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Wyszukujesz frazę "stochastic distribution" wg kryterium: Temat


Tytuł:
Stochastic Wiener filter in the white noise space
Autorzy:
Alpay, Daniel
Pinhas, Ariel
Powiązania:
https://bibliotekanauki.pl/articles/255216.pdf
Data publikacji:
2020
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
Wiener filter
white noise space
Wick product
stochastic distribution
Opis:
. In this paper we introduce a new approach to the study of filtering theory by allowing the system's parameters to have a random character. We use Hida's white noise space theory to give an alternative characterization and a proper generalization to the Wiener filter over a suitable space of stochastic distributions introduced by Kondratiev. The main idea throughout this paper is to use the nuclearity of this space in order to view the random variables as bounded multiplication operators (with respect to the Wick product) between Hilbert spaces of stochastic distributions. This allows us to use operator theory tools and properties of Wiener algebras over Banach spaces to proceed and characterize the Wiener filter equations under the underlying randomness assumptions.
Źródło:
Opuscula Mathematica; 2020, 40, 3; 323-339
1232-9274
2300-6919
Pojawia się w:
Opuscula Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Monte Carlo method for reliability of parallel system with dependent failures of component
Autorzy:
Grabski, F.
Powiązania:
https://bibliotekanauki.pl/articles/2069174.pdf
Data publikacji:
2016
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
reliability
stochastic process
Weibull distribution
dependency
Opis:
A problem of parallel system reliability with dependent failures of components is presented in the paper. It is assumed that lifetimes of components are independent random variable having Weibull distribution. We take under consideration a parallel (in reliability meaning) system consisting of n independent at the beginning of work and identical components. We assume that a load of the working system affects on the reliability of its components and the load of the system is distributed on all working components. Therefore, a failure rate of each component is changeable during run of the system and depends on a number of working elements at this point in time. As a model of the system failures we construct a stochastic process which value at the moment t denotes the number of working components. Generally it is neither Markov nor semi-Markov process. To assess the reliability characteristics of the system we simulate this stochastic process using the Monte-Carlo method and we calculate values of nonparametric kernel density and reliability functions estimators.
Źródło:
Journal of Polish Safety and Reliability Association; 2016, 7, 1; 67--72
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Effectiveness of Stochastic Dominance in Financial Analysis
Analiza efektywności dominacji stochastycznych w zastosowaniach finansowych
Autorzy:
Trzpiot, Grażyna
Powiązania:
https://bibliotekanauki.pl/articles/905072.pdf
Data publikacji:
2005
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
asymmetric distribution
stochastic dominance criterion
efficient set
Opis:
Analiza portfelowa stawia problem wyboru najlepszego spośród możliwych losowych projektów inwestycyjnych. Wybór len zależy od, jedynej dla każdego inwestora, funkcji użyteczności oraz od rozkładu prawdopodobieństwa rozważanej inwestycji. W niniejszym opracowaniu skoncentrowano się na scharakteryzowaniu zbioru optymalnych efektywnych inwestycji. W odróżnieniu od zbioru efektywnych inwestycji zgodnego z kryterium momentów MV, zbiór efektywnych inwestycji zgodny z kryterium SD jest optymalny dla całych ogólnych klas funkcji użyteczności (nie tylko dla funkcji kwadratowej). Dodatkowo kryterium SD wykorzystuje wszystkie wartości rozkładu prawdopodobieństwa projektu inwestycyjnego. Wiele prac empirycznych omawia zależności pomiędzy zbiorem efektywnych inwestycji z kryterium momentów MV a zbiorem efektywnych inwestycji zgodnym z kryterium SD. W tym artykule przedstawione zostały wyniki analiz wybranych typów rozkładów asymetrycznych.
I ortfolio analysis can be regarded as a problem of choosing the best investment project from all possible investments. I his choice depends on, the unique for each investor, utility function and the distribution оf the return оГ the investment project. Unlike MV criterion, SD criterion is optimal for a class of utility function and additionally we elaborate with all value of the return of the investment project. We will present the results of analysis the properties ol the optimal efficient set according SD criteria for asymmetric distribution.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2005, 194
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
New polynomial exponential distribution: properties and applications
Autorzy:
Beghriche, Abdelfateh
Zeghdoudi, Halim
Raman, Vinoth
Chouia, Sarra
Powiązania:
https://bibliotekanauki.pl/articles/2108330.pdf
Data publikacji:
2022-09-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
exponential distribution
Xgamma distribution
Lindley distribution
quantile function stochastic ordering
maximum-likelihood estimation
XLindley distribution
Opis:
The study describes the general concept of the XLindley distribution. Forms of density and hazard rate functions are investigated. Moreover, precise formulations for several numerical properties of distributions are derived. Extreme order statistics are established using stochastic ordering, the moment method, the maximum likelihood estimation, entropies and the limiting distribution. We demonstrate the new family's adaptability by applying it to a variety of real-world datasets.
