Ändra sökning
Avgränsa sökresultatet
1234567 1 - 50 av 3722
RefereraExporteraLänk till träfflistan
Permanent länk
Referera
Referensformat
• apa
• ieee
• modern-language-association-8th-edition
• vancouver
• Annat format
Fler format
Språk
• de-DE
• en-GB
• en-US
• fi-FI
• nn-NO
• nn-NB
• sv-SE
• Annat språk
Fler språk
Utmatningsformat
• html
• text
• asciidoc
• rtf
Träffar per sida
• 5
• 10
• 20
• 50
• 100
• 250
Sortering
• Standard (Relevans)
• Författare A-Ö
• Författare Ö-A
• Titel A-Ö
• Titel Ö-A
• Publikationstyp A-Ö
• Publikationstyp Ö-A
• Äldst först
• Nyast först
• Disputationsdatum (tidigaste först)
• Disputationsdatum (senaste först)
• Standard (Relevans)
• Författare A-Ö
• Författare Ö-A
• Titel A-Ö
• Titel Ö-A
• Publikationstyp A-Ö
• Publikationstyp Ö-A
• Äldst först
• Nyast först
• Disputationsdatum (tidigaste först)
• Disputationsdatum (senaste först)
Markera
Maxantalet träffar du kan exportera från sökgränssnittet är 250. Vid större uttag använd dig av utsökningar.
• 1.
Egyptian National Institute of Transport.
Egyptian National Institute of Transport.
A generic approach for in depth statistical investigation of accident characteristics and causes2001Ingår i: Proceedings of the conference Traffic Safety on Three Continents: International conference in Moscow, Russia, 19-21 September, 2001 / [ed] Asp, Kenneth, Linköping: Statens väg- och transportforskningsinstitut, 2001, Vol. 18A:3, s. 13-Konferensbidrag (Övrigt vetenskapligt)

The main aim of this research is to develop a generic approach for the utilization of statistical methods to conduct depth investigation of road accident characteristics and causes. This approach is applied in an effort to analyse the 1998 accident database for the main rural roads in Egypt. This database is composed of traffic accident data collected for 14 road sections representing nine major roads of the Egyptian rural road network. The proposed approach is composed of two main stages of analysis. Within each stage, several analytical steps are conducted. The first stage is mainly concerned with developing cluster bar charts, where different characteristics and causes of accidents are portrayed in relation to variations in the three main accident contributing factors, namely types of roads, vehicles and drivers. The second stage is concerned with conducting in-depth statistical analysis of the collected accident data. Within this stage, four levels of statistical investigations were conducted. These are meant to examine a number of issues.

• 2.
KTH, Skolan för arkitektur och samhällsbyggnad (ABE), Byggvetenskap.
KTH, Skolan för arkitektur och samhällsbyggnad (ABE), Byggvetenskap, Jord- och bergmekanik. KTH, Skolan för arkitektur och samhällsbyggnad (ABE), Byggvetenskap, Jord- och bergmekanik.
Updated relations for the uniaxial compressive strength of marlstones based on P-wave velocity and point load index test2016Ingår i: INNOVATIVE INFRASTRUCTURE SOLUTIONS, ISSN 2364-4176, Vol. 1, nr 1, artikel-id UNSP 17Artikel i tidskrift (Refereegranskat)

Although there are many proposed relations for different rock types to predict the uniaxial compressive strength (UCS) as a function of P-wave velocity (V-P) and point load index (Is), only a few of them are focused on marlstones. However, these studies have limitations in applicability since they are mainly based on local studies. In this paper, an attempt is therefore made to present updated relations for two previous proposed correlations for marlstones in Iran. The modification process is executed through multivariate regression analysis techniques using a provided comprehensive database for marlstones in Iran, including UCS, V-P and Is from publications and validated relevant sources comprising 119 datasets. The accuracy, appropriateness and applicability of the obtained modifications were tested by means of different statistical criteria and graph analyses. The conducted comparison between updated and previous proposed relations highlighted better applicability in the prediction of UCS using the updated correlations introduced in this study. However, the derived updated predictive models are dependent on rock types and test conditions, as they are in this study.

• 3.
KTH, Skolan för elektro- och systemteknik (EES), Reglerteknik.
Learning Stochastic Nonlinear Dynamical Systems Using Non-stationary Linear Predictors2017Licentiatavhandling, monografi (Övrigt vetenskapligt)

The estimation problem of stochastic nonlinear parametric models is recognized to be very challenging due to the intractability of the likelihood function. Recently, several methods have been developed to approximate the maximum likelihood estimator and the optimal mean-square error predictor using Monte Carlo methods. Albeit asymptotically optimal, these methods come with several computational challenges and fundamental limitations.

The contributions of this thesis can be divided into two main parts. In the first part, approximate solutions to the maximum likelihood problem are explored. Both analytical and numerical approaches, based on the expectation-maximization algorithm and the quasi-Newton algorithm, are considered. While analytic approximations are difficult to analyze, asymptotic guarantees can be established for methods based on Monte Carlo approximations. Yet, Monte Carlo methods come with their own computational difficulties; sampling in high-dimensional spaces requires an efficient proposal distribution to reduce the number of required samples to a reasonable value.

In the second part, relatively simple prediction error method estimators are proposed. They are based on non-stationary one-step ahead predictors which are linear in the observed outputs, but are nonlinear in the (assumed known) input. These predictors rely only on the first two moments of the model and the computation of the likelihood function is not required. Consequently, the resulting estimators are defined via analytically tractable objective functions in several relevant cases. It is shown that, under mild assumptions, the estimators are consistent and asymptotically normal. In cases where the first two moments are analytically intractable due to the complexity of the model, it is possible to resort to vanilla Monte Carlo approximations. Several numerical examples demonstrate a good performance of the suggested estimators in several cases that are usually considered challenging.

• 4.
Mälardalens högskola, Akademin för utbildning, kultur och kommunikation.
Mälardalens högskola, Akademin för utbildning, kultur och kommunikation.
Black-Litterman Model: Practical Asset Allocation Model Beyond Traditional Mean-Variance2016Självständigt arbete på grundnivå (kandidatexamen), 10 poäng / 15 hpStudentuppsats (Examensarbete)

This paper consolidates and compares the applicability and practicality of Black-Litterman model versus traditional Markowitz Mean-Variance model. Although well-known model such as Mean-Variance is academically sound and popular, it is rarely used among asset managers due to its deficiencies. To put the discussion into context we shed light on the improvement made by Fisher Black and Robert Litterman by putting the performance and practicality of both Black- Litterman and Markowitz Mean-Variance models into test. We will illustrate detailed mathematical derivations of how the models are constructed and bring clarity and profound understanding of the intuition behind the models. We generate two different portfolios, composing data from 10-Swedish equities over the course of 10-year period and respectively select 30-days Swedish Treasury Bill as a risk-free rate. The resulting portfolios orientate our discussion towards the better comparison of the performance and applicability of these two models and we will theoretically and geometrically illustrate the differences. Finally, based on extracted results of the performance of both models we demonstrate the superiority and practicality of Black-Litterman model, which in our particular case outperform traditional Mean- Variance model.

• 5.
Örebro universitet, Handelshögskolan vid Örebro universitet.
Örebro universitet, Handelshögskolan vid Örebro universitet.
Behov av stödundervisning i grundskolan: En designbaserad analys av longitudinella data2008Självständigt arbete på grundnivå (kandidatexamen), 10 poäng / 15 hpStudentuppsats
• 6.
Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Matematisk statistik.
Statistical models of breast cancer tumour growth for mammography screening data2012Självständigt arbete på avancerad nivå (masterexamen), 20 poäng / 30 hpStudentuppsats (Examensarbete)
• 7.
Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Institutionen för informationsvetenskap. Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Institutionen för informationsvetenskap.
Re: Long-term survival and mortality in prostate cancer treated with noncurative intent1995Ingår i: UROLGY, Vol. 154, s. 460-465Artikel i tidskrift (Refereegranskat)
• 8.
Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för matematik och matematisk statistik.
Numerical analysis for random processes and fields and related design problems2011Doktorsavhandling, sammanläggning (Övrigt vetenskapligt)

In this thesis, we study numerical analysis for random processes and fields. We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. The thesis consists of an introductory survey of the subject and related theory and four papers (A-D).

In paper A, we study a Hermite spline approximation of quadratic mean continuous and differentiable random processes with an isolated point singularity. We consider a piecewise polynomial approximation combining two different Hermite interpolation splines for the interval adjacent to the singularity point and for the remaining part. For locally stationary random processes, sequences of sampling designs eliminating asymptotically the effect of the singularity are constructed.

In Paper B, we focus on approximation of quadratic mean continuous real-valued random fields by a multivariate piecewise linear interpolator based on a finite number of observations placed on a hyperrectangular grid. We extend the concept of local stationarity to random fields and for the fields from this class, we provide an exact asymptotics for the approximation accuracy. Some asymptotic optimization results are also provided.

In Paper C, we investigate numerical approximation of integrals (quadrature) of random functions over the unit hypercube. We study the asymptotics of a stratified Monte Carlo quadrature based on a finite number of randomly chosen observations in strata generated by a hyperrectangular grid. For the locally stationary random fields (introduced in Paper B), we derive exact asymptotic results together with some optimization methods. Moreover, for a certain class of random functions with an isolated singularity, we construct a sequence of designs eliminating the effect of the singularity.

In Paper D, we consider a Monte Carlo pricing method for arithmetic Asian options. An estimator is constructed using a piecewise constant approximation of an underlying asset price process. For a wide class of Lévy market models, we provide upper bounds for the discretization error and the variance of the estimator. We construct an algorithm for accurate simulations with controlled discretization and Monte Carlo errors, andobtain the estimates of the option price with a predetermined accuracy at a given confidence level. Additionally, for the Black-Scholes model, we optimize the performance of the estimator by using a suitable variance reduction technique.

• 9.
Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för matematik och matematisk statistik.
Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för matematik och matematisk statistik. Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för matematik och matematisk statistik.
Was it snowing on lake Kassjön in January 4486 BC? Functional data analysis of sediment data.2014Ingår i: Proceedings of the Third International Workshop on Functional and Operatorial Statistics (IWFOS 2014), Stresa, Italy, June 2014., 2014Konferensbidrag (Refereegranskat)
• 10.
Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för matematik och matematisk statistik.
Umeå universitet, Medicinska fakulteten, Institutionen för samhällsmedicin och rehabilitering, Sjukgymnastik. National Sports Institute of Malaysia. MOX – Department of Mathematics, Politecnico di Milano. Umeå universitet, Samhällsvetenskapliga fakulteten, Handelshögskolan vid Umeå universitet, Statistik. Umeå universitet, Medicinska fakulteten, Institutionen för samhällsmedicin och rehabilitering, Fysioterapi. Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för matematik och matematisk statistik. MOX – Department of Mathematics, Politecnico di Milano.
An inferential framework for domain selection in functional anova2014Ingår i: Contributions in infinite-dimensional statistics and related topics / [ed] Bongiorno, E.G., Salinelli, E., Goia, A., Vieu, P, Esculapio , 2014Konferensbidrag (Refereegranskat)

We present a procedure for performing an ANOVA test on functional data, including pairwise group comparisons. in a Scheff´e-like perspective. The test is based on the Interval Testing Procedure, and it selects intervals where the groups significantly differ. The procedure is applied on the 3D kinematic motion of the knee joint collected during a functional task (one leg hop) performed by three groups of individuals.

Nonparametric inference for functional-on-scalar linear models applied to knee kinematic hop data after injury of the anterior cruciate ligament2018Ingår i: Scandinavian Journal of Statistics, Vol. 0, nr 0Artikel i tidskrift (Refereegranskat)

Motivated by the analysis of the dependence of knee movement patterns during functional tasks on subject-specific covariates, we introduce a distribution-free procedure for testing a functional-on-scalar linear model with fixed effects. The procedure does not only test the global hypothesis on the entire domain but also selects the intervals where statistically significant effects are detected. We prove that the proposed tests are provided with an asymptotic control of the intervalwise error rate, that is, the probability of falsely rejecting any interval of true null hypotheses. The procedure is applied to one-leg hop data from a study on anterior cruciate ligament injury. We compare knee kinematics of three groups of individuals (two injured groups with different treatments and one group of healthy controls), taking individual-specific covariates into account.

