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Prediction of standard lactation curves for primiparous Holstein cows by using corrected regression models
Janez Jeretina, Drago Babnik, Dejan Škorjanc, 2015, izvirni znanstveni članek

Opis: Prediction of the expected milk yield is important for the management of the primiparous cows (PPC) with a few or no data on their own milk productivity. We developed a system of regression equations for predicting milk yields in standard lactation. The models include the systematic effects of the calving season, the five-year rolling herd average of milk yield of PPC, the breeding values of the parents for milk production, and daily milk recordings. A total of 21,901 lactations of Holstein PPC were collected during the regular monthly milk recordings of cows in the Republic of Slovenia. By including daily milk recordings in the model, the coefficients of determination of regression models for the prediction of milk yield increase: without known recordings (M0) R 2 =0.80; with one recording (M1) R 2 =0.82; with two first consecutive recordings (M2) R 2 =0.86; and with three recordings (M3) R 2 =0.89. Deviations of milk yield up to 500 kg in a standard lactation (<1.6 kg/day) were as follows: with the model M0, they occurred in 53.4% of PPC; with M1, they occurred in 56.3% of PPC; with M2, they occurred in 64.5% of PPC; and with M3, they occurred in 70.9% of PPC. We concluded that the developed system of regression models is an appropriate method for milk yield prediction of PPC.
Ključne besede: primiparous cows, milk yield, prediction, lactation curves, regression equations
Objavljeno: 24.07.2017; Ogledov: 89; Prenosov: 3
.pdf Celotno besedilo (497,85 KB)

Organization in finance prepared by stohastic differential equations with additive and nonlinear models and continuous optimization
Pakize Taylan, Gerhard-Wilhelm Weber, 2008, izvirni znanstveni članek

Opis: A central element in organization of financal means by a person, a company or societal group consists in the constitution, analysis and optimization of portfolios. This requests the time-depending modeling of processes. Likewise many processes in nature, technology and economy, financial processes suffer from stochastic fluctuations. Therefore, we consider stochastic differential equations (Kloeden, Platen and Schurz, 1994) since in reality, especially, in the financial sector, many processes are affected with noise. As a drawback, these equations are hard to represent by a computer and hard to resolve. In our paper, we express them in simplified manner of approximation by both a discretization and additive models based on splines. Our parameter estimation refers to the linearly involved spline coefficients as prepared in (Taylan and Weber, 2007) and the partially nonlinearly involved probabilistic parameters. We construct a penalized residual sum of square for this model and face occuring nonlinearities by Gauss-Newton's and Levenberg-Marquardt's method on determining the iteration step. We also investigate when the related minimization program can be written as a Tikhonov regularization problem (sometimes called ridge regression), and we treat it using continuous optimization techniques. In particular, we prepare access to the elegant framework of conic quadratic programming. These convex optimation problems are very well-structured, herewith resembling linear programs and, hence, permitting the use of interior point methods (Nesterov and Nemirovskii, 1993).
Ključne besede: stochastic differential equations, regression, statistical learning, parameter estimation, splines, Gauss-Newton method, Levenberg-Marquardt's method, smoothing, stability, penalty methods, Tikhonov regularization, continuous optimization, conic quadratic programming
Objavljeno: 10.01.2018; Ogledov: 9; Prenosov: 0
.pdf Celotno besedilo (364,34 KB)

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