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Recursive Estimation of Mixtures of Exponential and Normal Distributions

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F15%3A00448117" target="_blank" >RIV/67985556:_____/15:00448117 - isvavai.cz</a>

  • Result on the web

    <a href="http://dx.doi.org/10.1109/IDAACS.2015.7340715" target="_blank" >http://dx.doi.org/10.1109/IDAACS.2015.7340715</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1109/IDAACS.2015.7340715" target="_blank" >10.1109/IDAACS.2015.7340715</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Recursive Estimation of Mixtures of Exponential and Normal Distributions

  • Original language description

    The paper deals with estimation of a mixture of normal and exponential distributions with the dynamic model of their switching. A separate estimation of normal or exponential mixtures is solved by various approaches in many papers over the world. However, in some application areas, data are of such a nature that they should be described by a combination of exponential and normal models. The paper proposes a recursive Bayesian algorithm of estimation of such a mixture based on continuously measured data.Specific tasks the paper solves are: (i) parameter estimation of both the types of components; (ii) parameter estimation of the dynamic switching model and (iii) detection of the currently active component. Results of experiments with real data are demonstrated.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2015

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of the 2015 IEEE 8th International Conference on Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications (IDAACS)

  • ISBN

    978-1-4673-8361-5

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    137-142

  • Publisher name

    IEEE

  • Place of publication

    Piscataway

  • Event location

    Warsaw

  • Event date

    Sep 24, 2015

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article