• 12.
Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för matematik och matematisk statistik.
Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för matematik och matematisk statistik.
On the error of the Monte Carlo pricing method for Asian option2008Ingår i: Journal of Numerical and Applied Mathematics, ISSN 0868-6912, Vol. 96, nr 1, s. 1-10Artikel i tidskrift (Refereegranskat)

We consider a Monte Carlo method to price a continuous arithmetic Asian option with a given precision. Piecewise constant approximation and plain simulation are used for a wide class of models based on L\'{e}vy processes. We give bounds of the possible discretization and simulation errors. The sufficient numbers of discretization points and simulations to obtain requested accuracy are derived. To demonstrate the general approach, the Black-Scholes model is studied in more detail. We undertake the case of continuous averaging and starting time zero,  but the obtained results can be applied to the discrete case  and generalized for any time before an execution date. Some numerical experiments and comparison to the PDE based method are also presented.

• 13.
Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för matematik och matematisk statistik.
Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för matematik och matematisk statistik.
Piecewise multilinear interpolation of a random field2013Ingår i: Advances in Applied Probability, ISSN 0001-8678, E-ISSN 1475-6064, Vol. 45, nr 4, s. 945-959Artikel i tidskrift (Refereegranskat)

We consider a piecewise-multilinear interpolation of a continuous random field on a d-dimensional cube. The approximation performance is measured using the integrated mean square error. Piecewise-multilinear interpolator is defined by N-field observations on a locations grid (or design). We investigate the class of locally stationary random fields whose local behavior is like a fractional Brownian field, in the mean square sense, and find the asymptotic approximation accuracy for a sequence of designs for large N. Moreover, for certain classes of continuous and continuously differentiable fields, we provide the upper bound for the approximation accuracy in the uniform mean square norm.

• 14.
Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för matematik och matematisk statistik.
Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för matematik och matematisk statistik.
Stratified Monte Carlo quadrature for continuous random fields2015Ingår i: Methodology and Computing in Applied Probability, ISSN 1387-5841, E-ISSN 1573-7713, Vol. 17, nr 1, s. 59-72Artikel i tidskrift (Refereegranskat)

We consider the problem of numerical approximation of integrals of random fields over a unit hypercube. We use a stratified Monte Carlo quadrature and measure the approximation performance by the mean squared error. The quadrature is defined by a finite number of stratified randomly chosen observations with the partition generated by a rectangular grid (or design). We study the class of locally stationary random fields whose local behavior is like a fractional Brownian field in the mean square sense and find the asymptotic approximation accuracy for a sequence of designs for large number of the observations. For the H¨older class of random functions, we provide an upper bound for the approximation error. Additionally, for a certain class of isotropic random functions with an isolated singularity at the origin, we construct a sequence of designs eliminating the effect of the singularity point.

• 15.
Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för matematik och matematisk statistik.
Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för matematik och matematisk statistik. Politecnico di Milano, Italy. Umeå universitet, Teknisk-naturvetenskapliga fakulteten, Institutionen för matematik och matematisk statistik. Politecnico di Milano, Italy. Oslo University, Norway.
Clustering misaligned dependent curves applied to varved lake sediment for climate reconstruction2017Ingår i: Stochastic environmental research and risk assessment (Print), ISSN 1436-3240, E-ISSN 1436-3259, Vol. 31, nr 1, s. 71-85Artikel i tidskrift (Refereegranskat)

In this paper we introduce a novel functional clustering method, the Bagging Voronoi K-Medoid Aligment (BVKMA) algorithm, which simultaneously clusters and aligns spatially dependent curves. It is a nonparametric statistical method that does not rely on distributional or dependency structure assumptions. The method is motivated by and applied to varved (annually laminated) sediment data from lake Kassjön in northern Sweden, aiming to infer on past environmental and climate changes. The resulting clusters and their time dynamics show great potential for seasonal climate interpretation, in particular for winter climate changes.

• 16.
Umeå universitet, Samhällsvetenskapliga fakulteten, Handelshögskolan vid Umeå universitet, Statistik.
Umeå universitet, Samhällsvetenskapliga fakulteten, Handelshögskolan vid Umeå universitet, Statistik.
Skattning av kausala effekter med matchat fall-kontroll data2017Självständigt arbete på grundnivå (kandidatexamen), 10 poäng / 15 hpStudentuppsats (Examensarbete)
• 17.
Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Institutionen för informationsvetenskap.
25 years of applied statistics1998Ingår i: JOURNAL OF APPLIED STATISTICS, ISSN 0266-4763, Vol. 25, nr 1, s. 3-22Artikel i tidskrift (Refereegranskat)
Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Institutionen för informationsvetenskap.
Risk for endometrial cancer following breast cancer: A prospective study in Sweden1997Ingår i: Cancer Causes & Control, Vol. 8, s. 821-827Artikel i tidskrift (Refereegranskat)
Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Institutionen för informationsvetenskap.
A prospective study of smoking and risk of prostate cancer1996Ingår i: Int J Cancer, Vol. 67, s. 764-768Artikel i tidskrift (Refereegranskat)
• 20.
Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Institutionen för informationsvetenskap.
Blood transfusion and non-Hodgkin lymphoma: Lack of association1997Ingår i: ANNALS OF INTERNAL MEDICINE, ISSN 0003-4819, Vol. 127, nr 5, s. 365-&Artikel i tidskrift (Refereegranskat)
• 21.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
Statistical Modelling and the Fokker-Planck Equation2008Självständigt arbete på avancerad nivå (magisterexamen)Studentuppsats (Examensarbete)

A stochastic process or sometimes called random process is the counterpart to a deterministic process in theory. A stochastic process is a random field, whose domain is a region of space, in other words, a random function whose arguments are drawn from a range of continuously changing values. In this case, Instead of dealing only with one possible 'reality' of how the process might evolve under time (as is the case, for example, for solutions of an ordinary differential equation), in a stochastic or random process there is some indeterminacy in its future evolution described by probability distributions. This means that even if the initial condition (or starting point) is known, there are many possibilities the process might go to, but some paths are more probable and others less. However, in discrete time, a stochastic process amounts to a sequence of random variables known as a time series. Over the past decades, the problems of synergetic are concerned with the study of macroscopic quantitative changes of systems belonging to various disciplines such as natural science, physical science and electrical engineering. When such transition from one state to another take place, fluctuations i.e. (random process) may play an important role. Fluctuations in its sense are very common in a large number of fields and nearly every system is subjected to complicated external or internal influences that are often termed noise or fluctuations. Fokker-Planck equation has turned out to provide a powerful tool with which the effects of fluctuation or noise close to transition points can be adequately be treated. For this reason, in this thesis work analytical and numerical methods of solving Fokker-Planck equation, its derivation and some of its applications will be carefully treated. Emphasis will be on both for one variable and N- dimensional cases.

Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
Empirical properties of closed- and open-economy DSGE models of the Euro area2008Ingår i: Macroeconomic dynamics (Print), ISSN 1365-1005, E-ISSN 1469-8056, Vol. 12, s. 2-19Artikel i tidskrift (Refereegranskat)

In this paper, we compare the empirical proper-ties of closed- and open-economy DSGE models estimated on Euro area data. The comparison is made along several dimensions; we examine the models in terms of their marginal likelihoods, forecasting performance, variance decompositions, and their transmission mechanisms of monetary policy.

Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
Forecasting performance of an open economy DSGE model2007Ingår i: Econometric Reviews, ISSN 0747-4938, E-ISSN 1532-4168, Vol. 26, nr 04-feb, s. 289-328Artikel i tidskrift (Refereegranskat)

This paper analyzes the forecasting performance of an open economy dynamic stochastic general equilibrium (DSGE) model, estimated with Bayesian methods, for the Euro area during 1994Q1-2002Q4. We compare the DSGE model and a few variants of this model to various reduced form forecasting models such as vector autoregressions (VARs) and vector error correction models (VECM), estimated both by maximum likelihood and, two different Bayesian approaches, and traditional benchmark models, e.g., the random. walk. The accuracy of point forecasts, interval forecasts and the predictive distribution as a whole are assessed in, an out-of-sample rolling event evaluation using several univariate and multivariate measures. The results show that the open economy DSGE model compares well with more empirical models and thus that the tension between, rigor and fit in older generations of DSGE models is no longer present. We also critically examine the role of Bayesian model probabilities and other frequently used low-dimensional summaries, e.g., the log determinant statistic, as measures of overall forecasting performance.

• 24.
Örebro universitet, Institutionen för ekonomi, statistik och informatik.
Utvärdering av granskningssystem för SCB:s undersökningar Kortperiodisk Sysselsättningsstatistik och Konjunkturstatistik över Vakanser2007Självständigt arbete på grundnivå (kandidatexamen), 10 poäng / 15 hpStudentuppsats

I denna studie har undersökningarna Kortperiodisk Sysselsättningsstatistiks (KS) och Konjunkturstatistik över Vakansers (KV) befintliga granskningssystem utvärderats med avseende på hur effektivt det är. Processdata har framställts och analyserats. Resultaten tyder på att många av de inkomna blanketterna med misstänkt felaktiga uppgifter inte rättas upp, utan tvingas igenom trots att granskningssystemet ej accepterade uppgifterna. Det befintliga granskningssystemet har en högre träffsäkerhet avseende KS-undersökningen, men både KS och KV skulle kunnas granskas mer effektivt.

För att utvärdera det befintliga granskningssystemet ytterligare användes en poängfunktion. Till studien fanns tillgång till både helt ogranskat material och helt granskat material och dessa material användes i poängfunktionen. Det uppräknade ogranskade värdet för varje objekt jämfördes med det uppräknade granskade värdet och ställdes i relation till respektive skattade branschtotal. De poängsatta blanketterna rangordnades sedan. Därefter analyserades materialet för att försöka finna var det skulle vara lämpligt att sätta det tröskelvärde som skulle skilja det material som ”egentligen” skulle ha behövts granskas från det som kunde ha lämnats orört. Att sätta tröskelvärdet är svårt. Här gjordes det godtyckligt utifrån kriterierna att det fel som införs i skattningarna för att allt material inte granskas skulle hållas så lågt som möjligt samt att antalet blanketter som skulle behöva granskas manuellt av produktionsgruppen också skulle hållas så lågt som möjligt. Även här visade det sig att det befintliga granskningssystemet inte är så effektivt som önskas. När resultaten från denna del av utvärderingen analyserades upptäcktes problem som beror på blankettutformningen. Skulle blanketterna ses över och åtgärdas skulle det fel som införs för att allt material inte granskas kunna minskas avsevärt. Genom att minska det införda felet kan tröskelvärdet förmodligen sättas på en ny nivå vilket medför att omfattningen av granskningen skulle minska ytterligare.

Hur skulle då ett mer effektivt granskningssystem kunna se ut? I den här studien har valet fallit på att testa ”significance editing” på KS-undersökningen, det som på svenska kallas för effektgranskning. En poängfunktion användes även här, denna tilldelar de inkomna blanketterna varsin poäng och dessa poäng rangordnas därefter. Efter att poängen rangordnats bestäms en gräns, ett tröskelvärde, och de blanketter med en poäng som överstiger tröskelvärdet granskas och rättas upp av produktionsgruppen. De blanketter med en poäng som understiger det satta tröskelvärdet rättas inte upp, utan behåller sina originalvärden. Poängfunktionen jämför det inkomna ogranskade, uppräknade, värdet med ett uppräknat ”förväntat” värde och ställer denna differens i relation till den skattade branschtotalen. Svårigheten ligger ofta i att hitta ett bra förväntat värde och detta problem uppstår ideligen i urvalsundersökningar. Tanken med effektgranskning är att omfattningen av granskningen ska minska och den granskning som utförs ska ha effekt på slutresultatet.

