Reconstruction of Order Flows using Aggregated Data
نویسندگان
چکیده
منابع مشابه
Understanding Human Mobility Flows from Aggregated Mobile Phone Data
In this paper we deal with the study of travel flows and patterns of people in large populated areas. Information about the movements of people is extracted from coarse-grained aggregated cellular network data without tracking mobile devices individually. Mobile phone data are provided by the Italian telecommunication company TIM and consist of density profiles (i.e. the spatial distribution) o...
متن کاملAdaptive marking for aggregated flows
Abstract— The differentiated services architecture is receiving wide attention as a framework for providing different levels of service according to a service profile in the Internet. The current architecture allows aggregated flows sharing a service profile. This paper looks at the problem of achieving specific QoS goals of individual flows by flexibly managing resources available to an aggreg...
متن کاملReconstruction of Order Statistics in Exponential Distribution
In this article, a new censoring scheme is considered, namely, a middle part of a random sample is censored. A treatment for reconstructing the missing order statistics is investigated. The proposed procedure is studied in detail under exponential distribution which is widely used as a constant failure model in reliability. Different approaches are used to obtain point and interval reconstructo...
متن کاملExplaining Individual Response using Aggregated Data
Empirical analysis of individual response behavior is sometimes limited due to the lack of explanatory variables at the individual level. In this paper we put forward a new approach to estimate the effects of covariates on individual response, where the covariates are unknown at the individual level but observed at some aggregated level. This situation may, for example, occur if the response va...
متن کاملCalculation of Complicated Flows, Using First and Second-Order Schemes (RESEARCH NOTE)
The first-order schemes used for discretisation of the convective terms are straightforward and easy to use, with the drawback of introducing numerical diffusion. Application of the secondorder schemes, such as QUICK scheme, is a treatment to reduce the numerical diffusion, but increasing convergence oscillation is unavoidable. The technique used in this study is a compromise between the above-...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Market Microstructure and Liquidity
سال: 2016
ISSN: 2382-6266,2424-8037
DOI: 10.1142/s2382626616500076