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Tytuł:
Speaker Model Clustering to Construct Background Models for Speaker Verification
Autorzy:
Dişken, G.
Tüfekci, Z.
Çevik, U.
Powiązania:
https://bibliotekanauki.pl/articles/177299.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
Gaussian mixture models
k-means
imposter models
speaker clustering
speaker verification
Opis:
Conventional speaker recognition systems use the Universal Background Model (UBM) as an imposter for all speakers. In this paper, speaker models are clustered to obtain better imposter model representations for speaker verification purpose. First, a UBM is trained, and speaker models are adapted from the UBM. Then, the k-means algorithm with the Euclidean distance measure is applied to the speaker models. The speakers are divided into two, three, four, and five clusters. The resulting cluster centers are used as background models of their respective speakers. Experiments showed that the proposed method consistently produced lower Equal Error Rates (EER) than the conventional UBM approach for 3, 10, and 30 seconds long test utterances, and also for channel mismatch conditions. The proposed method is also compared with the i-vector approach. The three-cluster model achieved the best performance with a 12.4% relative EER reduction in average, compared to the i-vector method. Statistical significance of the results are also given.
Źródło:
Archives of Acoustics; 2017, 42, 1; 127-135
0137-5075
Pojawia się w:
Archives of Acoustics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Models of quantum computation and quantum programming languages
Autorzy:
Miszczak, J.
Powiązania:
https://bibliotekanauki.pl/articles/200159.pdf
Data publikacji:
2011
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
programming languages
models of computation
Turing machine
Opis:
The goal of the presented paper is to provide an introduction to the basic computational models used in quantum information theory. We review various models of quantum Turing machine, quantum circuits and quantum random access machine (QRAM) along with their classical counterparts. We also provide an introduction to quantum programming languages, which are developed using the QRAM model. We review the syntax of several existing quantum programming languages and discuss their features and limitations.
Źródło:
Bulletin of the Polish Academy of Sciences. Technical Sciences; 2011, 59, 3; 305-324
0239-7528
Pojawia się w:
Bulletin of the Polish Academy of Sciences. Technical Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Averaged models of pulse-modulated DC-DC power converters. Part II. Models based on the separation of variables
Autorzy:
Janke, W.
Powiązania:
https://bibliotekanauki.pl/articles/140855.pdf
Data publikacji:
2012
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
power converters
pulse width modulation (PWM)
BUCK
buck-boost
BOOST
averaged models
Opis:
The separation of variables approach to formulate the averaged models of DC-DC switch-mode power converters is presented in the paper. The proposed method is applied to basic converters such as BUCK, BOOST and BUCK-BOOST. The ideal converters or converters with parasitic resistances, working in CCM and in DCM mode are considered. The models are presented in the form of equation systems for large signal, steady-state and small-signal case. It is shown, that the models obtained by separation of variables approach differ in some situations from standard models based on switch averaging method.
Źródło:
Archives of Electrical Engineering; 2012, 61, 4; 633-654
1427-4221
2300-2506
Pojawia się w:
Archives of Electrical Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Early Warning Models of Banking Crises: VIX and High Profits
Autorzy:
Bańbuła, Piotr
Pietrzak, Marcin
Powiązania:
https://bibliotekanauki.pl/articles/2075289.pdf
Data publikacji:
2021
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
early warning models
financial stability
Opis:
We built a logistic regression Early Warning Models (EWM) for banking crises in a panel of 47 countries based on data from 1970–2014 using candidate variables that cover macro and financial market indicators. We find that VIX, a proxy of global risk-premium, has a strong signalling properties and that low VIX (low price of risk) increases likelihood of crisis. It does not only mean that stability leads to instability, but that this tends to be a global rather than a domestic phenomenon. We also find that particularly high contribution of financial sector to GDP growth often precedes crises, suggesting that such instances are primarily driven by excessive risk taking by financial sector and may not necessarily be sustainable. Other variables that feature prominently include credit and residential prices. Models using multiple variable clearly outperform single variable models, with probability of correct signal extraction exceeding 0.9. Our setting includes country-specific information without using country-specific effects in a regression, which allows for direct application of EWM we obtain to any country, including these that have not experienced a banking crisis
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2021, 4; 381-403
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Where do Moderation Terms Come from in Binary Choice Models?
Autorzy:
Romero, Alfredo A.
