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Description
  • 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.
  • 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)
Title
  • A probability density function estimation using F-transform
  • A probability density function estimation using F-transform (en)
skos:prefLabel
  • A probability density function estimation using F-transform
  • A probability density function estimation using F-transform (en)
skos:notation
  • RIV/61989100:27510/10:10225341!RIV11-GA0-27510___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/08/1237), S
http://linked.open...iv/cisloPeriodika
  • 3
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 244880
http://linked.open...ai/riv/idVysledku
  • RIV/61989100:27510/10:10225341
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • fuzzy transform, probability density function estimation, smoothing filter, financial returns (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [A14617AB64E8]
http://linked.open...i/riv/nazevZdroje
  • KYBERNETIKA
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 46
http://linked.open...iv/tvurceVysledku
  • Holčapek, Michal
  • Tichý, Tomáš
http://linked.open...ain/vavai/riv/wos
  • 000280425000010
issn
  • 0023-5954
number of pages
http://localhost/t...ganizacniJednotka
  • 27510
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