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Nehomogeninio Puasono proceso prognozavimas / Prediction of Non-Homogenous Poisson process

Šio darbo tikslas ištirti atsitiktinių procesų prognozavimo matematinius metodus ir nustačius nehomogeninio Puasono proceso algoritmą jį pritaikyti konkretiems atvejams. / In the first part of this work is theory, which focuses on random processes of prediction. In the second part of a non-homogeneous Poisson process explored prediction. In order to obtain the non-homogeneous Poisson process, we have a complete and sufficient statistics in three cases, the fourth complex cases such statistics didn’t exist. Taking advantage of these results were obtained by a non-homogeneous Poisson process uniformly minimum dispersion unbiased prediction in three of the cases examined, when the corresponding parameter is known or unknown. Along submitted analytical predictions expression.

Identiferoai:union.ndltd.org:LABT_ETD/oai:elaba.lt:LT-eLABa-0001:E.02~2014~D_20140716_142417-31942
Date16 July 2014
CreatorsJašmontaitė, Lina
ContributorsKanišauskas, Vaidotas, Laurinčikas, Antanas, Gedgaudas, Pranas, Korsakienė, Daiva, Šiaučiūnas, Darius, Grišiuvienė, Audronė, Dronova-Platbarzdė, Lydija, Siauliai University
PublisherLithuanian Academic Libraries Network (LABT), Siauliai University
Source SetsLithuanian ETD submission system
LanguageLithuanian
Detected LanguageEnglish
TypeBachelor thesis
Formatapplication/pdf
Sourcehttp://vddb.library.lt/obj/LT-eLABa-0001:E.02~2014~D_20140716_142417-31942
RightsUnrestricted

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