Det var inte lätt att hitta ett bra förväntat värde på den tid som stod till förfogande. Två problem som snabbt upptäcktes var dels att i KS-undersökningen finns inte uträknade säsongs- eller trendfaktorer per variabel. Dessutom byttes en mycket stor del av urvalet ut till kvartal 2 (som denna studie har avgränsats till att behandla). Detta har fått till följd att cirka hälften av objekten i urvalet inte går att följa bakåt i tiden eftersom de inte ingått i urvalet tidigare. I studien har respektive stratums medelvärde använts som förväntat värde. Resultaten visar att det valda förväntade värdet inte skulle ha använts i praktiken, men det fungerar bra i syfte att illustrera hur det i praktiken skulle kunna gå till att införa en mer effektiv granskning.

• 25.
Örebro universitet, Handelshögskolan vid Örebro Universitet.
Örebro universitet, Handelshögskolan vid Örebro Universitet.
Ett försök till att statistiskt modellera matchutfall för fotbollens division 1 för herrar i Sverige2012Självständigt arbete på grundnivå (kandidatexamen), 10 poäng / 15 hpStudentuppsats (Examensarbete)
• 26.
Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
Forecasting GDP Growth, or How Can Random Forests Improve Predictions in Economics?2015Självständigt arbete på grundnivå (kandidatexamen), 10 poäng / 15 hpStudentuppsats (Examensarbete)

GDP is used to measure the economic state of a country and accurate forecasts of it is therefore important. Using the Economic Tendency Survey we investigate forecasting quarterly GDP growth using the data mining technique Random Forest. Comparisons are made with a benchmark AR(1) and an ad hoc linear model built on the most important variables suggested by the Random Forest. Evaluation by forecasting shows that the Random Forest makes the most accurate forecast supporting the theory that there are benefits to using Random Forests on economic time series.

• 27.
KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.).
True risk of illiquid investments2018Självständigt arbete på avancerad nivå (masterexamen), 20 poäng / 30 hpStudentuppsats (Examensarbete)

Alternativa tillgångsslag börjar utgöra en avsevärd del av globala finansiella marknader. Vissa av dessa alternativa tillgångsslag är mycket illikvida och kan som sådana kräva mer avancerade metoder för att beräkna nyckeltal för risk och utveckling mer korrekt. Forskning på hedgefonder har kunnat påvisa ett mönster där risk underskattas medan olika nyckeltal för utveckling överskattas till följd av tillgångarnas illikviditet. Målet med denna artikel är att påvisa förekomsten av sådan systematisk avvikelse samt att presentera metoder för att avlägsna densamma. Fyra matematiska metoder framtagna för att justera nyckeltal för glesa dataserier användes, och metoderna implementerades på data för tillgångar i private equity, fastigheter samt infrastruktur. Resultaten antyder att det generellt sett sker betydande justeringar av nyckeltalen för risk och utveckling för de illikvida tillgångsslagen när man tillämpar dessa metoder. Mer specifikt justerades volatiliteten och marknadsexponeringen uppåt medan förvaltarens förmåga och den riskjusterade avkastningen justerades nedåt.

• 28.
Linnéuniversitetet, Fakulteten för teknik (FTK), Institutionen för matematik (MA).
Extremal dependency:The GARCH(1,1) model and an Agent based model2013Självständigt arbete på avancerad nivå (magisterexamen), 20 poäng / 30 hpStudentuppsats (Examensarbete)

This thesis focuses on stochastic processes and some of their properties are investigated which are necessary to determine the tools, the extremal index and the extremogram. Both mathematical tools measure extremal dependency within random time series. Two different models are introduced and related properties are discussed. The probability function of the Agent based model is surveyed explicitly and strong stationarity is proven. Data sets for both processes are simulated and clustering of the data is investigated with two different methods. Finally an estimation of the extremogram is used to interpret dependency of extremes within the data.

• 29.
Högskolan Dalarna, Akademin Industri och samhälle, Mikrodataanalys.
Högskolan Dalarna, Akademin Industri och samhälle, Datateknik. Örebro universitet. Högskolan Dalarna, Akademin Industri och samhälle, Mikrodataanalys. Uppsala universitet. Högskolan Dalarna, Akademin Industri och samhälle, Datateknik.
Verification of a method for measuring Parkinson's disease related temporal irregularity in spiral drawings2017Ingår i: Sensors, ISSN 1424-8220, E-ISSN 1424-8220, Vol. 17, nr 10, artikel-id E2341Artikel i tidskrift (Refereegranskat)

Parkinson's disease (PD) is a progressive movement disorder caused by the death of dopamine-producing cells in the midbrain. There is a need for frequent symptom assessment, since the treatment needs to be individualized as the disease progresses. The aim of this paper was to verify and further investigate the clinimetric properties of an entropy-based method for measuring PD-related upper limb temporal irregularities during spiral drawing tasks. More specifically, properties of a temporal irregularity score (TIS) for patients at different stages of PD, and medication time points were investigated. Nineteen PD patients and 22 healthy controls performed repeated spiral drawing tasks on a smartphone. Patients performed the tests before a single levodopa dose and at specific time intervals after the dose was given. Three movement disorder specialists rated videos of the patients based on the unified PD rating scale (UPDRS) and the Dyskinesia scale. Differences in mean TIS between the groups of patients and healthy subjects were assessed. Test-retest reliability of the TIS was measured. The ability of TIS to detect changes from baseline (before medication) to later time points was investigated. Correlations between TIS and clinical rating scores were assessed. The mean TIS was significantly different between healthy subjects and patients in advanced groups (p-value = 0.02). Test-retest reliability of TIS was good with Intra-class Correlation Coefficient of 0.81. When assessing changes in relation to treatment, TIS contained some information to capture changes from Off to On and wearing off effects. However, the correlations between TIS and clinical scores (UPDRS and Dyskinesia) were weak. TIS was able to differentiate spiral drawings drawn by patients in an advanced stage from those drawn by healthy subjects, and TIS had good test-retest reliability. TIS was somewhat responsive to single-dose levodopa treatment. Since TIS is an upper limb high-frequency-based measure, it cannot be detected during clinical assessment.

