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Dissertations / Theses on the topic 'Non-linear models'

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Published: 4 June 2021

Last updated: 25 July 2025

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1

Bowtell, Philip. "Non-linear functional relationships." Thesis, University of Reading, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.284183.

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2

Schittenkopf, Christian, Georg Dorffner, and Engelbert J. Dockner. "Non-linear versus non-gaussian volatility models." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 1999. http://epub.wu.ac.at/724/1/document.pdf.

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One of the most challenging topics in financial time series analysis is the modeling of conditional variances of asset returns. Although conditional variances are not directly observable there are numerous approaches in the literature to overcome this problem and to predict volatilities on the basis of historical asset returns. The most prominent approach is the class of GARCH models where conditional variances are governed by a linear autoregressive process of past squared returns and variances. Recent research in this field, however, has focused on modeling asymmetries of conditional varianc

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3

Liangrocapart, Sompong. "Non-linear spectral mixing models." Thesis, University of Surrey, 2001. http://epubs.surrey.ac.uk/842807/.

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In this research study, non-linear spectral mixing models have been developed and employed to achieve unmixing the proportions of components accurately and retrieving the physical parameters of the mixture. The first focus is on a comparative study of linear and non-linear spectral mixing models. A carefully-controlled experiment was conducted in the laboratory. The aim is to test both models to unmix ternary powdered-chalk mixtures by using the directional reflectance data. The results demonstrated the superiority of the non-linear model over the linear model. However, there was at least one

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4

Persson, Jonas. "Linear models of non-linear power system components." Licentiate thesis, KTH, Electrical Systems, 2002. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-1415.

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5

Lampietti, Dario Giovanni. "Foreign exchange markets linear vs. non-linear models /." [Zürich] : [Citibank], 1993. http://www.ub.unibe.ch/content/bibliotheken_sammlungen/sondersammlungen/dissen_bestellformular/index_ger.html.

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6

Ferro, Dennis Eduardo Zavaleta. "Some geometric aspects of non-linear sigma models /." São Paulo, 2016. http://hdl.handle.net/11449/151647.

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Orientador: Andrei Mikhailov<br>Resumo: We review some relevant examples for String Theory of non-linear sigma models. These are bosonic strings propagating in curved background, the Wess-Zumino-Witten model and superstrings in flat and AdS superspace. The mathematical tools required for the study of these models (e.g. topological quantization, Cartan geometry, Lie superalgebras and geometry on coset spaces) are also described. Throughout the dissertation we have focused on classical aspects of these models such as the construction of the action and its symmetries where conditions for holomorp

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7

Oxley, Andrew. "Linear models of non-precipitating convection." Thesis, University of Surrey, 2018. http://epubs.surrey.ac.uk/846538/.

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Convective clouds are a key driver of the earth's general circulation as well as producing important impacts on local weather. By investigating simplified systems that yield analytic solutions we hope to gain valuable insight into real world scenarios. We use the linearised Boussinesq form of the Navier-Stokes equations and the buoyancy equations derived for unsaturated and saturated air derived from the first law of thermodynamics as a basis to investigate the relationships between cloud spacing, cloud width and cloud growth rate for different choices of cloud scheme. We build on work by Bret

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8

Häggström, Lundevaller Erling. "Tests of random effects in linear and non-linear models." Doctoral thesis, Umeå universitet, Statistik, 2002. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-15.

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9

Häggström, Lundevaller Erling. "Tests of random effects in linear and non-linear models /." Umeå : Department of Statistics, University of Umeå, 2002. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-15.

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10

Wang, Wei. "CAUSAL MEDIATION ANALYSIS FOR NON-LINEAR MODELS." Case Western Reserve University School of Graduate Studies / OhioLINK, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=case1332961697.

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11

Ziemianski, Michal. "Non-linear balanced models for baroclinic waves." Thesis, University of Reading, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.343201.

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12

Gay, Gregory. "The robust optimization of non-linear requirements models." Morgantown, W. Va. : [West Virginia University Libraries], 2010. http://hdl.handle.net/10450/10904.

