Sökning: "Parameterskattning"
Visar resultat 1 - 5 av 14 uppsatser innehållade ordet Parameterskattning.
1. Optimizing Search Engine Field Weights with Limited Data : Offline exploration of optimal field weight combinations through regression analysis
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Modern search engines, particularly those utilizing the BM25 ranking algorithm, offer a multitude of tunable parameters designed to refine search results. Among these parameters, the weight of each searchable field plays a crucial role in enhancing search outcomes. LÄS MER
2. Orbit-simulator for downstream processes
Master-uppsats, Lunds universitet/Kemiteknik (CI)Sammanfattning : In an ever more digitilized society, the transition is palpable also in the pharmaceutical industry. The control system Orbit was developed at the department of chemical engineering at Lund University, to be able to automate downstream processes based on the ÄKTA-system. LÄS MER
3. Parameterskattning av spatiala klusterprocesser med en inblick i nervdata
Kandidat-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaperSammanfattning : Ny teknik har lett till möjligheten att ta fram detaljerade bilder på nerverna i ytterhuden med hjälp av mikroskopi, vilket i sin tur avslöjat olika detaljer kring fördelningen av nervfibrer. Hos patienter med olika former av neuropati har det kunnat uttydas en större grad av klustring för nervtrådsändarna, jämfört med hos friska individer. LÄS MER
4. Joint Estimation and Calibration for Motion Sensor
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : In the thesis, a calibration method for positions of each accelerometer in an Inertial Sensor Array (IMU) sensor array is designed and implemented. In order to model the motion of the sensor array in the real world, we build up a state space model. Based on the model we use, the problem is to estimate the parameters within the state space model. LÄS MER
5. Jump Estimation of Hidden Markov Models with Time-Varying Transition Probabilities
Kandidat-uppsats, Lunds universitet/Matematisk statistikSammanfattning : The Hidden Markov model is applicable to a wide variety of fields. Applied to financial time series, its assumed underlying state sequence can reflect the time series' tendency to behave differently over different periods of time. In many situations, models could be improved by including exogenous data. LÄS MER