Sökning: "Nonparametric"

Visar resultat 1 - 5 av 48 uppsatser innehållade ordet Nonparametric.

  1. 1. Scalable Nonparametric L1 Density Estimation via Sparse Subtree Partitioning

    Master-uppsats, Uppsala universitet/Statistik, AI och data science

    Författare :Axel Sandstedt; [2023]
    Nyckelord :density estimation; scalable density estimation; nonparametric density estimation; scalable nonparametric density estimation; L1; L_1; anomaly detection; regression analysis;

    Sammanfattning : We consider the construction of multivariate histogram estimators for any density f seeking to minimize its L1 distance to the true underlying density using arbitrarily large sample sizes. Theory for such estimators exist and the early stages of distributed implementations are available. LÄS MER

  3. 2. Wind Turbine Recovery Forecasting using Survival Analysis

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Anton Palets; [2023]
    Nyckelord :Survival analysis; Recovery Forecast; Wind Turbine; Availability Forecast; AFT model; Aalen s model; Cox regression; Cox Proportional Hazards; Variation Processes; Mathematics and Statistics;

    Sammanfattning : The goal of this thesis is to present a methodology for predicting time until recovery of failed wind turbines. The necessity is motivated by the potential for more accurate wind energy export forecasts. The current approach rests entirely on having an expert examine the turbine and produce a time estimate. LÄS MER

  4. 3. Forecasting Value-at-Risk and Expected Shortfall: A comparison of non- and parametric methods for crude oil amidst extreme volatility

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Otto Colbin; Yugam Sharma; [2023]
    Nyckelord :Value-at-Risk VaR ; Expected Shortfall ES ; Nonparametric estimation methods; Parametric estimation methods; Crude oil.; Business and Economics;

    Sammanfattning : Practitioners primarily utilise nonparametric methods when estimating Value-at- Risk (VaR) and Expected Shortfall (ES) for computing capital requirements. However, various researchers assert that there are issues with those estimates, particularly amidst periods of market turmoil. LÄS MER

  5. 4. Behavior and Performance of Some Inference Tools in Beta Regression

    Master-uppsats, Uppsala universitet/Geometri och fysik

    Författare :Max Raner; [2022]
    Nyckelord :;

    Sammanfattning : Finite interval data, such as proportions, concentrations or rates, often exhibits asymmetryand heteroscedasticy in a regression setting, which can cause issues when tryingto model such data using common modelling approaches. Ferrari and Cribari-Neto, 2004 proposed a modeling approach similar to a generalized linear model, inwhich the response is assumed to be beta distributed, using an alternative parameterisationin terms of a mean and a precision parameter, and then modeled via a linkfunction depending on a linear predictor. LÄS MER

  7. 5. Effects of management and plant traits on tree-related microhabitats in second-growth stands of the Białowieża Forest

    Master-uppsats, SLU/Southern Swedish Forest Research Centre

    Författare :Weronika Mysiak; [2022]
    Nyckelord :tree-related microhabitats; TreMs; Białowieża Forest; post-Century stands; second-growth forest;

    Sammanfattning : The study presents research conducted on Tree-related Microhabitats (TreM) in managed stands and nearly unmanaged stands in the Białowieża Forest (BF). A TreM is an above-ground structure that creates substrate, site or place for forest-dwelling species, and could be an important tool for assessing the level of biodiversity. LÄS MER