Number of found documents: 1573
Published from to

Monitoring of creep changes on heat and mechanical stressed steel samples using acoustic emission
Tichavský, Petr
2017 - Czech
The report describes the data obtained in the heat and mechanical steel specimen strain experiment to detect creep changes in the material. Zpráva popisuje data získaná pří experimentu s tepelným a mechanickým namáháním vzorku oceli za účelem detekce creepových změn v materiálu. Keywords: akustika Fulltext is available at external website.
Monitoring of creep changes on heat and mechanical stressed steel samples using acoustic emission

The report describes the data obtained in the heat and mechanical steel specimen strain experiment to detect creep changes in the material.

Tichavský, Petr
Ústav teorie informace a automatizace, 2017

Sledování creepových změn na tepelně a mechanicky namáhaném vzorku oceli pomocí akustické emise II
Tichavský, Petr
2017 - Czech
The report describes the data obtained in the heat and mechanical steel specimen experiment to detect creep changes in the material. The acoustic emission was simultaneously recorded from two sensors. Zpráva popisuje data získaná pří experimentu s tepelným a mechanickým namáháním vzorku oceli za účelem detekce creepových změn v materiálu. Akustická emise byla snímána současně dvěmi snímači. Keywords: akustická emise Fulltext is available at external website.
Sledování creepových změn na tepelně a mechanicky namáhaném vzorku oceli pomocí akustické emise II

The report describes the data obtained in the heat and mechanical steel specimen experiment to detect creep changes in the material. The acoustic emission was simultaneously recorded from two ...

Tichavský, Petr
Ústav teorie informace a automatizace, 2017

Risk-Sensitive Optimality in Markov Games
Sladký, Karel; Martínez Cortés, V. M.
2017 - English
The article is devoted to risk-sensitive optimality in Markov games. Attention is focused on Markov games evolving on communicating Markov chains with two-players with opposite aims. Considering risk-sensitive optimality criteria means that total reward generated by the game is evaluated by exponential utility function with a given risk-sensitive coefficient. In particular, the first player (resp. the secondplayer) tries to maximize (resp. minimize) the long-run risk sensitive average reward. Observe that if the second player is dummy, the problem is reduced to finding optimal policy of the Markov decision chain with the risk-sensitive optimality. Recall that for the risk sensitivity coefficient equal to zero we arrive at traditional optimality criteria. In this article, connections between risk-sensitive and risk-neutral Markov decisionchains and Markov games models are studied using discrepancy functions. Explicit formulae for bounds on the risk-sensitive average long-run reward are reported. Policy iteration algorithm for finding suboptimal policies of both players is suggested. The obtained results are illustrated on numerical example. Keywords: two-person Markov games; communicating Markov chains; risk-sensitive optimality; dynamic programming Fulltext is available at external website.
Risk-Sensitive Optimality in Markov Games

The article is devoted to risk-sensitive optimality in Markov games. Attention is focused on Markov games evolving on communicating Markov chains with two-players with opposite aims. Considering ...

Sladký, Karel; Martínez Cortés, V. M.
Ústav teorie informace a automatizace, 2017

Multi-period Factor Model of a Loan Portfolio
Šmíd, Martin; Dufek, J.
2017 - English
We construct a general dynamic model of losses of a large loan portfolio, secured by collaterals. In the model, the wealth of a debtor and the price of the corresponding collateral depend each on two factors: a common one, having a general distribution, and an individual one, following an AR(1) process. The default of a loan happens if the wealth stops to be su cient for repaying the loan. We show that the mapping transforming the common factors into the probability of default (PD) and the loss given default (LGD) is one-to-one twice continuously differentiable. As the transformation is not analytically tractable, we propose a numerical technique for its computation and demonstrate its accuracy by a numerical study.\nWe show that the results given by our multi-period model may differ signi cantly from\nthose resulting from single-period models, and demonstrate that our model naturally replicates\nthe empirically observed decrease of PDs within a portfolio in time. In addition, we give a formula for the overall loss of the portfolio and, as an example of its application, we formulate a simple optimal scoring decision problem and discuss its solution. Keywords: Credit Risk; Structural Factor Models; Loan Portfolio Management Fulltext is available at external website.
Multi-period Factor Model of a Loan Portfolio

We construct a general dynamic model of losses of a large loan portfolio, secured by collaterals. In the model, the wealth of a debtor and the price of the corresponding collateral depend each on two ...