Powiązania:
https://bibliotekanauki.pl/articles/483295.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
moderation terms
moderation effects
logit models
Opis:
If the most parsimonious behavioral model between an observed behavior, Y , and some factors, X, can be defined as f(Y|X1,X2), then fx1 will measure the impact in behavior of a change in factor X1. Additionally, if fx1x2 != 0, then the impact in behavior of a change in factor X1 is qualified, or moderated by X2. If this is the case, X2 is said to be a moderating variable and fx1x2 is said to be the moderating effect. When Y is modeled via a logistic regression, the moderation effect will exist regardless of whether the index function of the logit specification includes a moderation term or not. Thus, including a moderation terms in the index function will help the researcher more precisely qualify the moderation effect between X1 and X2. The question that naturally arises is whether the researcher must include the moderation term or not. In this document, we provide the conditions in which moderation terms will naturally arise in a logistic regression and introduce some modeling guidelines. We do so by introducing a general framework that nests models with no moderation terms in three scenarios for the independent variables, commonly found in applied research.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2014, 1; 57-68
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Modelling of flotation processes by classical mathematical methods – a review
Modelowanie procesu flotacji przy pomocy klasycznych metod matematycznych – przegląd
Autorzy:
Jovanovic, I.
Miljanovic, I.
Powiązania:
https://bibliotekanauki.pl/articles/219078.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
flotation
mathematical modelling
empirical models
probabilistic models
population-balance models
kinetic models
flotacja
modelowanie matematyczne
modele empiryczne
modele probabilistyczne
modele równowagi populacji
modele kinetyczne
Opis:
Flotation process modelling is not a simple task, mostly because of the process complexity, i.e. the presence of a large number of variables that (to a lesser or a greater extent) affect the final outcome of the mineral particles separation based on the differences in their surface properties. The attempts toward the development of the quantitative predictive model that would fully describe the operation of an industrial flotation plant started in the middle of past century and it lasts to this day. This paper gives a review of published research activities directed toward the development of flotation models based on the classical mathematical rules. The description and systematization of classical flotation models were performed according to the available references, with emphasize exclusively given to the flotation process modelling, regardless of the model application in a certain control system. In accordance with the contemporary considerations, models were classified as the empirical, probabilistic, kinetic and population balance types. Each model type is presented through the aspects of flotation modelling at the macro and micro process levels.
Modelowanie procesów flotacji nie jest zagadnieniem prostym, głównie z uwagi na skomplikowany charakter samego procesu, czyli znaczną liczbę zmiennych które, w mniejszym lub w większym stopniu, mają wpływ na końcowy wynik procesu separacji cząstek materiału wykorzystującego różnice w ich właściwościach powierzchniowych. Próby stworzenia ilościowego modelu predyktywnego który w sposób pełny opisywałby przemysłowe procesy flotacji podjęto w połowie ubiegłego wieku a badania trwają po dzień dzisiejszy. W artykule przedstawiono przegląd działalności badawczej podejmowanej w celu opracowania modelu procesu flotacji opartego o zasady matematyki klasycznej. Opisu i systematyki modeli flotacji dokonano w oparciu o dostępną literaturę przedmiotu, główny nacisk kładąc na te modele, które wykorzystywane były wyłącznie do analizy procesu flotacji, bez względu na możliwość ich zastosowania także w układach sterowania. Zgodnie z obecnymi założeniami, modele sklasyfikowano jako empiryczne, probabilistyczne, kinetyczne oraz modele równowagi populacji. Każdy model zaprezentowany jest w kontekście modelowania procesu flotacji, z uwzględnieniem skali mikro oraz makro.
