Informacja

Drogi użytkowniku, aplikacja do prawidłowego działania wymaga obsługi JavaScript. Proszę włącz obsługę JavaScript w Twojej przeglądarce.

English (EN)·Polski (PL)·Yкраїнський (UK)
Przejdź do strony domowej biblioteki Centralna Biblioteka Wojskowa Link otwiera się w nowym oknie Logo biblioteki Prolib Integro - strona głównaCentralna Biblioteka Wojskowa

Wyszukujesz frazę "Probability Model" wg kryterium: Temat

  Lista filtrów
Wyrównaj
Wyświetlanie 1-15 z 45
Tytuł:
A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model
Autorzy:
Agiwal, Varun
Kumar, Jitendra
Shangodoyin, Dahud Kehinde
Powiązania:
https://bibliotekanauki.pl/articles/1059004.pdf
Data publikacji:
2020-12-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
panel autoregressive model
structural break
MCMC
posterior probability
Opis:
Most economic time series, such as GDP, real exchange rate and banking series are irregular by nature as they may be affected by a variety of discrepancies, including political changes, policy reforms, import-export market instability, etc. When such changes entail serious consequences for time series modelling, various researchers manage this problem by applying a structural break. Thus, the aim of this paper is to develop a generalised structural break time series model. The paper discusses a panel autoregressive model with multiple breaks present in all parameters, i.e. in the autoregressive coefficient and mean and error variance, which is a generalisation of various sub-models. The Bayesian approach is applied to estimate the model parameters and to obtain the highest posterior density interval. Strong evidence is observed to support the Bayes estimator and then it is compared with the maximum likelihood estimator. A simulation experiment is conducted and an empirical application on the SARRC association’s GDP per capita time series is used to illustrate the performance of the proposed model. This model is also extended to a temporary shift model. Key words: panel autoregressive model, structural break, MCMC, posterior probability.
Źródło:
Statistics in Transition new series; 2020, 21, 5; 133-149
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A logical device for processing nautical data
Autorzy:
Filipowicz, W.
Powiązania:
https://bibliotekanauki.pl/articles/135599.pdf
Data publikacji:
2017
Wydawca:
Akademia Morska w Szczecinie. Wydawnictwo AMSz
Tematy:
probability density
probability distributions
nautical evidence
uncertainty model
nautical propositions
simple belief structure
Opis:
Nautical measurements are randomly and systematically corrupted. There is a rich scope of knowledge regarding the randomness shown by results of observations. The distribution of stochastic distortions remains an estimate and is imprecise with respect to their parameters. Uncertainties can also occur through the subjective assessment of each piece of available data. The ability to model and process all of the aforementioned items through traditional approaches is rather limited. Moreover, the results of observations, the final outcome of a quality evaluation, can be estimated prior to measurements being taken. This a posteriori analysis is impaired and it is outside the scope of traditional, inaccurate data handling methods. To propose new solutions, one should start with an alternative approach towards modelling doubtfulness. The following article focusses on belief assignments that may benefit from the inclusion of uncertainty. It starts with a basic interval uncertainty model. Then, assignments engaging fuzzy locations around nautical indications are discussed. This fragment includes transformation from density functions to probability distributions of random errors. Diagrams of the obtained conversions are included. The presentation concludes with a short description of a computer application that implements the presented ideas.
Źródło:
Zeszyty Naukowe Akademii Morskiej w Szczecinie; 2017, 52 (124); 65-73
1733-8670
2392-0378
Pojawia się w:
Zeszyty Naukowe Akademii Morskiej w Szczecinie
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A new prediction model of surface subsidence with cauchy distribution in the coal mine of thick topsoil condition
Autorzy:
Jiang, Yue
Misa, Rafał
Tajduś, Krzysztof
Sroka, Anton
Jiang, Yan
Powiązania:
https://bibliotekanauki.pl/articles/219750.pdf
Data publikacji:
2020
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
wydobycie węgla
osiadanie powierzchni
rozkład Cauchy'ego
model obliczeniowy
coal mining
thick topsoil
surface subsidence
Probability Integral Method
Cauchy distribution
calculation model
Opis:
Coal is the main energy source in China, but its underground mining causes surface subsidence, chich seriously damages the ecological and living environments. How to calculate subsidence accurately is a core issue in evaluating mining damage. At present, the most commonly used method of calculation is the Probability Integral Method (PIM), based on a normal distribution. However, this method has limitations in thick topsoil (thickness > 100 m), in that the extent of the calculated boundary of the subsidence basin is smaller than its real extent, and this has an undoubted impact on the accurate assessment of the extent of mining damage. Therefore, this paper introduces a calculation model for surface subsidence based on a Cauchy distribution for thick topsoil conditions. This not only improves the accuracy of calculation at the subsidence basin boundary, but also provides a universal method for the calculation of surface subsidence.
