نتایج جستجو برای: conditional value

تعداد نتایج: 786755  

Journal: :IEEE Transactions on Robotics 2022

In this article, a risk-aware motion control scheme is considered for mobile robots to avoid randomly moving obstacles when the true probability distribution of uncertainty unknown. We propose novel model-predictive (MPC) method limiting risk unsafety even obstacles’ movements deviates, within an a...

Journal: :Journal of Forecasting 2021

We propose a copula-based periodic mixed frequency generalized autoregressive (GAS) framework in order to model and forecast the intraday exposure conditional value at risk (ECoVaR) for an asset return corresponding market return. In particular, we analyze GAS models that account long-memory-type of dependencies, periodicities, asymmetric nonlinear dependence structures, fat-tailed distribution...

Journal: :Applied sciences 2021

This research acquired data from the Central Weather Bureau Observation Data Inquiry System (CODIS) for historical weather information, such as observation time, temperature, humidity, wind speed, global radiation, etc., and constructed a database by using Excel software. Least square support vector machine (LSSVM) was used to forecast speed solar radiation; then, power output of derived. Consi...

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