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AN ESTIMATION of the INDUSTRIAL PRODUCTION DYNAMIC in the MERCOSUR COUNTRIES USING the MARKOV SWITCHING MODEL
ArticleAbstract: In this work the methodology applied is based on Bayesian statistical methods inspired by Markov chaPalabras claves:Algorithms Monte Carlo Markov Chains, Industrial Production in MERCOSUR, Markov Switching ModelsAutores:Aracelis Hernández, Gómez E., Luis Sánchez, Saba Rafael InfanteFuentes:scopusApproximations of the solutions of a stochastic differential equation using dirichlet process mixtures and gaussian mixtures
ArticleAbstract: Stochastic differential equations arise in a variety of contexts. There are many techniques for apprPalabras claves:Gaussian mixtures filter, Gaussian particle filter, Nonparametric particle filterAutores:Aracelis Hernández, Luis Sánchez, Luna C., Saba Rafael InfanteFuentes:scopusExtreme limit distribution of truncated models for daily rainfall
ArticleAbstract: We propose truncated and power-transformed (TPT) models for daily rainfall and we derive the generalPalabras claves:Daily rainfall, Fréchet family, Gev distributions, Truncated modelsAutores:Aracelis Hernández, Lelys Bravo De Guenni, Sanso B.Fuentes:scopusExtreme rainfall characteristics at some location s in Venezuela
Conference ObjectAbstract: A potential climate change might also bring changes in the extreme characteristics of most climaticPalabras claves:Autores:Aracelis Hernández, Lelys Bravo De Guenni, Sanso B.Fuentes:scopusEstimation of stochastic volatility models using optimized filtering algorithms
ArticleAbstract: In this paper, we describe and implement two recursive filtering algorithms, the optimized particlePalabras claves:Optimized particle filter, Stochastic volatility models, Viterbi algorithmAutores:Aracelis Hernández, Luis Sánchez, Luna C., Saba Rafael InfanteFuentes:scopusModeling population vulnerability and risk to extreme rainfall events in Venezuela
ArticleAbstract: The vulnerability concept is intuitively simple but surprisingly difficult to define and even more dPalabras claves:extreme events, population vulnerability, Risk, Venezuelan rainfallAutores:Aracelis Hernández, Fillipone M., Lelys Bravo De GuenniFuentes:scopusKriging Kalman combined filter to estimate and pbkp_redict the evolution of climatic states in some weather stations in Ecuador
ArticleAbstract: This article proposes a methodology that involves the Universal Kriging filter (UKF) and the KalmanPalabras claves:Kriging-Kalman filter, Spatial statistics, State-space modelsAutores:Aracelis Hernández, Inti Becerra, Rafael Amaro, Saba Rafael InfanteFuentes:scopusUnscented Kalman Filter and Gauss-Hermite Kalman Filter for Range-Bearing Target Tracking
Conference ObjectAbstract: Radar systems are used for estimating the position and velocity of aircraft and ships from range andPalabras claves:Gauss-Hermite Kalman filter, Target tracking, Unscented kalman filterAutores:Aracelis Hernández, Gabriel Barragán, Saba Rafael InfanteFuentes:scopusSequential Monte Carlo Filters with Parameters Learning for Commodity Pricing Models
ArticleAbstract: In this article, an estimation methodology based on the sequential Monte Carlo algorithm is proposedPalabras claves:Commodities Pricess, Heston Model, Parameter Learning Algorithm, Schwartz Single-Factor Model, Stochastic ModelsAutores:Aracelis Hernández, Luis Sánchez, Marcano J., Saba Rafael InfanteFuentes:googlescopusPreliminary study on safety conditions in health workers exposed to antineoplastic drugs
ArticleAbstract: A study was done to establish work practices and preventive measures for nurses handling antineoplasPalabras claves:antineoplastic drugs, occupational exposure, Occupational risksAutores:Aracelis Hernández, Medina E., Rojas Martini M., Saba Rafael InfanteFuentes:googlescopus