Essays about: "egenskaper hos markovkedjor"

Found 2 essays containing the words egenskaper hos markovkedjor.

  1. 1. Stock market analysis with a Markovian approach: Properties and prediction of OMXS30

    University essay from KTH/Matematisk statistik

    Author : Max Aronsson; Anna Folkesson; [2023]
    Keywords : Markov chain; OMXS30; Markov chain properties; voting ensemble model; markovkedja; OMXS30; egenskaper hos markovkedjor; ensemble-modell;

    Abstract : This paper investigates how Markov chain modelling can be applied to the Swedish stock index OMXS30. The investigation is two-fold. Firstly, a Markov chain is based on index data from recent years, where properties such as transition matrix, stationary distribution and hitting time are studied. READ MORE

  3. 2. Driving Cycle Generation Using Statistical Analysis and Markov Chains

    University essay from Fordonssystem; Tekniska högskolan

    Author : Emil Torp; Patrik Önnegren; [2013]
    Keywords : drive cycle; mean tractive force; cluster analysis; regression analysis; percentile validation; transition probability matrix;

    Abstract : A driving cycle is a velocity profile over time. Driving cycles can be used for environmental classification of cars and to evaluate vehicle performance. The benefit by using stochastic driving cycles instead of predefined driving cycles, i.e. READ MORE