Institute of Information Theory and Automation

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Bibliography

Conference Paper (international conference)

Recursive Estimation of Mixtures of Exponential and Normal Distributions

Suzdaleva Evgenia, Nagy Ivan, Mlynářová Tereza

: Proceedings of the 2015 IEEE 8th International Conference on Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications (IDAACS), p. 137-142

: International Conference on Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications /8./ (IDAACS'2015), (Warsaw, PL, 24.09.2015-26.09.2015)

: 7H14005, GA MŠk, 7H14004, GA MŠk, GA15-03564S, GA ČR

: recursive mixture estimation, mixture of different distributions, dynamic switching model, exponential distribution

: 10.1109/IDAACS.2015.7340715

: http://library.utia.cas.cz/separaty/2015/ZS/suzdaleva-0448117.pdf

(eng): The paper deals with estimation of a mixture of normal and exponential distributions with the dynamic model of their switching. A separate estimation of normal or exponential mixtures is solved by various approaches in many papers over the world. However, in some application areas, data are of such a nature that they should be described by a combination of exponential and normal models. The paper proposes a recursive Bayesian algorithm of estimation of such a mixture based on continuously measured data. Specific tasks the paper solves are: (i) parameter estimation of both the types of components; (ii) parameter estimation of the dynamic switching model and (iii) detection of the currently active component. Results of experiments with real data are demonstrated.

: BB

2019-01-07 08:39