Search for dissertations about: "autoregressive"

Showing result 1 - 5 of 96 swedish dissertations containing the word autoregressive.

  2. 1. Essays on autoregressive conditional heteroskedasticity

    Author : Annastiina Silvennoinen; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : .... READ MORE

  4. 2. Knowledge-based speech enhancement

    Author : Sriram Srinivasan; Bastiaan Kleijn; Rainer Martin; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; speech enhancement; noise reduction; linear predictive coe±cients; autoregressive; codebooks; maximum-likelihood; Bayesian; nonstationary noise; blind source separation.; Telecommunication; Telekommunikation;

    Abstract : Speech is a fundamental means of human communication. In the last several decades, much effort has been devoted to the efficient transmission and storage of speech signals. With advances in technology making mobile communication ubiquitous, communications anywhere has become a reality. READ MORE

  5. 3. Bias approximation and reduction in vector autoregressive models

    Author : Tomas Brännström; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : In the last few decades, vector autoregressive (VAR) models have gained tremendous popularity as an all-purpose tool in econometrics and other disciplines. Some of their most prominent uses are for forecasting, causality tests, tests of economic theories, hypothesis-seeking, data characterisation, innovation accounting, policy analysis, and cointegration analysis. READ MORE

  6. 4. Uncertainty quantification for time varying quantities in turbulent flows

    Author : Donnatella Xavier; Philipp Schlatter; Saleh Rezaeiravesh; Ricardo Vinuesa; David Moxey; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; uncertainty; variance estimator; autoregressive models; turbulence; computational fluid dynamics; Teknisk mekanik; Engineering Mechanics;

    Abstract : Quantification of uncertainty in results is crucial in both experiments and simulations of turbulence, yet this practice is notably underutilized. This thesis project delves into statistical tools within the framework of uncertainty quantification to systematically quantify uncertainties that occur in the time varying quantities of turbulence. READ MORE

  7. 5. A Bayesian approach to retrospective detection of change-points in road surface measurements

    Author : Fridtjof Thomas; Urban Hjort; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Change-point detection; retrospective view; autoregressive processes; minimal imaginary training sample; road surface measurements; international roughness index; rutting; Laser-RST vehicles; road maintenance; pavement management; statistik; Statistics;

    Abstract : First-order autoregressive processes are analysed for sudden changes in parameter value. In its most general form, a multivariate vector of measurements is allowed, and no prior knowledge about the involved parameters is required. READ MORE