P. Laketa: The idea of random environment integer valued autoregressive models

Department of Probability and Math. Statistics, MFF Praha, Czech Republic

December 3, 2019, 10:40, Praktikum KPMS

Abstract

Lately, new type of INAR models is introduced, which overcomes problem with the data showing non-stationary characteristics. New models are more flexible. They are constructed using one Markov chain, named random environment process, containing the states of the environment in which the main process is observing.


M. Bogicevic: The Tukey median - State of the art algorithms, implementations and comparisons

Department of Probability and Math. Statistics, MFF Praha, Czech Republic

December 3, 2019, 10:40, Praktikum KPMS

Abstract

This presentation is a short survey of Tukey median algorithms. It covers the chronological appearance of the implemented algorithms and its properties in regard to algorithms' complexities and execution times. Each algorithm is tested with generated and real data sets.