bibtype |
A -
Abstract
|
ARLID |
0040056 |
utime |
20240103182627.2 |
mtime |
20060901235959.9 |
title
(primary) (eng) |
Optimal weighted mean estimation in regime switching time series models. Abstract |
specification |
|
serial |
ARLID |
cav_un_epca*0076467 |
ISBN |
80-8040-284-1 |
title
|
Eight International Conference on Fuzzy Sets Theory and Applications |
page_num |
63-64 |
publisher |
place |
Liptovský Mikuláš |
name |
Academy of Armed Forces of General M.R.Štefánik |
year |
2006 |
|
editor |
|
editor |
|
editor |
|
editor |
|
|
keyword |
time series |
keyword |
regime-switching model |
keyword |
aggregation operator |
keyword |
weighted mean |
author
(primary) |
ARLID |
cav_un_auth*0101134 |
name1 |
Komorníková |
name2 |
Magda |
institution |
UTIA-B |
fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
author
|
ARLID |
cav_un_auth*0215826 |
name1 |
Szokeova |
name2 |
D. |
country |
SK |
|
COSATI |
12A |
cas_special |
project |
project_id |
GA402/04/1026 |
agency |
GA ČR |
ARLID |
cav_un_auth*0001809 |
|
research |
CEZ:AV0Z10750506 |
abstract
(eng) |
The method of construction of regime-switching models based on combinations of shape functions with aggregation operators is considered. Optimal number of imputs and optimal weight values (which exhibit superior in-sample as well as out-of-sample fitting performance) are determined. |
action |
ARLID |
cav_un_auth*0214506 |
name |
FSTA 2006 /8./ |
place |
Liptovský Ján |
dates |
30.01.2006-03.02.2006 |
country |
SK |
|
reportyear |
2007 |
RIV |
BA |
permalink |
http://hdl.handle.net/11104/0133918 |
arlyear |
2006 |
mrcbU63 |
cav_un_epca*0076467 Eight International Conference on Fuzzy Sets Theory and Applications 80-8040-284-1 63 64 Liptovský Mikuláš Academy of Armed Forces of General M.R.Štefánik 2006 |
mrcbU67 |
Klement P.E. 340 |
mrcbU67 |
Mesiar R. 340 |
mrcbU67 |
Drobná E. 340 |
mrcbU67 |
Chovanec F. 340 |
|