Sökning: "mean squared error"

Visar resultat 21 - 25 av 44 avhandlingar innehållade orden mean squared error.

  1. 21. Modeling financial volatility : A functional approach with applications to Swedish limit order book data

    Författare :Suad Elezovic; Xavier de Luna; Gunnar Rosenqvist; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Financial data; functional time series; multivariate generalized least squares; seemingly unrelated autoregression; Statistics; computer and systems science; Statistik; data- och systemvetenskap; ekonometri; Econometrics;

    Sammanfattning : This thesis is designed to offer an approach to modeling volatility in the Swedish limit order market. Realized quadratic variation is used as an estimator of the integrated variance, which is a measure of the variability of a stochastic process in continuous time. LÄS MER

  3. 22. Control and Communication with Signal-to-Noise Ratio Constraints

    Författare :Erik Johannesson; Institutionen för reglerteknik; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Real-time coding; SNR; Causal coding; AWN channel; AWGN channel; Remote source; Networked control; Control over channel; Convex optimization; Wiener filter;

    Sammanfattning : This thesis is about two problems in the intersection of communication and control theory. Their common feature is that they involve communication over an additive white noise channel with a signal-to-noise ratio (SNR) constraint. The first problem concerns the transmission of a real-valued signal from a partially observed Markov source. LÄS MER

  4. 23. Composite Likelihood Estimation for Latent Variable Models with Ordinal and Continuous, or Ranking Variables

    Författare :Myrsini Katsikatsou; Fan Yang-Wallentin; Irini Moustaki; Karl Gustav Jöreskog; Ruggero Bellio; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; latent variable models; factor analysis; structural equation models; Thurstonian model; item response theory; composite likelihood estimation; pairwise likelihood estimation; maximum likelihood; weighted least squares; ordinal variables; ranking variables; lavaan; Statistics; Statistik;

    Sammanfattning : The estimation of latent variable models with ordinal and continuous, or ranking variables is the research focus of this thesis. The existing estimation methods are discussed and a composite likelihood approach is developed. LÄS MER

  5. 24. Design Aspects of Coordinated Multipoint Transmission : A Study of Channel Predictions, Resource Allocation, User Grouping and Robust Linear Precoding for Coherent Joint Transmission

    Författare :Rikke Apelfröjd; Mikael Sternad; Anders Ahlén; Antti Tölli; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Network MIMO; Centralized CoMP; Robust beamforming with imperfect CSI; Limited backhaul; Linear predictions of OFDM channels; Kalman filters; Predictor antennas; Long term channel prediction; Local resource allocation and user grouping; Electrical Engineering with specialization in Signal Processing; Elektroteknik med inriktning mot signalbehandling;

    Sammanfattning : Shadowed areas and interference at cell borders pose great challenges for future wireless broadband systems. Coordinated Multipoint (CoMP) coherent joint transmission has shown the potential to overcome these challenges by turning harmful interference into useful signal power. LÄS MER

  7. 25. Optimal Design of Experiments for the Quadratic Logistic Model

    Författare :Ellinor Fackle Fornius; Hans Nyquist; Christos Kitsos; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Logistic regression; D-optimality; c-optimality; Canonical design space; Maximum likelihood estimation; Sequential design; Stochastic approximation; Statistics; Statistik; statistik; Statistics;

    Sammanfattning : Optimal design of experiments for binary data is the topic of this thesis. A particular logistic model including a quadratic term in the linear predictor is considered. Determining an optimal design for this model is complicated by the fact that the optimal design is dependent on the unknown true parameters. LÄS MER