| 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 | |