A probability density function estimation using F-transform

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dc.contributor.author Holčapek, Michal
dc.contributor.author Tichý, Tomáš
dc.date.accessioned 2010-08-16T07:56:21Z
dc.date.available 2010-08-16T07:56:21Z
dc.date.issued 2010
dc.identifier.citation Kybernetika. 2010, vol. 46, no. 3, p. 447-458. en
dc.identifier.issn 0023-5954
dc.identifier.uri http://hdl.handle.net/10084/78352
dc.description.abstract The 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.iso en en
dc.publisher Akademie věd České republiky, Ústav teorie informace a automatizace en
dc.relation.ispartofseries Kybernetika en
dc.relation.uri http://www.kybernetika.cz/content/2010/3/447/paper.pdf en
dc.subject fuzzy transform en
dc.subject probability density function estimation en
dc.subject smoothing filter en
dc.subject financial returns en
dc.title A probability density function estimation using F-transform en
dc.type article en
dc.identifier.location Ve fondu ÚK en
dc.identifier.wos 000280425000010

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