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Thesis (M.S.)--West Virginia University, 2010.<br>Title from document title page. Document formatted into pages; contains ix, 128 p. : ill. (some col.). Includes abstract. Includes bibliographical references (p. 93-102).

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13

Hall, Stephen George Frederick. "Solving and evaluating large non-linear econometric models." Thesis, Queen Mary, University of London, 1986. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.261290.

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14

Bowden, Richard. "Learning non-linear models of shape and motion." Thesis, Brunel University, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.311245.

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15

Mohammedi, N. "Non-linear sigma models and string effective actions." Thesis, University of Southampton, 1988. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.383437.

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16

Ferro, Dennis Eduardo Zavaleta [UNESP]. "Some geometric aspects of non-linear sigma models." Universidade Estadual Paulista (UNESP), 2016. http://hdl.handle.net/11449/151647.

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Submitted by DENNIS EDUARDO ZAVALETA FERRO (dennis.ttf@gmail.com) on 2017-09-18T13:53:32Z No. of bitstreams: 1 msc-thesis.pdf: 505892 bytes, checksum: c724040eff49813a08ac27d82fce286b (MD5)<br>Approved for entry into archive by Monique Sasaki (sayumi_sasaki@hotmail.com) on 2017-09-19T19:20:32Z (GMT) No. of bitstreams: 1 ferro_dez_me_ift.pdf: 505892 bytes, checksum: c724040eff49813a08ac27d82fce286b (MD5)<br>Made available in DSpace on 2017-09-19T19:20:32Z (GMT). No. of bitstreams: 1 ferro_dez_me_ift.pdf: 505892 bytes, checksum: c724040eff49813a08ac27d82fce286b (MD5) Previous issue date:

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17

Ishikawa, Sumio. "Empirical studies on the non-linear economic models /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1997. http://wwwlib.umi.com/cr/ucsd/fullcit?p9804525.

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18

Fogarty, Joseph C. "High Dimensional Non-Linear Optimization of Molecular Models." Scholar Commons, 2014. https://scholarcommons.usf.edu/etd/5618.

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Molecular models allow computer simulations to predict the microscopic properties of macroscopic systems. Molecular modeling can also provide a fully understood test system for the application of theoretical methods. The power of a model lies in the accuracy of the parameter values which govern its mathematical behavior. In this work, a new software, called ParOpt, for general high dimensional non-linear optimization will be presented. The software provides a very general framework for the optimization of a wide variety of parameter sets. The software is especially powerful when applied to the

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19

Galvão, Ana Beatriz Camatari. "Non-linearities in macroeconomics : evaluation of non-linear time series models." Thesis, University of Warwick, 2001. http://wrap.warwick.ac.uk/89650/.

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This thesis evaluates different specifications of non-linear time series models applied to macroeconomic problems. The evaluations investigate whether linear models are a good representation of the data, and which non-linear specifications are comparatively better in three different applications. In addition, the implications of the evaluation to the understanding of macroeconomic problems and to economic predictions are analysed. The first evaluation concerns univariate non-linear time series models aimed at reproducing the asymmetries of the business cycles. Using business cycle stylised fac

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20

Lam, Kim Fung. "The non-linear firing pattern of stochastic neuronal models." HKBU Institutional Repository, 2000. http://repository.hkbu.edu.hk/etd_ra/282.

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21

Hagerud, Gustaf E. "A new non-linear GARCH model." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 1997. http://www.hhs.se/efi/summary/444.htm.

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22

Dimopoulos, Konstantinos Panagiotis. "Non-linear control strategies using input-state network models." Thesis, University of Reading, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.340027.

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23

Allen, Robin William. "Topics in non-linear sigma models and string theory." Thesis, University of Liverpool, 1988. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.232940.

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24

Coles, Robert Anthony. "The effects of symmetry in non-linear sigma models." Thesis, King's College London (University of London), 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.265148.

