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W artykule rozważa się zastosowanie metody maksymalizacji wielomianów stochastycznych PMM do oszacowania parametrów niegaussowskiego modelu procesów o średniej ruchomej. Jest to podejście adaptacyjne oparte na analizie statystyk wyższego rzędu. Rozpatrywany są procesy o rozkładzie asymetrycznym ze średnią ruchomą. Wykazano, że Metodą Maksymalizacji Wielomianu (II rzędu) uzyskuje się asymptotyczne...
The paper regards the classical Evans price equilibrium model in the free product market in the aspect of regarding the opportunities for expanding (modifying) the model given that is aimed at perfecting the accuracy of its mathematical formulating. As an accuracy criterion, we have chosen a summary quadratic deviation of the calculated indices from the given ones. One of the approaches of modifying...
The paper regards a specific class of optimization criteria that possess features of probability. Therefore,constructing objective functionof optimization problem,the importance is attached to probability indices that show the probability of some criterial event or events to occur. Factor analysis has been taken for the main method of constructing objective function. Algorithm for constructing objective...
The paper regards a common transport problem with a non-classic optimization criterion to minimize transportation risks. It demonstrates that the risk parameters of the function could be found through the factor analysis method. Besides, considering that the problem contains several points of sending and delivering loads, the method is dealt with as a matrix. The research also regards the algorithm...
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