Sökning: "Filter Methods"
Visar resultat 1 - 5 av 610 uppsatser innehållade orden Filter Methods.
1. Feature Selection for Microarray Data via Stochastic Approximation
Master-uppsats, Göteborgs universitet/Institutionen för data- och informationsteknikSammanfattning : This thesis explores the challenge of feature selection (FS) in machine learning, which involves reducing the dimensionality of data. The selection of a relevant subset of features from a larger pool has demonstrated its effectiveness in enhancing the performance of various machine learning algorithms. LÄS MER
2. Approach for frequency response-calibration for microphone arrays
M1-uppsats, KTH/Hälsoinformatik och logistikSammanfattning : Matched frequency responses are a fundamental starting point for a variety ofimplementations for microphone arrays. In this report, two methods for frequencyresponse-calibration of a pre-assembled microphone array are presented andevaluated. LÄS MER
3. Comparing machine learning algorithms for detecting behavioural anomalies
Uppsats för yrkesexamina på avancerad nivå, Blekinge Tekniska Högskola/Institutionen för datavetenskapSammanfattning : Background. Attempted intrusions at companies, either from an insider threat orotherwise, is increasing in frequency. Most commonly used is static analysis and filters to stop specific attacks. LÄS MER
4. Traffic State Estimation on Swedish Highways : Model Comparison using Multisource Data
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Due to the escalating demand for traffic information and management, the significance of traffic state estimation, which involves the assessment of traffic conditions on road segments with limited measurement data, is increasing. Two primary estimation methods are model-driven and data-driven. LÄS MER
5. Robust Portfolio Optimization with Correlation Penalties
Master-uppsats, KTH/Matematisk statistikSammanfattning : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. LÄS MER