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Visar resultat 1 - 5 av 11 avhandlingar som matchar ovanstående sökkriterier.
1. Some Contributions to Filtering, Modeling and Forecasting of Heteroscedastic Time Series
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. Modeling and forecasting the load in the future electricity grid : Spatial electric vehicle load modeling and 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. Learning local predictive accuracy for expert evaluation and forecast combination
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
4. Forecasting chemical exposure in a changing world
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
5. Four contributions to statistical inference in econometrics
Sammanfattning : This thesis, which consists of four chapters, focuses on three topics: discriminating between stationary and nonstationary time series, testing the constancy of the error covariance matrix of a vector model, and estimating density functions over bounded domains using kernel techniques. In Chapter 1, “Testing the unit root hypothesis against the logistic smooth transition autoregressive model”, and Chapter 2, “A nonlinear alternative to the unit root hypothesis”, the joint hypothesis of unit root and linearity allows one to distinguish between random walk processes, with or without drift, and stationary nonlinear processes of the smooth transition autoregressive type. LÄS MER
