Search results for "bootstrap"
showing 10 items of 67 documents
Bootstrap validation of links of a minimum spanning tree
2018
We describe two different bootstrap methods applied to the detection of a minimum spanning tree obtained from a set of multivariate variables. We show that two different bootstrap procedures provide partly distinct information that can be highly informative about the investigated complex system. Our case study, based on the investigation of daily returns of a portfolio of stocks traded in the US equity markets, shows the degree of robustness and completeness of the information extracted with popular information filtering methods such as the minimum spanning tree and the planar maximally filtered graph. The first method performs a "row bootstrap" whereas the second method performs a "pair bo…
Conditional Bias Robust Estimation of the Total of Curve Data by Sampling in a Finite Population: An Illustration on Electricity Load Curves
2020
Abstract For marketing or power grid management purposes, many studies based on the analysis of total electricity consumption curves of groups of customers are now carried out by electricity companies. Aggregated totals or mean load curves are estimated using individual curves measured at fine time grid and collected according to some sampling design. Due to the skewness of the distribution of electricity consumptions, these samples often contain outlying curves which may have an important impact on the usual estimation procedures. We introduce several robust estimators of the total consumption curve which are not sensitive to such outlying curves. These estimators are based on the conditio…
Bootstrapping profit change: An application to Spanish banks
2012
The aim of this study is to provide a tool which enables us to conduct statistical analysis in the context of changes in productivity and profit. We build on previous initiatives to decompose profit change into mutually exclusive and exhaustive sources. To do this we use distance functions, which are calculated empirically using linear programming techniques. However, we may not learn a great deal by solving these linear programs unless methods of statistical analysis are used to examine the properties of the relevant estimators. Our purpose is to provide a methodology based on bootstrap that allows us to conduct statistical inference for the profit change decomposition. Thus, it will be po…
Do different models induce changes in mortality indicators? That is a key question for extending the Lee-Carter model
2021
[EN] The parametric model introduced by Lee and Carter in 1992 for modeling mortality rates in the USA was a seminal development in forecasting life expectancies and has been widely used since then. Different extensions of this model, using different hypotheses about the data, constraints on the parameters, and appropriate methods have led to improvements in the model's fit to historical data and the model's forecasting of the future. This paper's main objective is to evaluate if differences between models are reflected in different mortality indicators' forecasts. To this end, nine sets of indicator predictions were generated by crossing three models and three block-bootstrap samples with …
Modelling and forecasting mortality in Spain
2008
[EN] Experience shows that static life tables overestimate death probabilities. As a consequence of this overestimation the premiums for annuities, pensions and life insurance are not what they actually should be, with negative effects for insurance companies or policy-holders. The reason for this overestimation is that static life tables, through being computed for a specific period of time, cannot take into account the decreasing mortality trend over time. Dynamic life tables overcome this problem by incorporating the influence of the calendar when graduating mortality. Recent papers on the topic look for the development of new methods to deal with this dynamism. Most methods used in dyna…
Sudoku veidošanas un risināšanas tīmekļa lietojumprogramma
2022
Kvalifikācijas darbs “Sudoku mīklu veidošanas un risināšanas tīmekļa lietojumprogramma” izstrādāts ar mērķi aprakstīt izstrādes vadlīnijas sistēmai un izstrādāt sistēmu, kurā lietotāji var gan veidot un risināt Sudoku tipa mīklas, gan arī tās apspriest komentāru veidolā zem katras sistēmā publicētās mīklas. Izstrādātā sistēma ir tiešsaistē pieejama sistēma, kas ļauj jebkuram cilvēkam risināt sistēmā publicētās mīklas. Pēc reģistrācijas lietotāji spēj arī paši veidot savas mīklas un komentēt citu lietotāju veidotās mīklas. Sistēma nodrošina atgriezenisko saiti, pārbaudot ne tikai klasiskos Sudoku noteikumus, bet arī Vindoku papildnoteikumus un Šaha zirdziņa papildnoteikumus.
Explainable Reinforcement Learning with the Tsetlin Machine
2021
The Tsetlin Machine is a recent supervised machine learning algorithm that has obtained competitive results in several benchmarks, both in terms of accuracy and resource usage. It has been used for convolution, classification, and regression, producing interpretable rules. In this paper, we introduce the first framework for reinforcement learning based on the Tsetlin Machine. We combined the value iteration algorithm with the regression Tsetlin Machine, as the value function approximator, to investigate the feasibility of training the Tsetlin Machine through bootstrapping. Moreover, we document robustness and accuracy of learning on several instances of the grid-world problem.
Monte Carlo simulation in phylogenies: an application to test the constancy of evolutionary rates.
1994
Monte Carlo simulation has commonly been used in phylogenetic studies to test different tree-reconstruction methods, and consequently, its application for testing evolutionary models can be considered as a natural extension of this usage. Repetitive simulation of a given evolutionary process, under the restrictions imposed by the model to be tested, along a determinate tree topology allow the estimate of probability distributions for the desired parameters. Next, the phylogenetic tree can be reconstructed again without the constraints of the model, and the parameter of interest, derived from this tree, can be compared to the corresponding probability distribution derived from the restricted…
MOODLE individuālas tēmas izveide
2017
Kvalifikācija darba pamats ir jaunas Moodle tēmas izveide pēc darba devēja izveidotās prasību specifikācijas. Lai nodrošinātu e-apmācības saviem darbiniekiem, darba devējs izmanto Moodle e-pamācību platformu. Tika izvirzīts uzdevums izstrādāt jaunu Moodle tēmu, lai tā būtu atbilstoša darba devēja noteiktajiem dizaina paraugiem. Jaunajai Moodle tēmai ir jāsatur visi šobrīd populāri, moderni un viegli saprotami lietotāja saskarnes elementi, ņemot vērā, ka darbiniekiem ir dažāds zināšanu līmenis informācijas tehnoloģiju lietošanā, kā arī jāaptver visi lietojamie Moodle moduļi un elementi. Lai nerastos sarežģījumi ar tupamākajām Mooodle versijām, bet tai pat laikā nodrošinātu prasību izmantot m…
Lexical and grammatical development in children at family risk of dyslexia from early childhood to school entry: a cross-lagged analysis.
2019
AbstractThe aim of this study was to examine (a) the development of vocabulary and grammar in children with family-risk (FR) of dyslexia and their peers with no such risk (NoFR) between ages 1;6 and 6;0, and (b) whether FR-status exerted an effect on the direction of temporal relationships between these two constructs. Groups were assessed at seven time-points using standardised tests and parental reports. Results indicated that although FR and NoFR children had a similar development in the earlier years, the FR group appeared to perform significantly more poorly on vocabulary at the end of the preschool period. Results showed no significant effect of FR status on the cross-lagged relations…