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25

Benhaiem, David. "Non linear gravitational clustering in scale free cosmological models." Paris 6, 2013. http://www.theses.fr/2013PA066653.

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The formation of structures in the universe is one of the major questions in cosmology, and numerical N body simulations are the primary instrument used to probe the non linear clustering. However, analytical understanding of this regime remains limited. To explore this regime we study a family of Einstein de Sitter models with cold power law initial conditions. In practice, this means that we have two control parameters on which we can study the dependance of simple crucial analytical predictions for these models : self similarity of the clustering, and the correlation exponents when this clu

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26

Dimelow, David J. "Non-linear dynamics of an offshore mooring tower." Thesis, University of Aberdeen, 1997. http://digitool.abdn.ac.uk/R?func=search-advanced-go&find_code1=WSN&request1=AAIU092912.

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Offshore mooring towers are one of a number of single-point mooring (SPM) systems which provide a berthing point for tankers, enabling the transfer of crude oil to or from the moored vessel. The periodic slackening of the mooring hawser between the vessel and the tower gives rise to a discontinuously non-linear restoring function. Hence, the wave-induced motions of the tower can be highly complex, with the possibility of large amplitude, and potentially hazardous motions. A large amount of work has been carried out in studying single-point mooring systems. However, much of this work has focuse

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27

Ferreira, Roberto Tatiwa. "Forecasting quarterly brazilian GDP growth rate with linear and non linear diffusion inex models." reponame:Repositório Institucional da UFC, 2005. http://www.repositorio.ufc.br/handle/riufc/659.

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FERREIRA, Roberto Tatiwa. Forecasting quarterly brazilian GDP growth rate with linear and nonlinear diffusion index models. Tese (Doutorado). Universidade Federal do Ceará, Programa de Pós Graduação em Economia, CAEN, Fortaleza, 2005.<br>Submitted by Mônica Correia Aquino (monicacorreiaaquino@gmail.com) on 2011-08-12T20:16:58Z No. of bitstreams: 1 Tese_de_Roberto_Tatiwa_Ferreira_seguro_2011[1].pdf: 608496 bytes, checksum: b91e1027e0c3b1ca6eb0f0ad3ec02e3f (MD5)<br>Approved for entry into archive by Mônica Correia Aquino(monicacorreiaaquino@gmail.com) on 2011-08-12T20:17:14Z (GMT) No. of bitst

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28

Miazhynskaia, Tatiana, Georg Dorffner, and Engelbert J. Dockner. "Non-linear versus non-gaussian volatility models in application to different financial markets." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2003. http://epub.wu.ac.at/1598/1/document.pdf.

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We used neural-network based modelling to generalize the linear econometric return models and compare their out-of-sample predictive ability in terms of different performance measures under three density specifications. As error measures we used the likelihood values on the test sets as well as standard volatility measures. The empirical analysis was based on return series of stock indices from different financial markets. The results indicate that for all markets there was found no improvement in the forecast by non-linear models over linear ones, while nongaussian models significantly domina

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29

Al-Hitmi, Mohammed Abdulla E. "Non-linear data analysis and neural networks for time series prediction." Thesis, University of Sheffield, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.370084.

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30

Chan, Yin-ting. "Topics on actuarial applications of non-linear time series models." Click to view the E-thesis via HKUTO, 2005. http://sunzi.lib.hku.hk/hkuto/record/B32002099.

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31

Persson, Jonas. "Bandwidth-reduced Linear Models of Non-continuous Power System Components." Doctoral thesis, Stockholm : Electric Power Systems, School of Electrical Engineering, Royal Institute of Technology, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-3984.

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32

Thompson, Keith R. "Implementation of gaussian process models for non-linear system identification." Thesis, University of Glasgow, 2009. http://theses.gla.ac.uk/1367/.

