Search for dissertations about: "time series analysis"

Showing result 11 - 15 of 849 swedish dissertations containing the words time series analysis.

2. 11. Vulnerability Analysis for Critical Infrastructures

   Author : Yuning Jiang; Yacine Atif; Jianguo Ding; Manfred A. Jeusfeld; Birgitta Lindström; Christoffer Brax; Sokratis Katsikas; Högskolan i Skövde; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; critical infrastructure cybersecurity; vulnerability assessment; vulnerability quantification; computational intelligence in cybersecurity; cyber-physical system; INF303 Informationssäkerhet; INF303 Information Security; INF301 Data Science; INF301 Data Science; Distribuerade realtidssystem DRTS ; Distributed Real-Time Systems;

   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

4. 12. Some Contributions to Heteroscedastic Time Series Analysis and Computational Aspects of Bayesian VARs

   Author : Oskar Gustafsson; Pär Stockhammar; Domenico Giannone; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Time series; heteroscedasticity; variance stabilizing filters; Bayesian vector autoregressions; Bayesian optimization; variational inference; Statistics; statistik;

   Abstract : Time-dependent volatility clustering (or heteroscedasticity) in macroeconomic and financial time series has been analyzed for more than half a century. The inefficiencies it causes in various inference procedures are well known and understood. Despite this, heteroscedasticity is surprisingly often neglected in practical work. READ MORE

5. 13. Essays on nonlinear time series analysis and health economics

   Author : Anna Ovanfors; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : .... READ MORE

6. 14. Asymmetry and multiscale dynamics in macroeconomic time series analysis

   Author : Olivier Habimana; Pär Sjölander; Kristofer Månsson; Guglielmo Maria Caporale; Jönköping University; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : This thesis consists of three independent articles preceded by an introductory chapter. The first two articles focus on exchange rate dynamics in emerging market and developing economies, taking into account nonlinearities and asymmetries which are relevant for these countries and are potentially due to (i) transaction costs and other market frictions, and (ii) official intervention in the foreign exchange market. READ MORE

7. 15. Decision Analysis in Situations with Conflicting Interests

   Author : Tobias Fasth; Aron Larsson; Love Ekenberg; Lisa Brouwers; Valentina Ferretti; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Multiple Criteria Decision Analysis; Portfolio Decision Analysis; Conflict Analysis; Decision Tools; Land Use Planning; Computer and Systems Sciences; data- och systemvetenskap;

   Abstract : Decision problems in participatory decision making involve multiple stakeholders, who often have conflicting preferences concerning the actions under consideration. Decision problems such as these can be structured as multi-criteria problems, which enables the actions to be evaluated in terms of more than one single criterion. READ MORE