Displaying similar documents to “Applications of regime-switching models based on aggregation operators”

Multivariate smooth transition AR model with aggregation operators and application to exchange rates

Tomáš Bacigál (2007)

Kybernetika

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An overview of multivariate modelling based on logistic and exponential smooth transition models with transition variable generated by aggregation operators and orders of auto and exogenous regression selected by information criterion separately for each regime is given. Model specification procedure is demonstrated on trivariate exchange rates time series. The application results show satisfactory improvement in fit when particular aggregation operators are used. Source code in the...

Comparing algorithms based on marginal problem

Otakar Kříž (2007)

Kybernetika

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The paper deals with practical aspects of decision making under uncertainty on finite sets. The model is based on marginal problem. Numerical behaviour of 10 different algorithms is compared in form of a study case on the data from the field of rheumatology. (Five of the algorithms types were suggested by A. Perez.) The algorithms (expert systems, inference engines) are studied in different situations (combinations of parameters).

Test of linear hypothesis in multivariate models

Lubomír Kubáček (2007)

Kybernetika

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In regular multivariate regression model a test of linear hypothesis is dependent on a structure and a knowledge of the covariance matrix. Several tests procedures are given for the cases that the covariance matrix is either totally unknown, or partially unknown (variance components), or totally known.

Notes on the evolution of feature selection methodology

Petr Somol, Jana Novovičová, Pavel Pudil (2007)

Kybernetika

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The paper gives an overview of feature selection techniques in statistical pattern recognition with particular emphasis on methods developed within the Institute of Information Theory and Automation research team throughout recent years. Besides discussing the advances in methodology since times of Perez’s pioneering work the paper attempts to put the methods into a taxonomical framework. The methods discussed include the latest variants of the optimal algorithms, enhanced sub-optimal...