Sökning: "variability smoothing"

Visar resultat 1 - 5 av 7 avhandlingar innehållade orden variability smoothing.

  1. 1. 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

  2. 2. Resource characterization and variability studies for marine current power

    Detta är en avhandling från Uppsala : Acta Universitatis Upsaliensis

    Författare :Nicole Carpman; Uppsala universitet.; [2017]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Marine current energy; tidal currents; wake; variability; renewable energy; ADCP; flow measurement; Engineering Science with specialization in Science of Electricity; Teknisk fysik med inriktning mot elektricitetslära;

    Sammanfattning : Producing electricity from marine renewable resources is a research area that develops continuously. The field of tidal energy is on the edge to progress from the prototype stage to the commercial stage. LÄS MER

  3. 3. Variability and variation management in a renewable electricity system -large-scale wind- and solar power deployment in Europe

    Detta är en avhandling från ; Chalmers tekniska högskola; Gothenburg

    Författare :Lina Reichenberg; [2017]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; marginal cost of electricity; VRE; variability smoothing; solar power; power systems; renewable energy; wind power; energy systems modelling;

    Sammanfattning : The large-scale deployment of wind and solar power poses challenges to the electricity system by introducing variability on the generation side. To handle these variations, variation management strategies can be employed to ensure that generation meets demand. LÄS MER

  4. 4. On Bounds and Asymptotics of Sequential Monte Carlo Methods for Filtering, Smoothing, and Maximum Likelihood Estimation in State Space Models

    Detta är en avhandling från Lund University

    Författare :Jimmy Olsson; Lund University.; Lunds universitet.; [2007]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; Matematik; Mathematics; state space models; smoothing; sequential Monte Carlo; particle filter; EM algorithm; maximum likelihood; consistency; Asymptotic normality; Statistik; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : This thesis is based on four papers (A-D) treating filtering, smoothing, and maximum likelihood (ML) estimation in general state space models using stochastic particle filters (also referred to as sequential Monte Carlo (SMC) methods). The aim of Paper A is to study the bias of Monte Carlo integration estimates produced by the so-called bootstrap particle filter. LÄS MER

  5. 5. Dampening variation in the European Wind Energy System

    Detta är en avhandling från Lund University

    Författare :Lina Reichenberg; [2015]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; variable renewables; electricity generation; geographic allocation; large-scale penetration of wind power; wind power;

    Sammanfattning : In a future European electricity system, wind power and other variable renewables may constitute a large share of electricity production. This prospect calls for measures to manage the inherent variability of wind power, such as demand-side management, storage, and flexibility of other generation. LÄS MER