Sökning: "time-varying parameters"

Visar resultat 6 - 10 av 40 uppsatser innehållade orden time-varying parameters.

  1. 6. Patient simulation. : Generation of a machine learning “inverse” digital twin.

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

    Författare :Paolo Calderaro; [2022]
    Nyckelord :Machine learning; Cardiovascular models; Multi-variate time series; Multitarget regression; Inverse modelling; Maskininlärning; kardiovaskuläramodeller; multivariatatidsserier; multi-target regression; invers modellering;

    Sammanfattning : In the medtech industry models of the cardiiovascular systems and simulations are valuable tools for the development of new products ad therapies. The simulator Aplysia has been developed over several decade and is able to replicate a wide range of phenomena involved in the physiology and pathophysiology of breathing and circulation. LÄS MER

  3. 7. Bayesian Structural Time Series in Marketing Mix Modelling

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Jessika Karlsson; [2022]
    Nyckelord :Marketing mix modelling; Bayesian structural time series; variational inference; local linear trend; semi-local linear trend; Marketing mix modellering; Bayesianska strukturella tidsseriemodeller; variationell inferens; lokal-linjär trend; semi-lokal linjär trend;

    Sammanfattning : Marketing Mix Modelling has been used since the 1950s, leveraging statistical inference to attribute media investments to sales. Typically, regression models have been used to model the relationship between the two. LÄS MER

  4. 8. Extraction of Loudspeaker- and room impulse responses under overlapping conditions

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Signaler och system

    Författare :Felix Gustafsson; [2022]
    Nyckelord :Signal processing; Optimization; Acoustics; Dereverberation; Sparse deconvolution; Multipath propagation;

    Sammanfattning : A loudspeaker is often considered to be a Linear Time Invariant (LTI) system, which can be completely categorized by its impulse response. What sets loudspeakers apart from other LTI-systems is the acoustical aspect including echoes, which makes it a lot harder to take accurate noise free measurements compared to other LTI-systems such as a simple RC circuit. LÄS MER

  5. 9. LEAST -SQUARE MONTE CARLO BASED OPTION PRICING OF EUROPEAN AND BERMUDAN STOCK INDEX OPTIONS

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Oscar Brink Bolin; Joel Ahnvik; [2022]
    Nyckelord :Option; Monte Carlo *; Least-square *; Black-Scholes; Merton; Heston; Bates; Mathematics and Statistics;

    Sammanfattning : On the financial markets, there are a large number of financial instruments. Two of these instruments is the European and Bermudan option, where the Bermudan option can be seen as a discrete version of the American option. Meaning, if one can price the Bermudan option one can also estimate the price of an American option. LÄS MER

  7. 10. Seasonal Adjustment of Weekly Trade Data

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Hannes Jägerstedt; [2021]
    Nyckelord :Seasonal adjustment; Weekly observations; Splines; Kalman Filter; International Trade;

    Sammanfattning : The main objective of this paper is to equip the trade policy analyst with an appropriate method of seasonally adjusting trade data with weekly observations. To that end, a structural time series model containing a trend, seasonal and irregular component is specified. The seasonal component is represented by a time-varying periodic spline. LÄS MER