, policy analysis, and cointegration analysis. LÄS MER

  7. 5. Essays on Financial Models

    Författare :Henrik Amilon; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; options; neural networks; hedging; portfolio optimization; econometrics; Economics; ekonomisk teori; ekonomiska system; ekonomisk politik; ekonometri; generalized residuals; discreteness; GARCH; compass rose; nonlinearities; Chaos; economic theory; economic systems; Nationalekonomi; economic policy;

    Sammanfattning : This thesis consists of five essays exploring the validity of some extensively used financial models with a focus on the Swedish equity and derivative markets. The essays are of both an empirical and a theoretical nature. LÄS MER