Źródło:
Statistics in Transition new series; 2022, 23, 3; 95-112
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Robust Optimisation Metaheuristics for the Inventory-Allocation Problem
Autorzy:
Vizinger, Tea
Žerovnik, Janez
Powiązania:
https://bibliotekanauki.pl/articles/578562.pdf
Data publikacji:
2019
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Dystrybucja
Optymalizacja
Programowanie stochastyczne
Distribution
Optimalization
Stochastic programming
Opis:
As an example of a successful application of a relatively simple metaheuristics for a stochastic version of a multiple criteria optimisation problem, the inventory-allocation problem is discussed. Stochastic programming is introduced to deal with the demand of end consumers. It has been shown before that simple metaheuristics, i.e., local search may be a very competitive choice for solving computationally hard optimisation problems. In this paper, robust optimisation approach is applied to select more promising initial solutions which results in a significant improvement of time complexity of the optimisation algorithms. Furthermore, it allows more flexibility in choosing the final solution that need not always be minimising the sum of costs.
Źródło:
Multiple Criteria Decision Making; 2019, 14; 128-143
2084-1531
Pojawia się w:
Multiple Criteria Decision Making
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic estimation of voltage sag due to faults in the power system by using PSCAD/EMTDC software as a tool for simulation
Autorzy:
Patne, N. R.
Thakre, K. L.
Powiązania:
https://bibliotekanauki.pl/articles/262574.pdf
Data publikacji:
2007
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie
Tematy:
voltage sag
PSCAD/EMTDC
stochastic method
uniform fault distribution
Opis:
Faults in the power system are major cause of voltage sag. Voltage sag in the power system due to fault can be symmetrical or unsymmetrical. For sensitive loads it is necessary to estimate how many times in year the voltage at their terminal will experience sag to avoid tripping of operation. Several stochastic methods for estimation of number of sags are developed in recent years. In different methods of sag prediction there is need to do lengthy programming or calculations. Here PSCAD/EMTDC software package is used to estimate number of sag with uniform distribution of faults along the lines.
Źródło:
Electrical Power Quality and Utilisation. Journal; 2007, 13, 2; 59-63
1896-4672
Pojawia się w:
Electrical Power Quality and Utilisation. Journal
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An alternative approach to bonus malus
Autorzy:
Guerreiro, Gracinda
Mexia, João
Powiązania:
https://bibliotekanauki.pl/articles/729776.pdf
Data publikacji:
2004
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
bonus malus
stochastic vortices
long run distribution
optimal bonus scales
Opis:
Under the assumptions of an open portfolio, i.e., considering that a policyholder can transfer his policy to another insurance company and the continuous arrival of new policyholders into a portfolio which can be placed into any of the bonus classes and not only in the "starting class", we developed a model (Stochastic Vortices Model) to estimate the Long Run Distribution for a Bonus Malus System. These hypothesis render the model quite representative of the reality.
With the obtained Long Run Distribution, a few optimal bonus scales were calculated, such as Norberg's (1979), Borgan, Hoem's and Norberg's (1981), Gilde and Sundt's (1989) and Andrade e Silva's (1991).
To compare our results, since this was the first application of the model, we used the Classic Model for Bonus Malus and the Open Model developed by Centeno and Andrade e Silva (2001).
The results of the Stochastic Vortices and the Open Modelare highly similar and quite different from those of the Classic Model. Besides this the distribution of policyholders in the various bonus classes was derived assuming that the entrances followed adequatestochastic models.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2004, 24, 2; 197-213
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Large and moderate deviation principles for nonparametric recursive kernel distribution estimators defined by stochastic approximation method
Autorzy:
Slaoui, Yousri
Powiązania:
https://bibliotekanauki.pl/articles/254712.pdf
Data publikacji:
2019
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
distribution estimation
stochastic approximation algorithm large and moderate deviations principles
Opis:
In this paper we prove large and moderate deviations principles for the recursive kernel estimators of a distribution function defined by the stochastic approximation algorithm. We show that the estimator constructed using the stepsize which minimize the Mean Integrated Squared Error (MISE) of the class of the recursive estimators defined by Mokkadem et al. gives the same pointwise large deviations principle (LDP) and moderate deviations principle (MDP) as the Nadaraya kernel distribution estimator.
Źródło:
Opuscula Mathematica; 2019, 39, 5; 733-746
1232-9274
2300-6919
Pojawia się w:
Opuscula Mathematica
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:
Study on the impact of electric vehicle charging load on nodal voltage deviation
Autorzy:
Ma, G.
Jiang, L.
Chen, Y.
Dai, C.
Ju, R.
Powiązania:
https://bibliotekanauki.pl/articles/141119.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
distribution network
electric vehicle charging load (EVCL)
stochastic load
voltage deviation
Opis:
The promotion and application of electric vehicles will contribute to the solution of several problems, such as energy shortage and environmental pollution, and the achievement of country economy and energy security. But a large-scale vehicle-to-grid system may cause adverse effects in the distribution network operation, the power network planning and such other parts. First, this paper collects the factors that influence the electric vehicle charging load and establishes the EV charging load model with a Monte- Carlo method. Then, we analyze the effect that the EV charging load made on the nodal voltage deviation under different permeability based on the IEEE30 node system. At last, this research gets the conclusion that the nodal voltage deviation is closely related to EV permeability, node type and node location. This research conclusion will provide practical guidance to the charging station planning.
Źródło:
Archives of Electrical Engineering; 2017, 66, 3; 495-505
1427-4221
2300-2506
Pojawia się w:
Archives of Electrical Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł

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