Efficient Testing of Uniformity using Power Divergence Statistics
Vajda, Igor; Harremoës, P.
2007 - English Keywords: Bahadur efficiency; entropy; godness-of-fit; index of coincidence; information diagram; power divergencies Available at various institutes of the ASCR Efficient Testing of Uniformity using Power Divergence Statistics

Vajda, Igor; Harremoës, P.
Ústav teorie informace a automatizace, 2007

Matlab-Aimsun Toolbox 2.1
Dohnal, Pavel; Dibelka, Lukáš; Elbl, Marek
2007 - English This text is the user's guide for installing and using toolbox for performing traffic experiments in Matlab 7.1 (or higher). The simulation is automatically ran in extern application - traffic simulator Aimsun 4.2. This is part of software package Getram Extensions 4.2, which must be installed, because is necessary for toolbox function. Getram Extensions 4.2 is supported only for Win32 platform, so that toolbox can be installed only on this platform (Windows 2000, Windows XP, etc.) Tento text je uživatelskou příručkou pro instalaci a používání k provádění dopravních experimentů v Matlabu 7.1 (nebo novějším). Simulace jsou automaticky spouštěny v externí aplikaci - dopravním simulátoru Aimsun 4.2. Tuto činnost má na starosti rozšíření Getram Extensions 4.2. Ta funguje pouze na platformách Win32, takže toolbox může být instalován pouze na techto platformách (Windows 2000, Windows XP, atd.) Keywords: Matlab; Aimsun; Toolbox; Experiment; Traffic Available at various institutes of the ASCR Matlab-Aimsun Toolbox 2.1

This text is the user's guide for installing and using toolbox for performing traffic experiments in Matlab 7.1 (or higher). The simulation is automatically ran in extern application - traffic ...

Dohnal, Pavel; Dibelka, Lukáš; Elbl, Marek
Ústav teorie informace a automatizace, 2007

Reduction of the Smith /& Farmers' Model
Šmíd, Martin
2007 - English We formulate a model of a limit order market, very similar to this of Smith at al. [2003]. We describe analytically the conditional distribution of the state of the market (i.e. the shapes of the limit order books) given the history of the bid and ask quotes. Thanks to this result, we may construct estimates of (usually unknown) shape of the order book based on a history of the quotes (which is usually available). Further, we are able to test statistically the validity of the model. In addition, our results allow us to specify the (conditional) distribution of the inter-event times and the jumps of the quotes which may help us to speed up eventual simulations of the system significantly. V práci je formulován model limitního trhu, velice podobný modelu Smitha a spol. [2003]. Je odvozena analytická formule pro podmíněné rozdělení stavu trhu (tj. tvaru knih limitních objednávek) za podnímky historie nejlepších kotací (bid a ask). Díky tomuto výsledku lze konstruovat odhady (obvykle neznámého) tvaru knih objednávek, založené na historii nejlepších kotací (která je obvykle publikována). Dále je možné statisticky testovat platnost celého modelu. Kromě toho naše výsledky umožňují specifikovat (podmíněné) rozdělení časů mezi událostmi a skoků kotací, což může být užitečné pro zrychlení případných simulací. Keywords: limit order markets; zero intelligence models; conditional distribution Available at various institutes of the ASCR Reduction of the Smith /& Farmers' Model

We formulate a model of a limit order market, very similar to this of Smith at al. [2003]. We describe analytically the conditional distribution of the state of the market (i.e. the shapes of the ...

Šmíd, Martin
Ústav teorie informace a automatizace, 2007

Smooth tests of equality of cumulative incidence functions in two samples
Kraus, David
2007 - English Smooth tests of equality of cumulative incidence functions in two samples Keywords: competing risks; cumulative incidence function; Neyman's smooth test; two-sample test Available at various institutes of the ASCR Smooth tests of equality of cumulative incidence functions in two samples

