Sökning: "time-varying parameters"

Visar resultat 21 - 25 av 40 uppsatser innehållade orden time-varying parameters.

  1. 21. On the effect of architecture on deep learning based features for homography estimation

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Victor Ähdel; [2018]
    Nyckelord :Machine Learning; Deep Learning; Computer Vision; Keypoints; Interest Points; Features; Homography;

    Sammanfattning : Keypoint detection and description is the first step of homography and essential matrix estimation, which in turn is used in Visual Odometry and Visual SLAM. This work explores the effect (in terms of speed and accuracy) of using different deep learning architectures for such keypoints. LÄS MER

  3. 22. Studying dynamics in risk-neutral skewness using a Gauss-Hermite expansion on S&P 500 index options

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Dennis Facius; Mohit Rakyan; [2017]
    Nyckelord :Options; Risk-neutral density; Gauss-Hermite expansion; Skewness;

    Sammanfattning : Building on a new method of pricing options by modelling the underlying risk-neutral distribution with 'physicist' Hermite polynomials, we assess the properties of these distributions over time. We employ a set of S&P 500 index options ranging from 2007 to 2016. LÄS MER

  4. 23. Non-linear prediction in the presence of macroeconomic regimes

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Emmanuel Latim Okumu; [2016]
    Nyckelord :Markov Switching; Regime Switching; Smooth-transition; Time-varying parameters; Threshold model;

    Sammanfattning : This paper studies the predictive performance and in-sample dynamics of three regime switching models for Swedish macroeconomic time series. The models discussed are threshold autoregressive (TAR), Markov switching autoregressive (MSM-AR), and smooth-transition autoregressive (STAR) regime switching models. LÄS MER

  5. 24. Practical Aspects of Reduced Complexity LDPC Decoding using Forced Convergence

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

    Författare :Muhammad Umar Farooq; Maria Garcia Garcia; [2016]
    Nyckelord :LDPC; Forced Convergence; Decoding; OFDM; IEEE802.11; Technology and Engineering;

    Sammanfattning : This thesis is an extension to the previous work done at Department of EIT in investigating the complexity reduction of LDPC decoding using the stochastic approximation method to improve the energy efficiency of energy-limited applica- tions, such as in mobile phones. The research carried out in this thesis investigates the complexity and conver- gence results of adaptive performance control algorithm (PCAA) that changes the forced convergence threshold in OMS LDPC FC decoding algorithm. LÄS MER

  7. 25. Integrerad schemaläggning och styrning av en luftsepareringsanläggning vid varierande elpris

    Master-uppsats, KTH/Skolan för kemivetenskap (CHE)

    Författare :Ted Johansson; [2015]
    Nyckelord :Scheduling; control; integrated; time-varying parameters; air separation unit; schemaläggning; styrning; integrerad; tidsberoende parametrar; luftseparationsanläggning;

    Sammanfattning : I detta examensarbete presenteras en ny metod för att göra schemaläggningsbeslut inom processindustrin och samtidigt ta hänsyn till det dynamiska beteendet hos processen. En modell av en luftsepareringsanläggning som producerar kvävgas och utnyttjar ett rörligt elpris användes för att exemplifiera denna metod. LÄS MER