Sökning: "density forecasting"

Hittade 4 avhandlingar innehållade orden density forecasting.

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

    Detta är en avhandling från Stockholm : Department of Statistics, Stockholm University

    Författare :Pär Stockhammar; Stockholms universitet.; [2010]
    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; SOCIAL SCIENCES Statistics; computer and systems science Statistics; SAMHÄLLSVETENSKAP Statistik; data- och systemvetenskap Statistik; statistik; Statistics;

    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

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

    Detta är en avhandling från Uppsala universitet

    Författare :Mahmoud Shepero; Uppsala universitet.; [2018]
    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

  3. 3. Dynamic Modelling and Analysis of Information Flows in Production-Inventory and Supply Chain Systems

    Detta är en avhandling från Profil, Linköping

    Författare :Joakim Wikner; Högskolan i Jönköping.; Högskolan i Jönköping.; [1994]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Industrial dynamics; Control theory; Production-inventory system; Supply chain; Net present value; MCDM;

    Sammanfattning : System dynamics is the fundamental concept of this academic dissertation. The focus is on analysis and modelling of properties representative for production-inventory and supply chain systems. The modelling approach is based on Industrial Dynamics but employs a hybrid approach of Control Theory and simulation in the analysis. LÄS MER

  4. 4. Essays on firm dynamics in the Swedish wholesale trade sector

    Detta är en avhandling från Borlänge : Dalarna University

    Författare :Zuzana Macuchova; Högskolan Dalarna.; [2015]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Wholesale trade; firm location; firm entry; firm relocation; firm growth; spatial distribution of firms; Complex Systems – Microdata Analysis; Komplexa system - mikrodataanalys;

    Sammanfattning : This thesis consists of a summary and five self-contained papers addressing dynamics of firms in the Swedish wholesale trade sector.Paper [1] focuses upon determinants of new firm formation in the Swedish wholesale trade sector, using two definitions of firms’ relevant markets, markets defined as administrative areas, and markets based on a cost minimizing behavior of retailers. LÄS MER