Blar i Fakultet for naturvitenskap (NV) på emneord "Industriell matematikk"
Viser treff 1-8 av 8
-
A Framework for Constructing and Evaluating Probabilistic Forecasts of Electricity Prices: A Case Study of the Nord Pool Market
(Master thesis, 2011)A framework for a 10-day ahead probabilistic forecast based on a deterministic model is proposed. The framework is demonstrated on the system price of the Nord Pool electricity market. The framework consists of a two-component ... -
Analysis of dominance hierarchies using generalized mixed models
(Master thesis, 2011)This master s thesis investigates how well a generalized mixed model fits different dominance data sets. The data sets mainly represent disputes between individuals in a closed group, and the model to be used is an adjusted, ... -
Decoding of Algebraic Geometry Codes
(Master thesis, 2011)Codes derived from algebraic curves are called algebraic geometry (AG) codes. They provide a way to correct errors which occur during transmission of information. This paper will concentrate on the decoding of algebraic ... -
Lévy Processes and Path Integral Methods with Applications in the Energy Markets
(Master thesis, 2011)The objective of this thesis was to explore methods for valuation of derivatives in energy markets. One aim was to determine whether the Normal inverse Gaussian distributions would be better suited for modelling energy ... -
Matrix-Free Conjugate Gradient Methods for Finite Element Simulations on GPUs
(Master thesis, 2010)A block-structured approach for solving 2-dimensional finite element approximations of the Poisson equation on graphics processing units(GPUs) is developed. Linear triangular elements are used, and a matrix-free version ... -
Numerical Solution of Stochastic Differential Equations by use of Path Integration: A study of a stochastic Lotka-Volterra model
(Master thesis, 2011)Some theory of real and stochastic analysis in order to introduce the Path Integration method in terms of stochastic operators. A theorem presenting sufficient conditions for convergence of the Path Integration method is ... -
Sequential value information for Markov random field
(Master thesis, 2011)Sequential value information for Markov random field. -
Survival Analysis using Integrated Nested Laplace Approximations: A Case Study of House Sparrows from Aldra
(Master thesis, 2011)The animal model is a generalized linear mixed model (GLMM) often used in evolutionary biology and animal breeding. Integrated Nested Laplace Approximation (INLA) is a quite new methodology for making fast non-sampling ...