Essays about: "dynamic linear modelling"

Showing result 1 - 5 of 41 essays containing the words dynamic linear modelling.

  1. 1. Portfolio Risk Modelling in Venture Debt

    University essay from KTH/Matematisk statistik

    Author : John Eriksson; Jacob Holmberg; [2023]
    Keywords : Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

    Abstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE

  3. 2. Multi-scale Bark Beetle Predictions Using Machine Learning

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Albert Øhrman Wellendorf; [2023]
    Keywords : Geography; GIS; Geographically weighted regression; bark beetle; machine learning; Earth and Environmental Sciences;

    Abstract : Bark beetle attacks have led to widespread tree disturbance and deaths in many parts of the world, and thereby also economic and biodiversity losses. Forest-rich Sweden has experienced periodic attacks, latest in 2018. READ MORE

  4. 3. Beam-steered Modulation in Advanced Antenna System

    University essay from Lunds universitet/Institutionen för elektro- och informationsteknik

    Author : Smitha Jinnahalli Venugopal; [2023]
    Keywords : 5G-MIMO; Beam-forming; Beam-steering; Advanced antenna systems; Technology and Engineering;

    Abstract : The newer spectral bands in millimeter-wave (mm-Wave) spectrum over the last few years have made higher data rates possible and improved quality of service for the users, but it possesses new challenges to design spectral agile radios. Power Amplifiers (PA) are a crucial analog component connected to Multiple input multiple output (MIMO) antennas which inherits non-linear effects. READ MORE

  5. 4. Modelling the full-scale N2O emissions from wastewater treatment plants for identifying mitigation strategies

    University essay from Lunds universitet/Kemiteknik (CI)

    Author : Naga Deepika Peddamudium; [2023]
    Keywords : Modelling; simulation; ASM2dISS; N2O production pathways; N2O emission factor; mitigation strategies; water and environmental engineering; Technology and Engineering;

    Abstract : Nitrous oxide (N2O) emissions, which primarily originate from the biological nitrogen removal process, dominate the release of greenhouse gases (GHGs) in wastewater treatment plants (WWTPs). N2O production occurs through dynamic microbial pathways that have a significant impact on the environment compared with other GHG emissions. READ MORE

  6. 5. Statistical quality assurance of IGUM : Statistical quality assurance and validation of IGUM in a steady and dynamic gas flow prior to proof of concept

    University essay from Stockholms universitet/Statistiska institutionen

    Author : Elin Kornsäter; Dagmar Kallenberg; [2022]
    Keywords : Statistic; Bayesian hierarchical modelling; sinusoidal regression; ordinary least squares; hypothesis testing; analysis of variance;

    Abstract : To further support and optimise the production of diving tables for the Armed Forces of Sweden, a research team has developed a new machine called IGUM (Inert Gas UndersökningsMaskin) which aims to measure how inert gas is taken up and exhaled. Due to the new design of machine, the goal of this thesis was to statistically validate its accuracy and verify its reliability. READ MORE