Search for dissertations about: "stochastic weather"

Showing result 1 - 5 of 22 swedish dissertations containing the words stochastic weather.

  2. 1. Modelling Weather Dynamics for Weather Derivatives Pricing

    Author : Emanuel Evarest Sinkwembe; Martin Singull; Xiangfeng Yang; Fredrik Berntsson; Erik Lindström; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis focuses on developing an appropriate stochastic model for temperature dynamics as a means of pricing weather derivative contracts based on temperature. There are various methods for pricing weather derivatives ranging from simple one like historical burn analysis, which does not involve modeling the underlying weather variable to complex ones that require Monte Carlo simulations to achieve explicit weather derivatives contract prices, particularly the daily average temperature (DAT) dynamics models. READ MORE

  4. 2. Probabilistic modeling in sports, finance and weather

    Author : Jan Lennartsson; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical modelling; Game theory; Team sport tactics; Modern portfolio theory; Gaussian fields; Team sport tactics;

    Abstract : In this thesis, we build mathematical and statistical models for a wide variety of real world applications. The mathematical models include applications in team sport tactics and optimal portfolio selection, while the statistical modeling concerns weather and specifically precipitation. READ MORE

  5. 3. Population dynamics and demography - inferences from stochastic models

    Author : Jonas Knape; Biologiska institutionen; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : Time series analysis of population abundances is a common approach to making inferences about population dynamics, and especially for estimating density dependence. Traditionally the impact of potential errors in observations or measurements of the abundances on inference has been ignored. READ MORE

  6. 4. Multiple Aspects of Dynamic Rating in the Power System

    Author : Seyede Fatemeh Hajeforosh; Math Bollen; Sarah Rönnberg; Alfredo Vaccaro; Luleå tekniska universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Dynamic rating; Transmission lines; Overload Protection; Stochastic analysis; Hosting capacity; Transformers; Electric Power Engineering; Elkraftteknik;

    Abstract : Increased consumption and increased use of renewable energy make overhead lines and transformers more often congested. Dynamic rating (DR) uses a time-depending maximum permissible current instead of a long-term-fixed rating; it is an effective solution to upgrade the capacity of existing grid assets to minimize this congestion. READ MORE

  7. 5. The operating cycle representation of road transport missions

    Author : Luigi Romano; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; operating cycle; transport application; road mission; probability distributions; stochastic processes; energy estimation;

    Abstract : The difficulties that conventionally road vehicles are facing in meeting regulation standards require ad-hoc solutions. Moreover, the impellent shift of paradigm towards full electrification and partial automation is posing great challenges to the automotive industry, which has set a zero-emissions target to be reached within a short time horizon. READ MORE