• 30.
Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Analys och sannolikhetsteori. Inst Nacl Matemat Pura & Aplicada, Estr Dona Castorina 110, BR-22460320 Rio De Janeiro, Brazil.;Uppsala Univ, Dept Math, SE-75106 Uppsala, Sweden..
Univ Gothenburg, Chalmers Univ Technol, Math Sci, SE-41296 Gothenburg, Sweden.. Hungarian Acad Sci, Renyi Inst, 13-15 Realtanoda U, H-1053 Budapest, Hungary.;Budapest Univ Technol & Econ, Inst Math, 1 Egry Jozsef U, H-1111 Budapest, Hungary..
Scaling limits for the threshold window: When does a monotone Boolean function flip its outcome?2017Ingår i: Annales de l'I.H.P. Probabilites et statistiques, ISSN 0246-0203, E-ISSN 1778-7017, Vol. 53, nr 4, s. 2135-2161Artikel i tidskrift (Refereegranskat)

Consider a monotone Boolean function f : {0, 1}(n) -> {0, 1} and the canonical monotone coupling {eta(p) : p is an element of [0, 1]} of an element in {0, 1}(n) chosen according to product measure with intensity p is an element of [0, 1]. The random point p is an element of [0, 1] where f (eta(p)) flips from 0 to 1 is often concentrated near a particular point, thus exhibiting a threshold phenomenon. For a sequence of such Boolean functions, we peer closely into this threshold window and consider, for large n, the limiting distribution (properly normalized to be nondegenerate) of this random point where the Boolean function switches from being 0 to 1. We determine this distribution for a number of the Boolean functions which are typically studied and pay particular attention to the functions corresponding to iterated majority and percolation crossings. It turns out that these limiting distributions have quite varying behavior. In fact, we show that any nondegenerate probability measure on R arises in this way for some sequence of Boolean functions.

• 31.
KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Matematisk statistik.
Claims Reserving using Gradient Boosting and Generalized Linear Models2018Självständigt arbete på avancerad nivå (masterexamen), 20 poäng / 30 hpStudentuppsats (Examensarbete)

• 32.
KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Matematisk statistik.
Internal Market Risk Modelling for Power Trading Companies2015Självständigt arbete på avancerad nivå (masterexamen), 20 poäng / 30 hpStudentuppsats (Examensarbete)

I samband med finanskrisen 2008 har riskmedvetenheten ökat i den finansiella sektorn. Företag regleras mot riskexponering av föreskrifter som drivs av Baselkommittén, de utformar tillsynsstandarder och riktlinjer samt rekommenderar åtgärder av bästa praxis. I dessa föreskrifter regleras företag av kapitalbaskrav mot marknadsrisker.

I det här examensarbetet beskrivs processen för att ta fram en intern riskmodell, enligt "Capital Requirements Regulation"(CRR) respektive Fundamental Review of the Trading Book"(FRTB), för att beräkna de lagstadgade kapitalkraven mot marknadsrisker. Kapitalbaskraven enligt regelverken jämförs för att förstå hur det föreslagna bytet till en expected shortfall (ES) baserad modell i FRTB kommer att påverka kapitalbaskraven. I alla beräkningar anv änds data från ett elhandelsföretag för att göra resultaten mer intressanta och verklighetsanpassade. I resultatdelen, vid jämförelse av riskkapitalkraven enligt CRR och FRTB för en energiportfölj med endast linjära tillgångar kan det ses att riskkapitalet blir högre med en value-at-risk (VaR) baserad modell. Den viktigaste upptäckten med detta är att skillnaden i riskkapitalkraven inte främst beror på de olika riskmåtten utan snarare de olika metoderna för att beräkna riskkapitalet enligt CRR och FRTB.

• 33.
Totalförsvarets Forskningsinstitut, FOI, Stockholm, Sweden.
Swedish National Forensic Centre (NFC), Linköping, Sweden. Totalförsvarets Forskningsinstitut, FOI, Stockholm, Sweden.
Chemometrics comes to court: evidence evaluation of chem–bio threat agent attacks2015Ingår i: Journal of Chemometrics, ISSN 0886-9383, E-ISSN 1099-128X, Vol. 29, nr 5, s. 267-276Artikel i tidskrift (Refereegranskat)

Forensic statistics is a well-established scientific field whose purpose is to statistically analyze evidence in order to support legal decisions. It traditionally relies on methods that assume small numbers of independent variables and multiple samples. Unfortunately, such methods are less applicable when dealing with highly correlated multivariate data sets such as those generated by emerging high throughput analytical technologies. Chemometrics is a field that has a wealth of methods for the analysis of such complex data sets, so it would be desirable to combine the two fields in order to identify best practices for forensic statistics in the future. This paper provides a brief introduction to forensic statistics and describes how chemometrics could be integrated with its established methods to improve the evaluation of evidence in court.

The paper describes how statistics and chemometrics can be integrated, by analyzing a previous know forensic data set composed of bacterial communities from fingerprints. The presented strategy can be applied in cases where chemical and biological threat agents have been illegally disposed.

• 34.
Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
Location-invariant and non-invariant tests for large dimensional covariance matrices under normality and non-normality2014Rapport (Övrigt vetenskapligt)

Test statistics for homogeneity, sphericity and identity of high-dimensional covariance matrices are presented under a wide variety of very general conditions when the dimension of the vector, $p$, may exceed the sample size, $n_i$, $i = 1, \ldots, g$. First, location-invariant tests are presented under normality assumption, followed by their robustness to normality by replacing the normality assumption with a mild alternative multivariate model. The two types of tests are then presented in non-invariant form, again under normality and non-normality. Tests of homogeneity of covariance matrices in all cases are immediately supplemented by the tests for sphericity and identity of the common covariance matrix under the null hypothesis. Both location-invariant and non-invariant tests are composed of estimators that are defined as $U$-statistics with kernels of different degrees. Hence, the asymptotic theory of $U$-statistics is employed to arrive at the limiting null and alternative distributions of tests for all cases. These limit distributions are derived using a very mild and practically viable set of assumptions mainly on the traces of the unknown covariance matrices. Finally, corrections and improvements of a few other tests are also presented.

