bibtype |
C -
Conference Paper (international conference)
|
ARLID |
0450479 |
utime |
20240111140910.5 |
mtime |
20151119235959.9 |
title
(primary) (eng) |
Mixture Multi-Step-Ahead Prediction |
specification |
page_count |
12 s. |
media_type |
E |
|
serial |
ARLID |
cav_un_epca*0450656 |
ISBN |
978-618-5180-05-8 |
title
|
Proceedings of the 16th conference of the Applied Stochastic Models and Data Analysis (ASMDA) International Society |
page_num |
727-738 |
publisher |
place |
Piraeus |
name |
ISAST: International Society for the Advancement of Science and Technology |
year |
2015 |
|
|
keyword |
mixture model |
keyword |
mixture prediction |
keyword |
recursive mixture estimation |
keyword |
dynamic pointer |
keyword |
active component |
author
(primary) |
ARLID |
cav_un_auth*0101167 |
name1 |
Nagy |
name2 |
Ivan |
full_dept (cz) |
Zpracování signálů |
full_dept (eng) |
Department of Signal Processing |
department (cz) |
ZS |
department (eng) |
ZS |
institution |
UTIA-B |
full_dept |
Department of Signal Processing |
fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
author
|
ARLID |
cav_un_auth*0108105 |
name1 |
Suzdaleva |
name2 |
Evgenia |
full_dept (cz) |
Zpracování signálů |
full_dept |
Department of Signal Processing |
department (cz) |
ZS |
department |
ZS |
institution |
UTIA-B |
full_dept |
Department of Signal Processing |
fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
author
|
ARLID |
cav_un_auth*0274528 |
name1 |
Mlynářová |
name2 |
Tereza |
full_dept (cz) |
Zpracování signálů |
full_dept |
Department of Signal Processing |
department (cz) |
ZS |
department |
ZS |
institution |
UTIA-B |
fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
source |
|
cas_special |
project |
project_id |
GA15-03564S |
agency |
GA ČR |
ARLID |
cav_un_auth*0321440 |
|
project |
project_id |
7H14004 |
agency |
GA MŠk |
ARLID |
cav_un_auth*0306850 |
|
project |
project_id |
7H14005 |
agency |
GA MŠk |
country |
BE |
ARLID |
cav_un_auth*0308433 |
|
abstract
(eng) |
The presented paper deals with a task of the multi-step prediction with mixture models under Bayesian methodology. The main contribution of the paper is a recursive prediction algorithm for mixtures with the dynamic switching model. The proposed algorithm is based on construction of the weighting vector predicting the active component and its combination with data predictions from components. With the help of illustrative examples the paper compares the results with those obtained for the mixture prediction with the static switching model. |
action |
ARLID |
cav_un_auth*0322106 |
name |
The 16th conference of the Applied Stochastic Models and Data Analysis (ASMDA) International Society |
place |
Piraeus |
dates |
30.06.2015-4.07.2015 |
country |
GR |
|
reportyear |
2016 |
RIV |
BB |
num_of_auth |
3 |
presentation_type |
PR |
inst_support |
RVO:67985556 |
permalink |
http://hdl.handle.net/11104/0251934 |
confidential |
S |
arlyear |
2015 |
mrcbU56 |
pdf |
mrcbU63 |
cav_un_epca*0450656 Proceedings of the 16th conference of the Applied Stochastic Models and Data Analysis (ASMDA) International Society 978-618-5180-05-8 727 738 Piraeus ISAST: International Society for the Advancement of Science and Technology 2015 |
|