Search for dissertations about: "variability smoothing"

Showing result 1 - 5 of 9 swedish dissertations containing the words variability smoothing.

  2. 1. Stochastic claims reserving in non-life insurance : Bootstrap and smoothing models

    Author : Susanna Björkwall; Ola Hössjer; Esbjörn Ohlsson; Peter England; Stockholms universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Chain-ladder; Generalized linear model; Separation method; Smoothing; Stochastic claims reserving; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Abstract : In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. READ MORE

  4. 2. Resource characterization and variability studies for marine current power

    Author : Nicole Carpman; Karin Thomas; Mats Leijon; Sandra Eriksson; AbuBakr S. Bahaj; Uppsala universitet; []
    Keywords : ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Marine current energy; tidal currents; wake; variability; renewable energy; ADCP; flow measurement; Engineering Science with specialization in Science of Electricity; Teknisk fysik med inriktning mot elektricitetslära;

    Abstract : Producing electricity from marine renewable resources is a research area that develops continuously. The field of tidal energy is on the edge to progress from the prototype stage to the commercial stage. READ MORE

  5. 3. Variability and variation management in a renewable electricity system -large-scale wind- and solar power deployment in Europe

    Author : Lina Reichenberg; Chalmers University of Technology; []
    Keywords : marginal cost of electricity; VRE; variability smoothing; solar power; power systems; renewable energy; wind power; energy systems modelling;

    Abstract : The large-scale deployment of wind and solar power poses challenges to the electricity system by introducing variability on the generation side. To handle these variations, variation management strategies can be employed to ensure that generation meets demand. READ MORE

  6. 4. On Bounds and Asymptotics of Sequential Monte Carlo Methods for Filtering, Smoothing, and Maximum Likelihood Estimation in State Space Models

    Author : Jimmy Olsson; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; Matematik; Mathematics; state space models; smoothing; sequential Monte Carlo; particle filter; EM algorithm; maximum likelihood; consistency; Asymptotic normality; Statistik; operationsanalys; programmering; aktuariematematik;

    Abstract : This thesis is based on four papers (A-D) treating filtering, smoothing, and maximum likelihood (ML) estimation in general state space models using stochastic particle filters (also referred to as sequential Monte Carlo (SMC) methods). The aim of Paper A is to study the bias of Monte Carlo integration estimates produced by the so-called bootstrap particle filter. READ MORE

  7. 5. Analysis and Forecasting of Utility-Scale Hybrid Wind and PV Power Parks

    Author : Oskar Lindberg; David Lingfors; Joakim Munkhammar; Johan Arnqvist; Jakub Jurasz; Uppsala universitet; []
    Keywords : ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; ENGINEERING AND TECHNOLOGY; co-located; probabilistic; forecasting; trading; wind; solar; variability; Engineering Science with specialization in Civil Engineering and Built Environment; Teknisk fysik med inriktning mot byggteknik och byggd miljö;

    Abstract : The increasing share of wind and photovoltaic (PV) power in the electricity generation mix pose challenges in power system management due to their non-dispatchable and intermittent nature. Co-locating wind and PV parks, forming utility-scale hybrid power parks (HPPs), means that the sources can share grid connection, land, permitting procedures as well as operation and maintenance work. READ MORE