Number of found documents: 1438
Published from to

Analysis of truncated data with application to the operational risk estimation
Volf, Petr
2017 - English
Analysis of operational risk often faces problems arising from the structure of available data, namely of left truncation and occurrence of heavy-tailed loss values. We deal with model given by lognormal dostribution contaminated by the Pareto one and to use of the Cramér-von Mises, Anderson-Darling, and Kolmogorov-Smirnov minimum distance estimators. Analysis is based on MC studies. The main objective is to propose a method of statistical analysis and modeling for the distribution of sum of\nlosses over a given period, particularly of its right quantiles. Keywords: operational risk; statistical analysis; truncated data Fulltext is available at external website.
Analysis of truncated data with application to the operational risk estimation

Analysis of operational risk often faces problems arising from the structure of available data, namely of left truncation and occurrence of heavy-tailed loss values. We deal with model given by ...

Volf, Petr
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

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

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

Basic facts concerning extreme supermodular functions
Studený, Milan
2016 - English
Elementary facts and observations on the cone of supermodular set functions are recalled. The manuscript deals with such operations with set functions which preserve supermodularity\nand the emphasis is put on those such operations which even preserve extremality (of a supermodular function). These involve a few self-transformations of the cone of supermodular set functions. Moreover, projections to the (less-dimensional) linear space of set functions for a subset of the variable set are discussed. Finally, several extensions to the (more-dimensional) linear space of set functions for a superset of the variable set are shown to be both preserving supermodularity and extremality. Keywords: supermodular function; standardizations; extreme supermodular function Fulltext is available at external website.
Basic facts concerning extreme supermodular functions

Elementary facts and observations on the cone of supermodular set functions are recalled. The manuscript deals with such operations with set functions which preserve supermodularity\nand the emphasis ...

Studený, Milan
Ústav teorie informace a automatizace, 2016

Základy statistické analýzy přežití s aplikací v analýze spolehlivosti
Volf, Petr
2016 - Czech
Práce předkládá jednak přehled metod používaných v statistické analýze přežití s ohledem na aplikaci v analýze spolehlivosti, jednak výsledky autora v oblasti analýzy regrese v modelech pro intenzitu poruch. Je doplněna ilustrativními příklady. The contribution provides an overview of survival analysis methods with application to the statistical reliability analysis. It also contains some new results of the author in the field of regression models for the hazard rate. Methods are illustrated on examples. Keywords: survival analysis; statistics; reliability analysis Fulltext is available at external website.
Základy statistické analýzy přežití s aplikací v analýze spolehlivosti

Práce předkládá jednak přehled metod používaných v statistické analýze přežití s ohledem na aplikaci v analýze spolehlivosti, jednak výsledky autora v oblasti analýzy regrese v modelech pro intenzitu ...

Volf, Petr
Ústav teorie informace a automatizace, 2016

Robot Control in Terms of Hamiltonian Mechanics
Záda, V.; Belda, Květoslav
2016 - English
The paper deals with a mathematical modeling of robot motion and control. Instead of frequently used Lagrangian formulation of robot dynamics, this paper presents robot dynamics by Hamiltonian formulation. This formulation leads to different physical descriptive quantities considered for control design. In the paper, as a comparative control approach, PD control with gravity compensation is considered. The control approach considering Hamiltonian formulation is demonstrated for simplicity on two-mass robot-arm system. However, the explained modeling approach is general and it can be applied, e.g., to usual industrial articulated robots-manipulators with multiple degrees of freedom. Keywords: Robot-manipulator; Hamiltonian formalism; Modeling; Robot control; PD control Fulltext is available at external website.
Robot Control in Terms of Hamiltonian Mechanics

The paper deals with a mathematical modeling of robot motion and control. Instead of frequently used Lagrangian formulation of robot dynamics, this paper presents robot dynamics by Hamiltonian ...

Záda, V.; Belda, Květoslav
Ústav teorie informace a automatizace, 2016

Diffusion MCMC for Mixture Estimation
Reichl, Jan; Dedecius, Kamil
2016 - English
Distributed inference of parameters of mixture models by a network of cooperating nodes (sensors) with computational and communication capabilities still represents a challenging task. In the last decade, several methods were proposed to solve this issue, predominantly formulated within the expectation-maximization framework and with the assumption of mixture components normality. The present paper adopts the Bayesian approach to inference of general (non-normal) mixtures via the Markov chain Monte Carlo simulation from the parameter posterior distribution. By collaborative tuning of node chains, the method allows reliable estimation even at nodes with significantly worse observational conditions, where the components may tend to merge due to high variances. The method runs in the diffusion networks, where the nodes communicate only with their adjacent neighbors within 1 hop distance. Keywords: Mixture; mixture estimation; MCMC Fulltext is available at external website.
Diffusion MCMC for Mixture Estimation

Distributed inference of parameters of mixture models by a network of cooperating nodes (sensors) with computational and communication capabilities still represents a challenging task. In the last ...

Reichl, Jan; Dedecius, Kamil
Ústav teorie informace a automatizace, 2016

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