Sökning: "dold Markov modell"
Visar resultat 1 - 5 av 9 uppsatser innehållade orden dold Markov modell.
1. Reconstruction of Fire Spread with a Markov Random Field Mixture Model
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : This thesis revolves around reconstructing fire sizes for historical fires in Jämtgaveln, Sweden based on data of fire scars in trees. We propose a Hidden Markov Model (HMM), where the domain is divided into quadratic grid cells of 250 $\times$ 250 m and with these grid cells we associate a binary Markov random field taking values 0 or 1 corresponding to no fire and fire respectively. LÄS MER
2. Human Gait Phase Recognition in Embedded Sensor System
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Gait analysis can improve our understanding of gait to improve medical diagnosis or treatment in clinical assessment. Studying the gait cycle in an embedded sensor system is essential for the detection of any abnormal walking pattern. LÄS MER
3. Automated Intro Detection ForTV Series
Uppsats för yrkesexamina på grundnivå, KTH/Medicinteknik och hälsosystemSammanfattning : Media consumption has shown a tremendous increase in recent years, and with this increase, new audience expectations are put on the features offered by media-streaming services. One of these expectations is the ability to skip redundant content, which most probably is not of interest to the user. LÄS MER
4. Online intra-day portfolio optimization using regime based models
Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Matematisk statistikSammanfattning : In this thesis model predictive control (MPC) is used to dynamically optimize a portfolio where the data is sampled every 5 minutes. Previous research has shown how MPC optimization applied to daily sampled financial data can generate a portfolio that exceeds the value of standard portfolio strategies such as Strategic asset allocation. LÄS MER
5. Particle-based Stochastic Volatility in Mean model
Master-uppsats, KTH/Matematisk statistikSammanfattning : This thesis present a Stochastic Volatility in Mean (SVM) model which is estimated using sequential Monte Carlo methods. The SVM model was first introduced by Koopman and provides an opportunity to study the intertemporal relationship between stock returns and their volatility through inclusion of volatility itself as an explanatory variable in the mean-equation. LÄS MER