Search for dissertations about: "Bayesian forecasting"

Showing result 1 - 5 of 12 swedish dissertations containing the words Bayesian forecasting.

  2. 1. Essays on forecasting and Bayesian model averaging

    Author : Jana Eklund; Handelshögskolan i Stockholm; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis, which consists of four chapters, focuses on forecasting in a data-rich environment and related computational issues. Chapter 1, “An embarrassment of riches: Forecasting using large panels” explores the idea of combining forecasts from various indicator models by using Bayesian model averaging (BMA) and compares the predictive performance of BMA with predictive performance of factor models. READ MORE

  4. 2. From data to decision - learning by probabilistic risk analysis of biological invasions

    Author : Ullrika Sahlin; Biologiska institutionen; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; probabilistic models; establishment success; prediction; forecasting; uncertainty; risk; invasive species; Bayesian methods;

    Abstract : Predicting an uncertain future with uncertain knowledge is a challenge. The success of efforts to preserve biodiversity, to maintain biosecurity and to reduce a negative impact from climate change, depend on scientifically based predictions of future events. READ MORE

  5. 3. Learning local predictive accuracy for expert evaluation and forecast combination

    Author : Oscar Oelrich; Mattias Villani; Francesco Ravazzolo; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Bayesian; forecast combination; predictive density; Gaussian process; bootstrap; Bayes factors; model selection; Bayesian predictive synthesis; nonparametric methods; power transformation; expected log predictive density; variable selection; statistik; Statistics;

    Abstract : This thesis consists of four papers that study several topics related to expert evaluation and aggregation. Paper I explores the properties of Bayes factors. Bayes factors, which are used for Bayesian hypothesis testing as well as to aggregate models using Bayesian model averaging, are sometimes observed to behave erratically. READ MORE

  6. 4. Enhanced block sparse signal recovery and bayesian hierarchical models with applications

    Author : Jianfeng Wang; Jun Yu; Anders Garpebring; Jia Li; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Magnetic resonance imaging; Bayesian hierarchical models; Weather Research and Forecasting; Compressive sensing; Block sparsity; Multivariate isotropic symmetric a-stable distribution; q-ratio block constrained minimal singular value;

    Abstract : This thesis is carried out within two projects ‘Statistical modelling and intelligentdata sampling in Magnetic resonance imaging (MRI) and positron-emission tomography(PET) measurements for cancer therapy assessment’ and ‘WindCoE -Nordic Wind Energy Center’ during my PhD study. It mainly focuses on applicationsof Bayesian hierarchical models (BHMs) and theoretical developments ofcompressive sensing (CS). READ MORE

  7. 5. Pharmacometric Approaches to Improve Dose Individualization Methods in Hemophilia A

    Author : João A. Abrantes; Mats Karlsson; Elisabet I. Nielsen; Siv Jönsson; Ron Mathôt; Uppsala universitet; []
    Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Bayesian forecasting; coagulation factor VIII; dose adaptation; hemophilia haemophilia A; inter-occasion variability; NONMEM; pharmacodynamics; pharmacokinetics; pharmacometrics; therapeutic drug monitoring; Farmaceutisk vetenskap; Pharmaceutical Science;

    Abstract : Hemophilia A is a bleeding disorder caused by the lack of functional coagulation factor VIII (FVIII). The overall aim of this thesis was to improve dose individualization of FVIII replacement therapy in hemophilia A using pharmacometric approaches. READ MORE