Journal:Informatica
Volume 2, Issue 1 (1991), pp. 53–65
Abstract
A likelihood approach is considered to the problem of making inferences about the point t = ν in a Gaussian autoregressive sequence {Xt, t = 1 ÷ N} at which the underlying AR(p) parameters undergo a sudden change. The statistics of a loglikelihood function L(n, ν) is investigated over the admissible values n ∈ (p + 1, $\dots$ , N - 1) of a change point ν under validity of hypothesis of a change and no change. The expressions of L(n, ν) implying the loss of plausibility when moving away from the true change point ν are presented, and the probabilities P{$\bar{v}_{N}$ = ν± r}, r = 0,1,2, $\dots$, where $\bar{v}_{N}$ is the MLH estimate of a change point ν from the available realization x1,x2,…,xN of {Xt, t = 1 ÷ N} are considered.
Journal:Informatica
Volume 2, Issue 1 (1991), pp. 33–52
Abstract
Self-tuning control with recursive identification of extremal dynamic systems is considered. The systems can be represented by combinations of linear dynamic and extremal static parts, their output being disturbed by a coloured noise. Minimum-variance controllers for Hammerstein, Wiener, and Wiener-Hammerstein-type systems are designed taking into consideration restrictions for control signal magnitude and/or change rate. The estimates of unknown parameters in the controller equations are obtained in the identification process in the closed loop. The efficiency of self-tuning control algorithms is illustrated by statistical simulation. On the basis of worked out methods, adaptive systems for optimization of fuel combustion and steam condensation processes in thermal power units are developed.
Journal:Informatica
Volume 2, Issue 1 (1991), pp. 3–32
Abstract
In this paper we give an introduction to collective risk theory in its simplest form. Our aims are to indicate how some basic facts may be obtained by martingale methods and to point out some open problems
Journal:Informatica
Volume 1, Issue 1 (1990), pp. 167–182
Abstract
This paper presents an overview of the system VILNIUS, its design goals and general architecture along with some brief remarks on the experience of work with the system. VILNIUS is both an application shell and program development environment. It is used to create intelligent applications and to combine several different applications into one application system. The intended primary application domain is the planning and scheduling of large research and development projects.
Journal:Informatica
Volume 1, Issue 1 (1990), pp. 156–166
Abstract
The role and goals of computer programming in the education of young people are discussed. The activity of the Lithuanian Young Programmers School by correspondence is described. Motivation of its curriculum and the way of teaching are given. Relations with the competitions of programmers and some other forms of teaching are considered.
Journal:Informatica
Volume 1, Issue 1 (1990), pp. 141–155
Abstract
The problems and results in constructing the statistical models of multimodal functions are reviewed. The rationality of the search for global minimum is formulated axiomatically and the features of the corresponding algorithm are discussed. The results of some applications of the proposed algorithm are presented.
Journal:Informatica
Volume 1, Issue 1 (1990), pp. 125–140
Abstract
The maximization problem for an objective function f given on a feasible region X is considered, where X is a compact subset of Rn and f belongs to a set of continuous multiextremal functions on X can be evaluated at any point x in X without error, and its maximum M=max x∈Xf(x) together with a maximizer x*(a point x* in X such that M=f(x*)) are to be approximated. We consider a class of the global random search methods, underlying an apparatus of the mathematical statistics and generalizing the so-called branch and bound methods.