Šmíd, Martin; Dufek, J.
Ústav teorie informace a automatizace, 2017

Analysis of corrosion damage to steam duct through acoustic emission:\ntheoretical starting points and first results
Tichavský, Petr
2017 - Czech
The report describes the first results of the analysis of the acoustic emission data obtained by measuring the steam pipeline at the Jaslovské Bohunice Atomic Power Plant, which was made for the purpose of investigation of corrosion damage to the pipeline. Zpráva popisuje první vysledky analýzy dat akustické emise získané měřením na parovodním potrubí v Atomové elektrárně Jaslovské Bohunice pořízené za účelem zkoumání korozního poškození potrubí. Keywords: acoustic emission Fulltext is available at external website.
Analysis of corrosion damage to steam duct through acoustic emission:\ntheoretical starting points and first results

The report describes the first results of the analysis of the acoustic emission data obtained by measuring the steam pipeline at the Jaslovské Bohunice Atomic Power Plant, which was made for the ...

Tichavský, Petr
Ústav teorie informace a automatizace, 2017

METHODOLOGY OF VOICE DISORDER EVALUATION FROM VIDEOKYMOGRAPHY RECORDS
Vydrová, J.; Švec, J. G.; Zitová, Barbara; Novozámský, Adam; Zita, Aleš; Šorel, Michal
2017 - Czech
The aim of the methodology „Evaluating voice disorders from videkymographic data“ is to provide a comprehensive information on a new diagnostic method for diagnosis of functional and organic disorders of the voice - videokymography (VKG). The methodology is intended for otorinolaryngology and phoniatry specialists. The methodology will also serve as a study material for both trainers and trainees of the certified course „Videokymography in Medical Practice“. The diagnostic method consists of a patient examination technique and of an evaluation of the examination results. Thie data are automatically evaluated by software created to support the VKG diagnostics. Cílem metodiky „Hodnocení poruch hlasu z videokymografických záznamů“ je podat ucelený soubor\ninformací o nové diagnostické metodě vyšetřování funkčních i organických poruch hlasu – videokymografii (VKG). Metodika je určena pro lékaře otorinolaryngology a foniatry, kteří poruchy\nhlasu diagnostikují a léčí. Metodika bude rovněž sloužit jako studijní materiál pro školitele i školence\ncertifikovaného kurzu „Videokymografie v lékařské praxi“. Diagnostická metoda sestává z techniky vyšetření pacienta a z vyhodnocení výsledku vyšetření. Výsledkem vyšetření je vibrační vzorec hlasivek. Tento vzorec je automaticky vyhodnocen softwarem, který byl k VKG diagnostice vytvořen. Keywords: vocal fold analysis; videokymography; computer aided diagnosis Available at various institutes of the ASCR
METHODOLOGY OF VOICE DISORDER EVALUATION FROM VIDEOKYMOGRAPHY RECORDS

The aim of the methodology „Evaluating voice disorders from videkymographic data“ is to provide a comprehensive information on a new diagnostic method for diagnosis of functional and organic disorders ...

Vydrová, J.; Švec, J. G.; Zitová, Barbara; Novozámský, Adam; Zita, Aleš; Šorel, Michal
Ústav teorie informace a automatizace, 2017

