Essays about: "Block mean value"

Showing result 1 - 5 of 13 essays containing the words Block mean value.

  1. 1. Multivariate Risk: From Univariate to High-Dimensional Graphical Models

    University essay from Lunds universitet/Statistiska institutionen

    Author : Erik Oldehed; [2020]
    Keywords : Block Maxima; Mean Excess Plot; Tail Risk; Cross-Validation Threshold Selection; Graphical Lasso; Nonparanormal Distribution.; Mathematics and Statistics;

    Abstract : We present a comparison of different univariate and multivariate extreme value risk models. Our focus is on exploring how these can be used to model financial risk. We use simulated as well as real data and compare deterministic and cross-validation threshold selection methods for the GP model to a GEV model. READ MORE

  3. 2. Estimation of Load Profiles for Secondary Substations

    University essay from Lunds universitet/Industriell elektroteknik och automation

    Author : Hans-Christian Nilsson; [2020]
    Keywords : Load Estimation; Synthetic Load; Feed Forward Neural Networks; Extreme Value Theory; Block Maxima; Linear Regression; Load Curves; Electricity Consumption Estimation; Technology and Engineering;

    Abstract : The power system today is facing a transformation from fossil and nuclear energy sources to renewable energy sources such as solar- and wind power. At the same time electric vehicles are becoming more common every year. READ MORE

  4. 3. Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures

    University essay from KTH/Matematisk statistik

    Author : Andreas Prastorfer; [2020]
    Keywords : Risk Management; Portfolio Optimization; Conditional Value-at-Risk; Coherent Distortion Riks Measures; Elliptical Distribution; GARCH model; Normal Copulas; Extreme Value Theory; Risk Contributions; Riskhantering; Portföljoptimering; Conditional Value-at-Risk; Koherenta distortionsriskmått; Elliptiska fördelningar; GARCH modeller; Normal-copula; Extremvärdes teori; Riskbidrag;

    Abstract : This master's thesis studies portfolio optimization using linear programming algorithms. The contribution of this thesis is an extension of the convex framework for portfolio optimization with Conditional Value-at-Risk, introduced by Rockafeller and Uryasev. READ MORE

  5. 4. Metoder för höjdkorrigering av punktmoln generade från drönarbilder

    University essay from SLU/Dept. of Forest Resource Management

    Author : Joakim Isaksson; Lars Johansson; [2019]
    Keywords : fjärranalys; UAV; skog; ICP;

    Abstract : Syftet med studien är att jämföra tre olika metoder för höjdkorrigering av punktmoln skapade från bilder tagna med drönaren DJI Phantom 4 Pro. Detta är intressant då drönare anses vara ett av framtidens instrument för småskalig och snabb fjärranalys. READ MORE

  6. 5. Evaluation of digital terrain models created in post processing software for UAS-data : Focused on point clouds created through block adjustment and dense image matching

    University essay from Högskolan i Gävle/Samhällsbyggnad, GIS

    Author : Sabina Assefha; Matilda Sandell; [2018]
    Keywords : UAS; DTM; Pix4D; UAS Master; Block adjustment; Photogrammetry; UAS; DTM; Pix4D; UAS Master; Blockutjämning; Fotogrammetri;

    Abstract : Lately Unmanned Aerial Systems (UAS) are used more frequently in surveying. With broader use comes higher demands on the uncertainty in such measurements. The post processing software is an important factor that affects the uncertainty in the finished product. READ MORE