The linear opinion pool (LOP) produces potentially non-Gaussian combination forecast densities. In this paper, we propose a computationally convenient transformation for the LOP to mirror non-Gaussianity exhibited by target variable. Our methodology involves Smirnov transform reshape forecasts using empirical cumulative distribution function. We illustrate our empirically transformed (EtLOP) ap...

This paper describes the use of a novel method of feature extraction for visual sensor processing. An application to crack detection by a sewer maintenance robot equipped with an infra-red camera is described. A spacefrequency distribution ’signature’ is generated via a three step process involving; space-frequency decomposition, density function estimation, and parameter extraction. These step...

This paper proposes a new methodology to compute Value at Risk (VaR) for quantifying losses in credit portfolios. We approximate the cumulative distribution of the loss function by a finite combination of Haar wavelets basis functions and calculate the coefficients of the approximation by inverting its Laplace transform. In fact, we demonstrate that only a few coefficients of the approximation ...

The paper presents a new fast computation scheme for linear separation in two-dimensional feature space. This scheme is based on a combination of several image processing techniques: fast Hough transform, cumulative sum computation and expression of optimized criterion as a function of additive statistics. It is shown that complexity of the scheme is O(n log n) for chosen set of criteria. Two a...

This paper proposes a hybrid method to find cumulative distribution function (CDF) of completion time of GERT-type networks (GTN) which have no loop and have only exclusive-or nodes. Proposed method is cre-ated by combining an analytical transformation with Gaussian quadrature formula. Also the combined crude Monte Carlo simulation and combined conditional Monte Carlo simulation are developed a...