Sökning: "cross-validation."

Visar resultat 1 - 5 av 69 avhandlingar innehållade ordet cross-validation..

  1. 1. Factor-Augmented Forecasting for High-Dimensional Data

    Författare :Ying Pang; Martin Sköld; Martin Singull; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; High-Dimensional Data; Factor-Augmented Forecasting; Principal Component; Lasso; Cross Validation; Multi-Level Factor; Predictive Performance; matematisk statistik; Mathematical Statistics;

    Sammanfattning : In this thesis, we take a critical look at the factor-augmented forecast models, when a large number of time series variables available can provide the vital information for prediction. We discuss how to describe the commonality and idiosyncrasy of high-dimensional data by a handful of factors in various levels, and how to improve the predictive performance using these factors as augmented predictors. LÄS MER

  3. 2. Algorithms for a Partially Regularized Least Squares Problem

    Författare :Ingegerd Skoglund; Tommy Elfving; Inge Söderkvist; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Least squares; Regularization; Block-matrices; Conjugate gradient; QR-factorization; Cross-validation; Numerical analysis; Numerisk analys;

    Sammanfattning : Vid analys av vattenprover tagna från t.ex. ett vattendrag betäms halten av olika ämnen. Dessa halter är ofta beroende av vattenföringen. LÄS MER

  4. 3. Quantitative methods for diffusion measurements in fluorescence microscopy

    Författare :Marco Longfils; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; cross-validation.; single particle tracking; Confocal laser scanning microscopy; raster scan; correlation spectroscopy; mixture models; diffusion;

    Sammanfattning : In this work, statistical methods are developed for mapping mass transport locally based on images collected using a confocal laser scanning microscope. Besides presenting raster image correlation spectroscopy as an established method in fluorescence microscopy, we introduce a single particle tracking method which takes advantage of the raster scanning of the image in a confocal microscope. LÄS MER

  5. 4. Model calibration methods for mechanical systems with local nonlinearities

    Författare :Yousheng Chen; Andreas Linderholt; Thomas Abrahamsson; Gaëtan Kerschen; Linnéuniversitetet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; model calibration; finite element modelling; nonlinear structural dynamics; pre-test planning; multi-sinusoidal excitation; vibrational testing; cross validation; Maskinteknik; Mechanical Engineering;

    Sammanfattning : Most modern product development utilizes computational models. With increasing demands on reducing the product development lead-time, it becomes more important to improve the accuracy and efficiency of simulations. LÄS MER

  7. 5. Contributions to Quantile Estimation

    Författare :Erik Brodin; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Cross validation; Extreme value theory; Generalized Pareto distribution; Kernel estimator; L-estimator; Non-parametric estimation; Order statistic; Perturbed Generlized Pareto distribution; Quantile estimation; Regular variation; Second order regular variation; Kernel estimator;

    Sammanfattning : .... LÄS MER