Sökning: "structural time series models."

Visar resultat 1 - 5 av 40 avhandlingar innehållade orden structural time series models..

  1. 1. The big picture : a historical national accounts approach to growth, structural change and income distribution in Sweden 1870-1990

    Författare :Peter Vikström; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; historical national accounts; growth; structural change; income distribution; Sweden; macroeconomic history; CGE; structural time series models.;

    Sammanfattning : One fundamental point of departure for this thesis is the importance of addressing all three basic economic research questions: what is produced, with what and for whom and including them in the discussion regarding long-term macroeconomic performance. This could also be stated as that a consistent historical national accounts approach where both aspects of production and distribution are included can significantly enhance the research on macroeconomic historical issues. LÄS MER

  3. 2. Fractional Calculus and Linear Viscoelasticity in Structural Dynamics

    Författare :Mikael Enelund; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; linear viscoelasticity; convolution integrals; anisotropy; structural modeling; finite elements; material damping; time integration; internal variables; relaxation; fractional calculus; creep; Mittag-Leffler functions;

    Sammanfattning : The use of linear viscoelasticity together with fractional calculus in time-domain structural modeling is studied. Both constitutive and structural aspects are investigated. LÄS MER

  4. 3. Essays on nonlinear time series modelling och hypothesis testing

    Författare :Birgit Strikholm; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : There seems to be a common understanding nowadays that the economy is nonlinear. Economic theory suggests features that can not be incorporated into linear frameworks, and over the decades a solid body of empirical evidence of nonlinearities in economic time series has been gathered. LÄS MER

  5. 4. Variational Inference of Dynamic Factor Models

    Författare :Erik Spånberg; Pär Stockhammar; Gebrenegus Ghilagaber; Sune Karlsson; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; dynamic factor models; variational inference; missing data; nowcasting; expectation maximization; statistik; Statistics;

    Sammanfattning : When we make difficult and crucial decisions, forecasts are powerful and important tools. For that purpose, statistical models can be our most effective aid. Ideally, these models can incorporate large sets of multifaceted data. LÄS MER

  7. 5. Wave Splitting and Effective Boundary Conditions for Structural Elements

    Författare :Martin Johansson; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; approximate boundary condition; Mindlin plate; Timoshenko beam; thin plates; cylindrical coordinates; series approximation; wave splitting; dispersion; fluid-loaded plate; Biot;

    Sammanfattning : The subject of this thesis is twofold. The first part concerns the wave splitting of structural elements. The second part concerns approximate boundary conditions for fluid-loaded thin plates. Wave splitting is a mathematical tool for the formulation of scattering problems in the time domain that aims at solving inverse problems, e. LÄS MER