• 35.
Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
Location-invariant Multi-sample U-tests for Covariance Matrices with Large Dimension2017Ingår i: Scandinavian Journal of Statistics, ISSN 0303-6898, E-ISSN 1467-9469, Vol. 44, nr 2, s. 500-523Artikel i tidskrift (Refereegranskat)

For two or more multivariate distributions with common covariance matrix, test statistics for certain special structures of the common covariance matrix are presented when the dimension of the multivariate vectors may exceed the number of such vectors. The test statistics are constructed as functions of location-invariant estimators defined as U-statistics, and the corresponding asymptotic theory is used to derive the limiting distributions of the proposed tests. The properties of the test statistics are established under mild and practical assumptions, and the same are numerically demonstrated using simulation results with small or moderate sample sizes and large dimensions.

• 36.
Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
Location-invariant tests of homogeneity of large-dimensional covariance matrices2017Ingår i: Journal of Statistical Theory and Practice, ISSN 1559-8608, E-ISSN 1559-8616, Vol. 11, nr 4, s. 731-745Artikel i tidskrift (Refereegranskat)

A test statistic for homogeneity of two or more covariance matrices of large dimensions is presented when the data are multivariate normal. The statistic is location-invariant and defined as a function of U-statistics of non-degenerate kernels so that the corresponding asymptotic theory is employed to derive the limiting normal distribution of the test under a few mild and practical assumptions. Accuracy of the test is shown through simulations with different parameter settings.

• 37.
Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality2017Ingår i: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 46, nr 8, s. 3738-3753Artikel i tidskrift (Refereegranskat)

A test for homogeneity of g 2 covariance matrices is presented when the dimension, p, may exceed the sample size, n(i), i = 1, ..., g, and the populations may not be normal. Under some mild assumptions on covariance matrices, the asymptotic distribution of the test is shown to be normal when n(i), p . Under the null hypothesis, the test is extended for common covariance matrix to be of a specified structure, including sphericity. Theory of U-statistics is employed in constructing the tests and deriving their limits. Simulations are used to show the accuracy of tests.

• 38.
Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
Tests for independence of vectors with large dimension2017Rapport (Övrigt vetenskapligt)

Given a random sample of n iid vectors, each of dimension p and partitioned into b sub- vectors of sizes pi, i = 1;:::;b. Location-invariant and non-invariant test statistics for independence of sub-vectors are presented when pi may exceed n and the distribution need not be normal. The tests are composed of U -statistics based estimators of the Frobenius norm of the di erence between the null and alternative hypotheses. Asymptotic distributions of the tests are provided for n;pi! 1, where their nite-sample performance is demonstrated through simulations. Some related and subsequent tests are brie y described. Relations of the proposed tests to certain multivariate measures are discussed, which are of interest on their own.

• 39.
A U-statistics Based Approach to Mean Testing for High Dimensional Multivariate Data Under Non-normality2011Rapport (Övrigt vetenskapligt)

A test statistic is considered for testing a hypothesis for the mean vector for multivariate data, when the dimension of the vector, p, may exceed the number of vectors, n, and the underlying distribution need not necessarily be normal. With n, p large, and under mild assumptions, the statistic is shown to asymptotically follow a normal distribution. A by product of the paper is the approximate distribution of a quadratic form, based on the reformulation of well-known Box's approximation, under high-dimensional set up.

• 40.
Linköpings universitet, Matematiska institutionen, Matematisk statistik. Linköpings universitet, Tekniska högskolan. Department of Energy and Technology, Swedish Univerity of Agricultural Sciences, SE-750 07 Uppsala, Sweden.
Some Tests of Covariance Matrices for High Dimensional Multivariate Data2011Rapport (Övrigt vetenskapligt)

Test statistics for sphericity and identity of the covariance matrix are presented, when the data are multivariate normal and the dimension, p, can exceed the sample size, n. Using the asymptotic theory of U-statistics, the test statistics are shown to follow an approximate normal distribution for large p, also when p >> n. The statistics are derived under very general conditions, particularly avoiding any strict assumptions on the traces of the unknown covariance matrix. Neither any relationship between n and p is assumed. The accuracy of the statistics is shown through simulation results, particularly emphasizing the case when p can be much larger than n. The validity of the commonly used assumptions for high-dimensional set up is also briefly discussed.

• 41.
Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
Tests for high-dimensional covariance matrices using the theory of U-statistics2015Ingår i: Journal of Statistical Computation and Simulation, ISSN 0094-9655, E-ISSN 1563-5163, Vol. 85, nr 13, s. 2619-2631Artikel i tidskrift (Refereegranskat)

Test statistics for sphericity and identity of the covariance matrix are presented, when the data are multivariate normal and the dimension, p, can exceed the sample size, n. Under certain mild conditions mainly on the traces of the unknown covariance matrix, and using the asymptotic theory of U-statistics, the test statistics are shown to follow an approximate normal distribution for large p, also when p >> n. The accuracy of the statistics is shown through simulation results, particularly emphasizing the case when p can be much larger than n. A real data set is used to illustrate the application of the proposed test statistics.

• 42.
Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality2015Ingår i: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 44, nr 7, s. 1387-1398Artikel i tidskrift (Refereegranskat)

Ahmad et al. (in press) presented test statistics for sphericity and identity of the covariance matrix of a multivariate normal distribution when the dimension, p, exceeds the sample size, n. In this note, we show that their statistics are robust to normality assumption, when normality is replaced with certain mild assumptions on the traces of the covariance matrix. Under such assumptions, the test statistics are shown to follow the same asymptotic normal distribution as under normality for large p, also whenp >> n. The asymptotic normality is proved using the theory of U-statistics, and is based on very general conditions, particularly avoiding any relationship between n and p.

• 43.
Swedish University of Agricultural Sciences, Uppsala, Sweden and Department of Statistics, Uppsala University, Sweden.
A note on mean testing for high dimensional multivariate data under non-normality2013Ingår i: Statistica neerlandica (Print), ISSN 0039-0402, E-ISSN 1467-9574, Vol. 67, nr 1, s. 81-99Artikel i tidskrift (Refereegranskat)

A test statistic is considered for testing a hypothesis for the mean vector for multivariate data, when the dimension of the vector, p, may exceed the number of vectors, n, and the underlying distribution need not necessarily be normal. With n,p→∞, and under mild assumptions, but without assuming any relationship between n and p, the statistic is shown to asymptotically follow a chi-square distribution. A by product of the paper is the approximate distribution of a quadratic form, based on the reformulation of the well-known Box's approximation, under high-dimensional set up. Using a classical limit theorem, the approximation is further extended to an asymptotic normal limit under the same high dimensional set up. The simulation results, generated under different parameter settings, are used to show the accuracy of the approximation for moderate n and large p.

