Sökning: "nonparametric methods"

Visar resultat 1 - 5 av 53 avhandlingar innehållade orden nonparametric methods.

1. 1. Closed-loop Identification : Methods, Theory, and Applications

   Författare :Urban Forssell; Lennart Ljung; Linköpings universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

   Sammanfattning : System identification deals with constructing mathematical models of dynamical systems from measured data. Such models have important applications in many technical and nontechnical areas, such as diagnosis, simulation, prediction, and control. LÄS MER

3. 2. Nonparametric Message Passing Methods for Cooperative Localization and Tracking

   Författare :Vladimir Savic; Santiago Zazo; Spain Technical University of Madrid; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; cooperative localization; tracking; wireless sensor networks; message passing; particle filtering; belief propagation; RFID;

   Sammanfattning : The objective of this thesis is the development of cooperative localization and tracking algorithms using nonparametric message passing techniques. In contrast to the most well-known techniques, the goal is to estimate the posterior probability density function (PDF) of the position of each sensor. LÄS MER

4. 3. Nonlinear and Nonparametric Dynamical Methods in Economics and Finance

   Författare :Gazi Salah Uddin; Bo Sjö; Ramo Gencay; Linköpings universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Commodity markets; Nonlinear causality testing; Dependence structure; Business cycles; Timescale analysis; Growth dynamics; Portfolio management;

   Sammanfattning : The objectives of the thesis - which comprises six parts – can be summarized in i) implementing linear and nonlinear/nonparametric approaches toward detecting, measuring and analyzing the nature and directionality of causal relationships in financial markets, ii) elaborating on modern topics in financial investment analysis, iii) probing into the role of commodity futures in constructing optimal portfolios as well as iv) investigating growth dynamics via aggregated and disaggregated indices.The first paper named “Analyzing causal interactions between sectoral equity returns and commodity futures returns in the aftermath of the global financial crisis: The case of the US and EU equity returns”, aims to explore and compare the dependence and co-movement structure between commodity and various asset classes’ returns including the USA and EU stock markets via the use of linear and non-linear causality testing in a comparative context with the additional adjustment for cointegration and conditional heteroscedasticity. LÄS MER

5. 4. Nonparametric identification of viscoelastic materials

   Författare :Agnes Rensfelt; Torsten Söderström; Uppsala universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Elektroteknik med inriktning mot reglerteknik; Electrical Engineering with specialization in Automatic Control;

   Sammanfattning : Viscoelastic materials can today be found in a wide range of practical applications. In order to make efficient use of these materials in construction, it is of importance to know how they behave when subjected to dynamic load. LÄS MER

7. 5. Essays on Capital Structure

   Författare :Hossein Asgharian; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic theory; econometrics; Economics; Extreme Bound Analysis; Selection bias; Lisrel; Semiparametric; Nonparametric; Financial distress; Panel data analysis; Leverage; Capital structure; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

   Sammanfattning : Chapter 2 analyses the relationship between capital structure and industry classification of Swedish firms. This study also analyses the determinants of the capital structure at the industry level. LÄS MER