نتایج جستجو برای: stochastic models
تعداد نتایج: 1006704 فیلتر نتایج به سال:
There are many approaches to determine the sound propagated from turbulent flows. In hybrid methods, the turbulent noise source field is computed or modeled separately from the far-field calculations. To have an initial and quick estimation of the sound propagation, less computationally intensive methods can be developed using stochastic models of the turbulent fluctuations. In this paper, ...
in applications there occur different forms of uncertainty. the twomost important types are randomness (stochastic variability) and imprecision(fuzziness). in modelling, the dominating concept to describe uncertainty isusing stochastic models which are based on probability. however, fuzzinessis not stochastic in nature and therefore it is not considered in probabilisticmodels.since many years t...
This article is concerned with identification problem of parameters of Dynamic Stochastic General Equilibrium Models with emphasis on structural constraints, so that the number of observable variables is equal to the number of exogenous variables. We derived a set of identifiability conditions and suggested a procedure for a thorough analysis of identification at each point in the parameters sp...
‎Pricing weather derivatives is becoming increasingly useful‎, ‎especially in developing economies‎. ‎We describe a statistical model based approach for pricing weather derivatives by modeling and forecasting daily average temperatures data which exhibits long-range dependence‎. ‎We pre-process the temperature data by filtering for seasonality and volatility an...
generally ordering policies are done by two methods, including fix order quantity (foq) and fix order period (fop). these methods are static and either the quantity of ordering or the procedure of ordering is fixing in throughout time horizon. in real environments, demand is varying in any period and may be considered as uncertainty. when demand is variable in any period, the traditional and st...
چکیده ندارد.
We study the implementation of efficient behavior in settings with externalities. A planner would like to ensure that a group of agents make socially optimal choices, but he only has limited information about the agents' preferences, and can only distinguish individual agents through the actions they choose. We describe the agents' behavior using a stochastic evolutionary model, assuming that t...
In this study, by applyig a combination of Autoregressive Conditional Heteroskedasticity and stochastic differential equations Models with Markowitz model we estimate the optimal portfolio investment in the housing market are discussed. For this purpose, use of assets, stock prices, housing prices, the price of coins and bonds during the period 1999-2013 with the monthly data. Autoregre...
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