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
page_count 2 s.
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
name1 Klement
name2 P.E.
editor
name1 Mesiar
name2 R.
editor
name1 Drobná
name2 E.
editor
name1 Chovanec
name2 F.
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