Smooth tests of equality of cumulative incidence functions in two samples

Kraus, David
Ústav teorie informace a automatizace, 2007

Towards Estimation-Based Merging of Knowledge
Kárný, Miroslav; Bodini, A.; Ruggeri, F.
2007 - English Bayesian cooperative decision making by multiple participants requires a combination of environment models of cooperating neighbors. In a sense, a speci¯c participant tries to exploit imprecise probabilistic knowledge con- cerning of low-dimensional marginal and conditional distributions o®ered by his neighbors. In spite of the substantial overlap with domains like knowl- edge elicitation, estimation of graphical models or building of probabilistic expert systems, the merging problem was not addressed yet in its entirety. Bayesovké kooperativní rozhodování vyžaduje kombinování modelů spolupracujících sousedů. Konkrétní účastník se pokouší využít nepřesnou pravděpodobnostní znalost poskytnutou jeho sousedy ve formě nízkorozměrných marginálních a podmíněných distribucí. Přes mnoho pokusů v tomto směru tento problém nebyl ještě vyřešen. Tato zpráva řeší problém jako bayesovskou odhadovací úlohu. Keywords: Bayesian decision making; multiple participant decision making; combination of pdfs Available at various institutes of the ASCR Towards Estimation-Based Merging of Knowledge

Bayesian cooperative decision making by multiple participants requires a combination of environment models of cooperating neighbors. In a sense, a speci¯c participant tries to exploit imprecise ...

Kárný, Miroslav; Bodini, A.; Ruggeri, F.
Ústav teorie informace a automatizace, 2007

Checking proportional rates in the two-sample transformation model
Kraus, David
2007 - English Checking proportional rates in the two-sample transformation model Keywords: Neyman's smooth test; proportional hazards; proportional odds; survival analysis; transformation model; two-sample test Available at various institutes of the ASCR Checking proportional rates in the two-sample transformation model

Checking proportional rates in the two-sample transformation model

Kraus, David
Ústav teorie informace a automatizace, 2007

Repairable systems with partial repairs
Ševčík, Jaroslav
2007 - English The construction and analysis of repair models is an important area in relaibility. A commonly used models are the perfect repair model and the minimal repair model. In the first case each repair restores the state of a failed system to a level equivalent to a new one, whereas in the second case the repair restores the state of the system to its level prior failure. However, both of these models seems to be inadequate to model most realistic repair strategies. Therefore, the repair lying somewhere between perfect and minimal repair is of great signification in practice. The contribution deals with such kind of repair, usually called partial or general repair. Various ways of modeling the impact of partial repairs on a system condition will be mentioned. One useful general model of partial repair will be described in detail and the estimation procedure of unknown parameters in this case will be examined. Konstrukce a analýza modelů oprav je důležitou součástí analýzy přežívání. Běžně používanými modely jsou model perfektní a model minimální opravy. V prvním případe se systém po opravě chová jako nový, ve druhém případě oprava obnoví stav systému na úroveň těsně před poruchou. Oba tyto modely však nejsou v reálných strategiích oprav postačující. Pro praxi jsou proto důležité opravy ležící někde mezi perfektními a minimálními opravami. Příspěvek se věnuje modelování právě těchto oprav, často nazývaných i častečné opravy nebo obecné opravy. Jsou zmíněny různé způsoby modelování vlivu těchto oprav na stav systému. Podrobně je popsaný jeden užitečný zobecněný model a odhad neznámých parametrů v tomto případě. Keywords: repairable system; partial repair Available at various institutes of the ASCR Repairable systems with partial repairs

The construction and analysis of repair models is an important area in relaibility. A commonly used models are the perfect repair model and the minimal repair model. In the first case each repair ...

Ševčík, Jaroslav
Ústav teorie informace a automatizace, 2007

Adaptive Neyman's smooth tests of homogeneity of two samples of survival data
Kraus, David
2007 - English Adaptive Neyman's smooth tests of homogeneity of two samples of survival data Keywords: censoring; Neyman's smooth test; Schwarz's selection rule; survival analysis; two-sample test Available at various institutes of the ASCR Adaptive Neyman's smooth tests of homogeneity of two samples of survival data

Adaptive Neyman's smooth tests of homogeneity of two samples of survival data

Kraus, David
Ústav teorie informace a automatizace, 2007

Methods of Digital Image Processing in Non-photo-realistic Imaging
Sýkora, Jan; Zitová, Barbara
2007 - English Keywords: image processing; non-photo-realistic rendering Available at various institutes of the ASCR Methods of Digital Image Processing in Non-photo-realistic Imaging

Sýkora, Jan; Zitová, Barbara
Ústav teorie informace a automatizace, 2007

On Divergences of Finite Measures and Their Applications in Censoring
Stummer, W.; Vajda, Igor
2007 - English Keywords: divergences of finite measures; inequality of finite measures; censoring Available at various institutes of the ASCR On Divergences of Finite Measures and Their Applications in Censoring

Stummer, W.; Vajda, Igor
Ústav teorie informace a automatizace, 2007