Search for dissertations about: "local stationarity"
Found 5 swedish dissertations containing the words local stationarity.
-
1. Contributions to Numerical Solution of Stochastic Differential Equations
Abstract : This thesis consists of four papers: Paper I is an overview of recent techniques in strong numerical solutions of stochastic differential equations, driven by Wiener processes, that have appeared the last then 10 years, or so. Paper II studies theoretical and numerical aspects of stochastic differential equations with so called volatility induced stationarity. READ MORE
-
2. Numerical analysis for random processes and fields and related design problems
Abstract : In this thesis, we study numerical analysis for random processes and fields. We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. READ MORE
-
3. Bayesian networks: exact inference and applications in forensic statistics
Abstract : Exact inference on Bayesian networks has been developed through sophisticated algorithms. One of which, the variable elimination algorithm, identifies smaller components of the network, called factors, on which local operations are performed. In principle this algorithm can be used on any Bayesian network. READ MORE
-
4. Fertility, childcare and labour market : dynamics in time and space
Abstract : Paper [I] focuses on the effects of time and space dynamics on the description offertility in Sweden. Fertility is an important determinant of long-term populationgrowth and labour market conditions. The influence of time dynamics inpostponing or accelerating childbearing is assessed by considering two differenteffects of earnings. READ MORE
-
5. On Real-Time Optimization using Extremum Seeking Control and Economic Model Predictive Control : With Applications to Bioreactors and Paper Machines
Abstract : Process optimization is used to improve the utility and the economic performance of industrial processes, and is as such central in most automation strategies. In this thesis, two feedback-based methods for online process optimization are considered: Extremum seeking control (ESC), a classic model-free method used for steady-state optimization which dates back to the early 1900's, and economic model predictive control (EMPC), a more recent method which utilizes a model to dynamically optimize the closed-loop process economics in real time. READ MORE