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This thesis is concerned with investigating the use of Gaussian Process (GP) models for the identification of nonlinear dynamic systems. The Gaussian Process model is a non-parametric approach to system identification where the model of the underlying system is to be identified through the application of Bayesian analysis to empirical data. The GP modelling approach has been proposed as an alternative to more conventional methods of system identification due to a number of attractive features. In particular, the Bayesian probabilistic framework employed by the GP model has been shown to have p

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33

Douglas, Jamie George Iain. "Linear stability analysis of non ideal tokamak plasma fluid models." Thesis, University of Sheffield, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.614645.

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34

Flury, Thomas. "Econometrics of dynamic non-linear models in macroeconomics and finance." Thesis, University of Oxford, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.523095.

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35

Chan, Yin-ting, and 陳燕婷. "Topics on actuarial applications of non-linear time series models." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2005. http://hub.hku.hk/bib/B32002099.

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36

Pemberton, John. "Contributions to the theory of non-linear time series models." Thesis, University of Manchester, 1985. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.328634.

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37

Ross, Michael D., William P. Osborne, and Gregory Jean-Baptiste. "The Use of Non-Linear Amplifier Models in Bandlimited Channels." International Foundation for Telemetering, 1995. http://hdl.handle.net/10150/611500.

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International Telemetering Conference Proceedings / October 30-November 02, 1995 / Riviera Hotel, Las Vegas, Nevada<br>The non-linear operating characteristics of efficient, high-powered amplifiers has motivated the development of constant envelope signaling schemes for satellite, mobile, and range communications. As such applications face demands for greater spectral efficiency, it has become useful to re-examine non-linear amplifiers with respect to spectral regrowth of filtered signals, and the performance of non-constant envelope signaling. This paper examines the use of amplifier models,

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38

Yfanti, Stavroula. "Non-linear time series models with applications to financial data." Thesis, Brunel University, 2014. http://bura.brunel.ac.uk/handle/2438/9247.

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The purpose of this thesis is to investigate the financial volatility dynamics through the GARCH modelling framework. We use univariate and multivariate GARCH-type models enriched with long memory, asymmetries and power transformations. We study the financial time series volatility and co-volatility taking into account the structural breaks detected and focusing on the effects of the corresponding financial crisis events. We conclude to provide a complete framework for the analysis of volatility with major policy implications and benefits for the current risk management practices. We first inv

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39

Miyandoab, Sara Alizadeh. "Three essays on non-linear effects in dynamic macroeconomic models." Thesis, University of Leicester, 2017. http://hdl.handle.net/2381/39350.

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This thesis has aimed to analyse non-linearity in dynamic models. Attention has focused on the class of dynamic models that accommodate the possibility of distributional modification in the models. In chapter 1, I have studied the non-linear effects of policy shocks in the classical DSGE model. The analysis of such model is subject to two types of shocks, technology and monetary policy. I have extended the analysis of classical model by allowing for the distributional modification of monetary policy shock using WSN distribution. This study reveals the extent to which the distribution of macroe

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40

Djebra, Yanis. "Accelerated Dynamic MR Imaging Using Linear And Non-Linear Machine Learning-Based Image Reconstruction Models." Electronic Thesis or Diss., Institut polytechnique de Paris, 2023. http://www.theses.fr/2023IPPAT011.

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L'imagerie par Résonance Magnétique (IRM) dynamique est d'une grande valeur pour le diagnostic médical grâce à sa polyvalence en termes de contraste, sa haute résolution spatiale, son rapport signal/bruit élevé et permet l'obtention non invasives d'images multi-planaires. Elle peut être utile pour l'imagerie du cerveau et du cœur entre autres, ainsi que pour la détection d'anomalies. De plus, la disponibilité croissante de machines de Tomographie par Émission de Positrons (TEP) / IRM permet l'acquisition simultanée de données de TEP et IRM pour des informations complémentaires. Cependant, un d

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41

Cheng, Gang. "Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains." TopSCHOLAR®, 2013. http://digitalcommons.wku.edu/theses/1236.

