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You searched for subject:(sinusoidal regression). Showing records 1 – 3 of 3 total matches.

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University of North Texas

1. Weng, Yu. Maximum Likelihood Estimation of Logistic Sinusoidal Regression Models.

Degree: 2013, University of North Texas

We consider the problem of maximum likelihood estimation of logistic sinusoidal regression models and develop some asymptotic theory including the consistency and joint rates of convergence for the maximum likelihood estimators. The key techniques build upon a synthesis of the results of Walker and Song and Li for the widely studied sinusoidal regression model and on making a connection to a result of Radchenko. Monte Carlo simulations are also presented to demonstrate the finite-sample performance of the estimators Advisors/Committee Members: Song, Kai-Sheng, Allaart, Pieter C., Wang, Jiaping.

Subjects/Keywords: Maximum likelihood; estimation; logistic regression; sinusoidal regression

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Weng, Y. (2013). Maximum Likelihood Estimation of Logistic Sinusoidal Regression Models. (Thesis). University of North Texas. Retrieved from https://digital.library.unt.edu/ark:/67531/metadc407796/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Weng, Yu. “Maximum Likelihood Estimation of Logistic Sinusoidal Regression Models.” 2013. Thesis, University of North Texas. Accessed September 18, 2019. https://digital.library.unt.edu/ark:/67531/metadc407796/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Weng, Yu. “Maximum Likelihood Estimation of Logistic Sinusoidal Regression Models.” 2013. Web. 18 Sep 2019.

Vancouver:

Weng Y. Maximum Likelihood Estimation of Logistic Sinusoidal Regression Models. [Internet] [Thesis]. University of North Texas; 2013. [cited 2019 Sep 18]. Available from: https://digital.library.unt.edu/ark:/67531/metadc407796/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Weng Y. Maximum Likelihood Estimation of Logistic Sinusoidal Regression Models. [Thesis]. University of North Texas; 2013. Available from: https://digital.library.unt.edu/ark:/67531/metadc407796/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brno University of Technology

2. Dvořák, Zdeněk. Rozložení proudu na lineárních anténách .

Degree: 2008, Brno University of Technology

Bakalářská práce Rozložení proudu na lineárních anténách se zabývá měření rozložení proudu na anténním vodiči. Blíže je rozebrán princip měření pomocí měřící smyčky. V té se indukuje napětí přímo úměrné magnetické indukci, kterou indukuje proud, rozložený v anténním vodiči v blízkosti měřící smyčky. Popsány jsou také důležité parametry antény, které můžeme z rozložení proudu získat. Práce hlouběji rozebírá metodu měření pomocí měřící sondy. K zpracovávání naměřených hodnot napomáhá rozšířený program DISTRIB. Upravený zvlášť pro krátké a dlouhé antény. Přiloženo je zadání navržené laboratorní úlohy, vzorový protokol a výpočet sinusoidní regrese, kterou používá počítačový program.; Bachelor’s thesis of Current distribution on linear antennas is concerned about possibilities of measuring current distribution on antenna. There is also close peak on measuring principles with help of measuring loop. Current in the loop is inducted in continual proportion to magnetic induction, which is inducted by the current distributed on antenna conductor in proximity of measuring loop. There are also described important parameters of antenna, which can be got from current distribution. This thesis discusses about the method of measure with the sonde in more detail. The expanded program DISTRIB helps to process measured values. This program is modified specially for short and long antennas. There is enclosed the projected submission of laboratory exercise, an exemplary protocol and sinusoidal regression calculation, which is used by the computer program. Advisors/Committee Members: Nováček, Zdeněk (advisor).

Subjects/Keywords: Rozložení proudu; zdánlivé prodloužení; vyzařovací diagram; sonda; aproximace sinusovkou; Current distribution; apparently elongation; radiation pattern; probe; sinusoidal regression

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Dvořák, Z. (2008). Rozložení proudu na lineárních anténách . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/14800

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Dvořák, Zdeněk. “Rozložení proudu na lineárních anténách .” 2008. Thesis, Brno University of Technology. Accessed September 18, 2019. http://hdl.handle.net/11012/14800.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Dvořák, Zdeněk. “Rozložení proudu na lineárních anténách .” 2008. Web. 18 Sep 2019.

