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    Wyświetlanie 1-12 z 12
    Tytuł:
    On SαS density function
    Autorzy:
    Mazurkiewicz, Grażyna
    Powiązania:
    https://bibliotekanauki.pl/articles/729728.pdf
    Data publikacji:
    2005
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    stable distribution
    symmetric stable distribution
    moments
    scale mixture
    Opis:
    In this paper, we study some analytical properties of the symmetric α-stable density function.
    Źródło:
    Discussiones Mathematicae Probability and Statistics; 2005, 25, 1; 91-101
    1509-9423
    Pojawia się w:
    Discussiones Mathematicae Probability and Statistics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    USING THE STABLE DISTRIBUTION TO MONITOR A PROCESS, WHICH DISTRIBUTION IS UNKNOWN
    Autorzy:
    Chmielińska, Magdalena
    Powiązania:
    https://bibliotekanauki.pl/articles/655800.pdf
    Data publikacji:
    2014
    Wydawca:
    Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
    Tematy:
    Control chart
    stable distribution
    Opis:
    The control chart is a tool of statistical quality control, which is widely used in production. The fulfillment of its basic assumptions, guarantees flawless assessment of correctness of the monitored process. The purpose of this paper is to pay attention to the need to verify the assumptions of the used method and the effects of its unauthorized use, in case of not meeting its assumptions. In this paper a method that uses a family of stable distributions to estimate the unknown probability density of monitored diagnostic variable, is proposed. The estimated density function is the basis for determining the control limits.
    Źródło:
    Acta Universitatis Lodziensis. Folia Oeconomica; 2014, 3, 302
    0208-6018
    2353-7663
    Pojawia się w:
    Acta Universitatis Lodziensis. Folia Oeconomica
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution
    Estymator bazujący na ułamkowych momentach dla procesu Ornsteina-Uhlenbecka z rozkładem stabilnym
    Autorzy:
    Kruczek, Piotr
    Żuławiński, Wojciech
    Pagacz, Patrycja
    Wyłomańska, Agnieszka
    Powiązania:
    https://bibliotekanauki.pl/articles/953445.pdf
    Data publikacji:
    2019
    Wydawca:
    Polskie Towarzystwo Matematyczne
    Tematy:
    ornstein-uhlenbeck process
    floc
    estimation
    stable distribution
    Opis:
    The Ornstein-Uhlenbeck model is one of the most popular stochastic processes. It has found many interesting applications including physical phenomena. However, for many real data, the classical Ornstein-Uhlenbeck process cannot be applied. It is related to the fact that for many phenomena the vectors of observations exhibit so-called heavy-tailed behaviour. In such cases, the modifications of the classical models need to be used. In this paper, we analyze the Ornstein-Uhlenbeck process based on stable distribution. This distribution is one of the most classical members of the heavy-tailed class of distributions. In the literature, one can find various applications of stable processes. However, the heavy-tailed property implies that the classical methods of estimation and statistical investigation cannot be applied. In this paper, we propose a new method of estimation of stable Ornstein-Uhlenbeck process. This technique is based on the alternative measure of dependence, called fractional lower order covariance, which replaces the classical covariance for infinite-variance distribution. The proposed research is a continuation of the authors' previous studies, where the measure called covariation was proposed as the base for the estimation technique. We introduce the stable Ornstein-Uhlenbeck process and remind its main properties. In the main part, we define the new estimator of the of the parameters for discrete representation of Ornstein-Uhlenbeck process. Its effectiveness is checked by Monte Carlo simulations.
    Źródło:
    Mathematica Applicanda; 2019, 47, 2
    1730-2668
    2299-4009
    Pojawia się w:
    Mathematica Applicanda
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    GARCH(1,1) models with stable residuals
    Autorzy:
    Trusz, M.
    Tserakh, U.
    Powiązania:
    https://bibliotekanauki.pl/articles/92862.pdf
    Data publikacji:
    2018
    Wydawca:
    Uniwersytet Przyrodniczo-Humanistyczny w Siedlcach
    Tematy:
    GARCH model
    stable distributions
    tempered stable distribution
    maximum likelihood method
    Opis:
    The focus of this paper is the use of stable distributions for GARCH models. Such models are applied for the analysis of financial and economic time series, which have several special properties: volatility clustering, heavy tails and asymmetry of residuals distributions. Below we compare the properties of stable and tempered stable distributions and describe methodologies for constructing models and subsequent estimation of parameters using the maximum likelihood method. We also analyze an example of building models on real data in order to illustrate that tempered stable distributions could be used in financial time series models. Moreover, such distributions can show better results in comparison with traditionally used distributions.
