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Filtering by: Committee Member Stonehill, Arthur I. Remove constraint Committee Member: Stonehill, Arthur I.

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  • Performance evaluation and design of multiple time series based forecasting systems

    Creator:
    Chen, Kuei-Lin
    Abstract:
    The study evaluates performances of three multiple time series (MTS) forecasting methods; investigates possible improvements in MTS forecasting operations, and proposes a multiple time series based forecasting system. Time series considered are finite, linear, covariance stationary, and discrete. Specific objectives for the thesis were: (a) conducting comparative studies of MTS...
    Resource Type:
    Dissertation

  • A multiple criteria Markovian Decision Process

    Creator:
    Sohn, Sangwon
    Abstract:
    A composite system of a Markovian Decision Process with multiple criteria involves both discounting criteria and nondiscounting criteria. The measurement of the discounting criteria is chosen to be the total sum of the payoffs over the time horizon and the measurement of the non-discounting criteria is chosen to be the...
    Resource Type:
    Dissertation