Search for dissertations about: "time-series analysis"

Showing result 1 - 5 of 175 swedish dissertations containing the words time-series analysis.

  1. 1. Essays on Time Series Analysis With Applications to Financial Econometrics

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Daniel Preve; Uppsala universitet.; [2008]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian time series; nonnegative autoregression; robust estimation; strong convergence; realized volatility; volatility forecast; forecast comparison; Diebold-Mariano test; SOCIAL SCIENCES Statistics; computer and systems science Statistics; SAMHÄLLSVETENSKAP Statistik; data- och systemvetenskap Statistik;

    Abstract : This doctoral thesis is comprised of four papers that all relate to the subject of Time Series Analysis.The first paper of the thesis considers point estimation in a nonnegative, hence non-Gaussian, AR(1) model. The parameter estimation is carried out using a type of extreme value estimators (EVEs). READ MORE

  2. 2. Wavelet Analysis of Economic Time Series

    University dissertation from Department of Economics, Lund Universtiy

    Author : Fredrik N G Andersson; Lund University.; Lunds universitet.; [2008]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; freight transportation activity; wavelet analysis; cointegration; inflation; bandspectrum regression; money; coreinflation;

    Abstract : Economic theory commonly distinguishes between different time horizons such as the short run and the long run. Models with many time horizons are easily studied in the frequency domain, because the various time horizons are associated with a particular frequency or band of frequencies. READ MORE

  3. 3. Searching for causal effects of road traffic safety interventions applications of the interrupted time series design

    University dissertation from Karlstad : Karlstad University Press

    Author : Carl Bonander; Karlstads universitet.; Karlstads universitet.; [2015]
    Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Causal inference; Repeated measures; Methodology; Econometrics; Injury Epidemiology; Vulnerable Road Users; Time series analysis; Risk and Environmental Studies; Risk- och Miljöstudier;

    Abstract : Traffic-related injuries represent a global public health problem, and contribute largely to mortality and years lived with disability worldwide. Over the course of the last decades, improvements to road traffic safety and injury surveillance systems have resulted in a shift in focus from the prevention of motor vehicle accidents to the control of injury events involving vulnerable road users (VRUs), such as cyclists and moped riders. READ MORE

  4. 4. Some aspects of wavelet analysis in time series

    University dissertation from Karlstad : Karlstad University Press

    Author : Abdullah Almasri; Karlstads universitet.; [2000]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistik; Statistics;

    Abstract : .... READ MORE

  5. 5. Data Abstraction and Pattern Identification in Time-series Data

    University dissertation from Linköping : Linköping University Electronic Press

    Author : Prithiviraj Muthumanickam; Linköpings universitet.; Linköpings universitet.; [2019]

    Abstract : Data sources such as simulations, sensor networks across many application domains generate large volumes of time-series data which exhibit characteristics that evolve over time. Visual data analysis methods can help us in exploring and understanding the underlying patterns present in time-series data but, due to their ever-increasing size, the visual data analysis process can become complex. READ MORE