Search for dissertations about: "Series"

Showing result 1 - 5 of 5564 swedish dissertations containing the word Series.

  1. 1. Automated Traffic Time Series Prediction

    University dissertation from Karlskrona : Blekinge Tekniska Högskola

    Author : Bin Sun; Wei Cheng; Prashant Goswami; Guohua Bai; Slawomir Nowaczyk; [2018]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Machine Learning; Time Series; Traffic Engineering;

    Abstract : Intelligent transportation systems (ITS) are becoming more and more effective. Robust and accurate short-term traffic prediction plays a key role in modern ITS and demands continuous improvement. READ MORE

  2. 2. Time-Series Econometrics Applied to Macroeconomic Issues

    University dissertation from Jönköping : Internationella Handelshögskolan

    Author : Abdulnasser Hatemi-J; [2001]
    Keywords : ;

    Abstract : This doctoral dissertation is a collection of six articles. Special attention is paid to model specification and the time-series properties of the data applied in each case. The first two articles deal with fiscal policy in Sweden and the effects of EMU criteria convergence. READ MORE

  3. 3. Amoebas and Laurent series

    University dissertation from Stockholm : Matematik

    Author : Mikael Forsberg; [1998]
    Keywords : ;

    Abstract : The amoeba of a polynomialpis the logarithmic image of the zero set of thepolynomial. l/pcan be developed into several Laurent series. Thelogarithmic image of every such Laurent series have a domain ofconvergence and its loga rithmic image is a component of thecomplement of the amoeba of p. This is the background for thethesis subjett. READ MORE

  4. 4. Essays on Time Series Analysis With Applications to Financial Econometrics

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Daniel Preve; Rolf Larsson; Bent Nielsen; [2008]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian time series; nonnegative autoregression; robust estimation; strong convergence; realized volatility; volatility forecast; forecast comparison; Diebold-Mariano test; SOCIAL SCIENCES Statistics; computer and systems science Statistics; SAMHÄLLSVETENSKAP Statistik; data- och systemvetenskap Statistik;

    Abstract : This doctoral thesis is comprised of four papers that all relate to the subject of Time Series Analysis.The first paper of the thesis considers point estimation in a nonnegative, hence non-Gaussian, AR(1) model. The parameter estimation is carried out using a type of extreme value estimators (EVEs). READ MORE

  5. 5. Event Prediction and Bootstrap in Time Series

    University dissertation from Department of Mathematical Statistics, Lund University

    Author : Anders Svensson; [1998]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; bootstrap control.; statistical bootstrap; catastrophe; level-crossings; ARMAX process; Optimal alarm system; time series; optimal event predictor; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Abstract : Alarm systems are used in many situations, and should be as efficient as possible. In this thesis optimal predictive alarm systems, event predictors, are presented for general linear time series models with external signals. This family of process models include e.g. READ MORE