Essays about: "CUSUM"
Showing result 11 - 15 of 26 essays containing the word CUSUM.
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11. Locating Multiple Change-Points Using a Combination of Methods
University essay from KTH/Matematisk statistikAbstract : The aim of this study is to find a method that is able to locate multiple change-points in a time series with unknown properties. The methods that are investigated are the CUSUM and CUSUM of squares test, the CUSUM test with OLS residuals, the Mann-Whitney test and Quandt’s log likelihood ratio. READ MORE
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12. An empirical analysis of the Phillips Curve : A time series exploration of Germany
University essay from Institutionen för nationalekonomi och statistik (NS)Abstract : The purpose of the paper is to explore the relationship between inflation and unemployment in Germany during the period from 1970 to 2012. Through the methods of cointegration, dynamic OLS and an error correction model, this paper highlights that there is no short run negative relationship between inflation and unemployment, and consequently the short run Phillips curve is an unsuitable instrument for making political decisions. READ MORE
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13. Model based safety assessmentfor safety critical system
University essay from PELAB - Laboratoriet för programmeringsomgivningar; Tekniska högskolanAbstract : Nowadays, model-based diagnosis plays an important role in many systems fromsimple to complex, especially systems with high demand of safety. Inavionics/aerospace systems, the large distance from the vehicle to earth makes themaintenance process difficult. READ MORE
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14. Detection of the Change Point and Optimal Stopping Time by Using Control Charts on Energy Derivatives
University essay from Tillämpad matematik och fysik (MPE-lab)Abstract : .... READ MORE
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15. Monitoring Exchange Rates by Statistical Process Control
University essay from Tillämpad matematik och fysik (MPE-lab)Abstract : The exchange rate market has traditionally played a key role in the financial market. The variation of the exchange rate which is called volatility is also an important feature for studying the exchange rate market because the increased volatility may have a negative effect on a nation's economy by increasing the uncertainty in the exchange market. READ MORE