Search for dissertations about: "Time-Series Models"

Showing result 1 - 5 of 210 swedish dissertations containing the words Time-Series Models.

  2. 1. Automated Traffic Time Series Prediction

    Author : Bin Sun; Wei Cheng; Prashant Goswami; Guohua Bai; Slawomir Nowaczyk; Blekinge Tekniska Högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Machine Learning; Time Series; Traffic Engineering;

    Abstract : Intelligent transportation systems (ITS) are becoming more and more effective. Robust and accurate short-term traffic prediction plays a key role in modern ITS and demands continuous improvement. READ MORE

  4. 2. Probabilistic Sequence Models with Speech and Language Applications

    Author : Gustav Eje Henter; W. Bastiaan Kleijn; Arne Leijon; Gernot Kubin; KTH; []
    Keywords : 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;

    Abstract : 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. READ MORE

  5. 3. Common features in vector nonlinear time series models

    Author : Dao Li; Sune Karlsson; Kenneth Carling; Thomas Holgersson; Örebro universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; nonliearity; time series; econometrics; smooth transition; common features; cointegration; forecasting; residual-based; ppp; Statistics; Statistik; Complex Systems – Microdata Analysis;

    Abstract : This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in thesearea.Both stationary and nonstationary time series are concerned. READ MORE

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

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

    Abstract : 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). READ MORE

  7. 5. Event Prediction and Bootstrap in Time Series

    Author : Anders Svensson; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; bootstrap control.; statistical bootstrap; catastrophe; level-crossings; ARMAX process; Optimal alarm system; time series; optimal event predictor; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Abstract : Alarm systems are used in many situations, and should be as efficient as possible. In this thesis optimal predictive alarm systems, event predictors, are presented for general linear time series models with external signals. This family of process models include e.g. READ MORE