Źródło:
Archives of Mining Sciences; 2020, 65, 1; 147-158
0860-7001
Pojawia się w:
Archives of Mining Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
About accuracy of risks prediction and importance of increasing adequacy of used probabilistic models
Autorzy:
Kostogryzov, A.
Nistratov, A.
Zubarev, I.
Stepanov, P.
Grigoriev, L.
Powiązania:
https://bibliotekanauki.pl/articles/2069120.pdf
Data publikacji:
2015
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
model
optimization
probability
quality
resources
risk
system
technology
Opis:
The work purpose is the quantitative proof of importance and necessity of increasing adequacy of probabilistic models, described by probability distribution functions (PDF) of time between losses of system integrity. For purpose achievement the analysis of probabilistic metrics of risks and the elementary forms to establish an admissible risks is carried out, some ways of increasing an adequacy of probabilistic models for complex structures are described. Possibilities of extracting the latent knowledge from an adequate PDF are shown. Practical value of the researches are the revealed possibilities for a substantiation of more effective system decisions at the expense of increasing accuracy of risks prediction. Effects are demonstrated by examples.
Źródło:
Journal of Polish Safety and Reliability Association; 2015, 6, 2; 71--80
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An empirical model of rainfall intensity as a function of rainfall duration and probability of occurrence
Autorzy:
Harisuseno, Donny
Prasetyorini, Linda
Fidari, Jadfan S.
Chandrasasi, Dian
Powiązania:
https://bibliotekanauki.pl/articles/2203546.pdf
Data publikacji:
2023
Wydawca:
Instytut Technologiczno-Przyrodniczy
Tematy:
empirical model
probability of occurrence
rainfall duration
rainfall intensity
recurrence interval
Opis:
Rainfall is one of the main components of the hydrologic cycle; thus, the availability of accurate rainfall data is fundamental for designing and operating water resources systems and infrastructure. This study aims to develop an empirical model of rainfall intensity (It,p) as a function of its probability (p) and duration (t). In 1999-2020, data on the hourly duration of rainfall were collected from automatic rainfall recorder (ARR) gauges. The empirical model has been developed using a statistical approach based on duration (t) and probability (p), and subsequently they have been validated with those obtained from ARR data. The resulting model demonstrates good performance compared with other empirical formulas (Sherman and Ishiguro) as indicated by the percent bias (PBIAS) values (2.35-3.17), ratio of the RMSE (root mean square error) between simulated and observed values to the standard deviation of the observations (RSR, 0.028-0.031), Nash-Sutcliffe efficiency (NSE, 0.905-0.996), and index of agreement (d, 0.96-0.98) which classified in the rating of “very good” in model performance. The reliability of the estimated intensity based on the empirical model shows a tendency to decrease as duration (t) increases, and a good accuracy mainly for the rainfall intensity for shorter periods (1-, 2-, and 3-hours), whereas low accuracy for long rainfall periods. The study found that the empirical model exhibits a reliable estimate for rainfall intensity with small recurrence intervals (Tr) 2-, 5-, 10-, and a 20-year interval and for a shorter duration (t). Validation results confirm that the rainfall intensity model shows good performance; thus, it could be used as a reliable instrument to estimate rainfall intensity in the study area.
Źródło:
Journal of Water and Land Development; 2023, 56; 182--193
1429-7426
2083-4535
Pojawia się w:
Journal of Water and Land Development
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An estimation method of message receiving probability for a satellite automatic identification system using a binomial distribution model
Autorzy:
Seta, T.
Matsukura, H.
Aratani, T.
Tamura, K.
