Essays about: "transition probability matrix"

Showing result 1 - 5 of 13 essays containing the words transition probability matrix.

  1. 1. Human Rights Violations and Machine Learning - Cluster Analysis of Countries using the CIRIGHTS Dataset

    University essay from Lunds universitet/Statistiska institutionen; Lunds universitet/Nationalekonomiska institutionen

    Author : Emilie Ståhle; Emilie Haubrich; [2023]
    Keywords : Human Rights Violation; Clustering; K-Means; Latent Class Analysis; Transition Matrix; Business and Economics;

    Abstract : This master's thesis explores the use of unsupervised machine learning techniques to cluster countries based on their degree of human rights violations. Accordingly, the study evaluates the performance of two clustering methods, K-Means clustering and Latent Class Analysis (LCA), using two cluster validation metrics (Silhouette Coefficient and Dunn Index), as well as an Accuracy measure using the Human Rights index. READ MORE

  3. 2. Stationary Distribution of Markov Chain

    University essay from Uppsala universitet/Matematiska institutionen

    Author : Eleazar Neamat; [2023]
    Keywords : ;

    Abstract : Markov chain is a mathematical tool for modeling systems that evolve over time and hasbeen used in many fields such as physics, chemistry, economics, biology, and data science.This thesis contains an introduction to the theory and the applications of Markov chains,focusing on those with finite state spaces. READ MORE

  4. 3. STRESS TESTING AN SME PORTFOLIO : Effects of an Adverse Macroeconomic Scenario on Credit Risk Transition Matrices

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Siri Almqvist; Oskar Nordin; [2021]
    Keywords : Stress test; SME; Transition Matrix; Credit Risk; Statistical Analysis; Machine Learning;

    Abstract : The financial crisis of 2007-2008 was a severe global crisis causing a worldwide recession. One of the main contributing factors of the crisis was the excessive risk appetite of banks and financial institutions. READ MORE

  5. 4. Evaluation of Target Tracking Using Multiple Sensors and Non-Causal Algorithms

    University essay from Linköpings universitet/Reglerteknik

    Author : Albin Vestin; Gustav Strandberg; [2019]
    Keywords : evaluation; target tracking; multiple sensors; non-causal; smoother; smoothing; tracking; vehicle tracking; camera; lidar; estimate; estimation; prediction; vehicle dynamics; sensor fusion; real-time tracking; extended kalman filter; filter validation; validation; position estimation; velocity estimation; dynamic model; model complexity; multi object tracking; multiple object; tracking; single object tracking; data association; tracking fundamentals; iterated kalman filter; track management; gnn; global nearest neighbour; mahalanobis; mahalanobis distance; performance evaluation; differential gps; dgps; roi; ego; several sensors; sensors; rmse; root mean square error; invertible motion; anti-causal motion; anti-causal tracking; constant velocity; gnn; imu; tfs; two filter smoother; ekf; rts; radar; inertial measurement unit; nonlinear; nonlinear systems; mono camera; monocular camera; noise model; tracking performance; fixed interval smoothing; m n logic; centralized fusion; non-causal object tracker; car tracking; car dynamics; automotive; active safety; object tracking; automotive industry; thesis; master; reverse dynamics; reverse tracking; reverse sequence; sequence tracking; data propagation; ground truth; estimating ground truth; additional sensors; mounted sensors; true estimates; environment; comparison; algorithm; independent targets; overlapping; measurements; occluded; track switch; improve; lower; uncertainty; more; certain; state; process; noise; covariance; sampling; image; sprt; adas; cnn; cv; pdf; track; target; ego; tracker; tentative track; observatiom; online tracking; offline tracking; online; offline; recorded; sequences; robust; self driving; self-driving; car; traffic; trajectory; true state; scenario; scenarios; future; accurate; output; advanced; driver; assistance; systems; non-linear; complex noise; pedestrian; truck; bus; maneuvering; vehicles; processed; measurement; frame; state; correction; probability; density; function; tuning; likelihood; transition; measurement; motion; model; recursion; gaussian; approximation; distribution; linear; jacobian; multiplicative; noise; ratio; ad; hoc; ad hoc; state; space; approach; backward; auction; euclidean; distance; statistical; threshold; gating; association; margin; normalize; covariance; matrix; fusion; confirmed; rejected; tentative; history; absolute; error; modular; ego motion; parameters; variables; logg; hardware; specification; fused; causal; factorization; independent; uncorrelated; transform; moving; rotation; translation; oncoming; overtaking;

    Abstract : Today, the main research field for the automotive industry is to find solutions for active safety. In order to perceive the surrounding environment, tracking nearby traffic objects plays an important role. READ MORE

  6. 5. Transition Matrices Conditional on Macroeconomic Cycles: A Portfolio Stress-Test Application

    University essay from Göteborgs universitet/Graduate School

    Author : Jesper Karlsson; [2018-07-04]
    Keywords : Risk Management; Migration Analysis; Intensity Models; IFRS 9; Basel Accords; Portfolio Stress Test;

    Abstract : Transition matrices show the probabilities of credit rating migrations for a pool of ratings within a particular industry, geographical area, time-horizon, etc. Regulation, in the form of Basel accords, has opted for standards in banking that among other techniques use transition matrices, and thus the probability of default, for internally-based risk-assessment, as well as incorporating the external credit rating in the capital requirement calculation. READ MORE