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INFORMATICALT
2011
13 years 5 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
13 years 5 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
13 years 5 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
13 years 5 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
13 years 5 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...