All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Previous Page 4 Next

Displaying 61 – 80 of 838

Showing per page

A consumption-investment problem modelled as a discounted Markov decision process

Hugo Cruz-Suárez, Raúl Montes-de-Oca, Gabriel Zacarías (2011)

Kybernetika

In this paper a problem of consumption and investment is presented as a model of a discounted Markov decision process with discrete-time. In this problem, it is assumed that the wealth is affected by a production function. This assumption gives the investor a chance to increase his wealth before the investment. For the solution of the problem there is established a suitable version of the Euler Equation (EE) which characterizes its optimal policy completely, that is, there are provided conditions...

A cooperative sensor network : optimal deployment and functioning

Alfonso Farina, Antonio Graziano, Francesca Mariani, Francesco Zirilli (2010)

RAIRO - Operations Research - Recherche Opérationnelle

A network of mobile cooperative sensors is considered. The following problems are studied: (1) the “optimal“deployment of the sensors on a given territory; (2) the detection of local anomalies in the noisy data measured by the sensors. In absence of an information fusion center in the network, from “local” interactions between sensors “global“solutions of these problems are found.

A Cooperative Sensor Network: Optimal Deployment and Functioning

Alfonso Farina, Antonio Graziano, Francesca Mariani, Francesco Zirilli (2011)

RAIRO - Operations Research

A network of mobile cooperative sensors is considered. The following problems are studied: (1) the “optimal" deployment of the sensors on a given territory; (2) the detection of local anomalies in the noisy data measured by the sensors. In absence of an information fusion center in the network, from “local" interactions between sensors “global" solutions of these problems are found.

A copula test space model how to avoid the wrong copula choice

Frederik Michiels, Ann De Schepper (2008)

Kybernetika

We introduce and discuss the test space problem as a part of the whole copula fitting process. In particular, we explain how an efficient copula test space can be constructed by taking into account information about the existing dependence, and we present a complete overview of bivariate test spaces for all possible situations. The practical use will be illustrated by means of a numerical application based on an illustrative portfolio containing the S&P 500 Composite Index, the JP Morgan Government...

A counting process model of survival of parallel load-sharing system

Petr Volf, Aleš Linka (2001)

Kybernetika

A system composed from a set of independent and identical parallel units is considered and its resistance (survival) against an increasing load is modelled by a counting process model, in the framework of statistical survival analysis. The objective is to estimate the (nonparametrized) hazard function of the distribution of loads breaking the units of the system (i. e. their breaking strengths), to derive the large sample properties of the estimator, and to propose a goodness-of-fit test. We also...

A Cramer-Rao analogue for median-unbiased estimators.

N. K. Sung, Gabriela Stangenhaus, Herbert T. David (1990)

Trabajos de Estadística

Adopting a measure of dispersion proposed by Alamo [1964], and extending the analysis in Stangenhaus [1977] and Stangenhaus and David [1978b], an analogue of the classical Cramér-Rao lower bound for median-unbiased estimators is developed for absolutely continuous distributions with a single parameter, in which mean-unbiasedness, the Fisher information, and the variance are replaced by median-unbiasedness, the first absolute moment of the sample score, and the reciprocal of twice the median-unbiased...

A depth-based modification of the k-nearest neighbour method

Ondřej Vencálek, Daniel Hlubinka (2021)

Kybernetika

We propose a new nonparametric procedure to solve the problem of classifying objects represented by d -dimensional vectors into K ≥ 2 groups. The newly proposed classifier was inspired by the k nearest neighbour (kNN) method. It is based on the idea of a depth-based distributional neighbourhood and is called k nearest depth neighbours (kNDN) classifier. The kNDN classifier has several desirable properties: in contrast to the classical kNN, it can utilize global properties of the considered distributions...

A dynamic model of classifier competence based on the local fuzzy confusion matrix and the random reference classifier

Pawel Trajdos, Marek Kurzynski (2016)

International Journal of Applied Mathematics and Computer Science

Nowadays, multiclassifier systems (MCSs) are being widely applied in various machine learning problems and in many different domains. Over the last two decades, a variety of ensemble systems have been developed, but there is still room for improvement. This paper focuses on developing competence and interclass cross-competence measures which can be applied as a method for classifiers combination. The cross-competence measure allows an ensemble to harness pieces of information obtained from incompetent...

Currently displaying 61 – 80 of 838