Number of found documents: 1452
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Parametric Optimization and Related Topics XI
Červinka, Michal; Kratochvíl, Václav
2017 - English
Parametric Optimization and Related Topics XI was a conference dedicate to Jiří Outrata on the occasion of his seventieth birthday. The programme for 86 participants from 21 countries was composed of five invited and 77 contributed talks, held in 22 sessions. Keywords: Parametric Optimization; Optimization; Equilibrium Fulltext is available at external website.
Parametric Optimization and Related Topics XI

Parametric Optimization and Related Topics XI was a conference dedicate to Jiří Outrata on the occasion of his seventieth birthday. The programme for 86 participants from 21 countries was composed of ...

Červinka, Michal; Kratochvíl, Václav
Ústav teorie informace a automatizace, 2017

Hidden Auto-Conflict in the Theory of Belief Functions
Daniel, M.; Kratochvíl, Václav
2017 - English
Hidden conflicts of belief functions in some cases where the sum of all multiples of conflicting belief masses being equal to zero were observed. Relationships of hidden conflicts and auto-conflicts of belief functions are pointed out. We are focused on hidden auto-conflicts here - on hidden conflicts appearing when three or more numerically same belief functions are combined. Hidden auto-conflict is a kind of internal conflict. Degrees of hidden auto-conflicts and full non-conflictness are defined and analysed. Finally, computational issues of hidden auto-conflicts and non-conflictness are presented. Keywords: Belief functions; Dempster-Shafer theory; Uncertainty; Conflicting belief masses; Internal conflict; Auto-conflict; Hidden-conflict Fulltext is available at external website.
Hidden Auto-Conflict in the Theory of Belief Functions

Hidden conflicts of belief functions in some cases where the sum of all multiples of conflicting belief masses being equal to zero were observed. Relationships of hidden conflicts and auto-conflicts ...

Daniel, M.; Kratochvíl, Václav
Ústav teorie informace a automatizace, 2017

Exact Inference In Robust Econometrics under Heteroscedasticity
Kalina, Jan; Peštová, Barbora
2017 - English
The paper is devoted to the least weighted squares estimator, which is one of highly robust estimators for the linear regression model. Novel permutation tests of heteroscedasticity are proposed. Also the asymptotic behavior of the permutation test statistics of the Goldfeld-Quandt and Breusch-Pagan tests is investigated. A numerical experiment on real economic data is presented, which also shows how to perform a robust prediction model under heteroscedasticity. Theoretical results may be simply extended to the context of multivariate quantiles Keywords: heteroscedasticity; robust statistics; regression; diagnostic tools; economic data Fulltext is available at external website.
Exact Inference In Robust Econometrics under Heteroscedasticity

The paper is devoted to the least weighted squares estimator, which is one of highly robust estimators for the linear regression model. Novel permutation tests of heteroscedasticity are proposed. Also ...

Kalina, Jan; Peštová, Barbora
Ústav teorie informace a automatizace, 2017

Dynamické označování polohy pro geografické databáze
Plíhal, Jiří
2017 - Czech
Příspěvek se zabývá problematikou dynamického označování poloh v inteligentních dopravních systémech. Tato metoda umožňuje reprezentovat stejné geoprvky v různých mapách, v různých aplikacích a na odlišných SW/HW platformách. Dynamicky označená poloha je vytvořena jako soubor informačních prvků, které obsahují body a jim příslušející atributy. Ke každému bodu přitom může být připojen jeden nebo i více atributů. Standardizací dynamického označování poloh se zabývá norma ISO 17572-3 Inteligentní dopravní systémy (ITS) - Označení poloh pro geografické databáze – část 3: Dynamické označování poloh (dynamický profil). Příspěvek rozvádí a aktualizuje informace poskytnuté v extraktu návrhu technické normy ISO.17572-3. The paper deals with the dynamic location referencing in intelligent transport systems. This method allows representing the same spatial objects in different maps in different applications and on different software/hardware platforms. The dynamically referenced location is formed as a set of information elements, which contain the points and their corresponding attributes. For each point, one or more attributes can be connected to it at the same time. By standardising dynamic location referencing is engaged in ISO 17572-3 Intelligent Transport Systems (ITS) - Marking positions for geographic databases - Part 3: Dynamic location referencing (dynamic profile). The paper provides updated information about draft ISO 17572-3. Keywords: geographic databases; dynamic location reference; intelligent transport systems Fulltext is available at external website.
Dynamické označování polohy pro geografické databáze

Příspěvek se zabývá problematikou dynamického označování poloh v inteligentních dopravních systémech. Tato metoda umožňuje reprezentovat stejné geoprvky v různých mapách, v různých aplikacích a na ...

Plíhal, Jiří
Ústav teorie informace a automatizace, 2017

A machine learning method for incomplete and imbalanced medical data
Salman, Issam; Vomlel, Jiří
2017 - English
Our research reported in this paper is twofold. In the first part of the paper we use\nstandard statistical methods to analyze medical records of patients suffering myocardial\ninfarction from the third world Syria and a developed country - the Czech Republic.\nOne of our goals is to find whether there are statistically significant differences between\nthe two countries. In the second part of the paper we present an idea how to deal with\nincomplete and imbalanced data for tree-augmented naive Bayesian (TAN). All results\npresented in this paper are based on a real data about 603 patients from a hospital in\nthe Czech Republic and about 184 patients from two hospitals in Syria. Keywords: Machine Learning; Data Analysis; Bayesian networks; Imbalanced Data; Acute Myocardial Infarction Fulltext is available at external website.
A machine learning method for incomplete and imbalanced medical data

Our research reported in this paper is twofold. In the first part of the paper we use\nstandard statistical methods to analyze medical records of patients suffering myocardial\ninfarction from the ...

Salman, Issam; Vomlel, Jiří
Ústav teorie informace a automatizace, 2017

Optimal Value of Loans via Stochastic Programming
Kaňková, Vlasta
2017 - English
A question of mortgage leads to serious and complicated problems of financial mathematics. On one side is a bank with an aim to have a “good” profit, on the other side is the client trying to invest money safely, with possible “small” risk.Let us suppose that a young married couple is in a position of client. Young people know that an expected and also unexpected unpleasant financial situation can happen. Many unpleasant financial situation can be caused by a random factor. Consequently stochastic methods are suitable to secure against them. The aim of the suggested model is not only to state a maximal reasonable value of loans, but also to endure unpleasant financial period. To this end we employ stochastic optimization theory. A few suitable models will be introduced. The choice of the model depends on environment of the young people. Models will be with “deterministic” constraints, probability constraints, but also with stochastic dominance constraints. The suggested models will be analyzed both from the numerical point of view and from possible method solution based on data. Except static one-objective problem we suggest also multi–objective models. Keywords: Loan-debtor; installments; stochastic programming; probability constraints; second order dominance constraints Fulltext is available at external website.
Optimal Value of Loans via Stochastic Programming

A question of mortgage leads to serious and complicated problems of financial mathematics. On one side is a bank with an aim to have a “good” profit, on the other side is the client trying to invest ...

Kaňková, Vlasta
Ústav teorie informace a automatizace, 2017

Metodika určování svislých průhybů mostních konstrukcí pomocí technologie radarové interferometrie
Antoš, Filip; Talich, Milan; Glöckner, M.; Böhm, Ondřej; Soukup, Lubomír; Havrlant, Jan; Závrská, M.; Šolc, Jakub
2016 - Czech
Metodika poskytuje návod pro určování svislých průhybů mostních konstrukcí pomocí technologie radarové interferometrie. Svislé průhyby mostních konstrukcí jsou vyvolány především zatížením při průjezdy vozidel. Průhyby jsou radarem měřeny v celé délce sledované konstrukce současně. Měření je kontinuální s vysokou vzorkovací frekvencí (až 200 Hz) a zároveň i s vysokou přesností (až 0,01 mm). Předpokládá se použití interferometrického radaru IBIS-S italského výrobce IDS. Obecná doporučení a závěry jsou však platná pro každý radar tohoto druhu. The methodology provides guidance for determining the vertical deflection of bridge structures using radar interferometry technology. The vertical deflection of bridges are primarily caused by stress during transit of vehicles. The deflections are simultaneously measured by radar throughout the length of the monitored structure. The measurement is continuous with a high sampling frequency (200 Hz) and with high precision (0.01 mm). It is believed the use of interferometric radar IBIS-S Italian manufacturer IDS. General recommendations and conclusions are valid for every kind of radar. Keywords: radar interferometry; geodesy; vertical deflections; bridge construction Available at various institutes of the ASCR
Metodika určování svislých průhybů mostních konstrukcí pomocí technologie radarové interferometrie

Metodika poskytuje návod pro určování svislých průhybů mostních konstrukcí pomocí technologie radarové interferometrie. Svislé průhyby mostních konstrukcí jsou vyvolány především zatížením při ...

Antoš, Filip; Talich, Milan; Glöckner, M.; Böhm, Ondřej; Soukup, Lubomír; Havrlant, Jan; Závrská, M.; Šolc, Jakub
Ústav teorie informace a automatizace, 2016

Feasibility Study of an Interactive Medical Diagnostic Wikipedia
Grim, Jiří
2016 - English
Considering different application possibilities of product distribution mixtures we have proposed three formal tools in the last years, which can be used to accumulate decision-making know-how from particular diagnostic cases. First, we have developed a structural mixture model to estimate multidimensional probability distributions from incomplete and possibly weighted data vectors. Second, we have shown that the estimated product mixture can be used as a knowledge base for the Probabilistic Expert System (PES) to infer conclusions from definite or even uncertain input information. Finally we have shown that, by using product mixtures, we can exactly optimize sequential decision-making by means of the Shannon formula of conditional informativity. We combine the above statistical tools in the framework of an interactive open-access medical diagnostic system with automatic accumulation of decision-making knowledge. Keywords: Multivariate statistics; Medical diagnostics; Product mixtures; Incomplete data; Sequential classification; EM algorithm Fulltext is available at external website.
Feasibility Study of an Interactive Medical Diagnostic Wikipedia

Considering different application possibilities of product distribution mixtures we have proposed three formal tools in the last years, which can be used to accumulate decision-making know-how from ...

Grim, Jiří
Ústav teorie informace a automatizace, 2016

Decision of a Steel Company Trading with Emissions
Zapletal, F.; Šmíd, Martin
2016 - English
We formulate a Mean-CVaR decision problem of a production company obliged to cover its CO2 emissions by allowances. Certain amount of the allowances is given to the company for free, the missing/redundant ones have to be bought/sold on a market. To manage their risk, the company can use derivatives on emissions allowances (in particular futures and options), in addition to spot values of allowances. We solve the decision problem for the case of an real-life Czech steel company for different levels of risk aversion and different scenarios of the demand. We show that the necessity of emissions trading generally, and the risk caused by the trading in particular, can influence the production significantly even when the risk is decreased by means of derivatives. The results of the study show that even for low levels of the risk aversion, futures on allowances are optimal to use in order to reduce the risk caused by the emissions trading. Keywords: CVaR; emission trading; optimization; allowances; EU ETS Fulltext is available at external website.
Decision of a Steel Company Trading with Emissions

We formulate a Mean-CVaR decision problem of a production company obliged to cover its CO2 emissions by allowances. Certain amount of the allowances is given to the company for free, the ...

Zapletal, F.; Šmíd, Martin
Ústav teorie informace a automatizace, 2016

Transient and Average Markov Reward Chains with Applications to Finance
Sladký, Karel
2016 - English
The article is devoted to Markov reward chains, in particular, attention is primarily focused on the reward variance arising by summation of generated rewards. Explicit formulae for calculating the variances for transient and average models are reported along with sketches of algorithmic procedures for finding policies guaranteeing minimal variance in the class of policies with a given transient or average reward. Application of the obtained results to financial models is indicated. Keywords: dynamic programming; transient and average Markov reward chains; reward-variance optimality; optimality in financial models Fulltext is available at external website.
Transient and Average Markov Reward Chains with Applications to Finance

The article is devoted to Markov reward chains, in particular, attention is primarily focused on the reward variance arising by summation of generated rewards. Explicit formulae for calculating the ...

Sladký, Karel
Ústav teorie informace a automatizace, 2016

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