1. |
- Boulougari, Andromachi, et al.
(författare)
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Application of a power-exponential function-based model to mortality rates forecasting
- 2019
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Ingår i: Communications in Statistics: Case Studies, Data Analysis and Applications. - : Informa UK Limited. - 2373-7484. - 9786185180270 - 9786185180294 ; 5:1, s. 3-10
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Tidskriftsartikel (refereegranskat)abstract
- There are many models for mortality rates. A well-known problem that complicates modeling of human mortality rates is the “accident hump” occurring in early adulthood. Here, two models of mortality rate based on power-exponential functions are presented and compared to a few other models. The models will be fitted to known data of measured death rates from several different countries using numerical techniques for curve-fitting with the nonlinear least-squares method. The properties of the model with respect to forecasting with the Lee–Carter method will be discussed.
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2. |
- Javor, V., et al.
(författare)
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A Study on Frequency Spectrum of Electrostatic Discharge Currents and Lightning Currents
- 2019
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Ingår i: 2019 14th International Conference on Advanced Technologies, Systems and Services in Telecommunications, TELSIKS 2019 - Proceedings. - : Institute of Electrical and Electronics Engineers Inc.. - 9781728108780 ; , s. 198-201
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Konferensbidrag (refereegranskat)abstract
- Electrostatic discharges (ESD) consequences are not only damages, but also very fast transients in electric circuits and devices, as well as in large power systems. This paper presents frequency spectrum analysis of the IEC 61000-4-2 standard current approximated by multi-peaked analytically extended function (MP-AEF) and of typical lightning currents according to the IEC 62305 standard. This analysis is important for the choice of protective devices and frequency range of measurement equipment used in experiments. A comparison of the measured and theoretical results is also given.
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3. |
- Lundengård, Karl, 1987-, et al.
(författare)
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Electrostatic discharge currents representation using the analytically extended function with P peaks by interpolation on a D-optimal design
- 2019
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Ingår i: Facta Universitatis Series: Electronics and Energetics. - : UNIV NIS. - 0353-3670 .- 2217-5997. ; 32:1, s. 25-49
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Tidskriftsartikel (refereegranskat)abstract
- In this paper the Analytically Extended Function (AEF) with p peaks is used for representation of the electrostatic discharge (ESD) currents and lightning discharge currents. The fitting to data is achieved by interpolation of certain data points. In order to minimize unstable behaviour, the exponents of the AEF are chosen from a certain arithmetic sequence and the interpolated points are chosen according to a D-optimal design. The method is illustrated using several examples of currents taken from standards and measurements.
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4. |
- Lundengård, Karl, 1987-
(författare)
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Extreme points of the Vandermonde determinant and phenomenological modelling with power exponential functions
- 2019
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis discusses two topics, finding the extreme points of the Vandermonde determinant on various surfaces and phenomenological modelling using power-exponential functions. The relation between these two problems is that they are both related to methods for curve-fitting. Two applications of the mathematical models and methods are also discussed, modelling of electrostatic discharge currents for use in electromagnetic compatibility and modelling of mortality rates for humans. Both the construction and evaluation of models is discussed.In the first chapter the basic theory for later chapters is introduced. First the Vandermonde matrix, a matrix whose rows (or columns) consists of monomials of sequential powers, its history and some of its properties are discussed. Next, some considerations and typical methods for a common class of curve fitting problems are presented, as well as how to analyse and evaluate the resulting fit. In preparation for the later parts of the thesis the topics of electromagnetic compatibility and mortality rate modelling are briefly introduced.The second chapter discusses some techniques for finding the extreme points for the determinant of the Vandermonde matrix on various surfaces including spheres, ellipsoids and cylinders. The discussion focuses on low dimensions, but some results are given for arbitrary (finite) dimensions.In the third chapter a particular model called the p-peaked Analytically Extended Function (AEF) is introduced and fitted to data taken either from a standard for electromagnetic compatibility or experimental measurements. The discussion here is entirely focused on currents originating from lightning or electrostatic discharges.The fourth chapter consists of a comparison of several different methods for modelling mortality rates, including a model constructed in a similar way to the AEF found in the third chapter. The models are compared with respect to how well they can be fitted to estimated mortality rate for several countries and several years and the results when using the fitted models for mortality rate forecasting is also compared.
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5. |
- Murara, Jean-Paul, 1978-, et al.
(författare)
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Forecasting Stochastic Volatility for Exchange Rates using EWMA
- 2019
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Ingår i: Proceedings of 18th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop, Florence, Italy: 11-14 June, 2019. - : ISAST: International Society for the Advancement of Science and Technology. - 9786185180331 ; , s. 583-591
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Konferensbidrag (refereegranskat)abstract
- In risk management, foreign investors or multinational corporations are highly interested in knowing how volatile acurrency is in order to hedge risk. In this paper, using daily exchange rates and the Exponential Weighted Moving Average (EWMA) model, we perform volatility forecasting. We will investigate how used available time series affect the forecastings, i.e. how reliable our forecasting is depending on the period of used available data. We will also experiment the effects of the decay factor appearing in the model used on the forecasts.The results show that for the data used, it is optimal to use a smaller value of the decay factor and also for longer out-of-sample periods the forecasts get closer to the reality.
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