    Źródło:
    Studia Informatica : systems and information technology; 2018, 1-2(22); 47-57
    1731-2264
    Pojawia się w:
    Studia Informatica : systems and information technology
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Application of weighted myriad filters to suppress impulsive noise in biomedical signals
    Autorzy:
    Pander, T.
    Powiązania:
    https://bibliotekanauki.pl/articles/1965811.pdf
    Data publikacji:
    2004
    Wydawca:
    Politechnika Gdańska
    Tematy:
    weighted myriad filter
    alpha-stable distribution
    biomedical signals
    Opis:
    Biomedical signals are commonly recorded with many kinds of noise. One of these is a waveform of the electrical activity of muscles. This "natural" distortion is usually modelled with a white Gaussian noise. In order to suppress such noise a weighted myriad filter is applied. The weighted myriad filter belongs to a class of non-linear filters and requires knowledge about noise impulsiveness. An impulsive noise can be described with alpha-stable distributions. One objective of this paper is to apply alpha-stable distribution as a model of real-life muscle noise in ECG signals. The other objective of the paper is to apply a weighted myriad filter to suppress impulsive noise in biomedical (ECG) signals. The reference filters have been the Savitzky-Golay smoothing filter and the median filter. The obtained results have shown that alpha-stable distributions can be applied to model muscle noise and that a weighted myriad filter with a Chebyshev weighted function can effectively suppress such noise.
    Źródło:
    TASK Quarterly. Scientific Bulletin of Academic Computer Centre in Gdansk; 2004, 8, 2; 199-216
    1428-6394
    Pojawia się w:
    TASK Quarterly. Scientific Bulletin of Academic Computer Centre in Gdansk
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Self-Adaptive Differential Evolution with Hybrid Rules of Perturbation for Dynamic Optimization
    Autorzy:
    Trojanowski, K.
    Raciborski, M.
    Kaczyński, P.
    Powiązania:
    https://bibliotekanauki.pl/articles/308439.pdf
    Data publikacji:
    2011
    Wydawca:
    Instytut Łączności - Państwowy Instytut Badawczy
    Tematy:
    adaptive differential evolution
    dynamic optimization
    symmetric a-stable distribution
    Opis:
    In this paper an adaptive differential evolution approach for dynamic optimization problems is studied. A new benchmark suite Syringa is also presented. The suite allows to generate test-cases from a multiple number of dynamic optimization classes. Two dynamic benchmarks: Generalized Dynamic Benchmark Generator (GDBG) and Moving Peaks Benchmark (MPB) have been simulated in Syringa and in the presented research they were subject of the experimental research. Two versions of adaptive differential evolution approach, namely the jDE algorithm have been heavily tested: the pure version of jDE and jDE equipped with solutions mutated with a new operator. The operator uses a symmetric ?-stable distribution variate for modification of the solution coordinates.
    Źródło:
    Journal of Telecommunications and Information Technology; 2011, 4; 20-30
    1509-4553
    1899-8852
    Pojawia się w:
    Journal of Telecommunications and Information Technology
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    k-th record estimator of the scale parameter of the α-stable distribution
    Autorzy:
    Stachura, Michał
    Wodecka, Barbara
    Powiązania:
    https://bibliotekanauki.pl/articles/2156989.pdf
    Data publikacji:
    2022-12-15
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    stable distribution
    scale parameter estimator
    k-th record values
    Opis:
    Various techniques of scale parameter estimation have been proposed in the case of alpha stable distributions. In the paper, the authors present an estimation technique that involves the k-th record theory. Although this theory is over 40 years old, its implementation in the classical extreme value theory – being the other cornerstone of the presented approach – is quite new, and tempting. Several theoretical properties of the introduced scale parameter estimators are presented. With the use of Monte Carlo methods, a comparative analysis is performed between the approach based on k-th records and approaches based on Hill’s and Pickands’ estimators. Additionally, the paper uses a real-life data set to illustrate how to effectively apply the k-th record estimator of the scale parameter. The research indicates several advantages of the k-th record approach over its other counterparts, especially when dealing with incomplete information about the underlying sample.
