Essays about: "cusum"

Showing result 16 - 20 of 26 essays containing the word cusum.

1. 16. A vision based on surveillance system using a wireless sensor network

   University essay from KTH/Reglerteknik

   Author : Niklas Lundell; [2010]
   Keywords : ;

   Abstract : The aim of this thesis project is to implement a vision based surveillance system in a wireless sensor network running the Contiki operating system. After a comparative review of experimental cameras the decision fell on the Cmucam3. Hardware and software to integrate the camera with a Tmote Sky mote were created. READ MORE

3. 17. Pressure Monitoring and Fault Detection of an Anti-g Protection System

   University essay from Institutionen för systemteknik

   Author : Kim Andersson; [2010]
   Keywords : EWMA; JAS 39 Gripen; Anti-g system; Fault detection; CUSUM;

   Abstract : When flying a fighter aircraft such as the JAS 39 Gripen, the pilot is exposed to high g-loads. In order to prevent the draining of blood from the brain during this stress an anti-g protection system is used. The system consists of a pair of trousers, called the anti-g trousers, with inflatable bladders. READ MORE

4. 18. On-line change-point detection procedures for Initial Public Offerings

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

   Author : Evgenia Shcherbakova; Olga Gogoleva; [2010]
   Keywords : Financial Mathematics; cange-point detection; monitoring;

   Abstract :   In this thesis we investigate the case of monitoring of stocks havingjust been introduced for public trading on the nancial market. Theempirical distribution of the change-point for 20 assets for 60 days was calculated to check the support for the assumption that the priceinitially drop or rise to some steady level. READ MORE

5. 19. Model Based Diagnosis of the Intake ManifoldPressure on a Diesel Engine

   University essay from Fordonssystem

   Author : Christoffer Bergström; Gunnar Höckerdal; [2009]
   Keywords : Model Based Diagnosis; MVEM; Observer; CUSUM;

   Abstract : Stronger environmental awareness as well as actual and future legislations increase the demands on diagnosis and supervision of any vehicle with a combustion engine. Particularly this concerns heavy duty trucks, where it is common with long driving distances and large engines. READ MORE

6. 20. Modeling and monitoring of the price process of Credit Default Swaps

   University essay from Högskolan i Halmstad/Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)

   Author : Anna Loshkina; Elena Malysheva; [2008]
   Keywords : Credit Default Swap; CDS; Hull and White model; CUSUM; perfomance measures;

   Abstract : Credit derivatives are very popular on financial markets in recent days. The most liquid credit derivative is a credit default swap (CDS). In this research we investigate methods for modeling and monitoring of the price process of CDS. We study Hull and White model to calculate CDS spread and have data for our analysis. READ MORE