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Mostrando ítems 1-10 de 17
Artículo
Analysis of an aggregate loss model in a Markov renewal regime
(ELSEVIER SCIENCE INC, 2020-12-22)
In this article we consider an aggregate loss model with dependent losses. The loss oc- currence process is governed by a two-state Markovian arrival process ( MAP 2 ), a Markov renewal process that allows for (1) correlated ...
Artículo
A global optimisation approach for parameter estimation of a mixture of double Pareto lognormal and lognormal distributions
(PERGAMON-ELSEVIER SCIENCE LTD, 2013-10-30)
The double Pareto Lognormal(dPlN) statistical distribution, defined interms of both an exponentiated skewed Laplace distribution and alog normal distribution, has proven suitable for fitting heavy tailed data. In this ...
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Artículo
Cost-sensitive feature selection for support vector machines
(Elsevier, 2018-03)
Feature Selection (FS) is a crucial procedure in Data Science tasks such as Classification, since it identifies the relevant variables, making thus the classification procedures more interpretable and more effective by ...
Artículo
Robust newsvendor problem with autoregressive demand
(Elsevier, 2016-04)
This paper explores the classic single-item newsvendor problem under a novel setting which combines temporal dependence and tractable robust optimization. First, the demand is modeled as a time series which follows an ...
Artículo
Constrained Naïve Bayes with application to unbalanced data classification
(Springer, 2021-09-15)
The Naïve Bayes is a tractable and efficient approach for statistical classification. In general classification problems, the consequences of misclassifications may be rather different in different classes, making it ...
Artículo
Time series interpolation via global optimization of moments fitting
(ELSEVIER SCIENCE BV, 2013-04-16)
Most time series forecasting methods assume the series has no missing values. When missing values exist, interpolation methods, while filling in the blanks, may substantially modify the statistical pattern of the data, ...
Artículo
Variable selection for Naïve Bayes classification
(Pergamon-Elsevier Science Ltd., 2021-07-06)
The Naïve Bayes has proven to be a tractable and efficient method for classification in multivariate analysis. However, features are usually correlated, a fact that violates the Naïve Bayes’ assumption of conditional ...
Artículo
Integer constraints for enhancing interpretability in linear regression
(Institut d´Estadística de Catalunya (Idescat), 2020-04-01)
One of the main challenges researchers face is to identify the most relevant features in a prediction model. As a consequence, many regularized methods seeking sparsity have flourished. Although sparse, their solutions ...
Artículo
The Markovian arrival process: A statistical model for daily precipitation amounts
(ELSEVIER SCIENCE BV, 2013-12-21)
The Markovian arrival process (MAP) is a stochastic process that allows for modeling dependent and non-exponentially distributed observations. Due to its versatility, it has been widely applied in different contexts, from ...