Search for dissertations about: "stochastic model"

Showing result 16 - 20 of 632 swedish dissertations containing the words stochastic model.

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

    Author : Mohamed Abdalmoaty; Håkan Hjalmarsson; Adrian Wills; KTH; []
    Keywords : 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;

    Abstract : 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. READ MORE

  4. 17. Estimation and Control of Resonant Systems with Stochastic Disturbances

    Author : Peter Nauclér; Torsten Söderström; Anders Robertsson; Uppsala universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; vibration control; stochastic control; stochastic systems; feedforward control; Wiener filtering; Kalman filtering; wave separation; unbalance estimation; nonlinear regression; Automatic control; Reglerteknik;

    Abstract : The presence of vibration is an important problem in many engineering applications. Various passive techniques have traditionally been used in order to reduce waves and vibrations, and their harmful effects. Passive techniques are, however, difficult to apply in the low frequency region. READ MORE

  5. 18. Stochastic epidemics on random networks

    Author : Abid Ali Lashari; Pieter Trapman; Filip Lindskog; Peter Neal; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Branching process; Configuration model; Random graph; Epidemic process; Final size; Threshold behaviour; Duration of an epidemic; Vaccination; Mathematical Statistics; matematisk statistik;

    Abstract : This thesis considers stochastic epidemic models for the spread of epidemics in structured populations. The asymptotic behaviour of the models is analysed by using branching process approximations. The thesis contains four manuscripts. READ MORE

  6. 19. Decision Making under Uncertainty in Financial Markets : Improving Decisions with Stochastic Optimization

    Author : Jonas Ekblom; Jörgen Blomvall; Michal Kaut; Linköpings universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Stochastic programming; Approximate dynamic programming; Financial optimization; Portfolio optimization; Corporate hedging; Scenario generation; Importance sampling;

    Abstract : This thesis addresses the topic of decision making under uncertainty, with particular focus on financial markets. The aim of this research is to support improved decisions in practice, and related to this, to advance our understanding of financial markets. READ MORE

  7. 20. Four applications of stochastic processes : Contagious disease, credit risk, gambling and bond portfolios

    Author : Patrik Andersson; Andreas Nordvall Lagerås; Håkan Andersson; Stewart N. Ethier; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Stochastic processes; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Abstract : This thesis consists of four papers on applications of stochastic processes. In Paper I we study an open population SIS (Susceptible - Infective - Susceptible) stochastic epidemic model from the time of introduction of the disease, through a possible outbreak and to extinction. The analysis uses coupling arguments and diffusion approximations. READ MORE