Źródło:
Archives of Mining Sciences; 2015, 60, 4; 905-919
0860-7001
Pojawia się w:
Archives of Mining Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bayesian Variations on the Frisch and Waugh Theme
Autorzy:
Osiewalski, Jacek
Powiązania:
https://bibliotekanauki.pl/articles/483315.pdf
Data publikacji:
2011
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
Bayesian inference
regression models
SURE models
VAR processes
data transformations
Opis:
The paper is devoted to discussing consequences of the so-called Frisch-Waugh Theorem to posterior inference and Bayesian model comparison. We adopt a generalised normal linear regression framework and weaken its assumptions in order to cover non-normal, jointly elliptical sampling distributions, autoregressive specifications, additional nuisance parameters and multi-equation SURE or VAR models. The main result is that inference based on the original full Bayesian model can be obtained using transformed data and reduced parameter spaces, provided the prior density for scale or precision parameters is appropriately modified.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2011, 3, 1; 39-47
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models
Autorzy:
Triacca, Umberto
Powiązania:
https://bibliotekanauki.pl/articles/483247.pdf
Data publikacji:
2009
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
GARCH Models
returns
time series
volatility persistence
Opis:
Volatility persistence is a stylized statistical property of financial time-series data such as exchange rates and stock returns. The purpose of this letter is to investigate the relationship between volatility persistence and predictability of squared returns.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2009, 1, 3; 285-291
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Compact Thermal Models of Semiconductor Devices : a Review
Autorzy:
Górecki, Krzysztof
Zarębski, Janusz
Górecki, Paweł
Ptak, Przemysław
Powiązania:
https://bibliotekanauki.pl/articles/226308.pdf
Data publikacji:
2019
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
compact thermal models
thermal phenomena
semiconductor devices
modelling
Opis:
In the paper the problem of modelling thermal properties of semiconductor devices with the use of compact models is presented. This class of models is defined and their development over the past dozens of years is described. Possibilities of modelling thermal phenomena both in discrete semiconductor devices, monolithic integrated circuits, power modules and selected electronic circuits are presented. The problem of the usefulness range of compact thermal models in the analysis of electronic elements and circuits is discussed on the basis of investigations performed in Gdynia Maritime University.
Źródło:
International Journal of Electronics and Telecommunications; 2019, 65, 2; 151-158
2300-1933
Pojawia się w:
International Journal of Electronics and Telecommunications
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality
Autorzy:
Stelmasiak, Damian
Szafrański, Grzegorz
Powiązania:
https://bibliotekanauki.pl/articles/2076506.pdf
Data publikacji:
2016
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
Bayesian shrinkage
VAR models
seasonality
forecasting inflation
density-based scores
Opis:
Bayesian VAR (BVAR) models offer a practical solution to the parameter proliferation concerns as they allow to introduce a priori information on seasonality and persistence of inflation in a multivariate framework. We investigate alternative prior specifications in the case of time series with a clear seasonal pattern. In the empirical part we forecast the monthly headline inflation in the Polish economy over the period 2011-2014 employing two popular BVAR frameworks: a steady-state reduced-form BVAR and just-identified structural BVAR model. To evaluate the forecast performance we use the pseudo realtime vintages of timely information from consumer and financial markets. We compare different models in terms of both point and density forecasts. Using formal testing procedure for density-based scores we provide the empirical evidence of superiority of the steady-state BVAR specifications with tight seasonal priors.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2016, 1; 21-42
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the application of control models technique to investigation of some ecological and economic problems
Autorzy:
Blizorukova, M.
Maksimov, V.
Powiązania:
https://bibliotekanauki.pl/articles/229496.pdf
Data publikacji:
2012
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
controlled models
identification
robust control
Opis:
The paper discusses a method of auxiliary controlled models and the application of this method to solving some problems of identification and robust control for differential equations. The objects that the method is suggested to be used are two systems of nonlinear differential equations describing some ecological and economic processes. Two solving algorithms, which are stable with respect to informational noises and computational errors, are presented. The algorithms are tested by model examples.
Źródło:
Archives of Control Sciences; 2012, 22, 4; 399-416
1230-2384
Pojawia się w:
Archives of Control Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Multibody rigid models and 3D FE models in numerical analysis of transport aircraft main landing gear
Autorzy:
Krason, W.
Malachowski, J.
Powiązania:
https://bibliotekanauki.pl/articles/200211.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
transport aircraft
main landing gear
numerical tests
rigid and 3D FE models
samolot transportowy
podwozie główne
metodologia testów numerycznych
Opis:
Dynamic analyses of a transport aircraft landing gear are conducted to determine the effort of such a complex system and provide capabilities to predict their behaviour under hazardous conditions. This kind of investigation with the use of numerical methods implementation is much easier and less expensive than stand tests. Various 3D models of the landing gear part are defined for the multistage static FE analysis. A complete system of the main landing gear was mapped as a deformable 3D numerical model for dynamic analysis with the use of LS-Dyna code. In this 3D deformable FE model, developed in a drop test simulation, the following matters were taken into consideration: contact problems between collaborating elements, the phenomena of energy absorption by a gas-liquid damper placed in the landing gear and the response of the landing gear during the touchdown of a flexible wheel with the ground. The results of numerical analyses for the selected drop tests and the results from the experiments carried out on a real landing gear were used for verification of FE models and a methodology of the landing gear dynamics analysis. The results obtained from the various simulations of the touchdown have proved the effectiveness of the 3D numerical model and how many problems can be solved in the course of only one numerical run, e.g. geometric and material nonlinearities, a question of contact between the mating components, investigation of the landing gear kinematics, investigation of the energy dissipation problem in the whole system and the stresses influence on the structure behaviour, which can appear in some elements due to overload.
