Sökning: "mean square error"

Visar resultat 6 - 10 av 89 avhandlingar innehållade orden mean square error.

  1. 6. Approximating Stochastic Partial Differential Equations with Finite Elements: Computation and Analysis

    Författare :Andreas Petersson; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Lévy process; Lyapunov equation; white noise; finite element method; multilevel Monte Carlo; Monte Carlo; multiplicative noise; asymptotic mean square stability; stochastic heat equation; covariance operator; weak convergence; generalized Wiener process; numerical approximation; stochastic wave equation; Stochastic partial differential equations;

    Sammanfattning : Stochastic partial differential equations (SPDE) must be approximated in space and time to allow for the simulation of their solutions. In this thesis fully discrete approximations of such equations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. LÄS MER

  3. 7. Topics in Simulation and Stochastic Analysis

    Författare :Mikael Signahl; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Matematik; stochastic heat equation; stochastic wave equation; error rates; truncated Levy process; discontinuities; optimal decay rate; digital communication system;

    Sammanfattning : Paper A investigates how to simulate a differentiated mean in cases where interchanging differentiation and expectation is not allowed. Three approaches are available, finite differences (FD's), infinitesimal perturbation analysis (IPA) and the likelihood ratio score function (LRSF) method. LÄS MER

  4. 8. Multivariate Aspects of Phylogenetic Comparative Methods

    Författare :Krzysztof Bartoszek; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; General Linear Model; Ornstein-Uhlenbeck process; Multivariate phylogenetic comparative method; Evolutionary model; Adaptation; Optimality; Measurement error; Regression; Adaptation; Major-axis regression; Reduced major-axis regression; Structural equation; Allometry; Phylogenetic inertia; Allometry;

    Sammanfattning : his thesis concerns multivariate phylogenetic comparative methods. We investigate two aspects of them. The first is the bias caused by measurement error in regression studies of comparative data. We calculate the formula for the bias and show how to correct for it. LÄS MER

  5. 9. Empirical Studies in Consumption, House Prices and the Accuracy of European Growth and Inflation Forecasts

    Författare :Bharat Barot; Bengt Turner; Thomas Lindh; Robert Campbell; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Business and economics; consumption; house prices; housing investment; error correction method; forecasting accuracy; Ekonomi; Business and economics; Ekonomi; nationalekonomi; Economics;

    Sammanfattning : This thesis consists of four essays: Essay 1: The Role of Wealth in the Aggregated Consumption Function using an Error Correction Approach: Swedish Evidence from the years 1970 - 1993, an aggregated consumption function based on the life cycle hypothesis using the error correction methodology is estimated for Sweden. Aggregate wealth is spilt into net financial and housing wealth. LÄS MER

  7. 10. Learning Stochastic Nonlinear Dynamical Systems Using Non-stationary Linear Predictors

    Författare :Mohamed Abdalmoaty; Håkan Hjalmarsson; Jimmy Olsson; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Stochastic Nonlinear Systems; Nonlinear System Identification; Learning Dynamical Models; Maximum Likelihood; Estimation; Process Disturbance; Prediction Error Method; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : The estimation problem of stochastic nonlinear parametric models is recognized to be very challenging due to the intractability of the likelihood function. Recently, several methods have been developed to approximate the maximum likelihood estimator and the optimal mean-square error predictor using Monte Carlo methods. LÄS MER