Search for dissertations about: "bootstrap control. Statistics statistical bootstrap catastrophe level-crossings ARMAX process Optimal alarm system time series optimal event predictor operations research programming actuarial mathematics Statistik operationsanalys programmering aktuariematematik"

Found 1 swedish dissertation containing the words bootstrap control. Statistics statistical bootstrap catastrophe level-crossings ARMAX process Optimal alarm system time series optimal event predictor operations research programming actuarial mathematics Statistik operationsanalys programmering aktuariematematik.

  2. 1. Event Prediction and Bootstrap in Time Series

    Author : Anders Svensson; Matematisk statistik; []
    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