Temat: fuzzy random variable

Skocz do pozycji: 1.

Tytuł:: Peano type theorem for random fuzzy initial value problem
Autorzy:: Malinowski, Marek
Tematy:: Random fuzzy differential equations
random fuzzy initial value problem
fuzzy stochastic process
fuzzy random variable; Pokaż więcej
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Powiązania:: https://bibliotekanauki.pl/articles/729255.pdf Link otwiera się w nowym oknie
Opis:: In this paper we consider the random fuzzy differential equations and show their application by an example. Under suitable conditions the Peano type theorem on existence of solutions is proved. For our purposes, a notion of ε-solution is exploited.
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Model of a minimal risk portfolio under hybrid uncertainty
Autorzy:: Yazenin, Alexander V.
Soldatenko, Ilia S.
Tematy:: minimum risk portfolio
hybrid uncertainty
possibility
necessity
strongest t-norm
weakest t-norm
fuzzy random variable; Pokaż więcej
Wydawca:: Polska Akademia Nauk. Instytut Badań Systemowych PAN
Powiązania:: https://bibliotekanauki.pl/articles/2183461.pdf Link otwiera się w nowym oknie
Opis:: The article is devoted to the development and study of a model of a minimal risk portfolio under conditions of hybrid uncertainty of possibilistic-probabilistic type. In this model, the interaction of fuzzy parameters is described by both the strongest and the weakest triangular norms. The formula for variance of a portfolio is given that allows for estimating its risk. Models of acceptable portfolios are based on the principle of expected possibility or on the basis of fulfilling the restriction on the possibility/necessity and probability of the level of portfolio return that is acceptable to an investor. Equivalent deterministic analogues of the models are constructed and their solution methods are developed. Theorems describing a set of investment opportunities are proven. The obtained results are demonstrated on a model example.
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Random fuzzy Poisson processes
Autorzy:: Guo, R.
Nyirenda, J.
Guo, D.
Tematy:: credibility measure
credibilistic fuzzy variable
random fuzzy variable
average chance distribution; Pokaż więcej
Wydawca:: Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Powiązania:: https://bibliotekanauki.pl/articles/2069685.pdf Link otwiera się w nowym oknie
Opis:: Poisson processes, particularly the time-dependent extension, play important roles in reliability and risk analysis. It should be fully aware that the Poisson modeling in the current reliability engineering and risk analysis literature is merely an ideology under which the random uncertainty governs the phenomena. In other words, current Poisson Models generate meaningful results if randomness assumptions hold. However, the real world phenomena are often facing the co-existence reality and thus the probabilistic Poisson modeling practices may be very doubtful. In this paper, we define the random fuzzy Poisson process, explore the related average chance distributions, and propose a scheme for the parameter estimation and a simulation scheme as well. It is expecting that a foundational work can be established for Poisson random fuzzy reliability and risk analysis.
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 4.

Tytuł:: On the quasi-efficient frontier of the set of optimal portfolios under hybrid uncertainty with short sales allowed
Autorzy:: Rogonov, Stepan A.
Soldatenko, Ilia S.
Yazenin, Alexander V.
Tematy:: portfolio selection model
hybrid uncertainty
possibility
necessity
quasi-efficient solutions
minimum risk portfolio frontier
fuzzy random variable; Pokaż więcej
Wydawca:: Polska Akademia Nauk. Instytut Badań Systemowych PAN
Powiązania:: https://bibliotekanauki.pl/articles/31342749.pdf Link otwiera się w nowym oknie
Opis:: The paper describes the methods for constructing a quasi-efficient frontier of minimum risk portfolio under conditions of hybrid uncertainty with allowed short sales. Investor’s acceptable level of expected return is defined in crisp and fuzzy forms. Obtained results are illustrated on a model example. The dependence of the quasi-efficient frontier on the value of α-level is investigated.
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 5.

Tytuł:: DEAR theory and applicability in system dynamics analysis
Autorzy:: Guo, R.
Guo, D.
Tematy:: DEAR theory
random fuzzy variable
system dynamics
repair effect
quality dynamics
ecosystem; Pokaż więcej
Wydawca:: Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Powiązania:: https://bibliotekanauki.pl/articles/2069553.pdf Link otwiera się w nowym oknie
Opis:: In this paper, we introduce our newly created DEAR (an abbreviation of Differential Equation Associated Regression) theory, which merges differential equation theory, regression theory and random fuzzy variable theory into a new rigorous small sample based inferential theoretical foundation. We first explain the underlying idea of DEAR modelling, its classification, and then the M-estimation of DEAR model. Furthermore, we explore the applicability of DEAR theory in the analysis in system dynamics, for example, repairable system analysis, quality dynamics analysis, stock market analysis, and ecosystem analysis, etc.
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 6.

Tytuł:: An univariate DEMR modelling on repair effects
Autorzy:: Guo, R.
Tematy:: grey theory
DEMR
differential equation motivated regression
repair effect
credibility measure theory
random fuzzy variable; Pokaż więcej
Wydawca:: Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Powiązania:: https://bibliotekanauki.pl/articles/2069614.pdf Link otwiera się w nowym oknie
Opis:: Repairable system analysis is in nature an evaluation of repair effects. Recent tendency in reliability engineering literature was estimating system repair effects or linking repair to certain covariate to extract repair impacts by imposing repair regimes during system reliability analysis. In this paper, we develop a differential equation motivated regression (abbreviated as DEMR) model with a random fuzzy error term based on the axiomatic framework of self-dual fuzzy credibility measure theory proposed by Liu [5] and grey differential equation models. The fuzzy variable indexes the random fuzzy error term will be used to facilitate the evaluation of repair effects. We further propose a parameter estimation approach for the fuzzy variable (repair effect) under the maximum entropy principle.
Dostawca treści:: Biblioteka Nauki

Artykuł

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