Sökning: "squared error"

Visar resultat 21 - 25 av 57 avhandlingar innehållade orden squared error.

  1. 21. Runge–Kutta Time Step Selection for Flow Problems

    Författare :Karl Hörnell; Per Lötstedt; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Runge-Kutta; stepsize selection; optimization; flow problems; numerical analysis; Numerical Analysis; Numerisk analys;

    Sammanfattning : Optimality is studied for Runge-Kutta iteration for solving steady-state and time dependent flow problems. For the former type an algorithm for determining locally optimal time steps is developed, based on the fact that the squared norm of the residual produced by an m-stage scheme is a 2m-degree polynomial, the coefficients of which can be computed from scalar products of Krylov subspace vectors. LÄS MER

  2. 22. Model-based outlier adjustments for samples from skewed populations

    Författare :Olivia Ståhl; Dan Hedlin; Daniel Thorburn; Carl-Erik Särndal; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Survey sampling; outliers; value modification; winsorization; statistik; Statistics;

    Sammanfattning : Many populations encountered in practice are skewed to the right and contain a couple of values which are much larger than the bulk of the data. Using standard estimators to estimate for example the mean value of such a population is likely to result in a large variance. LÄS MER

  3. 23. Hardware Distortion-Aware Beamforming for MIMO Systems

    Författare :Yasaman Khorsandmanesh; Emil Björnson; Joakim Jaldén; Bo Göransson; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Quantization-aware precoding; limited fronthaul capacity; sum rate maximization; millimeter wave mmWave ; beam coherence time; user equipment UE mobility.; Kvantiseringsmedveten förkodning; begränsad fronthaulkapacitet; summahastighetsmaximering; millimetervåg mmWave ; strålkoherens tid; användarutrustning UE mobilitet.; Informations- och kommunikationsteknik; Information and Communication Technology;

    Sammanfattning : In the upcoming era of communication systems, there is an anticipated shift towards using lower-grade hardware components to optimize size, cost, and power consumption. This shift is particularly beneficial for multiple-input multiple-output (MIMO) systems and internet-of-things devices, which require numerous components and extended battery lifes. LÄS MER

  4. 24. Essays on Time Series Analysis : With Applications to Financial Econometrics

    Författare :Daniel Preve; Rolf Larsson; Bent Nielsen; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian time series; nonnegative autoregression; robust estimation; strong convergence; realized volatility; volatility forecast; forecast comparison; Diebold-Mariano test; Statistics; Statistik;

    Sammanfattning : This doctoral thesis is comprised of four papers that all relate to the subject of Time Series Analysis.The first paper of the thesis considers point estimation in a nonnegative, hence non-Gaussian, AR(1) model. The parameter estimation is carried out using a type of extreme value estimators (EVEs). LÄS MER

  5. 25. 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