Search for dissertations about: "Laplace Moving Average model"

Found 4 swedish dissertations containing the words Laplace Moving Average model.

2. 1. Fatigue Assessment and Extreme Response Prediction of Ship Structures

   Author : Wengang Mao; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Fatigue assessment; extreme response; rainflow; narrow-band approximation; Laplace Moving Average model; transformed Gaussian; zero up-crossing response frequency; significant wave height; safety index; upcrossing spectrum; long term cumulative distribution function; ship routing.; transformed Gaussian;

   Abstract : In this thesis, a simplified narrow-band approximation model is proposed to estimate fatigue damage of ship structures, and an efficient method for extreme response predictions is also developed using upcrossing spectrums of ship responses. The proposed fatigue model includes two main parameters, significant stress range hs and zero upcrossing frequency fz. READ MORE

4. 2. Some Contributions to Filtering, Modeling and Forecasting of Heteroscedastic Time Series

   Author : Pär Stockhammar; Lars-Erik Öller; Daniel Thorburn; Agustin Maravall; Stockholms universitet; []
   Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Heteroscedasticity; variance stabilizing filters; the mixed Normal - Asymmetric Laplace distribution; density forecasting; detrending filters; spectral analysis; the connection between financial data and economic growth; Statistics; Statistik; Statistics; statistik;

   Abstract : Heteroscedasticity (or time-dependent volatility) in economic and financial time series has been recognized for decades. Still, heteroscedasticity is surprisingly often neglected by practitioners and researchers. This may lead to inefficient procedures. READ MORE

5. 3. Stochastic Models Involving Second Order Lévy Motions

   Author : Jonas Wallin; Matematisk statistik; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : This thesis is based on five papers (A-E) treating estimation methods for unbounded densities, random fields generated by Lévy processes, behavior of Lévy processes at level crossings, and a Markov random field mixtures of multivariate Gaussian fields. In Paper A we propose an estimator of the location parameter for a density that is unbounded at the mode. READ MORE

6. 4. Models and Methods for Random Fields in Spatial Statistics with Computational Efficiency from Markov Properties

   Author : David Bolin; Matematisk statistik; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; random fields; Gaussian Markov random fields; Matérn covariances; stochastic partial differential equations; Computational efficiency;

   Abstract : The focus of this work is on the development of new random field models and methods suitable for the analysis of large environmental data sets. A large part is devoted to a number of extensions to the newly proposed Stochastic Partial Differential Equation (SPDE) approach for representing Gaussian fields using Gaussian Markov Random Fields (GMRFs). READ MORE