Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 26 for “"Statistical moments."”.
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Investor sentiment and statistical moments of the return distribution in the German stock market. A three stage empirical analysis.
This dissertation contributes to an increasing body of literature through a holistic perspective in research and model development to investigate the relationships between investor sentiment and the lower- and higher-order statistics of the return distribution in the German stock market utilizing …
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Statistical Analysis of Electric Energy Markets with Large-Scale Renewable Generation Using Point Estimate Methods
… system and efficiently run the energy market, a statistical analysis of the system variables under uncertainty is needed. Such statistical analysis can be performed through an estimation of the statistical moments of these variables. In this thesis, the Point Estimate Methods (PEMs) are applied …
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Some Closure Problems in Stochastic Dynamics of Solids (Process, Random Vibration, Cumulant-Neglect, Crack Propagation, Earthquake)
… On the other hand, the equations for the statistical moments can be formulated rather easily, except that these equations form an infinite hierarchy rendering an exact solution impossible. A closure procedure is then needed to truncate the infinite hierarchy and to solve for some of the …
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Temperature Compensation Improvements for Impedance Based Structural Health Monitoring
… the veracity of damage detected through statistical modeling of impedance signals. An effective frequency shift method was developed to compensate impedance measurements for changes resulting from environmental temperature fluctuations. This thesis investigates how the accuracy of this …
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GENERATION, MECHANICAL AND STATISTICAL ANALYSIS, AND FEM SIMULATION OF FRACTURE OF REPEATABLE RANDOM ROUGH SURFACES
… topology. This study couples experimental and statistical theory, and FEM to extend knowledge of life of materials from initial service surface conditions through surface damage accumulation. Statistical moments and other parameters were correlated with fracture locations probability (H/N), …
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Analysis of single event transients in arbitrary waveforms using statistical window analysis
… function. The resulting time-dependent statistical moments are used to eliminate any steady-state signatures, including noise, and extract transient behaviors. The IRES filter analyzes data from heavy-ion exposures of commercial off-the-shelf (COTS) operational amplifiers, laser-induced …
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Bit error rate simulation enhancement and outage prediction in mobile communication systems
… parameters than narrowband fading statistics and statistical moments of a channel's power delay profile are needed. The studies also indicate that for simulations of channels with large delay spread timing recovery is essential.
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Applications of ray tracing to a pseudophakic eye model
… decenter values. These are compared with the statistical moments of the spot diagrams. The SQRI shows asymmetric degradation (with tilt for a particular decenter value) of imaging for a plane displaced -0.1 mm from best focus. For a plane displaced +0.1 mm from best focus, the SQRI is …
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The First Passage Problem in Random Vibration for a Simple Hysteretic Oscillator
A method to determine the ordinary statistical moments of time to first passage and to determine the probability of first passage failure for a simple oscillator, incorporating the modified Bouc hysteresis model, has been developed. Two boundary value problems are formulated from Markov process …
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Uncertainty analysis of power systems using collocation
… To this end, collocation is employed to compute statistical moments, from which sensitivity can be inferred, and to construct surrogate models with which interpolation can be used to propagate PDF's. These techniques are applied to three large-scale electric ship models. The conventional …
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Field solver technologies for variation-aware interconnect parasitic extraction
… algorithm (SMOR) The SMOR guarantees that the statistical moments computed from the reduced model are the same as those of the full model. The SMOR works best for problems in which the desired electrical property is contained in an easily defined subspace.
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Probabilistic extreme response analysis of large wind turbines to natural winds
… the assumption that the short-term extremes are statistically independent. The adequacy of this critical assumption is examined through a Monte Carlo simulation procedure. For a parked wind turbine, the long-term extreme response is often dominated by extreme response under strong winds. The …
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A study of steganography and steganalysis
… NJIT's 39D and 78D methods which are based on statistical moments of characteristic functions of wavelet subbands for the test images and prediction error images.
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Measures and dynamics of entangled states
… of multipartite systems. It is shown that the statistical moments as well as various entropies of these representations - characterising their localisation properties - are non-increasing under local operations and classical communication, hence that they are proper entanglement monotones.
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Hydraulic Characterization of Mounded Gravel Fish Nests: Incipient Motion Criteria and Despiking Acoustic Doppler Velocimeter Data
… and power spectra and corresponding changes in statistical moments, as well as response to arti- ficial spiking of DNS data, yield valid performance of the univariate method. After despiking chub nest data, multiple methods of finding bed shear stress from velocity vertical profiles are …
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High-throughput machine learning algorithms
… stable reduction operators for higher-order statistical moments, and memory bandwidth optimisation for GPU shuffling. Additionally, we apply theory of the symmetric group of permutations in reproducing kernel Hilbert spaces, resulting in improved analysis of Monte Carlo methods for Shapley …
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Machine learning applications in plant identification, wireless channel estimation, and gain estimation for multi-user software-defined radio
… uses an ANN to estimate the waveform’s peak and statistical moments. The other method uses an ANN to estimate the statistical distribution parameters that closely represent the voltage distribution of the waveform"--Abstract, page iv.</p>
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Residential Demand Response using Electricity Smart Meter Data
… the field is through the discover of new summary statistical features (statistical moments) and assesses the capacity of these to encapsulate other more widely used explanatory variables of demand response. The thesis is concluded by discussing future works and policy implications, such as the …
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Large Scale Simulation of Spinodal Decomposition
… of steady state, such as the energies, statistical moments, and morphology. This motivates our choices for the numerical frameworks for analyzing the CHC equation. The CHC equation is a stochastic partial differential equation involving a biharmonic form and a noise forcing term. When …
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Effective Formulations of Optimization Under Uncertainty for Aerospace Design
… used in aerospace design—those based on treating statistical moments of the quantity of interest (QOI) as separate objectives—can result in stochastically dominated designs. A stochastically dominated design is undesirable, because it is less likely than another design to achieve a QOI at least as …
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