Vancouver:

Dvořák Z. Rozložení proudu na lineárních anténách . [Internet] [Thesis]. Brno University of Technology; 2008. [cited 2019 Sep 18]. Available from: http://hdl.handle.net/11012/14800.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dvořák Z. Rozložení proudu na lineárních anténách . [Thesis]. Brno University of Technology; 2008. Available from: http://hdl.handle.net/11012/14800

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


KTH

3. Ruthberg, Richard. Stochastic Modeling of Electricity Prices and the Impact on Balancing Power Investments.

Degree: Industrial Economics and Management (Dept.), 2016, KTH

Introducing more intermittent renewable energy sources in the energy system makes the role of balancing power more important. Furthermore, an increased infeed from intermittent renewable energy sources also has the effect of creating lower and more volatile electricity prices. Hence, investing in balancing power is prone to high risks with respect to expected profits, which is why a good representation of electricity prices is vital in order to motivate future investments. We propose a stochastic multi-factor model to be used for simulating the long-run dynamics of electricity prices as input to investment valuation of power generation assets. In particular, the proposed model is used to assess the impact of electricity price dynamics on investment decisions with respect to balancing power generation, where a combined heat and power plant is studied in detail. Since the main goal of the framework is to create a long-term representation of electricity prices so that the distributional characteristics of electricity prices are maintained, commonly cited as seasonality, mean reversion and spikes, the model is evaluated in terms of yearly duration which describes the distribution of electricity prices over time. The core aspects of the framework are derived from the mean-reverting Pilipovic model of commodity prices, but where we extend the assumptions in a multi-factor framework by adding a functional link to the supply- and demand for power as well as outdoor temperature. On average, using the proposed model as a way to represent future prices yields a maximum 9 percent overand underprediction of duration respectively, a result far better than those obtained by simpler models such as a seasonal profile or mean estimates which do not incorporate the full characteristics of electricity prices. Using the different aspects of the model, we show that variations of electricity prices have a large impact on the investment decision with respect to balancing power. The realized value of the flexibility to produce electricity in a combined heat and power plant is calculated, which yields a valuation close to historical realized values. Compared with simpler models, this is a significant improvement. Finally, we show that by including characteristics such as non-constant volatility and spiky behavior in investment decisions, the expected value of balancing power generators, such as combined heat and power plants, increases.

I takt med att fler intermittenta förnyelsebara energikällor tillför el i dagens energisystem, blir också balanskraftens roll i dessa system allt viktigare. Vidare så har en ökning av andelen intermittenta förnyelsebara energikällor även effekten att de bidrar till lägre men också mer volatila elpriser. Därmed är även investeringar i balanskraft kopplade till stora risker med avseende på förväntade vinster, vilket gör att en god representation av elpriser är central vid investeringsbeslut. Vi föreslår en stokastisk flerfaktormodell för att simulera den långsiktiga dynamiken i elpriser som bas för…

Subjects/Keywords: Energy investment; investment valuation; renewable energy production; electricity price modeling; long-term; combined heat and power; CHP; balancing power; intermittent renewable energy modeling; Pilipovic model; multi-factor model; sinusoidal regression; Ornstein-Uhlenbeck estimation; electricity price duration prediction; Nord Pool; Sweden electricity market; future energy systems; phasing out nuclear power; energy policy.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ruthberg, R. (2016). Stochastic Modeling of Electricity Prices and the Impact on Balancing Power Investments. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-192111

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ruthberg, Richard. “Stochastic Modeling of Electricity Prices and the Impact on Balancing Power Investments.” 2016. Thesis, KTH. Accessed September 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-192111.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ruthberg, Richard. “Stochastic Modeling of Electricity Prices and the Impact on Balancing Power Investments.” 2016. Web. 18 Sep 2019.

Vancouver:

Ruthberg R. Stochastic Modeling of Electricity Prices and the Impact on Balancing Power Investments. [Internet] [Thesis]. KTH; 2016. [cited 2019 Sep 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-192111.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ruthberg R. Stochastic Modeling of Electricity Prices and the Impact on Balancing Power Investments. [Thesis]. KTH; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-192111

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.