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dc.contributor.authorHolčapek, Michal
dc.contributor.authorTichý, Tomáš
dc.date.accessioned2010-08-16T07:56:21Z
dc.date.available2010-08-16T07:56:21Z
dc.date.issued2010
dc.identifier.citationKybernetika. 2010, vol. 46, no. 3, p. 447-458.en
dc.identifier.issn0023-5954
dc.identifier.urihttp://hdl.handle.net/10084/78352
dc.description.abstractThe aim of this paper is to propose a new approach to probability density function (PDF) estimation which is based on the fuzzy transform (F-transform) introduced by Perfilieva in [10]. Firstly, a smoothing filter based on the combination of the discrete direct and continuous inverse F-transform is introduced and some of the basic properties are investigated. Next, an alternative approach to PDF estimation based on the proposed smoothing filter is established and compared with the most used method of Parzen windows. Such an approach can be of a great value mainly when dealing with financial data, i. e. large samples of observations.en
dc.language.isoenen
dc.publisherAkademie věd České republiky, Ústav teorie informace a automatizaceen
dc.relation.ispartofseriesKybernetikaen
dc.relation.urihttp://www.kybernetika.cz/content/2010/3/447/paper.pdfen
dc.subjectfuzzy transformen
dc.subjectprobability density function estimationen
dc.subjectsmoothing filteren
dc.subjectfinancial returnsen
dc.titleA probability density function estimation using F-transformen
dc.typearticleen
dc.identifier.locationVe fondu ÚKen
dc.identifier.wos000280425000010


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