Estimation of Real Data with Dynamic Mixtures
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21260%2F02%3A06081099" target="_blank" >RIV/68407700:21260/02:06081099 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Estimation of Real Data with Dynamic Mixtures
Original language description
The qasi-Bayes algorithm, developed in the framework of EU grant Prodactool, is used for mixture estimation. This report provides systematic testing of the abilities of the algorithm for estimation of dynamic mixtures. For testing, real data samples areused. They are data from rolling mill in Rokycany and transportation data from Strahov tunel. The results of quasi-Bayes algorithm are evaluated by comparison of data clusters and predicted clusters, by value of log-likelihood of variants and by evaluating prediction error for time domain prediction.
Czech name
Odhad modelu směsi z reálných dat
Czech description
Odhad modelu směsi z reálných dat
Classification
Type
O - Miscellaneous
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2002
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů