Essays about: "Covariance matrix"

Showing result 16 - 20 of 55 essays containing the words Covariance matrix.

  1. 16. Reconstruction of past European land cover from pollen data: using spatial statistics and Crank-Nicolson Monte Carlo

    University essay from Lunds universitet/Matematisk statistik

    Author : Lovisa Svensson; [2019]
    Keywords : Pollen data; compositional data; Dirichlet distribution; spatio-temporal reconstruction; Kronecker product; Gaussian Markov random field GMRF ; Markov Chain Monte Carlo MCMC ; Metropolis Hastings MH ; Metropolis adjusted Langevin algorithm MALA ; Mathematics and Statistics;

    Abstract : Given a pollen data set from Europe over a time period, the aim is to reconstruct the past land cover by interpolating from the pollen data values to a continuous map. The data is on compositional form with three vegetation categories; coniferous forest, broadleaved forest and open land. READ MORE

  3. 17. A STUDY ON THE DCC-GARCH MODEL’S FORECASTING ABILITY WITH VALUE-AT-RISK APPLICATIONS ON THE SCANDINAVIAN FOREIGN EXCHANGE MARKET

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Tim Andersson-Säll; Johan Lindskog; [2019]
    Keywords : Multivariate GARCH; Conditional Correlations; Forecasting; Time-varying covariance matrices; Exchange rate returns; Variance-Covariance matrix;

    Abstract : This thesis has treated the subject of DCC-GARCH model’s forecasting ability and Value-at- Risk applications on the Scandinavian foreign exchange market. The estimated models were based on daily opening foreign exchange spot rates in the period of 2004-2013, which captured the information in the financial crisis of 2008 and Eurozone crisis in the early 2010s. READ MORE

  4. 18. Computation of posterior covariances of object points in bundle adjustment

    University essay from Umeå universitet/Institutionen för datavetenskap

    Author : Niklas Kallin; [2019]
    Keywords : ;

    Abstract : Bundle adjustment (BA) is a photogrammetric method for optimal estimation of parameters from image measurements. The parameters include 3D coordinates of objects points (OP). The result of the bundle adjustment process is a vector of estimates and its covariance matrix, C. The elements of this matrix contain quality indicators of the estimation. READ MORE

  5. 19. Automatic parameter tuning in localization algorithms

    University essay from Linköpings universitet/Programvara och system

    Author : Martin Lundberg; [2019]
    Keywords : cma-es; covariance matrix adaptation; evolution strategies; bayesian optimization; black box optimization; object localization; 3d localization; bin picking; parameter tuning; algorithm configuration;

    Abstract : Many algorithms today require a number of parameters to be set in order to perform well in a given application. The tuning of these parameters is often difficult and tedious to do manually, especially when the number of parameters is large. It is also unlikely that a human can find the best possible solution for difficult problems. READ MORE

  6. 20. Application of machine learning in 5G to extract prior knowledge of the underlying structure in the interference channel matrices

    University essay from KTH/Matematisk statistik

    Author : Danilo Peng; [2019]
    Keywords : Machine learning; 5G; interference channel; blind source estimation; MIMO; OFDM; bandwidth prediction; support vector machines; artificial neural network.; Maskininlärning; 5G; interferencekanal; stödvektormaskin; neurala nätverk; brandbedd estimering;

    Abstract : The data traffic has been growing drastic over the past few years due to digitization and new technologies that are introduced to the market, such as autonomous cars. In order to meet this demand, the MIMO-OFDM system is used in the fifth generation wireless network, 5G. READ MORE