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Wyszukujesz frazę "model function" wg kryterium: Temat


Wyświetlanie 1-3 z 3
Tytuł:
Record-based inference and associated cost analysis for the Weibull distribution
Autorzy:
Doostparast, M.
Powiązania:
https://bibliotekanauki.pl/articles/205931.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
cost analysis
likelihood function
record data
total time on test
Weibull model
lifetime model
Opis:
In statistical process control, record schemes are used to reduce the total time on test for the inspection inquiry. In these schemes, units are examined sequentially and successive minimum values are recorded. On the basis of record data, Samaniego and Whitaker (1986) obtained the maximum likelihood (ML) estimate of the mean for an exponential distribution. Since the two parameter Weibull model, as an extension of the exponential distribution, has a wide range of application, Hoinkes and Padgett (1994) derived the record-based ML estimators for the parameters of interest in this model. This paper shows that the ML estimates of the Weibull parameters do not always exist for the basis of records. Thus, a new scheme is proposed, in which the ML estimates of the parameters always exist. An analytic cost-based comparison between the usual and the New scheme is also carried out. Finally, some concluding remarks and open problems are formulated.
Źródło:
Control and Cybernetics; 2015, 44, 1; 163-177
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Method of identifying a type 2 membership function and application to decision-making problems
Autorzy:
Uemura, Y.
Powiązania:
https://bibliotekanauki.pl/articles/970059.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
type 2 membership function
fuzzy linear regression model
fuzzy log-linear regression model
fuzzy linear polynomial regression model
indifferent zone
decision rule on a fuzzy event
Opis:
Tanaka (1991) suggested that the parameters of a linear regression model should be made fuzzy In order to better reflect the nature of the system, involving a definite degree of variability, and created a fuzzy linear regression model. This model can be formulated in the form of a linear programming problem that minimizes the span between the upper and lower limits under the constraints that include all data. In recent years, all the attention in this context has been focused on a fuzzy number that has an indifferent zone. A fuzzy number that we consider here is defined by using a type 2 membership function. This paper addresses the fact that a type 2 membership function has the upper and lower limits and shows that a type 2 membership function can be identified by expanding a fuzzy linear regression model into a fuzzy linear polynomial regression model. Finally, after a proposed fuzzy polynomial model is identified, a mathematical model is developed for a fuzzy decision-making method that accounts for an indifferent zone.
Źródło:
Control and Cybernetics; 2015, 44, 3; 399-406
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the construction of the common optimal market index in the Sharpe model
Autorzy:
Kuryłek, W.
Powiązania:
https://bibliotekanauki.pl/articles/205979.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
regresja liniowa
zastosowanie teorii systemów w ekonomii
investment
linear regression
loss function
market index
maximal eigenvalue
portfolio analysis
principal components
rates of return
Sharpe model
stock markets
Opis:
The purpose of this paper is to determine one factor which represents the whole market behavior on the basis of the rates of return of all equities traded oo this market. In the seminaal Sharpe model the factor is an exogenous varialble which is not determined by the model itself. This paper extends Sharpe's idea, as it assumes that the factor is a linear combination of all the rates of return of all traded equities. To determine this coefiicients of this linear combination we minimize the loss function which expresses the weighted mean square deviation of all rates of return from their predictions, having given the linear combination form of the market index. It is found that the vector of linear coeffcients has to be a nonzero eigenvector associated with the maximal eigenvalue of the appropriately transformed and estimated covariance matrix. The optimal market index for the Warsaw Stock Exchange was compared with the standard index. It occurs that there is only a very small difference between the standard index of this market and the optimal index.
Źródło:
Control and Cybernetics; 1999, 28, 4; 779-787
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-3 z 3

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