Essays about: "Dold Markov modell"

Showing result 1 - 5 of 7 essays containing the words Dold Markov modell.

  1. 1. Reconstruction of Fire Spread with a Markov Random Field Mixture Model

    University essay from Lunds universitet/Matematisk statistik

    Author : Marcus Gehrmann; [2023]
    Keywords : Forest fire; fire scars; spatial statistics; Markov random field; EM-algorithm; pseudo-likelihood; Mathematics and Statistics;

    Abstract : This thesis revolves around reconstructing fire sizes for historical fires in Jämtgaveln, Sweden based on data of fire scars in trees. We propose a Hidden Markov Model (HMM), where the domain is divided into quadratic grid cells of 250 $\times$ 250 m and with these grid cells we associate a binary Markov random field taking values 0 or 1 corresponding to no fire and fire respectively. READ MORE

  3. 2. Human Gait Phase Recognition in Embedded Sensor System

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

    Author : Zhenbang Liu; [2021]
    Keywords : State Inference; Gait Phases; Hidden Markov Model; Long Short Term Memory; Tillståndsinferens; gångfaser; Dold Markov modell; långtidsminne;

    Abstract : Gait analysis can improve our understanding of gait to improve medical diagnosis or treatment in clinical assessment. Studying the gait cycle in an embedded sensor system is essential for the detection of any abnormal walking pattern. READ MORE

  4. 3. Automated Intro Detection ForTV Series

    University essay from KTH/Medicinteknik och hälsosystem

    Author : Tiago Redaelli; Jacob Ekedahl; [2020]
    Keywords : intro detection; Hidden Markov model; feature selection; image similarity comparison; average hash; SVT; intro detektion; dold Markovmodell; attributselektion; bildlikhet; average hash; SVT;

    Abstract : Media consumption has shown a tremendous increase in recent years, and with this increase, new audience expectations are put on the features offered by media-streaming services. One of these expectations is the ability to skip redundant content, which most probably is not of interest to the user. READ MORE

  5. 4. Online intra-day portfolio optimization using regime based models

    University essay from Lunds universitet/Matematisk statistik

    Author : Sara Hafström Fremlin; [2019]
    Keywords : Multi-period portfolio selection; Model predictive control; Hidden Markov model; Mathematics and Statistics;

    Abstract : In this thesis model predictive control (MPC) is used to dynamically optimize a portfolio where the data is sampled every 5 minutes. Previous research has shown how MPC optimization applied to daily sampled financial data can generate a portfolio that exceeds the value of standard portfolio strategies such as Strategic asset allocation. READ MORE

  6. 5. Particle-based Stochastic Volatility in Mean model

    University essay from KTH/Matematisk statistik

    Author : Gustav Kövamees; [2019]
    Keywords : Stochastic volatility model; Volatility feedback theory; hidden Markov model; particle filter; Expectation-Maximization algorithm; PaRIS-algorithm; Stokastisk volatilitets modell; dold Markov modell; partikel-filter; Förväntan-Maximering algorithm; PaRIS-algoritm; volatilitets-återkopplings-teori;

    Abstract : This thesis present a Stochastic Volatility in Mean (SVM) model which is estimated using sequential Monte Carlo methods. The SVM model was first introduced by Koopman and provides an opportunity to study the intertemporal relationship between stock returns and their volatility through inclusion of volatility itself as an explanatory variable in the mean-equation. READ MORE