Sökning: "Probability Density Function PDF"

Visar resultat 1 - 5 av 14 uppsatser innehållade orden Probability Density Function PDF.

1. 1. Importance Sampling in Wireless Communication Systems with Ultra-Low Error Rates

   Master-uppsats, Lunds universitet/Institutionen för elektro- och informationsteknik

   Författare :Bharat Maheshwari; Yewen Zhou; [2022]
   Nyckelord :error region; Monte Carlo; importance sampling; rejection sampling; Kullback-Leibler divergence.; Technology and Engineering;

   Sammanfattning : Simulation mimics the behaviour of real world processes or the system over time. It helps us to understand the impact of modification and the effect of introducing various interventions to a system. LÄS MER

3. 2. Modeling asymmetry in volatility response - non-Gaussian innovations approach

   Magister-uppsats, Lunds universitet/Statistiska institutionen

   Författare :Ludvig Göransson; [2020]
   Nyckelord :ARCH; GARCH; APARCH; Asymmetric GARCH; non-Gaussian innovations; Laplace distribution; Leverage effect; Stylized facts; Volatility process.; Mathematics and Statistics;

   Sammanfattning : This thesis is an explorative note on the non-Gaussian innovations of the volatility process. More specifically, the thesis investigates if the decomposition of the Standard Classical Laplace (SCL) distribution to a difference of two exponential is a valid alternative to modelling the asymmetric volatility processes, taking volatility clustering, the leverage effect and asymmetric response in volatility into account. LÄS MER

4. 3. Evaluation of Target Tracking Using Multiple Sensors and Non-Causal Algorithms

   Master-uppsats, Linköpings universitet/Reglerteknik

   Författare :Albin Vestin; Gustav Strandberg; [2019]
   Nyckelord :evaluation; target tracking; multiple sensors; non-causal; smoother; smoothing; tracking; vehicle tracking; camera; lidar; estimate; estimation; prediction; vehicle dynamics; sensor fusion; real-time tracking; extended kalman filter; filter validation; validation; position estimation; velocity estimation; dynamic model; model complexity; multi object tracking; multiple object; tracking; single object tracking; data association; tracking fundamentals; iterated kalman filter; track management; gnn; global nearest neighbour; mahalanobis; mahalanobis distance; performance evaluation; differential gps; dgps; roi; ego; several sensors; sensors; rmse; root mean square error; invertible motion; anti-causal motion; anti-causal tracking; constant velocity; gnn; imu; tfs; two filter smoother; ekf; rts; radar; inertial measurement unit; nonlinear; nonlinear systems; mono camera; monocular camera; noise model; tracking performance; fixed interval smoothing; m n logic; centralized fusion; non-causal object tracker; car tracking; car dynamics; automotive; active safety; object tracking; automotive industry; thesis; master; reverse dynamics; reverse tracking; reverse sequence; sequence tracking; data propagation; ground truth; estimating ground truth; additional sensors; mounted sensors; true estimates; environment; comparison; algorithm; independent targets; overlapping; measurements; occluded; track switch; improve; lower; uncertainty; more; certain; state; process; noise; covariance; sampling; image; sprt; adas; cnn; cv; pdf; track; target; ego; tracker; tentative track; observatiom; online tracking; offline tracking; online; offline; recorded; sequences; robust; self driving; self-driving; car; traffic; trajectory; true state; scenario; scenarios; future; accurate; output; advanced; driver; assistance; systems; non-linear; complex noise; pedestrian; truck; bus; maneuvering; vehicles; processed; measurement; frame; state; correction; probability; density; function; tuning; likelihood; transition; measurement; motion; model; recursion; gaussian; approximation; distribution; linear; jacobian; multiplicative; noise; ratio; ad; hoc; ad hoc; state; space; approach; backward; auction; euclidean; distance; statistical; threshold; gating; association; margin; normalize; covariance; matrix; fusion; confirmed; rejected; tentative; history; absolute; error; modular; ego motion; parameters; variables; logg; hardware; specification; fused; causal; factorization; independent; uncorrelated; transform; moving; rotation; translation; oncoming; overtaking;

   Sammanfattning : Today, the main research field for the automotive industry is to find solutions for active safety. In order to perceive the surrounding environment, tracking nearby traffic objects plays an important role. LÄS MER

5. 4. Measuring the Risk-neutral Probability Distribution of Equity Index Options

   Master-uppsats, Linköpings universitet/Produktionsekonomi

   Författare :Gustav Dackner; Linus Falk; [2019]
   Nyckelord :;

   Sammanfattning : The focus of this master thesis is to develop a model that measures the risk-neutral probability distributionof the future value of a portfolio consisting of options on the S&P 500 index. The cornerstone of the model is an explicit and thorough construction of the local volatility surface. The parametric model of Coleman etal. LÄS MER

7. 5. Modeling the Weibull shape parameter to improve estimates of the annual wind energy potential in Sweden

   Master-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

   Författare :Bastian Berlin; [2018]
   Nyckelord :Physical Geography and Ecosystem analysis; wind energy potential; Weibull PDF; GAM; Rayleigh PDF; wind; Sweden; Earth and Environmental Sciences;

   Sammanfattning : Wind energy is one of the fastest growing renewable energies in Sweden. To support this growth, it is essential to give stakeholders, such as investors, municipalities and policy planers, access to high accuracy and high-resolution wind speed data. LÄS MER