Essays about: "statistical bootstrap"

Showing result 1 - 5 of 20 essays containing the words statistical bootstrap.

  1. 1. Predictive Modeling and Statistical Inference for CTA returns : A Hidden Markov Approach with Sparse Logistic Regression

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Oskar Fransson; [2023]
    Keywords : Probability theory; Statistical inference; finance; CTA; managed futures; machine learning; statistical learning; stochastic process; sparse logistic regression; Markov Chain Monte Carlo; Hidden Markov model;

    Abstract : This thesis focuses on predicting trends in Commodity Trading Advisors (CTAs), also known as trend-following hedge funds. The paper applies a Hidden Markov Model (HMM) for classifying trends. Additionally, by incorporating additional features, a regularized logistic regression model is used to enhance prediction capability. READ MORE

  3. 2. BAGGED PREDICTION ACCURACY IN LINEAR REGRESSION

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Daniel Kimby; [2022]
    Keywords : ;

    Abstract : Bootstrap aggregation, or bagging, is a prominent method used in statistical inquiry suggested to improve predictive performance. It is useful to confirm the efficacy of such improvements and to expand upon them. READ MORE

  4. 3. 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

  5. 4. Analysis of Forecasts for District Heat Production using Different Models for Seasonal Partitions

    University essay from Lunds universitet/Matematisk statistik

    Author : Leo Einarsson; [2021]
    Keywords : District heating; heat production; energy; time series; statistical bootstrap; prediction; regression; model based on season; Mathematics and Statistics;

    Abstract : District heating is a common means of space and hot water heating in Sweden. However, the demand for heating is not the same at all times. On a yearly basis more heat is required during winter, while next to none is needed in summer. READ MORE

  6. 5. Combining scientific computing and machine learning techniques to model longitudinal outcomes in clinical trials.

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Harshavardhan Subramanian; [2021]
    Keywords : Bootstrap sampling; Cubic spline interpolation; Sparse regression; SINDy; Bayesian inference; Mechanistic Modeling; Scientific computing;

    Abstract : Scientific machine learning (SciML) is a new branch of AI research at the edge of scientific computing (Sci) and machine learning (ML). It deals with efficient amalgamation of data-driven algorithms along with scientific computing to discover the dynamics of the time-evolving process. READ MORE