    Źródło:
    Statistics in Transition new series; 2022, 23, 4; 203-215
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Stable distribution in application to fixational eye movement description
    Autorzy:
    Szmigiel, Marta
    Grzesiek, Aleksandra
    Wyłomańska, Agnieszka
    Kasprzak, Henryk
    Powiązania:
    https://bibliotekanauki.pl/articles/174841.pdf
    Data publikacji:
    2019
    Wydawca:
    Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
    Tematy:
    eye movement
    microsaccades
    fixational eye movements
    α-stable distribution
    stochastic modelling
    Opis:
    To give an appropriate description of fixational eye movements is a very challenging problem. Over the years authors tried to describe the movements through different methods. The time series of the movements exhibit very characteristic behavior, which is the visible impulses. This may suggest the heavy-tailed distribution behind the data. In this paper on stochastic description of fixational eye movements, the α-stable distribution as the most important member of heavy-tailed family of distributions is proposed. The fixational eye movements together with head movement of both eyes of eight healthy subjects were measured and recorded by use of own designed optical system. Further analysis of changes in position of the pupil center in two-dimensional plane was performed. It was shown that head movement has very small impact on values of stability parameter α of fixational eye movements. The α-stable based analysis can be useful in better understanding of the character of the eye globe dynamics.
    Źródło:
    Optica Applicata; 2019, 49, 2; 365-377
    0078-5466
    1899-7015
    Pojawia się w:
    Optica Applicata
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Minimum dispersion coefficient criteria based positioning algorithm for BDS
    Autorzy:
    Wang, L.
    Li, L.
    Powiązania:
    https://bibliotekanauki.pl/articles/141700.pdf
    Data publikacji:
    2018
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    alpha-stable distribution
    BeiDou satellites
    Kalman filter
    minimum dispersion coefficient criteria
    non-Gaussian noise
    positioning algorithm
    Opis:
    The BeiDou navigation satellite system (BDS) is one of the four global navigation satellite systems. More attention has been paid to the positioning algorithm of the BDS. Based on the study on the Kalman filter (KF) algorithm, this paper proposed a novel algorithm for the BDS, named as the minimum dispersion coefficient criteria Kalman filter (MDCCKF) positioning algorithm. The MDCCKF algorithm adopts minimum dispersion coefficient criteria (MDCC) to remove the influence of noise with an alpha-stable distribution (ASD) model which can describe non-Gaussian noise effectively, especially for the pulse noise in positioning. By minimizing the dispersion coefficient of the positioning error, the MDCCKF assures positioning accuracy under both Gaussian and non-Gaussian environment. Compared with the original KF algorithm, it is shown that the MDCCKF algorithm has higher positioning accuracy and robustness. The MDCCKF algorithm provides insightful results for potential future research.
    Źródło:
    Archives of Electrical Engineering; 2018, 67, 4; 739-753
    1427-4221
    2300-2506
    Pojawia się w:
    Archives of Electrical Engineering
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    An Application of General Branching Processes to a Cell Cycle model With Two Uncoupled Subcycles and Unequal Cell Division
    Autorzy:
    Alexandersson, M.
    Powiązania:
    https://bibliotekanauki.pl/articles/929755.pdf
    Data publikacji:
    2000
    Wydawca:
    Uniwersytet Zielonogórski. Oficyna Wydawnicza
    Tematy:
    proces cykliczny komórki
    matematyka
    branching process
    cell cycle model
    unequal cell division
    stable type distribution
    alpha-curve
    beta-curve
    mother-daughter correlation
    Opis:
    A cell population model is constructed and analysed in the frameworkof general branching process theory. The model uses the idea that the DNA division cycle and the cell growth cycle are loosely coupled. The cell division is assumed to be unequal and the structure variables of the modelare size and growth, where the growth is regulated by supramitotic growth control. An explicit expression for the stable birth type distributionis given and asymptotics, such as the alpha- and beta_1-curve and various size distributions, are derived. We also prove that the microheterogeneity ingrowth causes the mother-daughter life length correlation to be non-negative.
    Źródło:
    International Journal of Applied Mathematics and Computer Science; 2000, 10, 1; 131-145
    1641-876X
    2083-8492
    Pojawia się w:
    International Journal of Applied Mathematics and Computer Science
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Methods of forecasting of stable heat regime of metal polymeric bushes of bearing of sliding operating on newton lubricant
    Metody prognozowania stabilnych reżymów cieplnych dla metalopolimerowych łożysk ślizgowych w obecności smaru Newtonowskiego
    Autorzy:
    Pavlova, I.