Various Approaches to Szroeter’s Test for Regression Quantiles
Kalina, Jan; Peštová, B.
2017 - English
Regression quantiles represent an important tool for regression analysis popular in econometric applications, for example for the task of detecting heteroscedasticity in the data. Nevertheless, they need to be accompanied by diagnostic tools for verifying their assumptions. The paper is devoted to heteroscedasticity testing for regression quantiles, while their most important special case is commonly denoted as the regression median. Szroeter’s test, which is one of available heteroscedasticity tests for the least squares, is modified here for the regression median in three different ways: (1) asymptotic test based on the asymptotic representation for regression quantiles, (2) permutation test based on residuals, and (3) exact approximate test, which has a permutation character and represents an approximation to an exact test. All three approaches can be computed in a straightforward way and their principles can be extended also to other heteroscedasticity tests. The theoretical results are expected to be extended to other regression quantiles and mainly to multivariate quantiles. Keywords: Heteroscedasticity; Regression median; Diagnostic tools; Asymptotics Fulltext is available at external website.
Various Approaches to Szroeter’s Test for Regression Quantiles

Regression quantiles represent an important tool for regression analysis popular in econometric applications, for example for the task of detecting heteroscedasticity in the data. Nevertheless, they ...

Kalina, Jan; Peštová, B.
Ústav teorie informace a automatizace, 2017

Flexible Moment Invariant Bases for 2D Scalar and Vector Fields
Bujack, R.; Flusser, Jan
2017 - English
Complex moments have been successfully applied to pattern detection tasks in two-dimensional real, complex, and vector valued functions. In this paper, we review the different bases of rotational moment invariants based on the generator approach with complex monomials. We analyze their properties with respect to independence, completeness, and existence and\npresent superior bases that are optimal with respect to all three criteria for both scalar and vector fields. Keywords: Pattern detection; moment invariants; scalar fields; vector fields; flow fields; generator; basis; complex; monomial Fulltext is available at external website.
Flexible Moment Invariant Bases for 2D Scalar and Vector Fields

Complex moments have been successfully applied to pattern detection tasks in two-dimensional real, complex, and vector valued functions. In this paper, we review the different bases of rotational ...

Bujack, R.; Flusser, Jan
Ústav teorie informace a automatizace, 2017

Estimation of acoustic wave propagation velocity in a steel sample to monitor creep changes using acoustic emission
Tichavský, Petr; Slunéčko, T.; Svobodová, M.; Chmela, T.
2017 - Czech
The report describes the measurement of the sound propagation velocity in a sample of material subjected to heat and mechanical stress by means of an acoustic emission. Zpráva popisuje měření rychlosti šíření zvuku ve vzorku materiálu podrobeném tepelnému a mechanickému namáhání pomocí signálu akustické emise. Keywords: sound propagation Fulltext is available at external website.
Estimation of acoustic wave propagation velocity in a steel sample to monitor creep changes using acoustic emission

The report describes the measurement of the sound propagation velocity in a sample of material subjected to heat and mechanical stress by means of an acoustic emission.

Tichavský, Petr; Slunéčko, T.; Svobodová, M.; Chmela, T.
Ústav teorie informace a automatizace, 2017

Avoiding overfitting of models: an application to research data on the Internet videos
Jiroušek, Radim; Krejčová, I.
2017 - English
The problem of overfitting is studied from the perspective of information theory. In this context, data-based model learning can be viewed as a transformation process, a process transforming the information contained in data into the information represented by a model. The overfitting of a model often occurs when one considers an unnecessarily complex model, which usually means that the considered model contains more information than the original data. Thus, using one of the basic laws of information theory saying that any transformation cannot increase the amount of information, we get the basic restriction laid on models constructed from data: A model is acceptable if it does not contain more information than the input data file. Keywords: data-based learning; probabilistic models; information theory; MDL principle; lossless encoding Fulltext is available at external website.
Avoiding overfitting of models: an application to research data on the Internet videos

The problem of overfitting is studied from the perspective of information theory. In this context, data-based model learning can be viewed as a transformation process, a process transforming the ...

Jiroušek, Radim; Krejčová, I.
Ústav teorie informace a automatizace, 2017

About project

NRGL provides central access to information on grey literature produced in the Czech Republic in the fields of science, research and education. You can find more information about grey literature and NRGL at service web

Send your suggestions and comments to nusl@techlib.cz

Provider

http://www.techlib.cz

Facebook

Other bases