Showing 1 - 10 of 26
This paper proposes a Differential-Independence Mixture Ensemble (DIME) sampler for the Bayesian estimation of macroeconomic models. It allows sampling from particularly challenging, high-dimensional black-box posterior distributions which may also be computationally expensive to evaluate. DIME...
Persistent link: https://www.econbiz.de/10013482858
The traditional PID controller is simple in principle, easy to use, stable and reliable, and it is still widely used in the control field. However, for many nonlinear and lagging objects, the parameter tuning of PID controller is very important. Genetic algorithm provides a new way to optimize...
Persistent link: https://www.econbiz.de/10012046101
The development of microelectronic field and software allows researchers to implement some control law in miniaturized devices such as Field Programmable Gate Arrays (FPGA) and microcontroller. These control laws may be used in industrial applications. The key of this work is the design and the...
Persistent link: https://www.econbiz.de/10012047439
This article describes how surrogate-assisted evolutionary computation (SAEC) has widely applied to approximate expensive optimization problems, which require much computational time such as hours for one solution evaluation. SAEC may potentially also reduce the processing time of inexpensive...
Persistent link: https://www.econbiz.de/10012047825
The ‘bare bones' (BB) formulation of particle swarm optimisation (PSO) was originally advanced as a model of PSO dynamics. The idea was to model the forces between particles with sampling from a probability distribution in the hope of understanding swarm behaviour with a conceptually simpler...
Persistent link: https://www.econbiz.de/10012047830
This paper proposes a novel method of global optimization based on cuckoo-host co-evaluation. It also develops a Fortran-77 code for the algorithm. The algorithm has been tested on 96 benchmark functions (of which the results of 30 relatively harder problems have been reported). The proposed...
Persistent link: https://www.econbiz.de/10011108336
The Brownian correlation has been recently introduced by Székely et al. (2007; 2009), which has an attractive property that when it is zero, it guarantees independence. This paper investigates into the effects and advantages, if any, of replacement of the Pearsonian coefficient of correlation (r)...
Persistent link: https://www.econbiz.de/10011111127
Optimal capacity and location of a sequence of land.lls are studied, and the interactions between both decisions are pointed out.The decision capacity has some spatial implications, because it a.ects the feasible region for the rest of land.lls, and some temporal implications, because the...
Persistent link: https://www.econbiz.de/10011091781
The goal of trading simply consists in gaining profit by buying/selling a security: the difference between the entry and the exit price in a position determines the profit or loss of that trade. A trading strategy is used to identify proper conditions to trade a security. The role of...
Persistent link: https://www.econbiz.de/10010765488
In this paper we look at two interesting extensions to the classical 2-Facility Weber Problem in ℝ d : At first problems are investigated where we do not allow the optimal locations to be in a specific region. Efficient algorithms for this Global Optimization problem are presented as well as...
Persistent link: https://www.econbiz.de/10010847766