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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Prediction Performance of Survival Models

Yuan, Yan January 2008 (has links)
Statistical models are often used for the prediction of future random variables. There are two types of prediction, point prediction and probabilistic prediction. The prediction accuracy is quantified by performance measures, which are typically based on loss functions. We study the estimators of these performance measures, the prediction error and performance scores, for point and probabilistic predictors, respectively. The focus of this thesis is to assess the prediction performance of survival models that analyze censored survival times. To accommodate censoring, we extend the inverse probability censoring weighting (IPCW) method, thus arbitrary loss functions can be handled. We also develop confidence interval procedures for these performance measures. We compare model-based, apparent loss based and cross-validation estimators of prediction error under model misspecification and variable selection, for absolute relative error loss (in chapter 3) and misclassification error loss (in chapter 4). Simulation results indicate that cross-validation procedures typically produce reliable point estimates and confidence intervals, whereas model-based estimates are often sensitive to model misspecification. The methods are illustrated for two medical contexts in chapter 5. The apparent loss based and cross-validation estimators of performance scores for probabilistic predictor are discussed and illustrated with an example in chapter 6. We also make connections for performance.
2

Prediction Performance of Survival Models

Yuan, Yan January 2008 (has links)
Statistical models are often used for the prediction of future random variables. There are two types of prediction, point prediction and probabilistic prediction. The prediction accuracy is quantified by performance measures, which are typically based on loss functions. We study the estimators of these performance measures, the prediction error and performance scores, for point and probabilistic predictors, respectively. The focus of this thesis is to assess the prediction performance of survival models that analyze censored survival times. To accommodate censoring, we extend the inverse probability censoring weighting (IPCW) method, thus arbitrary loss functions can be handled. We also develop confidence interval procedures for these performance measures. We compare model-based, apparent loss based and cross-validation estimators of prediction error under model misspecification and variable selection, for absolute relative error loss (in chapter 3) and misclassification error loss (in chapter 4). Simulation results indicate that cross-validation procedures typically produce reliable point estimates and confidence intervals, whereas model-based estimates are often sensitive to model misspecification. The methods are illustrated for two medical contexts in chapter 5. The apparent loss based and cross-validation estimators of performance scores for probabilistic predictor are discussed and illustrated with an example in chapter 6. We also make connections for performance.
3

Multi-input multi-output proportional integral derivative controller tuning based on improved particle swarm optimization

Nkwanyana, Thamsanqa Bongani 07 1900 (has links)
The PID controller is regarded as a dependable and reliable controller for process industry systems. Many researchers have devoted time and attention to PID controller tuning and they all agree that PID controllers are very important for control systems. A PID equation is very sensitive; its parameters must always be varied following the specific application to increase performance, such as by increasing the system’s responsiveness. PID controllers still have many problems despite their importance for control systems in industries. The problem of big overshoot on the conventional gain tuning is one of the serious problems. Researchers use the PSO algorithm to try and overcome those problems. The tuning of the MIMO PID controller based on the PSO algorithm shows many disadvantages such as high-quality control with a short settle time, steady-state error, and periodical step response. The traditional PSO algorithm is very sensitive and it sometimes affects the quality of good PID controller tuning. This research has proposed a new equation for improving the PSO algorithm. The proposed algorithm is the combination of linearly decreasing inertia weight and chaotic inertia weight, after which a control factor was introduced as an exponential factor. This was very useful for simulations as it is adjustable. The Matlab simulation results of the experiments show that the simulations as it is adjustable. The Matlab simulation results of the experiments show that the new proposed equation converges faster and it gives the best fitness compared to linear inertia weight and oscillating inertia weight and other old equations. The MIMO PID controller system that consists of four plants was tuned based on the new proposed equation for the PSO algorithm (LCPSO). The optimized results show the best rise time, settling time, time delays, and steady-state compared to the systems that are tuned using the old equations. The exploration was directed at considering the impact of using the PSO calculation as an instrument for MIMO PID tuning. The results obtained in the examination reveal that the PSO tuning output improved reactions and can be applied to various system models in the measure control industry. The results for the MIMO PID controller tuned using PSO were assessed using integral square error (ISE), integral absolute error (IAE), and the integral of time expanded by absolute error (ITAE). The five well-known benchmark functions were also used to endorse the feasibility of the improved PSO and excellent results in terms of convergence and best fitness were attained. / Electrical and Mining Engineering / M. Tech. (Electrical Engineering)
4

Proactive university library book recommender system

Mekonnen, Tadesse Zewdu January 2021 (has links)
M. Tech. (Department of Information Communication Technology, Faculty of Applied and Computer Sciences), Vaal University of Technology. / Too many options on the internet are the reason for the information overload problem to obtain relevant information. A recommender system is a technique that filters information from large sets of data and recommends the most relevant ones based on people‟s preferences. Collaborative and content-based techniques are the core techniques used to implement a recommender system. A combined use of both collaborative and content-based techniques called hybrid techniques provide relatively good recommendations by avoiding common problems arising from each technique. In this research, a proactive University Library Book Recommender System has been proposed in which hybrid filtering is used for enhanced and more accurate recommendations. The prototype designed was able to recommend the highest ten books for each user. We evaluated the accuracy of the results using Mean Absolute Error (MAE) and Root Mean Squared Error (RMSE). A measure value of 0.84904 MAE and 0.9579 RMSE found by our system shows that the combined use of both techniques gives an improved prediction accuracy for the University Library Book Recommender System.
5

Relative or Discounted Cash Flow Valuation on the Fifty Largest US-Based Corporations on Nasdaq : Which of these valuation methods provides the most accurate valuation forecast?

Öhrner, Marcus, Öhman, Otto January 2023 (has links)
The topic of this Bachelor Thesis is “Which of these valuation methods provides the most accurate valuation forecast”. Assuming that the year is 2020, the goal of this thesis is to forecast the future stock prices of the fifty largest US-based companies on the Nasdaq stock exchange for 2021 and 2022. By using a quantitative method and looking ten years back at historical data. We determine which valuation method provides the most accurate stock price when conducted in a non-sector specific sample by comparing predicted prices to actual stock prices and discussing the results. There are several ways to evaluate a company and the ones being utilized in this thesis are the discounted cash flow valuation method, the price-to-earnings ratio method (equity multiple), and enterprise value to enterprise value before interest, tax, and depreciation (firm multiple). Our results show that when reviewing the valuations of multiple companies in different sectors the relative valuation methods provide better predictions with EV/EBITDA rather than the discounted cash flow method. This thesis provides the reader with a comprehensive overview of these different valuation methods and their effectiveness in providing valuation forecasts. The result of this thesis is beneficial for policymakers, investors, and financial analysts when forecasting future stock prices.

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