Źródło:
Bulletin of the Polish Academy of Sciences. Technical Sciences; 2015, 63, 3; 745-757
0239-7528
Pojawia się w:
Bulletin of the Polish Academy of Sciences. Technical Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Application of 3D Printed Casting Models for Disamatch Forming Method
Autorzy:
Bernat, L.
Kroma, A.
Powiązania:
https://bibliotekanauki.pl/articles/381709.pdf
Data publikacji:
2019
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
rapid prototyping
casting models
FDM
DPP
SLA
prototypy
modele odlewnicze
Opis:
This paper presents results of a research on the possibilities of applying 3D printed casting models for small production series as alternative to traditional tooling production on automated DisaMatch mould production lines. The main task was to verify and compare the dimensions of the 3D printed models before and after moulding process. The paper discusses main advantages and disadvantages of the 3D printing methods used like FDM (Fused Deposition Modeling)/FFF (Fused Filament Fabrication), SLA (stereolitography) and DPP (Daylight Polymer Printing). Measurement of casting model outside dimension change resulting from moulding sand friction on their surface was made with the use of GOM INSPECT software on the basis of 3D scans made with ATOS TripleScan optical scanner. Hardness of 3D printed models made of ABS, Z-ULTRAT, three different photopolymer resins (from FormLab and Liquid Crystal companies) was verified. The result of the research printed models usability for the foundry industry was presented.
Źródło:
Archives of Foundry Engineering; 2019, 4; 95-98
1897-3310
2299-2944
Pojawia się w:
Archives of Foundry Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Influence of the Greek Crisis on the Risk Perception of European Economies
Autorzy:
Kliber, Agata
Powiązania:
https://bibliotekanauki.pl/articles/483351.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
CDS
bond spread
Markov-switching models
GARCH models
volatility
financial crisis
Opis:
In the article the author analyses the impact of the Financial Crisis, especially the Greek fiscal one, on the sCDS prices in Europe. The aim of the article is to assess the ability of the sCDS premia to price the risk of countries before and during the Greek crisis. The author analyses sCDS premia of maturity 10 years together with the so called bond-spreads, i.e. the spreads between the countries’ bond indexes and the risk free rate of the region (in our case it was the yield of German bonds of corresponding maturity - 10 years). The idea was to check whether there occurred any discrepancies in the risk valuation via the two measures, as a consequence of the Greek crisis. The data is taken daily and covers the period of 2008-2012. Based upon the results obtained in the research we conclude that the Greek crisis indeed influenced the relationships between the two measures of risk, however the degree of the influence was different in different countries. The relationships between the two measures of risk were totally broken only in the case of Greece, while in the other countries the relationships either were not distorted or had been broken already at the beginning of the financial crisis (2008/2009). The Greek problems were indeed reflected in volatilities of all analysed instruments; however triggering the credit event affected only Greek bonds dynamics.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2013, 5, 2; 125-161
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Forecasting the Polish Zloty with Non-Linear Models
Autorzy:
Rubaszek, Michał
Skrzypczyński, Paweł
Koloch, Grzegorz
Powiązania:
https://bibliotekanauki.pl/articles/483367.pdf
Data publikacji:
2010-11-03
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
exchange rate forecasting
Polish zloty
Markov-switching models
artificial neural networks
Opis:
The literature on exchange rate forecasting is vast. Many researchers have tested whether implications of theoretical economic models or the use of advanced econometric techniques can help explain future movements in exchange rates. The results of the empirical studies for major world currencies show that forecasts from a naive random walk tend to be comparable or even better than forecasts from more sophisticated models. In the case of the Polish zloty, the discussion in the literature on exchange rate forecasting is scarce. This article fills this gap by testing whether non-linear time series models are able to generate forecasts for the nominal exchange rate of the Polish zloty that are more accurate than forecasts from a random walk. Our results confirm the main findings from the literature, namely that it is dificult to outperform a naive random walk in exchange rate forecasting contest.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2010, 2, 2; 151-167
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł

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