Search for dissertations about: "time series modeling and prediction"

Showing result 1 - 5 of 20 swedish dissertations containing the words time series modeling and prediction.

  2. 1. Empirical Studies on Economic and Financial Spillovers : Asymmetric Risk and Dependence Modeling

    Author : Axel Hedström; Gazi Salah Uddin; Ali M. Ahmed; Ugur Soytas; Linköpings universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Spillovers; systemic risk; risk modeling; risk dependence; asymmetric risk; energy finance; Spillovers; systemisk risk; riskmodellering; risk påverkan; asymmetrisk risk; energifinans;

    Abstract : Financial assets are volatile, and volatility becomes more intense in terms of size and rate of recurrence when markets are uncertain and growing rapidly. The fact that the recurrence rate increased during crisis periods, such as the IT bubble in the early 2000 and the global financial crisis that started in 2007, is a key finding in the literature. READ MORE

  4. 2. Dry Clutch Modeling, Estimation, and Control

    Author : Andreas Myklebust; Lars Eriksson; Joško Deur; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : Increasing demands on comfort, performance, and fuel efficiency in vehicles lead to more complex transmission solutions. One such solution is the Automated Manual Transmission (AMT). It works just like an ordinary manual transmission but the clutch and the gear selection are computer controlled. READ MORE

  5. 3. Model on Demand : Algorithms, Analysis and Applications

    Author : Anders Stenman; Fredrik Gustafsson; Lennart Ljung; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : System identification deals with the problem of estimating models of dynamical systems from observed data. In this thesis, we focus on the identification of nonlinear models, and, in particular, on the situation that occurs when a very large amount of data is available. READ MORE

  6. 4. Studies of Atmospheric Water Vapor Using the Global Positioning System

    Author : Ragne Emardson; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; troposphere; microwave radiometry; climatology; radiosondes; atmospheric water vapor; Global Positioning System; time series analysis; VLBI; space geodesy; GPS; Very Long Baseline Interferometry; meteorology; radio wave propagation; Kalman filtering;

    Abstract : Atmospheric water vapor is of fundamental interest in the Global Positioning System (GPS) and Very Long Baseline Interferometry (VLBI) techniques. These techniques are based on the timing of radio waves propagating through the atmosphere. READ MORE

  7. 5. Search-based approaches to software fault prediction and software testing

    Author : Wasif Afzal; Mälardalens högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : Software verification and validation activities are essential for software quality but also constitute a large part of software development costs. Therefore efficient and cost-effective software verification and validation activities are both a priority and a necessity considering the pressure to decrease time-to-market and intense competition faced by many, if not all, companies today. READ MORE