    Vernyaeva, L.
    Vassel, N.
    Powiązania:
    https://bibliotekanauki.pl/articles/374881.pdf
    Data publikacji:
    2010
    Wydawca:
    Politechnika Śląska. Wydawnictwo Politechniki Śląskiej
    Tematy:
    stabilny reżym cieplny
    łożysko
    łożysko ślizgowe
    gradient temperatury
    rozpływ ciepła
    stable temperature regime
    bearing work
    slide bearing
    temperature gradient
    heat distribution
    Opis:
    The purpose of this work was to develop the methods of forecasting of stable heat regime of metal polymeric bushes of bearing of sliding operating on Newton lubricant. It is shown that the most stable temperature regime of bearing work is achieved through non-dimensional temperature Θ*=0,5 in the case of low plastic lubricant (A<<1) and 0,8≤ Θ*≤0,95 in the case of high plastic lubricant(A>1).
    Źródło:
    Transport Problems; 2010, 5, 2; 111-117
    1896-0596
    2300-861X
    Pojawia się w:
    Transport Problems
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Distribution and origin of gaseous hydrocarbons and carbon dioxide in the Quaternary sediments at Starunia palaeontological site and vicinity (Carpathian region, Ukraine)
    Autorzy:
    Kotarba, M. J.
    Sechman, H.
    Dzieniewicz, M.
    Powiązania:
    https://bibliotekanauki.pl/articles/191503.pdf
    Data publikacji:
    2009
    Wydawca:
    Polskie Towarzystwo Geologiczne
    Tematy:
    near-surface geochemical survey
    depth gas distribution
    stable carbon isotopes
    gaseous hydrocarbon origin
    carbon dioxide origin
    Quaternary sediments
    woolly rhinoceros
    Starunia palaeontological site
    Ukrainian Carpathians
    Opis:
    Near-surface gases were investigated in Starunia, where remains of mammoth and woolly rhinoceroses were discovered at the beginning of the 20th century. Samples were collected at 30 measurement sites, from 0.8, 1.6, 2.4, 3.2 and 4.0 m depths and analysed for their molecular and isotopic compositions. Most of the methane and all higher gaseous hydrocarbons accumulated within the near-surface zone are of thermogenic origin. The distribution of thermogenic methane and higher gaseous hydrocarbons in Quaternary sediments is variable and, generally, increases with depth. Microbial methane or a mixture of microbial and thermogenic methane also occurs at the near-surface zone. The presence of hydrogen and alkenes in the near-surface gases also suggests a contribution from recent, microbial processes. Helium of crustal origin migrated through the Rinne Fault and other tectonic zones located in the study area, and was subsequently dispersed during migration through the lithologically diversified Pleistocene and Holocene sediments. The high variability of the carbon dioxide concentration and stable carbon isotope composition at various depths in the near-surface zone is caused by its polygenetic origin (thermogenic, microbial, and oxidation of hydrocarbons and Quaternary organic matter), and also by its dissolution in water and oil during migration through lithologically diversified Pleistocene and Holocene sediments. Zones of thermogenic methane occurrence within Pleistocene sediments, dominated by muds saturated with bitumen and brines, provide the most favourable environment for preservation of large extinct mammals. It is likely that during the Pleistocene winters, when thick ice and snow covered the tundra lake and swamp, zones of outflow of brines, oils, helium, and thermogenic gaseous hydrocarbons had a higher temperature, which could have resulted in melting and cracking of the ice cover and drowning of large mammals. The most favourable conditions for preservation of large, extinct mammals probably still exists in the vicinity of sampling probe sites Nos 21, 22, 23 and 36. Zones of dominance of microbial methane concentrations are less favourable sites for preservation of extinct mammals, because this methane was generated within recent swamps and also within recent descending meteoric waters which infiltrated into Pleistocene and Holocene sediments. Older Pleistocene microbial gases have already escaped to the atmosphere.
    Źródło:
    Annales Societatis Geologorum Poloniae; 2009, 79, No 3; 403-419
    0208-9068
    Pojawia się w:
    Annales Societatis Geologorum Poloniae
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-12 z 12

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