parameter uncertainty
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information
... When comparing the different forecast combination methods amongst each other, it is apparent that equally weighted and MSPE-based weighted forecasts nearly always give re- sults that are very similar. In some cases, ...
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Analysis of parameter uncertainty in hydrological and sediment modeling using GLUE method: a case study of SWAT model applied to Three Gorges Reservoir Region, China
... that parameter uncertainty is in- evitable in hydrological modeling and a corresponding as- sessment should be conducted before model prediction in the decision making ...of parameter ...
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Multi-parameter uncertainty analysis of a bifurcation point
... Abstract. Parameter uncertainty analysis of climate mod- els has become a standard approach for model validation and testing their ...multi-parameter uncertainty analysis by applying ...
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Parameter Uncertainty in Exponential Family Tail Estimation
... Actuaries are often faced with the task of estimating tails of loss distributions from just a few observations. Thus estimates of tail prob- abilities (reinsurance prices) and percentiles (solvency capital require- ...
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Parameter Uncertainty Estimation by Using the Concept of Ideal Data in GLUE Approach
... hydrological uncertainty about NASH model parameters is investigated and addressed in the paper through “ideal data” concept by using the Genera- lized Likelihood Uncertainty Estimation (GLUE) methodology ...
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Evaluation of Dutch election programs: The impact of parameter uncertainty
... of parameter uncertainty and disregard the influence from other ...of parameter uncertainty on the economic outcomes of a given economic ...this uncertainty. The other sources of ...
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Flood and drought hydrologic monitoring: the role of model parameter uncertainty
... and parameter identifiability limit the reliability of model ...model parameter equifinality in the predictions of extreme ...of parameter identifiability on the uncertainty in flood and ...
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Auto-updating of sampling time redesign for system identification under parameter uncertainty
... on parameter estimation than the conventional OED when the initial parameter guess is far from the true ...the parameter updates in the middle of the experiment since the updated model is used for ...
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Failure Probability Under Parameter Uncertainty
... these probabilities is the number of unknown parameters in the distribution. In Table I the insolvency probabilities γ(p; θ) for the Exponential/Pareto, Normal/Log-normal models, as well as a one-parameter Normal ...
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Affine processes under parameter uncertainty
... One of the key insights for Markov processes is the deep link between Markov processes and their expectations to partial differential equations given by the Kol- mogorov equation. In this section, we generalize this ...
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Parameter uncertainty and residual estimation risk
... In the present contribution we also study risk measurement procedures, but from a perspective that is complementary to that of Cont et al. (2010). We introduce a criterion for assessing, in monetary units, the impact of ...
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Robust Fractional Order Pid Control Of A Dc Motor With Parameter Uncertainty Structure
... In this paper, we pay our attention to design a PI D λ µ controller for a DC motor system with uncertain parameter using C. Yeroglu, N. Tan (2011) method. The rest of the paper is organized as follows. In Section ...
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Global sensitivity analysis of parameter uncertainty in landscape evolution models
... The main limitation of the MM is the subjectivity in the se- lection of parameter values and ranges. Here, this has been mitigated by consistently selected ranges of ± 50 % of a de- fault value obtained from ...
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Optimization of maintenance policy under parameter uncertainty using portfolio theory
... However, as θ i is estimated based on observations, its efficiency can vary with sample sizes. In other words, θ i can be treated as a random variable. Consequently, the total amount, C( T | θ ), becomes a random ...
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Assessing parameter uncertainty on coupled models using minimum information methods
... an uncertainty distribution on the the model parameters, this then allows us to make predictions, incorporating our uncertainty, on model outputs for any set of model ...
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Robust \(H {\infty}\) control for singular systems with state delay and parameter uncertainty
... This paper considers the problem of robust H ∞ control for uncertain continuous singular systems with state delay. The parametric uncertainty is assumed to be norm bounded. By using the linear matrix inequality ...
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Parameter uncertainty and sensitivity analysis of water quality model in Lake Taihu, China
... Light Half-Sat Constant KLN Minimum Hydrolysis Rate of LPON 1/day Normal KDN Minimum Mineralization Rate of DON 1/day KRC Minimum Dissolution Rate of RPOC 1/day 0.01 0.08 Normal 0.001 0.[r] ...
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Frequency-domain analysis for nonlinear systems with time-domain model parameter uncertainty
... The DEA nonlinear model was identified using the sparse variational Bayes-NARX (SVB-NARX) algorithm described in [20], which produced a model with accurate predictive capability, see Figure 3B. First and second order ...
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The sensitivity of flowline models of tidewater glaciers to parameter uncertainty
... appropriate parameter values for the ice rhe- ology and the basal sliding ...their uncertainty have been shown to strongly influence ice sheet model pre- dictions (Stone et ...on uncertainty in the ...
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CAS: A Note on Parameter Risk
... eter uncertainty in the factors, just as in any other MLE ...the parameter uncertainty, and using the information matrix in this way avoids many of the pitfalls of ...
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