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129 results for “Gaussian”
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Research ArticleOpen accessEvery word in the titleMultivariate Option Pricing with Gaussian Mixture Distributions and Mixed CopulasJimbo Henri Claver, Tatanfack Emerson, Shu FelixRecently, it has been reported that the hypothesis proposed by the classical black scholes model to price multivariate options in finance were unrealistic, as such, several other methods have been introduced over the last decades including the copulas methods which uses copulas functions to model the dependence structure of underlying assets. However, the previous work did not take into account … …Journal of Mathematics and Statistics, Vol. 19, Issue 1 · 3 Apr 2023 · 6,511 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleAn Ensemble of Gaussian Mixture Model and Support Vector Machines for Network Intrusion DetectionOlujimi Daniel Alao, Sheriff Alimi, Shade Oluwakemi Kuyoro et al.NetworkIntrusion Detection Systems (NIDS) can protect computer networks and computersystems by detecting abnormal network packets and taking agreed action plans,such as notifying an administrator or rejecting the network packets. In this study,the aim is the implementation of NIDS with improved performance using anensemble of Support Vector Machines (SVMs) and the Gaussian Mixture Model(GMM). Four SVMs with Radial Basis Function (RBF), … …Journal of Computer Science, Vol. 18, Issue 9 · 21 Sep 2022 · 6,114 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleEvaluation of Gaussian Plume Model against CFD Simulations through the Estimation of CO and NO Concentrations in an Urban AreaMahmoud BadyDispersion of air pollutants, Carbon monoxide (CO) and Nitrogen oxide (NO), due to three point sources and a high-density traffic road in an urban area located near the center of Tokyo, Japan was studied using two different approaches. The first is an analytical approach using Gaussian Plume Model (GPM) while the second is a numerical approach using Computational Fluid Dynamics … …American Journal of Environmental Sciences, Vol. 13, Issue 2 · 12 Apr 2017 · 7,907 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleMultiple Vehicle Tracking using Adaptive Gaussian Mixture Model and Kalman FilterFandy Setyo UtomoBased on data from the Central Statistics Agency (BPS) of the Republic of Indonesia in catalog Crime Statistics in 2014, the number of crimes of theft of motor vehicles has increased since 2010 until 2013. Recorded in 2013 the number reached 42.508 cases of theft. In this study, we made a prototype application using Adaptive Gaussian Mixture Models algorithms and … …American Journal of Applied Sciences, Vol. 13, Issue 12 · 22 Dec 2016 · 7,375 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleSoft Sensor Modeling of Product Concentration in Glutamate Fermentation using Gaussian Process RegressionRongjian Zheng, Feng PanThe on-line control of glutamate fermentation process is difficult, owing to the typical uncertainties of biochemical process and the lack of suitable on-line sensors for primary process variables. A prediction model based on Gaussian Process Regression (GPR) is presented to predict glutamate concentration online. First, Partial Least Squares (PLS) is applied to extract the features of the input secondary variables … …American Journal of Biochemistry and Biotechnology, Vol. 12, Issue 3 · 17 Sep 2016 · 7,663 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleGaussian Dispersion Model to Estimate the Dispersion of Particulate Matters (Pm2.5) and Sulfur Dioxide (SO2) Concentrations on Tribal Land, OklahomaDejene Alemayehu, Francine HackettAir quality in most parts of Kay County is good and unlikely to cause major health problems. However, Kaw Nation wants to know if the concentration of Particulate matters (PM2.5) and Sulfur dioxide (SO2) released from power plants, refinery and carbon black plant in Oklahoma reaches the Tribal land at Kanza Travel Plaza, Braman, Kay Co. Oklahoma. Kanza Travel Plaza … …American Journal of Environmental Sciences, Vol. 11, Issue 6 · 8 Dec 2015 · 7,964 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleCharacterizations for the Power Inverse Gaussian and Generalized Inverse Gaussian Distributions Based on Conditional MomentsAbdullah Yahia Al-HossainIn this study, we characterize the power inverse Gaussian and generalized inverse Gaussian distributions based on recurrence relations for conditional moments in terms of hazard rate functions. Relations for conditional moments of the largest order statistic (upper record value) given the second largest order statistic (upper record value) are derived from these recurrence relations. Characterizations of the inverse Gaussian, reciprocal … …Journal of Mathematics and Statistics, Vol. 11, Issue 3 · 23 Nov 2015 · 6,865 accessesView PDFCite
Research ArticleOpen accessEvery word in the titlePARALLEL IMPLEMENTATION OF EXPECTATION-MAXIMISATION ALGORITHM FOR THE TRAINING OF GAUSSIAN MIXTURE MODELSG. F. Araújo, H. T. Macedo, M. T. Chella et al.Most machine learning algorithms need to handle large data sets. This feature often leads to limitations on processing time and memory. The Expectation-Maximization (EM) is one of such algorithms, which is used to train one of the most commonly used parametric statistical models, the Gaussian Mixture Models (GMM). All steps of the algorithm are potentially parallelizable once they iterate over … …Journal of Computer Science, Vol. 10, Issue 10 · 9 Jul 2014 · 6,937 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleGAUSSIAN COPULA MARGINAL REGRESSION FOR MODELING EXTREME DATA WITH APPLICATIONSutikno, Heri Kuswanto, Iis Dewi RatihRegression is commonly used to determine the relationship between the response variable and the predictor variable, where the parameters are estimated by Ordinary Least Square (OLS). This method can be used with an assumption that residuals are normally distributed (0, σ2). However, the assumption of normality of the data is often violated due to extreme observations, which are often found … …Journal of Mathematics and Statistics, Vol. 10, Issue 2 · 4 Apr 2014 · 7,620 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleGAUSSIAN MIXTURE MODEL BASED CLASSIFICATION OF MICROCALCIFICATION IN MAMMOGRAMS USING DYADIC WAVELET TRANSFORMSuman Mishra, Hariharan RanganathanBreast cancer is a serious health related issue for women in the world. Cancer detected at premature stages has a higher probability of being cured, whereas at advanced stages chances of survival are bleak. Screening programs aid in detecting potential breast cancer at early stages of the disease. Among the various screening programs, mammography is the proven standard for screening … …Journal of Computer Science, Vol. 9, Issue 10 · 5 Sep 2013 · 6,867 accessesView PDFCite