Powiązania:
https://bibliotekanauki.pl/articles/135202.pdf
Data publikacji:
2016
Wydawca:
Akademia Morska w Szczecinie. Wydawnictwo AMSz
Tematy:
satellite AIS
recognition/detection probability
missing rate
coverage
statistical binomial distribution model
Opis:
Automatic identification system (AIS) data are used to analyze vessels’ positions or maritime traffic. Recently, satellites are being adopted for gathering AIS data (satellite AIS). A satellite AIS can gather AIS data from all over the world, including the center of the ocean. However, because a satellite moves around the world every day, there is a very short window of time that the satellite can receive signals from some specific area. Furthermore, because a satellite AIS receives signals simultaneously from a wider area than a terrestrial AIS does, the satellite AIS has lower rate of signal reception, especially near vessel congested areas. This may cause many unrecognized vessels. For this situation, this paper proposes a new method to estimate the number of unrecognized vessels based on a binomial distribution model. With this method, we are able to estimate the number of unrecognized vessels just from satellite AIS data themselves.
Źródło:
Zeszyty Naukowe Akademii Morskiej w Szczecinie; 2016, 46 (118); 101-107
1733-8670
2392-0378
Pojawia się w:
Zeszyty Naukowe Akademii Morskiej w Szczecinie
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An influence of service discipline on characteristics of a single-server queue with non-homogeneous customers
Autorzy:
Tikhonenko, O.
Gola, A.
Ziółkowski, M.
Powiązania:
https://bibliotekanauki.pl/articles/122059.pdf
Data publikacji:
2010
Wydawca:
Uniwersytet Humanistyczno-Przyrodniczy im. Jana Długosza w Częstochowie. Wydawnictwo Uczelniane
Tematy:
single-server queueing system
customers loss probability
analytical model
simulation
queueing theory
system kolejkowy z jednym serwerem
prawdopodobieństwo utraty klientów
model analityczny
symulacja
teoria kolejkowania
Opis:
For single-server queueing systems with non-homogeneous customers having some random space requirements we compare processor-sharing and FIFO disciplines and investigate their influence on the total sum of space requirements characteristics (when this sum is not limited, i.e. V = ∞) and customers loss probability (when this sum is limeted, i.e. V < ∞), using analytical modeling and simulation.
Źródło:
Scientific Issues of Jan Długosz University in Częstochowa. Mathematics; 2010, 15; 191-200
2450-9302
Pojawia się w:
Scientific Issues of Jan Długosz University in Częstochowa. Mathematics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analysis of a single server queue in a multi-phase random environment with working vacations and customers’ impatience
Autorzy:
Bouchentouf, Amina Angelika
Guendouzi, Abdelhak
Houalef, Meriem
Majid, Shakir
Powiązania:
https://bibliotekanauki.pl/articles/2175837.pdf
Data publikacji:
2022
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
queueing model
multi-phase random environment
working vacation policies
impatient customer
probability generating function
Opis:
In this paper, we analyze an M/M/1 queueing system under both single and multiple working vacation policies, multiphase random environment, waiting server, balking and reneging. When the system is in operative phase j = 1, 2, . . . , K, customers are served one by one. Whenever the system becomes empty, the server waits a random amount of time before taking a vacation, causing the system to move to working vacation phase 0 at which new arrivals are served at a lower rate. Using the probability generating function method, we obtain the distribution for the steady-state probabilities of the system. Then, we derive important performance measures of the queueing system. Finally, some numerical examples are illustrated to show the impact of system parameters on performance measures of the queueing system.
Źródło:
Operations Research and Decisions; 2022, 32, 2; 16--33
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analytical modelling operation processes of composed and integrated information systems on the principles of system engineering
Autorzy:
Kostogryzov, A.
Stepanov, P.
Nistratov, A.
Nistratov, G.
Zubarev, I.
Grigoriev, L.
Powiązania:
https://bibliotekanauki.pl/articles/2069182.pdf
Data publikacji:
2016
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
information
model
probability
quality
risk
safety
system
technology
Opis:
The approach for analytical modelling operation processes of composed and integrated information systems is proposed. It allows to estimate the reliability and timeliness of information producing, the completeness, validity and confidentiality of the used information from users’ point of view. In application to composed and integrated systems the existing models are developed by introducing the space of elementary events for operation processes from system engineering point of view. It is intended for systems analysts for any IS. Some effects are demonstrated by examples.