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Stochastic dynamic programming is a recursive method for solving sequential or multistage decision problems. It helps economists and mathematicians construct and solve a huge variety of sequential decision making problems in stochastic cases. Research on stochastic dynamic programming is important and meaningful because stochastic dynamic programming reflects the behavior of the decision maker without risk aversion; i.e., decision making under uncertainty. In the solution process, it is extremely difficult to represent the existing or future state precisely since uncertainty is a state of havi

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42

Clayton, Maya. "Econometric forecasting of financial assets using non-linear smooth transition autoregressive models." Thesis, University of St Andrews, 2011. http://hdl.handle.net/10023/1898.

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Following the debate by empirical finance research on the presence of non-linear predictability in stock market returns, this study examines forecasting abilities of nonlinear STAR-type models. A non-linear model methodology is applied to daily returns of FTSE, S&P, DAX and Nikkei indices. The research is then extended to long-horizon forecastability of the four series including monthly returns and a buy-and-sell strategy for a three, six and twelve month holding period using non-linear error-correction framework. The recursive out-of-sample forecast is performed using the present value model

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43

Zhang, Yixia, and 張義霞. "Refined non-conforming linear and nonlinear finte [sic] element analysis." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2001. http://hub.hku.hk/bib/B31242704.

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44

Greven, Sonja. "Non-standard problems in inference for additive and linear mixed models." Göttingen Cuvillier, 2007.

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45

Motamedvaziri, Delaram. "High dimensional inference: structured sparse models and non-linear measurement channels." Thesis, Boston University, 2014. https://hdl.handle.net/2144/11155.

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Thesis (Ph.D.)--Boston University<br>High dimensional inference is motivated by many real life problems such as medical diagnosis, security, and marketing. In statistical inference problems, n data samples are collected where each sample contains p attributes. High dimensional inference deals with problems in which the number of parameters, p, is larger than the sample size, n. To hope for any consistent result within high dimensional framework, data is assumed to lie on a low dimensional manifold. This implies that only k « p parameters are required to characterize p feature variables. One wa

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46

Dobos, J. "Management and visualisation of non-linear history of polygonal 3D models." Thesis, University College London (University of London), 2015. http://discovery.ucl.ac.uk/1461400/.

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The research presented in this thesis concerns the problems of maintenance and revision control of large-scale three dimensional (3D) models over the Internet. As the models grow in size and the authoring tools grow in complexity, standard approaches to collaborative asset development become impractical. The prevalent paradigm of sharing files on a file system poses serious risks with regards, but not limited to, ensuring consistency and concurrency of multi-user 3D editing. Although modifications might be tracked manually using naming conventions or automatically in a version control system (

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47

Kim, Jinki. "Applications of non-linear time series models on finance and macroeconomics." Thesis, University of York, 2003. http://etheses.whiterose.ac.uk/10824/.

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48

Åström, Freddie. "Variational Tensor-Based Models for Image Diffusion in Non-Linear Domains." Doctoral thesis, Linköpings universitet, Datorseende, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-114279.

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This dissertation addresses the problem of adaptive image filtering. Although the topic has a long history in the image processing community, researchers continuously present novel methods to obtain ever better image restoration results. With an expanding market for individuals who wish to share their everyday life on social media, imaging techniques such as compact cameras and smart phones are important factors. Naturally, every producer of imaging equipment desires to exploit cheap camera components while supplying high quality images. One step in this pipeline is to use sophisticated imagin

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49

Vegelius, Johan. "Non-Linear Latent Variable Models: A Study of Factor Score Approaches." Thesis, Uppsala universitet, Statistiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-326330.

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Non-linear latent variable models are associated with problems which are difficult to handle in applied sciences. Four methods for estimating factor scores, with the purpose of estimating latent variable models with an interaction term, were investigated. The LISREL procedure provided inconsistent estimates of the interaction term for all sample sizes and distributions of the latent exogenous variables. The Bartlett-Thompson approach yielded consistent estimates only when the distribution of the latent exogenous variables was normal, whereas the Hoshino-Bentler and adjusted LISREL approaches y

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50

Schmid, Florian. "Analysis of geometrically non-linear models for contact with dry friction." Berlin Logos-Verl, 2008. http://d-nb.info/99054186X/04.

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