Searched for: subject%3A%22stochastic%255C+modeling%22
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Lokin, Felix (author)
Financial markets continue to see an increase in the share of trades executed by algorithmic trading systems. A key component of an efficient algorithmic trading system is its ability to accurately estimate the probability an order will be executed: the fill probability. This thesis aims to determine whether the dynamics of the order book can be...
master thesis 2023
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de Boer, Wouter (author)
Autonomous robots are often successfully deployed in controlled environments. Operation in uncontrolled situations remains challenging; it is hypothesized that the detection of abstract discrete states (ADS) can improve operation in these circumstances. ADS are high-level system states that are not directly detectable and influence system...
master thesis 2023
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Duque, Edgar Mauricio Salazar (author), Giraldo, Juan S. (author), Vergara Barrios, P.P. (author), Nguyen, Phuong H. (author), van der Molen, Anne (author), Slootweg, J. G. (author)
This article proposes a framework to identify, visualize, and quantify risk of potential over/under voltage due to annual energy consumption and PV generation growth. The stochastic modeling considers the following: (i) Active and reactive power profiles for distribution transformers, dependent on annual energy consumption and activity in the...
journal article 2023
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Brouwer, W.S. (author), Wang, Y. (author), van Leijen, F.J. (author), Hanssen, R.F. (author)
InSAR enables the estimation of displacements of (objects on) the earth's surface. To provide reliable estimates, both a stochastic and mathematical model are required. However, the intrinsic problem of InSAR is that both are unknown. Here we derive the Variance-Covariance Matrix (VCM) for double differenced phase observations for an arc, i.e...
conference paper 2023
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Pollack, Justin (author)
Nowadays, machine learning (ML) methods rapidly evolve for their use in model-based control applications. Model-based control requires an accurate model description of the dynamical system to reassure the performance of the controller. Conventionally, this model description is retrieved from first-principles modelling which can be problematic if...
master thesis 2022
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Srivastava, Akshat (author)
Single Molecule Localization Microscopy (SMLM) has enabled researchers to breakthrough the diffraction limit and obtain nanometer resolution images of macromolecular structures. But due to the time involved in obtaining ample data for proper image, the technique is venerable to many problem including fluctuations due to thermal gradients from...
master thesis 2022
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Psychas, D.V. (author)
Precise Point Positioning (PPP) is a Global Navigation Satellite Systems (GNSS) modelling and processing method that provides single-receiver users with high positioning accuracy anywhere on the globe, without the explicit dependence on reference receivers. The realization of PPP is based on undifferenced code and phase measurements, a priori...
doctoral thesis 2022
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Yaghoubi Nasrabadi, V. (author), Setayeshnasab, Hamed (author), Mosaddegh, Peiman (author), Kadkhodaei, Mahmoud (author)
IntraOcular Pressure (IOP) is one of the most informative factors for monitoring the eye-health. This is usually measured by tonometers. However, the outputs of the tonometers depend on the physical and geometrical properties of the cornea. Therefore, the common practice is to develop a numerical model to generate some correction factors. The...
journal article 2022
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Özyar, Muhammed Imran (author)
The field of finance is an interesting field in which much research takes place. In particular, its sub-field of modeling the dynamics of order books is an interesting field, since it translates into modeling the behaviour of traders on the market. Most of the models proposed in this field can be divided into stochastic models or machine...
master thesis 2021
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Eswaran, Adithya (author)
Expansions for future demand? How much capacity will be required? Until when the decision can be postponed? When to expand? What should be the magnitude of expansion? What is the position of such an investment? These are the kind of questions which a port authority is subjected to while making a decision to expand or develop a port. The decision...
master thesis 2021
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Teunissen, P.J.G. (author), Khodabandeh, A. (author), Psychas, D.V. (author)
In this contribution, we introduce a generalized Kalman filter with precision in recursive form when the stochastic model is misspecified. The filter allows for a relaxed dynamic model in which not all state vector elements are connected in time. The filter is equipped with a recursion of the actual error-variance matrices so as to provide an...
journal article 2021
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Salazar, Mauricio (author), Vergara Barrios, P.P. (author), Nguyen, Phuong H. (author), van der Molen, Anne (author), Slootweg, J.G. (author)
The development of thorough probability models for highly volatile load profiles based on smart meter data is crucial to obtain accurate results when developing grid planning and operational frameworks. This paper proposes a new top-down modeling approach for residential load profiles (RLPs) based on multivariate elliptical copulas that can...
journal article 2021
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Bernards, Raoul (author), van Westering, W.H.P. (author), Morren, Johan (author), Slootweg, Han (author)
The energy transition poses a challenge for the electricity distribution network design as new energy technologies cause increasing and uncertain network loads. Traditional static load models cannot cope with the stochastic nature of this new technology adoption. Furthermore, traditional nonlinear power methods have difficulty evaluating very...
journal article 2020
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Enschedé, Maurits (author)
This study examines a method for a stochastic beach width prediction with a process-based morphodynamic model. This is carried out by a case study at the Hondsbossche Dunes, after a beach nourishment in March 2018. Stochastic forcing conditions are generated for the location of the Hondsbossche Dunes. These stochastic forcing conditions consist...
master thesis 2019
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Rostampour, Vahab (author), Jaxa-Rozen, M. (author), Bloemendal, Martin (author), Kwakkel, J.H. (author), Keviczky, T. (author)
Aquifer Thermal Energy Storage (ATES) is a building technology used to seasonally store thermal energy in the subsurface, which can reduce the energy use of larger buildings by more than half. The spatial layout of ATES systems is a key aspect for the technology, as thermal interactions between neighboring systems can degrade system performance....
journal article 2019
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Venkatasubramanian, Janani (author)
A numerically tractable Stochastic Model Predictive Control (SMPC) strategy using Conditional Value at Risk (CVaR) optimization for discrete-time linear time-invariant systems, with state and input constraints, subject to additive uncertainty, is presented. SMPC strategies make use of the probabilistic description of uncertainty to define chance...
master thesis 2018
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Frölke, Linde Josien (author)
It has become clear that the global energy system needs to shift away from fossil fuels towards clean, renewable energy sources. Experience in the past decades has shown that at-plate solar heat panels can play a role in the energy system of the future, in particular in solar collector fields for district heat generation. This thesis concerns...
master thesis 2018
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Termaat, Richard (author)
The air transportation industry is becoming of greater importance to the world’s economy, since a growing part of the global population is able to afford air travel. However, the current network is limited in its’ capacity and therefore, more and more delay is experienced within daily operations. Research has shown that flightdelays have a high...
master thesis 2018
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van Tilburg, Inez (author)
Regional water systems are being controlled to prevent flood events by different measures, such as water storage, weir management and vegetation maintenance. Vegetation maintenance has a significant effect on flood risk, because the hydraulic roughness decreases after cutting of vegetation. Stream restoration is a project in regional water...
master thesis 2018
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Liu, L. (author), Qu, B. (author), Chen, Bin (author), Hanjalic, A. (author), Wang, H. (author)
Traces of user activities recorded in online social networks open new possibilities to systematically understand the information diffusion process on social networks. From the online social network WeChat, we collected a large number of information cascade trees, each of which tells the spreading trajectory of a message/information such as which...
journal article 2018
Searched for: subject%3A%22stochastic%255C+modeling%22
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