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Estimation of quantiles in a simulation model based on artificial neural networks - Couverture souple

Alaca, Sevda

 
9783668478640: Estimation of quantiles in a simulation model based on artificial neural networks
Couverture souple
ISBN 10 : 3668478643 ISBN 13 : 9783668478640
Editeur : Grin Verlag, 2017

Synopsis

Master's Thesis from the year 2017 in the subject Mathematics - Stochastics, grade: 1,3, Technical University of Darmstadt, language: English, abstract: This thesis deals with the development of an "alpha"-quantile estimate based on a surrogate model with the use of artificial neural networks. Using artificial neural networks as an estimate is considered a nonparametric approach. The estimation of a specific quantile of a data population is a widely used statistical task and a comprehensive way to discover the true relationship among variables. It can be classified as nonparametric regression, where it is one of the standard tasks. The most common selected levels for estimation are the first, second and third quartile (25, 50 and 75 percent). The quantile level is given by "alpha". A 25 percent quantile for example has 25 percent of the data distribution below the named quantile and 75 percent of the data distribution above it. Sometimes the tail regions of a population characteristic are of interest rather than the core of the distribution. Quantile estimation is applied in many different contexts - financial economics, survival analysis and environmental modelling are only a few of them.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de la quatrième de couverture

Master's Thesis from the year 2017 in the subject Mathematics - Stochastics, grade: 1,3, Technical University of Darmstadt, language: English, abstract: This thesis deals with the development of an "alpha"-quantile estimate based on a surrogate model with the use of artificial neural networks. Using artificial neural networks as an estimate is considered a nonparametric approach. The estimation of a specific quantile of a data population is a widely used statistical task and a comprehensive way to discover the true relationship among variables. It can be classified as nonparametric regression, where it is one of the standard tasks. The most common selected levels for estimation are the first, second and third quartile (25, 50 and 75 percent). The quantile level is given by "alpha". A 25 percent quantile for example has 25 percent of the data distribution below the named quantile and 75 percent of the data distribution above it. Sometimes the tail regions of a population characteristic are of interest rather than the core of the distribution. Quantile estimation is applied in many different contexts - financial economics, survival analysis and environmental modelling are only a few of them.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Grin Verlag
Date d'édition
2017
Langue
anglais
ISBN 10 
3668478643
ISBN 13 
9783668478640
Reliure
Broché
Nombre de pages
88
Coordonnées du fabricant
GRIN Publishing GmbH
info@grin.com

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München
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Allemagne