نتایج جستجو برای: window analysis approach

تعداد نتایج: 3831105  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی - دانشکده اقتصاد 1393

due to extraordinary large amount of information and daily sharp increasing claimant for ui benefits and because of serious constraint of financial barriers, the importance of handling fraud detection in order to discover, control and predict fraudulent claims is inevitable. we use the most appropriate data mining methodology, methods, techniques and tools to extract knowledge or insights from ...

2007
Z. Černeková N. Nikolaidis I. Pitas

In this paper, we describe the Artificial Intelligence and Information Analysis (AIIA) laboratory approach for shot boundary detection as applied to the TRECVID 2006 video retrieval benchmark. The paper describes the approach as well as the performance analysis. The method relies on evaluating mutual information between multiple pairs of frames within a certain temporal window. The performance ...

Journal: :Benchmarking: An International Journal 2018

2009
Khalid M. Aamir Mohammad A. Maud

Power Spectral Density (PSD) computed by taking the Fourier transform of auto-correlation functions (WienerKhintchine Theorem) gives better result, in case of noisy data, as compared to the Periodogram approach. However, the computational complexity of Wiener-Khintchine approach is more than that of the Periodogram approach. For the computation of short time Fourier transform (STFT), this probl...

2014
Rajesh V. Argiddi

The previous work is carried out on sliding window approach for fragment mining rules which results in large & complex processing the data. In this paper we present an idea to find out association within inter-transaction with different windowing approach. These approaches first minimizes the huge input dataset using tumbling window approach and then apply fragment mining to generate rules amon...

Journal: :International Journal of Advanced Computer Science and Applications 2017

Journal: :IFAC-PapersOnLine 2022

In this paper, we propose a data-driven sliding window approach to solve log-optimal portfolio problem. contrast many of the existing papers, leads trading strategy with time-varying weights rather than fixed constant weights. We show, by conducting various empirical studies, that possesses superior performance classical in sense having higher cumulative rate returns.

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