• 44.
Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Matematiska institutionen, Matematisk statistik.
Brownian Motions and Scaling Limits of Random Trees2011Självständigt arbete på avancerad nivå (masterexamen), 20 poäng / 30 hpStudentuppsats (Examensarbete)
• 45.
KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Matematisk statistik.
Importance Sampling for Least-Square Monte Carlo Methods2016Självständigt arbete på avancerad nivå (masterexamen), 20 poäng / 30 hpStudentuppsats (Examensarbete)

Prissättning av amerikanska optioner är utmanande på grund av att man har rätten att lösa in optionen innan och fram till löptidens slut. Det betingade väntevärdet i Snell envelopet, känd som fortsättningsvärdet approximeras med basfunktioner i Least-Square Monte Carlo-algoritmen som ger robust uppskattning av optionspriset. Genom att byta mått i den underliggande geometriska Browniska rörelsen med Importance Sampling så kan variansen av optionspriset minskas med upp till 9 gånger. Att hitta den optimala skattningen som ger en minimal varians av optionspriset kräver en noggrann omtanke om referenspriset utan att skattningen blir för skev. I detta arbete används en stokastisk algoritm för att hitta den optimala driften som minimerar det andra momentet i uttrycket av variansen efter måttbyte. Användningen av Importance Sampling har visat sig ge en signifikant minskning av varians jämfört med den vanliga Least-Square Monte Carlometoden. Däremot kan importance sampling vara ett bättre alternativ för mer komplexa instrument där man har rätten at lösa in instrumentet fram till löptidens slut.

• 46. Ahmed, S. Ejaz
Stockholms universitet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
Estimation of Several Intraclass Correlation Coefficients2015Ingår i: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 44, nr 9, s. 2315-2328Artikel i tidskrift (Refereegranskat)

An intraclass correlation coefficient observed in several populations is estimated. The basis is a variance-stabilizing transformation. It is shown that the intraclass correlation coefficient from any elliptical distribution should be transformed in the same way. Four estimators are compared. An estimator where the components in a vector consisting of the transformed intraclass correlation coefficients are estimated separately, an estimator based on a weighted average of these components, a pretest estimator where the equality of the components is tested and then the outcome of the test is used in the estimation procedure, and a James-Stein estimator which shrinks toward the mean.

• 47.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
Optimal Solutions Of Fuzzy Relation Equations2010Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

Fuzzy relation equations are becoming extremely important in order to investigate the optimal solution of the inverse problem even though there is a restrictive condition for the availability of the solution of such inverse problems. We discussed the methods for finding the optimal (maximum and minimum) solution of inverse problem of fuzzy relation equation of the form $R \circ Q = T$ where for both cases R and Q are kept unknown interchangeably using different operators (e.g. alpha, sigma etc.). The aim of this study is to make an in-depth finding of best project among the host of projects, depending upon different factors (e.g. capital cost, risk management etc.) in the field of civil engineering. On the way to accomplish this aim, two linguistic variables are introduced to deal with the uncertainty factor which appears in civil engineering problems. Alpha-composition is used to compute the solution of fuzzy relation equation. Then the evaluation of the projects is orchestrated by defuzzifying the obtained results. The importance of adhering to such synopsis, in the field of civil engineering, is demonstrated by an example.

• 48.
KTH, Skolan för elektroteknik och datavetenskap (EECS), Teknisk informationsvetenskap.
KTH, Skolan för elektroteknik och datavetenskap (EECS), Teknisk informationsvetenskap. Tallinn Univ Technol, Dept Radio & Telecommun Engn, EE-12616 Tallinn, Estonia..
Distributed Largest Eigenvalue-Based Spectrum Sensing Using Diffusion LMS2018Ingår i: IEEE TRANSACTIONS ON SIGNAL AND INFORMATION PROCESSING OVER NETWORKS, ISSN 2373-776X, Vol. 4, nr 2, s. 362-377Artikel i tidskrift (Refereegranskat)

In this paper, we propose a distributed detection scheme for cognitive radio (CR) networks, based on the largest eigenvalues (LEs) of adaptively estimated correlation matrices (CMs), assuming that the primary user signal is temporally correlated. The proposed algorithm is fully distributed, there by avoiding the potential single point of failure that a fusion center would imply. Different forms of diffusion least mean square algorithms are used for estimating and averaging the CMs over the CR network for the LE detection and the resulting estimation performance is analyzed using a common framework. In order to obtain analytic results on the detection performance, the exact distribution of the CM estimates are approximated by a Wishart distribution, by matching the moments. The theoretical findings are verified through simulations.

• 49.
Blekinge Tekniska Högskola, Sektionen för teknik, Avdelningen för telekommunikationssystem.
Mobile Satellite Communications: Channel Characterization and Simulation2007Självständigt arbete på avancerad nivå (magisterexamen)Studentuppsats (Examensarbete)

• 50.
Blekinge Tekniska Högskola, Sektionen för datavetenskap och kommunikation.
Blekinge Tekniska Högskola, Sektionen för datavetenskap och kommunikation.
Evaluation of AODV and DSR Routing Protocols of Wireless Sensor Networks for Monitoring Applications2009Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

In all the three scenarios of small, large and very large networks AODV gives considerably less delay as compared to DSR. AODV outperforms DSR with prominent difference in delay. In terms of delay the network size has an impact on both AODV and DSR performance.  The throughput rate of AODV in small and large networks exceeds with a little margin than the throughput rate of DSR but in case of large networks the difference is prominent and AODV by far performs better than DSR.

1234567 1 - 50 av 3722
RefereraExporteraLänk till träfflistan
Permanent länk
Referera
Referensformat
• apa
• ieee
• modern-language-association-8th-edition
• vancouver
• Annat format
Fler format
Språk
• de-DE
• en-GB
• en-US
• fi-FI
• nn-NO
• nn-NB
• sv-SE
• Annat språk
Fler språk
Utmatningsformat
• html
• text
• asciidoc
• rtf
v. 2.35.2
| |