Searched for: subject%3A%22VAR%22
(1 - 13 of 13)
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Li, Tiantian (author), Liang, Hongjing (author), Wu, Bin (author), Lan, Dongming (author), Ma, Yunjian (author), Hollmann, F. (author), Wang, Yonghua (author)
Unspecific peroxygenases (UPOs) represent an emerging class of catalysts for the selective oxyfunctionalisation of C–H- and C = C groups. Until now, only a few UPOs have been characterised. In this study, we report a new peroxygenase identified from the Unspecific Peroxygenase Database. The UPO from Agaricus bisporus var. bisporus (AbvbUPO)...
journal article 2023
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Kumaresan, Anusha (author), Kandasamy, Nandha Kumar (author), Kooij, Robert (author)
The endeavour towards making power distribution systems (PDSs) smarter has made the interdependence on communication network indispensable. Further, prospective high penetration of intermittent renewable energy sources in the form of distributed energy resources (DERs) has resulted in the necessity for smart controllers on such DERs....
journal article 2022
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Leegwater, Marjolein (author)
Ammonia (NH3) is an important chemical compound in the nitrogen cycle. Ammonia is an essential nutrient and an important part of fertilizer, which in soil leads to increased growth of crops. However, the current excess of NH3 emissions is a hazard to environmental and human health. While ammonia<br/>emissions need to be reduced, the emission...
master thesis 2021
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Prins, Reinier (author)
The increase in quantity and electrification of energy in residential areas pushes the existing distribution network to its limits. If left unchanged, the network will suffer from voltage violations caused by the increase of electric vehicle (EV) charging, energy generation by Photovoltaics (PV) panels and the phasing out of natural gas....
master thesis 2021
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Monchen, Guido (author), Sinquin, B. (author), Verhaegen, M.H.G. (author)
This brief presents an algorithm for the recursive identification of Vector AutoRegressive (VAR) models of large dimensions. We consider a VAR model where the coefficient matrices can be written as a sum of Kronecker products. The algorithm proposed consists of recursively updating the Kronecker factor matrices at each new time step using...
journal article 2018
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Tyuryukanov, I. (author), Popov, M. (author), van der Meijden, M.A.M.M. (author), Terzija, Vladimir (author)
This paper presents an integrated approach to partition similarity graphs, the task that arises in various contexts in power system studies. The approach is based on orthogonal transformation of row-normalized eigenvectors obtained from spectral clustering to closely fit the axes of the canonical coordinate system. We select the number of...
journal article 2018
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Lu, S. (author)
Volcanic eruptions release a large amount of volcanic ash, which can pose hazard to human and animal health, land transportation, and aviation safety. Volcanic Ash Transport and Dispersion (VATD) models are critical tools to provide advisory information and timely volcanic ash forecasts. Due to the complexity and the uncertainty of many dynamic...
doctoral thesis 2017
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Ambrozic, M. (author)
Forecast models often depend on unknown parameters, such as model initial and boundary conditions, or other tunable parameters not necessarily having any physical meaning. Calibration of these parameters to minimize errors between forecasted and observed states is called data assimilation. A common approach in this context are variational...
master thesis 2013
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Chenailller, A. (author)
Economic Capital consists of an internally defined amount of capital that is necessary to over- come adverse market conditions. It plays an important role in risk management and business decisions. This thesis focuses on the Economic Capital of the trading book of an international bank Several types of risks need to be modelled and, in this...
master thesis 2013
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Pelc, J.S. (author)
In the presence of environmental issues caused by climate change and eutrophication, ecosystem models capable of providing accurate predictions are of considerable interest. Even the most advanced ecological models are not capable of reproducing reality perfectly, therefore it is essential to integrate them with the available observations. Data...
doctoral thesis 2013
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Le Fever, G. (author)
Economic instability due to the financial crisis has caused major changes in the maritime industry, resulting in high uncertainty for the future. Market trends and developments have become increasingly important indicators for providing expectations for the future of throughput goods in seaports. Managers often use a Forecasting Support System ...
master thesis 2012
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Chen, S. (author)
This dissertation proposes strategies not only for modelling price behavior in the dry bulk market, but also for modelling relationships between economic and technical variables of dry bulk ships, by using modern time series approaches, Monte Carlo simulation and other economic techniques. The time series modelling techniques, described...
doctoral thesis 2011
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Huang, X. (author), Oosterlee, C.W. (author), van der Weide, J.A.M. (author)
This paper utilizes the saddlepoint approximation as an efficient tool to estimate the portfolio credit loss distribution in the Vasicek model. Value at Risk (VaR), the risk measure chosen in the Basel II Accord for the evaluation of capital requirement, can then be found by inverting the loss distribution. VaR Contribution (VaRC), Expected...
report 2006
Searched for: subject%3A%22VAR%22
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