- Path:
-
A τ-Power Stochastic Rayleigh Diffusion Model: Computational Aspects, Simulation and Predictive Analysis
Files
Periodical
- Title:
- Stochastics and quality control
- Publication:
-
Berlin: De Gruyter
- Note:
- Gesehen am 11.09.17
- 355!URL-Ä(29-06-22)
- Scope:
- Online-Ressource
- ISSN:
- 2367-2404
- ZDB-ID:
-
2905267-1
- VÖBB-Katalog:
- 35425625
- Previous Title:
- Economic quality control
- Keywords:
- Zeitschrift
- Classification:
- Technik
- Collection:
- Technik
- Copyright:
- Rights reserved
- Accessibility:
- Eingeschränkter Zugang mit Nutzungsbeschränkungen
- Title:
- Stochastics and quality control
- Publication:
-
Berlin: De Gruyter
- Note:
- Gesehen am 11.09.17
- 355!URL-Ä(29-06-22)
- Scope:
- Online-Ressource
- ISSN:
- 2367-2404
- ZDB-ID:
-
2905267-1
- VÖBB-Katalog:
- 35425625
- Previous Title:
- Economic quality control
- Keywords:
- Zeitschrift
- Classification:
- Technik
- Collection:
- Technik
- Copyright:
- Rights reserved
- Accessibility:
- Eingeschränkter Zugang mit Nutzungsbeschränkungen
Article
- Title:
- A τ-Power Stochastic Rayleigh Diffusion Model: Computational Aspects, Simulation and Predictive Analysis
- Publication:
-
Berlin: De Gruyter, 2025
- Language:
- English
- Information:
- Abstract: The overall idea of this paper is to introduce a new family of inhomogeneous stochastic Rayleigh diffusion processes and use them to predict and forecast simulated data after establishing the main characteristics of these kinds of processes. They are interesting models for infectious diseases, health and renewable energies. First of all, we define the new processes by means of a τ-power of the stochastic Rayleigh diffusion model. Then the most important features of the process are examined, with particular attention to its analytic expression, transition probability density function and mean functions. Otherwise, the parameters that appear in the present model are estimated by maximum likelihood with discrete sampling. Lastly, in order to assess the quality of this process, we will use these statistical computations for simulated examples, specifying fitting and prediction possibilities.
- Scope:
- Online-Ressource
- Note:
- Kein Open Access
- Archivierung/Langzeitarchivierung gewährleistet
- Keywords:
- Rayleigh Diffusion Process ; Maximum Likelihood Estimation ; Mean Functions ; Simulation Analysis ; Statistical Prediction ; 62M86 ; 62M20 ; 60H30 ; 60H35 ; 65C30
- Classification:
- Technik
- Mathematik
- Collection:
- Technik
- Mathematik
- Copyright:
- Rights reserved
- Accessibility:
- Eingeschränkter Zugang mit Nutzungsbeschränkungen
- Title:
- A τ-Power Stochastic Rayleigh Diffusion Model: Computational Aspects, Simulation and Predictive Analysis
- Publication:
-
Berlin: De Gruyter, 2025
- Language:
- English
- Information:
- Abstract: The overall idea of this paper is to introduce a new family of inhomogeneous stochastic Rayleigh diffusion processes and use them to predict and forecast simulated data after establishing the main characteristics of these kinds of processes. They are interesting models for infectious diseases, health and renewable energies. First of all, we define the new processes by means of a τ-power of the stochastic Rayleigh diffusion model. Then the most important features of the process are examined, with particular attention to its analytic expression, transition probability density function and mean functions. Otherwise, the parameters that appear in the present model are estimated by maximum likelihood with discrete sampling. Lastly, in order to assess the quality of this process, we will use these statistical computations for simulated examples, specifying fitting and prediction possibilities.
- Scope:
- Online-Ressource
- Note:
- Kein Open Access
- Archivierung/Langzeitarchivierung gewährleistet
- Keywords:
- Rayleigh Diffusion Process ; Maximum Likelihood Estimation ; Mean Functions ; Simulation Analysis ; Statistical Prediction ; 62M86 ; 62M20 ; 60H30 ; 60H35 ; 65C30
- Classification:
- Technik
- Mathematik
- Collection:
- Technik
- Mathematik
- Copyright:
- Rights reserved
- Accessibility:
- Eingeschränkter Zugang mit Nutzungsbeschränkungen
