Essays about: "regularisation"

Showing result 1 - 5 of 15 essays containing the word regularisation.

  1. 1. Clustering of Unevenly Spaced Mixed Data Time Series

    University essay from KTH/Matematisk statistik

    Author : Pierre Sinander; Asik Ahmed; [2023]
    Keywords : mixed data time series; unevenly spaced time series; clustering; dynamic time warping; Gower dissimilarity; time warping regularisation; numeriska och kategoriska tidsserier; ojämnt fördelade tidsserier; kluster analys; dynamic time warping; Gower dissimilaritet; regularisering av tidsförvränging;

    Abstract : This thesis explores the feasibility of clustering mixed data and unevenly spaced time series for customer segmentation. The proposed method implements the Gower dissimilarity as the local distance function in dynamic time warping to calculate dissimilarities between mixed data time series. READ MORE

  3. 2. Modelling Risk in Real-Life Multi-Asset Portfolios

    University essay from KTH/Matematik (Avd.)

    Author : Karin Hahn; Axel Backlund; [2023]
    Keywords : Risk modelling; multi-asset portfolios; risk factor models; time series analysis; regression; Riskmodellering; finansiella portföljer; riskfaktormodeller; tidsserieanalys; regression;

    Abstract : We develop a risk factor model based on data from a large number of portfolios spanning multiple asset classes. The risk factors are selected based on economic theory through an analysis of the asset holdings, as well as statistical tests. READ MORE

  4. 3. Development and evaluation of an inter-subject image registration method for body composition analysis for three slice CT images

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Hugo Dahlberg; [2022]
    Keywords : Medical imaging; Image registration; SCAPIS;

    Abstract : Over 30 000 liver, abdomen, and thigh slices have been acquired by computed tomography for the SCAPIS and IGT study. To utilise the full potential of the large cohort and enable statistical pixel-wise body composition analysis and visualisation of associations with other biomarkers, a point-to-point correspondence between the scans is needed. READ MORE

  5. 4. Imputing connections of random gene networks from time series data using ANNs

    University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

    Author : Sofia Andersson; [2022]
    Keywords : artificial neural networks; ANNs; gene regulatory networks; GRNs; imputation; gene regulatory network imputation; GRN imputation; CNNs; convolutional neural network; randomly generated networks; ternary classification; binary classification; network inference; Physics and Astronomy;

    Abstract : This thesis presents the architecture of a convolutional neural network which is trained to impute the connections of randomly generated gene regulatory networks under varying amounts of regularisation. The generated gene networks are simulated from 10 different starting conditions for each set of connections in order to obtain multiple time series. READ MORE

  6. 5. Spatial Statistical Modelling of Insurance Claim Frequency

    University essay from Lunds universitet/Matematisk statistik

    Author : Daniel Faller; [2022]
    Keywords : Insurance risk; claim frequency; Markov chain Monte Carlo MCMC ; Riemann manifold Metropolis adjusted Langevin algorithm MMALA ; spatial statistics; Gaussian Markov random field GMRF ; preconditioned Crank Nicolson Langevin algorithm pCNL ; Gibbs sampling; Bayesian hierarchical modelling; high dimensional; shrinkage prior; horseshoe prior; regularisation.; Mathematics and Statistics;

    Abstract : In this thesis a fully Bayesian hierarchical model that estimates the number of aggregated insurance claims per year for non-life insurances is constructed using Markov chain Monte Carlo based inference with Riemannian Langevin diffusion. Some versions of the model incorporate a spatial effect, viewed as the relative spatial insurance risk that originates from a policyholder's geographical location and where the relative spatial insurance risk is modelled as a continuous spatial field. READ MORE