Essays about: "Change-point problem"

Found 3 essays containing the words Change-point problem.

  1. 1. Change Point Detection in Sequential Sensor Data using Recurrent Neural Networks

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Veeresh Elango; [2018]
    Keywords : ;

    Abstract : Change-point detection is the problem of recognizing the abrupt variations in sequential data. This covers a wide range of real world problems within medical, meteorology and automotive industry, and has been actively addressed in the community of statistics and data mining. READ MORE

  2. 2. Monitoring Exchange Rates by Statistical Process Control

    University essay from Tillämpad matematik och fysik (MPE-lab)

    Author : Byeonggeon Ko; Yang Gao; [2011]
    Keywords : Financial Mathematics; exchange rates; statistical process control;

    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

  3. 3. Revision Moment for the Retail Decision-Making System

    University essay from Högskolan i Halmstad; Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Tillämpad matematik och fysik (MPE-lab)

    Author : Agnieszka Beata Juszczuk; Evgeniya Tkacheva; [2010]
    Keywords : Financial Mathematics; Loan origination; Logistic regression model; Change-point problem; Maximum likelihood method; Poisson process; Disorder problem; Non-homogeneous Poisson process; Optimal stopping problem; Free-boundary problem;

    Abstract : In this work we address to the problems of the loan origination decision-making systems. In accordance with the basic principles of the loan origination process we considered the main rules of a clients parameters estimation, a change-point problem for the given data and a disorder moment detection problem for the real-time observations. READ MORE