Źródło:
Journal of Polish Safety and Reliability Association; 2016, 7, 1; 157--166
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Backtesting analysis. How to assess the quality of PD models in a retail banking
Analiza backtesting. Jak ocenić jakość modeli PD w bankowości detalicznej
Autorzy:
Siarka, Paweł
Powiązania:
https://bibliotekanauki.pl/articles/580550.pdf
Data publikacji:
2019
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
backtesting
model validation
probability of default
ryzyko kredytowe
prawdopodobieństwo niewypłacalności
PD
Opis:
The paper refers to the probability of default model validation procedure in retail banking. The author presents the idea of backtesting analysis focusing on sensitivity analysis of capital requirements under stress scenarios. The paper addresses statistical methods which can be applied in credit risk management under the backtesting exercise in retail banking. The advantages and drawbacks of specific approaches are discussed. Furthermore, the outcomes of the empirical implementation of selected methods are presented. The author considers the impact of positive asset correlation on various validation approaches, where no correlation is assumed, and proves that the zero-correlation assumptions may result in a more prudent approach. This finding was confirmed by the empirical analysis performed for retail portfolios. The research concerned PD parameters calculated for car and mortgage loans. The backtesting results revealed that PD forecasts created for mortgage portfolios underestimated credit risk during the crisis period which started in 2008. However, car loan portfolio credit risk predictions appeared to be robust.
W niniejszym artykule odniesiono się do zagadnienia weryfikacji jakości modeli służących do szacowania prawdopodobieństwa niewypłacalności w bankowości detalicznej. Autor przedstawił koncepcję analizy backtesting w świetle wrażliwości wymogów kapitałowych w odniesieniu do testowania warunków skrajnych. W artykule odniesiono się do zagadnienia weryfikacji jakości prognoz modeli służących do szacowania prawdopodobieństwa niewypłacalności. Przedstawiono i omówiono wyniki wybranych metod. Autor omówił również wpływ dodatniej korelacji aktywów na uzyskane wyniki. Wykazał, że założenie zerowej korelacji może skutkować bardziej konserwatywnymi wynikami. Ustalenie to potwierdzono przez analizę empiryczną przeprowadzoną dla portfeli detalicznych. Badanie dotyczyło parametrów PD szacowanych dla portfeli kredytów samochodowych oraz hipotecznych. Otrzymane wyniki wykazały, że prognozy PD opracowane dla portfela kredytów hipotecznych niedoszacowują ryzyko kredytowe. Prognozy ryzyka kredytowego dla portfela kredytów samochodowych okazały się trafne.
Źródło:
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu; 2019, 63, 8; 230-244
1899-3192
Pojawia się w:
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Badanie wpływu indeksów zmienności na zmiany współzależności pomiędzy wybranymi rynkami finansowymi
An influence analysis of volatility indices on interdependence changes between selected financial markets
Autorzy:
Czapkiewicz, Anna
Jamer, Paweł
Powiązania:
https://bibliotekanauki.pl/articles/425098.pdf
Data publikacji:
2016
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
hidden Markov model
time-varying transition probability
stock exchange
volatility indices
interdependence analysis
Opis:
The study of interdependence and the strength of the relationship between finan-cial time series is a quite important area in the financial literature. Hence we discussed the relationships between the main stock indices. The multivariate distributions of returns we modelled basing on copula functions approach. In order to obtain some dynamics of multi-variate distributions we applied the hidden Markov chain. Additionally we assumed that the transition matrix of the Markov chain was dependent on some exogenous variables. The study shows that the volatility indices VIX and VSTOXX which were taken as exogenous variables improved model efficiency.
Źródło:
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2016, 3 (53); 87-101
1507-3866
Pojawia się w:
Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Błędy doboru próby w badaniach bankructw przedsiębiorstw
Sample bias in the research on corporate bankruptcy
Autorzy:
Gruszczyński, Marek
Powiązania:
https://bibliotekanauki.pl/articles/697962.pdf
Data publikacji:
2017
Wydawca:
Szkoła Główna Handlowa w Warszawie
Tematy:
bankruptcy prediction
choice-based sample
logit model
bankruptcy probability
bankructwa przedsiębiorstw
modele upadłości
metodyka
dobór próby
Opis:
This article is devoted to considerations on sample biases in bankruptcy modelling. Typically, the models are estimated based on non-random samples with proportion of bankrupt companies differing from that in the population. This causes bias in estimated bankruptcy probabilities for single companies. The paper opens with remarks on samples used in bankruptcy research in Poland which are followed by exposition on sample choice biases, starting with the findings of Zmijewski [1984]. The major issue presented is the development of Skogsvik and Skogsvik [2013] formula of a relationship between biased and unbiased estimated probability of bankruptcy of a given company. It is shown that the formula coincides with Anderson-Maddala correction (Anderson 1973, Maddala 1983) for the logit model. Comments on sample bias in classification modelling conclude the paper.
