Search for dissertations about: "functional time series"
Showing result 1 - 5 of 188 swedish dissertations containing the words functional time series.
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1. Functional modelling of the human timing mechanism
Abstract : Behaviour occurs in time, and precise timing in the range of seconds and fractions of seconds is for most living organisms necessary for successful interaction with the environment. Our ability to time discrete actions and to predict events on the basis of prior events indicates the existence of an internal timing mechanism. READ MORE
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2. Modeling financial volatility : A functional approach with applications to Swedish limit order book data
Abstract : 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. READ MORE
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3. Essays on nonlinear time series modelling och hypothesis testing
Abstract : 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. READ MORE
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4. Learning time-varying interaction networks
Abstract : Most biological systems consist of several subcomponents whichinteract with each other. These interactions govern the overall behaviourof the system; and in turn vary over time and in response to internaland external stress during the course of an experiment. READ MORE
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5. Vulnerability Analysis for Critical Infrastructures
Abstract : The rapid advances in information and communication technology enable a shift from diverse systems empowered mainly by either hardware or software to cyber-physical systems (CPSs) that are driving Critical infrastructures (CIs), such as energy and manufacturing systems. However, alongside the expected enhancements in efficiency and reliability, the induced connectivity exposes these CIs to cyberattacks exemplified by Stuxnet and WannaCry ransomware cyber incidents. READ MORE