Sökning: "stochastic models"

Visar resultat 1 - 5 av 356 avhandlingar innehållade orden stochastic models.

  1. 1. Stochastic Epidemic Models Different Aspects of Heterogeneity

    Detta är en avhandling från Stockholm : Department of Mathematics, Stockholm University

    Författare :Mathias Lindholm; Stockholms universitet.; [2008]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik Matematisk statistik; matematisk statistik; Mathematical Statistics;

    Sammanfattning : This thesis is concerned with the study of stochastic epidemic models for infectious diseases in heterogeneous populations. All diseases treated are of SIR type, i.e. individuals are either Susceptible, Infectious or Recovered (and immune). LÄS MER

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

    Detta är en avhandling från KTH Royal Institute of Technology

    Författare :Mohamed Abdalmoaty; KTH.; [2019]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; 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. Probabilistic Sequence Models with Speech and Language Applications

    Detta är en avhandling från Stockholm : KTH Royal Institute of Technology

    Författare :Gustav Eje Henter; KTH.; [2013]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Time series; acoustic modelling; speech synthesis; stochastic processes; causal-state splitting reconstruction; robust causal states; pattern discovery; Markov models; HMMs; nonparametric models; Gaussian processes; Gaussian process dynamical models; nonlinear Kalman filters; information theory; minimum entropy rate simplification; kernel density estimation; time-series bootstrap;

    Sammanfattning : Series data, sequences of measured values, are ubiquitous. Whenever observations are made along a path in space or time, a data sequence results. To comprehend nature and shape it to our will, or to make informed decisions based on what we know, we need methods to make sense of such data. LÄS MER

  4. 4. Stochastic claims reserving in non-life insurance Bootstrap and smoothing models

    Detta är en avhandling från Stockholm : Department of Mathematics, Stockholm University

    Författare :Susanna Björkwall; Stockholms universitet.; [2011]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Chain-ladder; Generalized linear model; Separation method; Smoothing; Stochastic claims reserving; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik Matematisk statistik; matematisk statistik; Mathematical Statistics;

    Sammanfattning : In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. LÄS MER

  5. 5. Perturbed discrete time stochastic models

    Detta är en avhandling från Stockholm : Department of Mathematics, Stockholm University

    Författare :Mikael Petersson; Stockholms universitet.; [2016]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Renewal equation; Perturbation; Asymptotic expansion; Regenerative process; Risk process; Semi-Markov process; Markov chain; Quasi-stationary distribution; Ruin probability; First hitting time; Solidarity property; matematisk statistik; Mathematical Statistics;

    Sammanfattning : In this thesis, nonlinearly perturbed stochastic models in discrete time are considered. We give algorithms for construction of asymptotic expansions with respect to the perturbation parameter for various quantities of interest. LÄS MER