Essays about: "stochastic process with simulation"

Showing result 1 - 5 of 40 essays containing the words stochastic process with simulation.

  1. 1. Improved Statistical Methods for Elliptic Stochastic Homogenization Problems : Application of Multi Level- and Multi Index Monte Carlo on Elliptic Stochastic Homogenization Problems

    University essay from Uppsala universitet/Tillämpad beräkningsvetenskap

    Author : Khalil Daloul; [2023]
    Keywords : Homogenization; Multilevel Monte Carlo; Multi-Index Monte Carlo; Monte Carlo; Multiscale methods;

    Abstract : In numerical multiscale methods, one relies on a coupling between macroscopic model and a microscopic model. The macroscopic model does not include the microscopic properties that the microscopic model offers and that are vital for the desired solution. READ MORE

  3. 2. Copula Modelling of High-Dimensional Longitudinal Binary Response Data

    University essay from KTH/Matematik (Avd.)

    Author : Nils Henningsson; [2022]
    Keywords : Copula; latent model; variational inference; Copula; latent modell; variational inference;

    Abstract : This thesis treats the modelling of a high-dimensional data set of longitudinal binary responses. The data consists of default indicators from different nations around the world as well as some explanatory variables such as exposure to underlying assets. READ MORE

  4. 3. Models for solid waste and its management in Stockholm metropolitan area

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Lars Arvidsson; Kasper Nordenram; [2022]
    Keywords : ;

    Abstract : In the transition from a linear economy to a sustainable circular economy, waste management is critical. This thesis approaches the management of Municipal Solid Waste (MSW) from the perspective of a mathematical modelling. Within the scope of the thesis, three mathematical models were developed. READ MORE

  5. 4. Adaptive detection of anomalies in fuel system of Saab 39 Gripen using machine learning : Investigating methods to improve anomaly detection of selected signals in the fuel system of Gripen E.

    University essay from Linköpings universitet/Fordonssystem; Linköpings universitet/Tekniska fakulteten

    Author : Ahlgren Bergström Olof; [2022]
    Keywords : Machine Learning; Adaptive anomaly detection; Modeling; Fuel system; Saab Gripen;

    Abstract : The process of flying fighter jets naturally comes with tough environments and manoeu-vres where temperatures, pressures and forces all have a large impact on the aircraft. Part degeneration and general wear and tear greatly affects functionalities of the aircraft, and it is of importance to carefully monitor the well being of an aircraft in order to avoid catastrophic accidents. READ MORE

  6. 5. Investigating the Statistical Properties of the Hurst Exponent Estimator of Rough Volatility Model

    University essay from Göteborgs universitet/Graduate School

    Author : Saeedeh Ostovari; [2021-06-30]
    Keywords : fractional Brownian motion; rough stochastic volatility models; circulant embedding method; fractionally integrated process; Realized volatility;

    Abstract : The aim of this thesis is to provide a characterization of the statistical properties of estimator of the Hurst parameter of the rough stochastic volatility model following fractional Brownian motion with Hurst index H. For this purpose, we perform a simulation experiment for fractional Brownian motion based on the circulant embedding method. READ MORE