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.
Results
Showing 1 to 20 of 21 for “"estimation and forecasting"”.
-
Hydrodynamic excitation force estimation and forecasting for wave energy applications
… require knowledge of the previous, current, and future excitation force acting on the device. However, for the WEC case, the excitation force is an unmeasurable quantity and, therefore, must first be estimated, based on available measurements, and then predicted in the future. The main …
-
Estimation and forecasting methods for design and operation of photovoltaic plants
… learning” para estimar la radiación solar utilizando otras variables meteorológicas más comúnmente monitoreadas y luego aplica técnicas de geoestadística para obtener mapas de valores anuales de radiación. En lo que respeta a la etapa de operación, nos hemos centrado en dos aspectos: cómo …
-
Estimation and forecasting with time-varying parameters models and sequential method
Submission published under a 24 month embargo labeled 'Closed Access', the embargo will last until 2026-05-01
-
Estimation and forecasting team strength dynamics in football : investigation into structural breaks
… across seven seasons of the Premiership and Championship football leagues and then analysed through a time series perspective, based on the double Poisson model with an added dependence parameter for lower scores and an exponential decay factor that adds more weight to more recent …
-
Business cycles, interest rates and market volatility : estimation and forecasting using DSGE macroeconomic models under partial information
Even long before the recent financial and economic crisis of 2007/2008 economists were more than aware of the insufficiencies and a lack of realism in macroeconomic modelling and model calibration methods, including those with DSGE methods and models, and spelled the need for further enhancements. …
-
Estimating and Forecasting the Term Structure of Interest Rates:US and Colombia Analysis
… particular, we explore affine one factor models and polynomial-type approximations such as Nelson and Siegel. Our empirical application considers monthly data of USA and Colombia for estimation and forecasting. We find that affine models do not provide adequate performance either in-sample or …
-
Forecasting macroeconomic models with artificial neural networks : an empirical investigation into the foundation for an intelligent forecasting system
… in a specific business problem, namely business forecasting. In time series and macroeconomic modelling, there are many assumptions being imposed on the behavior and functional relationship of the underlying variables. In addition, one may face the complexity in the estimation of these models. …
-
Advanced forecasting model on land market value based on USA real estate market
This research presents a time series estimation and prediction methods with the use of classic and advanced forecasting tools. Our discussion about di erent time series models is supported by giving the experimental forecast results, performed on several macroeconomic variables. Also, the main …
-
An application of stochastic dynamic programming to group revenue management
… revenues by a better control of inventory and pricing among other factors. In this thesis, a stochastic optimality control problem which consists of finding an optimal policy to when it is profitable (or not) to accept a group request is considered. A detailed review of the literature …
-
Probabilistic Models for Human Migration Forecasting and Residency Imputation
I develop probabilistic models to enhance the estimation and forecasting of human migration flows and residency. Using a Bayesian hierarchical approach, I first propose a model for forecasting global bilateral migration flows among the 200 most populous countries, producing well-calibrated …
-
MONITORAGGIO, STIMA E PREVISIONE REAL-TIME DEL TRAFFICO VEICOLARE CON TECNOLOGIE ITS. IMPLEMENTAZIONE DI UN SISTEMA SPERIMENTATO NELL AREA URBANA DI CATANIA
… all, the main focus of this study is the design and development (installation, implementation and calibration) of a traffic monitoring, estimating and short-term forecasting system, through the integration of real-time traffic data in a dynamic simulation model. The proposed methodology allows …
-
Towards robust inference for Bayesian filtering of linear Gaussian dynamical systems subject to additive change
… models enjoy wide popularity in mathematical and statistical modelling across disciplines and research fields. Frequent solutions to problems of estimation and forecasting of a latent signal such as the celebrated Kalman filter hereby rely on a set of strong assumptions such as linearity of …
-
Simulating Dynamical Systems from Data
… datasets: high-dimensionality, noise, sparsity, and confounding. In this thesis, we propose methods to exploit the richness in the structure of such datasets to overcome the above-mentioned problems while undertaking various inference tasks. Central to these methods is a key factorization …
-
OPTIMAL CONTROL OF PROJECTS BASED ON KALMAN FILTER APPROACH FOR TRACKING & FORECASTING THE PROJECT PERFORMANCE
Traditional scheduling tools like Gantt Charts and CPM while useful in planning and execution of complex construction projects with multiple interdependent activities haven?t been of much help in implementing effective control systems for the same projects in case of deviation from their desired or …
-
Observer-Based Simultaneous States and Parameters Estimation Method with Application to System Heath Monitoring
Joint state and parameter estimation is paramount in many engineering and scientific fields, as it involves determining the internal states of a system and the estimation of its time-varying / unknown parameters simultaneously. This twin estimation aspect is crucial for real-time system monitoring, …
-
Essays in international finance
… models of exchange rates, in addition to a standard technical trading strategy, on monthly exchange-rate returns for four developed and four emerging countries across different horizons. I implement a rolling window approach to the estimation and forecasting of the models, and construct an …
-
Market efficiency, volatility behaviour and asset pricing analysis of the oil & gas companies quoted on the London Stock Exchange.
… efficiency, volatility behaviour, asset pricing, and oil price risk exposure of the oil and gas companies quoted on the London Stock Exchange with the aim of providing fresh evidence on the pricing dynamics in this sector. In market efficiency analysis, efficient market hypothesis (EMH) and random …
-
GROUNDWATER WITHDRAWAL ESTIMATION USING INTEGRATED REMOTE SENSING PRODUCTS AND MACHINE LEARNING
<p>"The rising demands for water, food, and energy primarily driven by the increasing global population constitute a pressing issue worldwide. Therefore, the water-food-energy nexus plays a substantial role in developing globally applicable sustainable solutions. Recent technological advancements, …
Page 1 of 2