Sökning: "density forecasting"

Visar resultat 1 - 5 av 12 avhandlingar innehållade orden density forecasting.

  1. 1. Some Contributions to Filtering, Modeling and Forecasting of Heteroscedastic Time Series

    Författare :Pär Stockhammar; Lars-Erik Öller; Daniel Thorburn; Agustin Maravall; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Heteroscedasticity; variance stabilizing filters; the mixed Normal - Asymmetric Laplace distribution; density forecasting; detrending filters; spectral analysis; the connection between financial data and economic growth; Statistics; Statistik; Statistics; statistik;

    Sammanfattning : Heteroscedasticity (or time-dependent volatility) in economic and financial time series has been recognized for decades. Still, heteroscedasticity is surprisingly often neglected by practitioners and researchers. This may lead to inefficient procedures. LÄS MER

  3. 2. Modeling and forecasting the load in the future electricity grid : Spatial electric vehicle load modeling and residential load forecasting

    Författare :Mahmoud Shepero; Joakim Munkhammar; David Steen; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Electric Vehicles; GIS; Photovoltaics; Residential Load Forecasting;

    Sammanfattning : The energy system is being transitioned to increase sustainability. This transition has been accelerated by the increased awareness about the adverse effects of the greenhouse gas (GHG) emissions into the atmosphere. The transition includes switching to electricity as the energy carrier in some sectors, e.g. LÄS MER

  4. 3. Learning local predictive accuracy for expert evaluation and forecast combination

    Författare :Oscar Oelrich; Mattias Villani; Francesco Ravazzolo; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bayesian; forecast combination; predictive density; Gaussian process; bootstrap; Bayes factors; model selection; Bayesian predictive synthesis; nonparametric methods; power transformation; expected log predictive density; variable selection; statistik; Statistics;

    Sammanfattning : This thesis consists of four papers that study several topics related to expert evaluation and aggregation. Paper I explores the properties of Bayes factors. Bayes factors, which are used for Bayesian hypothesis testing as well as to aggregate models using Bayesian model averaging, are sometimes observed to behave erratically. LÄS MER

  5. 4. Forecasting chemical exposure in a changing world

    Författare :John D. Hader; Matthew MacLeod; Ian Cousins; Mark Huijbregts; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; global change; exposure modelling; dietary change; wastewater treatment; chemical fate and transport; Environmental Sciences; miljövetenskap;

    Sammanfattning : Exposure to anthropogenic chemicals in natural and built environments is a threat to humans and other species. Now and through the 21st Century, the world will experience a large number of global changes, including anthropogenic climate change, shifts in demographics, agricultural expansion, socioeconomic development, and an increasing number and volume of chemicals on the market. LÄS MER

  7. 5. Enhancing the Performance and Efficiency of Healthcare Systems Using Industrial Economic Principles and Statistical Techniques

    Författare :Cholada Kittipittayakorn; A.M.M. Shahiduzzaman Quoreshi; Hassan Haghparast-Bidgoli; Blekinge Tekniska Högskola; []
    Nyckelord :MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Healthcare system efficiency; industrial economics; performance measurement; healthcare resource allocation; healthcare model comparison; forecasting healthcare demand; Industriell ekonomi och management; Industrial Economics a nd Managemen;

    Sammanfattning : Optimizing healthcare systems has become more crucial in recent years due to escalating healthcare demands and economic constraints. This dissertation employed industrial economic principles and advanced statistical methods to analyze the performance and efficiency of healthcare systems in Europe. LÄS MER