Przedmiotem artykułu są rozważania na temat błędów doboru próby w modelowaniu ban-kructwa. Modele są zazwyczaj szacowane na podstawie nielosowych prób, w których udział bankrutów odbiega od ich udziału w populacji przedsiębiorstw. Błędy wynikające z takiego podejścia powodują obciążenie ocen prawdopodobieństwa bankructwa pojedynczych firm. Problem badań bankructw w Polsce autor przedstawił w szerszym kontekście, począwszy od wyników Zmijewskiego [1984]. Zaproponował konkretyzację zależności Skogsvików [2013] między obciążonym i nieobciążonym prawdopodobieństwem bankructwa danej firmy. Dla modelu logitowego zależność okazała się zgodna z korektą Andersona-Maddali. Opracowa-nie zostało wzbogacone o uwagi na temat modeli klasyfikacji.
Źródło:
Kwartalnik Nauk o Przedsiębiorstwie; 2017, 44, 3; 22-29
1896-656X
Pojawia się w:
Kwartalnik Nauk o Przedsiębiorstwie
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Can conjugate prior probability explain the illusion of control?
Autorzy:
Czupryna, Marcin
Kubińska, Elżbieta
Markiewicz, Łukasz
Powiązania:
https://bibliotekanauki.pl/articles/1198684.pdf
Data publikacji:
2018
Wydawca:
Akademia Leona Koźmińskiego w Warszawie
Tematy:
overconfidence
illusion of control
emotional and rational model
Bayesian updating
conjugate prior probability.
Opis:
In this paper, we consider the illusion of control by using Bayesian updating as the rationality model. Our paper contributes twofold. First, we empirically verify that the illusion of control may have two concurrent sources, “emotional” and “rational”. The fi rst one produces biased Bayesian processing due to emotional engagement and the second one yields biases due to prior assumptions on the level of control. Second, we propose a method for identifying these two sources. Moreover we verified two hypotheses H1: The emotional factor causes overestimation of the actual level of control. and H2: The rational factor is responsible for the reverse relationship between observed levels of the illusion of control in three separate situations, when subjects have significant control, moderate or no control. Only the hypothesis H2 received partial empirical support.
Źródło:
Decyzje; 2018, 29; 87-113
1733-0092
2391-761X
Pojawia się w:
Decyzje
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Comparison of confidence intervals for variance components in an unbalanced one-way random effects model
Autorzy:
Jiratampradab, Arisa
Supapakorn, Thidaporn
Suntornchost, Jiraphan
Powiązania:
https://bibliotekanauki.pl/articles/2156992.pdf
Data publikacji:
2022-12-15
Wydawca:
Główny Urząd Statystyczny
Tematy:
variance components
unbalanced one-way random effects model
pivotal quantity
fiducial inference
coverage probability
Opis:
The purpose of this paper is to study and compare the methods for constructing confidence intervals for variance components in an unbalanced one-way random effects model. The methods are based on a classical exact, generalised pivotal quantity, a fiducial inference and a fiducial generalised pivotal quantity. The comparison of criteria involves the empirical coverage probability that maintains at the nominal confidence level of 0.95 and the shortest average length of the confidence interval. The simulation results show that the method based on the generalised pivotal quantity and the fiducial inference perform very well in terms of both the empirical coverage probability and the average length of the confidence interval. The classical exact method performs well in some situations, while the fiducial generalised pivotal quantity performs well in a very unbalanced design. Therefore, the method based on the generalised pivotal quantity is recommended for all situations.
Źródło:
Statistics in Transition new series; 2022, 23, 4; 149-160
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Comparison of Estimators of a Probability of Success in Two Models
Porównanie estymatorów prawdopodobieństwa sukcesu w dwóch modelach
Autorzy:
Zieliński, Wojciech
Powiązania:
https://bibliotekanauki.pl/articles/904811.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
estimation of probability of success
binomial model
negative binomial model
Opis:
In modeling two valued phenomena a binomial or negative binomial model is applied. In the paper minimum variance unbiased estimators of a probability of success obtained in two models are compared.
Do modelowania zjawisk dychotomicznych wykorzystuje się model dwumianowy lub model ujemny dwumianowy. W pracy porównano estymatory nieobciążone o minimalnej wariancji prawdopodobieństwa sukcesu w tych dwóch modelach.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2013, 286
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 45

Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies