Number of found documents: 1462
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VÝVOJ ADAPTIVNÍHO INTERAKTIVNÍHO SYSTÉMU PRO ZVÝŠENÍ BEZPEČNOSTI OSÁDKY VOZIDEL A JEHO VYUŽITÍ PRO HODNOCENÍ POVRCHOVÝCH VLASTNOSTÍ VOZOVEK
Kudrna, J.; Plíhal, Jiří; Nedoma, P.; Herda, Z.; Kozák, P.
2016 - Czech
On board měření povrchových vlastností vozovky pozemní komunikace může výrazně přispět ke zvýšení bezpečnosti silničního provozu. Tento příspěvek popisuje koncept systému vyhodnocujícího součinitel tření a povrchové nerovnosti vozovky na základě dat zaznamenávaných běžnými vozidlovými senzory. Koncept obsahuje dvě na sobě nezávislé části: deterministický model pohybu vozidla a stochastickou analýzu korelací odchylek modelu a povrchových koeficientů na základě dat z testovacích jízd. On board measuring the surface quality carriage ways aspects is able to expressively contribute to increasing road safety. This paper introduce system concept based on evaluation friction coefficient and road surface bumps with using available vehicle sensing elements. The concept includes two separate parts: deterministic mock-up vehicle movement and stochastic analyses of correlation model varieties and surface features on basis data recorded on testing ground. Keywords: vehicle safety; surface quality of carriage ways; vehicle on board measuring Fulltext is available at external website.
VÝVOJ ADAPTIVNÍHO INTERAKTIVNÍHO SYSTÉMU PRO ZVÝŠENÍ BEZPEČNOSTI OSÁDKY VOZIDEL A JEHO VYUŽITÍ PRO HODNOCENÍ POVRCHOVÝCH VLASTNOSTÍ VOZOVEK

On board měření povrchových vlastností vozovky pozemní komunikace může výrazně přispět ke zvýšení bezpečnosti silničního provozu. Tento příspěvek popisuje koncept systému vyhodnocujícího součinitel ...

Kudrna, J.; Plíhal, Jiří; Nedoma, P.; Herda, Z.; Kozák, P.
Ústav teorie informace a automatizace, 2016

Sparse robust portfolio optimization via NLP regularizations
Branda, Martin; Červinka, Michal; Schwartz, A.
2016 - English
We deal with investment problems where we minimize a risk measure under a condition on the sparsity of the portfolio. Various risk measures are considered including Value-at-Risk and Conditional Value-at-Risk under normal distribution of returns and their robust counterparts are derived under moment conditions, all leading to nonconvex objective functions. We propose four solution approaches: a mixed-integer formulation, a relaxation of an alternative mixed-integer reformulation and two NLP regularizations. In a numerical study, we compare their computational performance on a large number of simulated instances taken from the literature. Keywords: Conditional Value-at-Risk; Value-at-Risk; risk measure Fulltext is available at external website.
Sparse robust portfolio optimization via NLP regularizations

We deal with investment problems where we minimize a risk measure under a condition on the sparsity of the portfolio. Various risk measures are considered including Value-at-Risk and Conditional ...

Branda, Martin; Červinka, Michal; Schwartz, A.
Ústav teorie informace a automatizace, 2016

Extended Bidirectional Texture Function Moving Average Model
Havlíček, Michal
2015 - English
The bidirectional texture function (BTF) is the recent most advanced representation of visual properties of material surface. It specifies its appearance due to varying spatial, illumination, and viewing conditions. Corresponding enormous BTF measurements require compact mathematical representation for visual fidelity preserving compression. We present a novel BTF model based on a set of underlying three dimensional moving average random field (3D MA RF) models. 3D MA assumes the texture considered as a product of a convolution of an uncorrelated three dimensional random field with a three dimensional filter which completely characterizes the texture. The BTF model combines several spatial factors, subsequently factorized into a set of 3D MA representations, and range map to produce the required BTF texture. This enables high BTF space compression ratio, unrestricted texture enlargement, and reconstruction of unmeasured parts of the BTF space. We also compare proposed model with its simpler two dimensional variant in terms of colour distribution fidelity. Keywords: Bidirectional texture function; moving average random field model Fulltext is available at external website.
Extended Bidirectional Texture Function Moving Average Model

The bidirectional texture function (BTF) is the recent most advanced representation of visual properties of material surface. It specifies its appearance due to varying spatial, illumination, and ...

Havlíček, Michal
Ústav teorie informace a automatizace, 2015

Estimation of Hopping Rates From Real Traffic Trajectories
Fajfrová, Lucie; Hrabák, Pavel
2015 - English
Variety of hopping particle systems (ZRP, TASEP, MTP) have been investigated from the point of view of the traffic flow modelling. Such models are characterized by the local hopping rates determining the model dynamics. Several techniques of estimating appropriately the hopping rates from real traffic trajectories are introduced. Properties of corresponding models are discussed. Keywords: Hopping particle systems; Estimation of hopping rates; Intelligent Driver Model Fulltext is available at external website.
Estimation of Hopping Rates From Real Traffic Trajectories

Variety of hopping particle systems (ZRP, TASEP, MTP) have been investigated from the point of view of the traffic flow modelling. Such models are characterized by the local hopping rates determining ...

Fajfrová, Lucie; Hrabák, Pavel
Ústav teorie informace a automatizace, 2015

Lazy Learning of Environment Model from the Past
Štěch, J.; Guy, Tatiana Valentine; Pálková, B.; Kárný, Miroslav
2015 - English
The paper addresses a lazy learning (LL) approach to decision making (DM) problem described in fully probabilistic way. The key idea of LL is to simplify the actual DM problem by using past DM problems similar to the current one. The approach can decrease computation complexity and increase quality of learning when no rich alternative information available. The proposed LL approach helps to learn the environment model based on a proximity of the past and current DM problem with Kullback-Leibler divergence serving as a proximity measure. The implemented algorithm is verified on the real data. The results show that the proposed approach improves prediction quality. Keywords: Lazy learning; local modelling; prediction for optimisation Fulltext is available at external website.
Lazy Learning of Environment Model from the Past

The paper addresses a lazy learning (LL) approach to decision making (DM) problem described in fully probabilistic way. The key idea of LL is to simplify the actual DM problem by using past DM ...

Štěch, J.; Guy, Tatiana Valentine; Pálková, B.; Kárný, Miroslav
Ústav teorie informace a automatizace, 2015

Wavelet Coefficients Energy Redistribution and Heisenberg Principle of Uncertainty
Vošvrda, Miloslav; Schurrer, J.
2015 - English
First part of the paper summarizes Heisenberg Principle of Uncertainty, Wavelet transformation and signal energy. Second part presents Wavelet analysis of Apple Inc. stock daily closing price, showing energy redistribution depending on the Wavelet decomposition level based on the Wavelet choosen for the decomposition and the level of decomposition. Keywords: Heisenberg Principle of Uncertainty; signal energy; Wavelet Transformation; signal entropy Fulltext is available at external website.
Wavelet Coefficients Energy Redistribution and Heisenberg Principle of Uncertainty

First part of the paper summarizes Heisenberg Principle of Uncertainty, Wavelet transformation and signal energy. Second part presents Wavelet analysis of Apple Inc. stock daily closing price, showing ...

Vošvrda, Miloslav; Schurrer, J.
Ústav teorie informace a automatizace, 2015

The Bandwidth Selection in Connection to Option Implied Volatility Extraction
Tichý, T.; Kopa, Miloš; Vitali, S.
2015 - English
Among various kinds of options we can found at the market, some are traded at organized exchanges and therefore are quite liquid, while others are traded only between particular parties. Whereas there is no need to look for a model to price liquid exchange traded options, since their price is generally accepted by the demand and supply, for illiquid or even exotic options new efficient models are still developed. The current market practice is to obtain the implied volatility of liquid options as based on Black-Scholes type (BS hereafter) models. The focus of this paper is to study the behavior of IV and SPD for several kernel functions and with respect to different choices of bandwidth parameter h. Specifically, we show several interesting implications of the change of h on the violation of no arbitrage condition and the total area of SPD under zero. Keywords: implied volatility; state price density; arbitrage opportunity Fulltext is available at external website.
The Bandwidth Selection in Connection to Option Implied Volatility Extraction

Among various kinds of options we can found at the market, some are traded at organized exchanges and therefore are quite liquid, while others are traded only between particular parties. Whereas there ...

Tichý, T.; Kopa, Miloš; Vitali, S.
Ústav teorie informace a automatizace, 2015

Statistical analysis of competing risks in an unemployment study
Volf, Petr
2015 - English
This study is concerned with the analysis of dependence of random variables - latent times to events, in a competing risks case. We discuss first the problem of identifiability of marginal and joint distributions of competing random variables. Then, the copula models are utilized in order to express the dependence. Finally, the Gauss copula is used to solution of a real example with unemployment data. Keywords: statistics; competing risks,; copula; unemployment study Fulltext is available at external website.
Statistical analysis of competing risks in an unemployment study

This study is concerned with the analysis of dependence of random variables - latent times to events, in a competing risks case. We discuss first the problem of identifiability of marginal and joint ...

Volf, Petr
Ústav teorie informace a automatizace, 2015

Information fusion with functional Bregman divergence
Dedecius, Kamil
2015 - English
The report summarizes the basics of the Bregman divergence, its functional form and potential use for information fusion. Keywords: information fusion; bregman divergence; entropy Fulltext is available at external website.
Information fusion with functional Bregman divergence

The report summarizes the basics of the Bregman divergence, its functional form and potential use for information fusion.

Dedecius, Kamil
Ústav teorie informace a automatizace, 2015

Scenario Generation via L1 Norm
Kaňková, Vlasta
2015 - English
Optimization problems depending on a probability measure correspond to many economic and financial situations. It can be very complicated to solve these problems, especially when the underlying probability measure belongs to continuous type. Consequently, the underlying continuous probability measure is often replaced by discrete one with finite number of atoms (scenario). The aim of the contribution is to deal with the above mentioned approximation in a special form of stochastic optimization problems with an operator of the mathematical expectation in the objective function. The stability results determined by the help of the Wasserstein metric (based on the L_1 norm) are employed to generate approximate distributions Keywords: One-stage stochastic programming problems; multistage stochastic problems; L_1 norm; Wasserstein metric Fulltext is available at external website.
Scenario Generation via L1 Norm

Optimization problems depending on a probability measure correspond to many economic and financial situations. It can be very complicated to solve these problems, especially when the underlying ...

Kaňková, Vlasta
Ústav teorie informace a automatizace, 2015

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