Sökning: "simulation driven parameter estimation"

Visar resultat 1 - 5 av 8 avhandlingar innehållade orden simulation driven parameter estimation.

  1. 1. Case studies in omniparametric simulation

    Författare :Fredrik Lundin; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Nyckelord :growth model; Ising model; Markov chain; omnithermal simulation; omniparametric simulationpercolatiion; Potts model; parameter estimation; partial observations; random cluster model; Richardson model; simulation driven parameter estimation; two-type Richardson model; omnithermal simulation;

    Sammanfattning : In the eld of particle systems and growths models simulation is an important tool. When explicit calculations are too complex or impossible to perform we may use simulations instead. We adapt a new technique here denoted omniparametric simulation, to the two-type Richardson, Ising and Potts models. LÄS MER

  2. 2. Identification of Stochastic Nonlinear Dynamical Models Using Estimating Functions

    Författare :Mohamed Abdalmoaty; Håkan Hjalmarsson; Adrian Wills; KTH; []
    Nyckelord :Prediction Error Method; Maximum Likelihood; Data-driven; Learning; Stochastic; Nonlinear; Dynamical Models; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Estimation; Process Disturbance; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : Data-driven modeling of stochastic nonlinear systems is recognized as a very challenging problem, even when reduced to a parameter estimation problem. A main difficulty is the intractability of the likelihood function, which renders favored estimation methods, such as the maximum likelihood method, analytically intractable. LÄS MER

  3. 3. Biomechanical Parameter Estimation for Wearable Exoskeleton System Design

    Författare :Longbin Zhang; Elena Gutierrez Farewik; Ruoli Wang; Christian Smith; Max Ortiz Catalan; KTH; []
    Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; Hill-type muscle model; generalization; transfer learning; computationally modeling; human-machine system; Teknisk mekanik; Engineering Mechanics;

    Sammanfattning : Exoskeletons are increasingly used in rehabilitation and daily life in persons with motor disorders after neurological injuries. The overall objective of this thesis is to study how to robustly and accurately predict joint torque using inputs from sensors that would technically be feasible to equip on an assistive exoskeleton, and to develop a framework that could be used to evaluate the user-exoskeleton interface. LÄS MER

  4. 4. Modeling the covariance matrix of financial asset returns

    Författare :Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Vasyl Golosnoy; Stockholms universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Realized covariance; Autoregressive time-series; Goodness-of-fit test; Matrix singularity; Portfolio theory; Wishart distribution; Matrix-variate gamma distribution; Parameter estimation; High-dimensional data; Moore-Penrose inverse; Mathematical Statistics; matematisk statistik;

    Sammanfattning : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. LÄS MER

  5. 5. Modeling Realized Covariance of Asset Returns

    Författare :Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Tatjana von Rosen; Stockholms universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Mathematical Statistics; matematisk statistik;

    Sammanfattning : In this thesis, which consists of two papers, we consider the modeling of positive definitive symmetric matrices, in particular covariance matrices of financial asset returns. The return covariance matrix describes the magnitude in which prices of financial assets tend to change over time, and how price changes between different assets are related. LÄS MER