Essays about: "Time series segmentation"

Showing result 16 - 19 of 19 essays containing the words Time series segmentation.

  1. 16. Clustering in Financial Markets : A Network Theory Approach

    University essay from KTH/Optimeringslära och systemteori

    Author : Kristina Sörensen; [2014]
    Keywords : Complex networks; cluster analysis; graph partition; market graph; power law graphs; random graphs; Komplexa nätverk; klusteranalys; graf partition; marknadsgrafen; power law grafer; slumpmässiga grafer;

    Abstract : In this thesis we consider graph partition of a particular kind of complex networks referred to as power law graphs. In particular, we focus our analysis on the market graph, constructed from time series of price return on the American stock market. READ MORE

  2. 17. Locating Multiple Change-Points Using a Combination of Methods

    University essay from KTH/Matematisk statistik

    Author : Johan Andersson; [2014]
    Keywords : ;

    Abstract : 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

  3. 18. Perfusion MRI: Non-Linear Stochastic Regularization for Deconvolution of Model-Free Arterial Spin Labelling Data

    University essay from Lunds universitet/Sjukhusfysikerutbildningen

    Author : Andre Ahlgren; [2011]
    Keywords : MRI; Medicine and Health Sciences;

    Abstract : Introduction: Arterial spin labelling (ASL) is a non-invasive magnetic resonance imaging (MRI) technique for assessment of perfusion. ASL uses magnetically labelled blood water as a diffusible endogenous tracer to measure the perfusion of brain tissue, i.e. the cerebral blood flow (CBF). READ MORE

  4. 19. Diffusion Tensor Imaging in the Cervical Spinal Cord: Implementing methods for acquisition, processing and evaluation

    University essay from Lunds universitet/Sjukhusfysikerutbildningen

    Author : Filip Szczepankiewicz; [2011]
    Keywords : MRI; Medicine and Health Sciences;

    Abstract : Diffusion tensor magnetic resonance imaging (DT-MRI or DTI) is an imaging technique that is sensitive to the diffusion movement of water contained in tissue. It is used to quantify parameters such as the diffusivity and its directionality. READ MORE