A probability density function estimation using F-transform

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.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.identifier.citation	Kybernetika. 2010, vol. 46, no. 3, p. 447-458.	en
dc.identifier.issn	0023-5954
dc.identifier.location	Ve fondu ÚK	en
dc.identifier.uri	http://hdl.handle.net/10084/78352
dc.identifier.wos	000280425000010
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

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