Sökning: "inverse Gaussian"

Visar resultat 1 - 5 av 28 avhandlingar innehållade orden inverse Gaussian.

1. 1. On the Normal Inverse Gaussian Distribution in Modeling Volatility in the Financial Markets

   Författare :Lars Forsberg; Luc Bauwens; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Informatics; computer and systems science; Volatility modeling; inverse Gaussian; normal inverse Gaussian; realized volatility; GARCH; Informatik; data- och systemvetenskap; Informatics; computer and systems science; Informatik; data- och systemvetenskap; statistik; Statistics;

   Sammanfattning : We discuss the Normal inverse Gaussian (NIG) distribution in modeling volatility in the financial markets. Refining the work of Barndorff-Nielsen (1997) and Andersson (2001), we introduce a new parameterization of the NIG distribution to build the GARCH(p,q)-NIG model. LÄS MER

3. 2. Optimizing Networked Systems and Inverse Optimal Control

   Författare :Han Zhang; Xiaoming Hu; Elias Jarlebring; Yiguang Hong; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Networked systems; energy optimal consensus control; semi-definite programming; distributed optimization; inverse optimal control; Mathematics; Matematik;

   Sammanfattning : This thesis is concerned with the problems of optimizing networked systems, including designing a distributed energy optimal consensus controller for homogeneous networked linear systems, maximizing the algebraic connectivity of a network by projected saddle point dynamics. In addition, the inverse optimal control problems for discrete-time finite time-horizon Linear Quadratic Regulators (LQRs) are considered. LÄS MER

4. 3. Spatial Mixture Models with Applications in Medical Imaging and Spatial Point Processes

   Författare :Anders Hildeman; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Non-Gaussian; Bayesian level set inversion; Point processes; Substitute CT; Finite mixture models; Spatial statistics; Gaussian fields; Non-Gaussian;

   Sammanfattning : Finite mixture models have proven to be a great tool for both modeling non-standard probability distributions and for classification problems (using the latent variable interpretation). In this thesis we are building spatial models by incorporating spatially dependent categorical latent random fields in a hierarchical manner similar to that of finite mixture models. LÄS MER

5. 4. Satistical Modelling Of CO2 Exchange Between Land And Atmosphere : Using Stochastic Optimisation And Gaussian Markov Random Fields

   Författare :Unn Dahlén; Spatio-Temporal Stochastic Modelling Group; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Gaussiska Markovfält; Stokastisk optimering; CO2-flöden; Spatial statistik; Stochastic Optimisation; Gaussian Markov Random Fields; Atmospheric inverse modelling; Spatial statistics; Computational statistics;

   Sammanfattning : This thesis focuses on the development and application of efficient mathematicaltools for estimating and modelling the exchange of carbon dioxide (CO2) between the Earth and its atmosphere; here referred to as the global CO2 surface flux.There are two main approaches for estimating the CO2 flux: Processed based(bottom-up) modelling and atmospheric inversion (top-down) modelling. LÄS MER

7. 5. Tailoring Gaussian processes for tomographic reconstruction

   Författare :Carl Jidling; Thomas B. Schön; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Electrical Engineering with specialization in Signal Processing; Elektroteknik med inriktning mot signalbehandling;

   Sammanfattning : A probabilistic model reasons about physical quantities as random variables that can be estimated from measured data. The Gaussian process is a respected member of this family, being a flexible non-parametric method that has proven strong capabilities in modelling a wide range of nonlinear functions. LÄS MER