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INFORMATICALT
2011
12 years 12 months ago
2011
This paper presents a study of the Hurst index estimation in the case of fractional Ornstein–Uhlenbeck and geometric Brownian motion models. The performance of the estimators is ...
INFORMATICALT
2011
12 years 12 months ago
2011
Abstract. In this paper, the quality of quantization and visualization of vectors, obtained by vector quantization methods (self-organizing map and neural gas), is investigated. A ...
INFORMATICALT
2011
12 years 12 months ago
2011
For the purpose of exploring and modelling the relationships between a dataset and several datasets, multiblock Partial Least Squares is a widely-used regression technique. It is d...
INFORMATICALT
2011
12 years 12 months ago
2011
To set the values of the hyperparameters of a support vector machine (SVM), the method of choice is cross-validation. Several upper bounds on the leave-one-out error of the pattern...
INFORMATICALT
2011
12 years 12 months ago
2011
Estimation and modelling problems as they arise in many data analysis areas often turn out to be unstable and/or intractable by standard numerical methods. Such problems frequently...