期刊: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, ; ()
In this industry 4.0 revolution, most of the manufacturing processes are equipped with the digital devices which are continuously recording the data. ......
期刊: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2020; 36 (5)
We propose a data-driven procedure, cross-estimation for decision selection (CrEDS), to choose from an abundance of off-the-shelf statistical models o......
期刊: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2020; 36 (5)
The carbon emissions trading scheme combined with feed-in tariff policy is viewed as a feasible policy mix to promote the energy system transferring t......
期刊: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2019; 35 (2)
For many complex business and industry problems, high-dimensional data collection and modeling have been conducted. It has been shown that interaction......
期刊: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2019; 35 (2)
The 10th International Conference on Mathematical Methods in Reliability, MMR 2017, held in Grenoble, France during July 3-7, entailed a panel discuss......
期刊: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2019; 35 (2)
Let (X,Y) be a random vector and let G and H be the marginal distributions of X and Y, respectively. In this paper, we propose two tests, one of Kolmo......
期刊: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2019; 35 (3)
We address the statistical problem of detecting change points in the stress-strength reliability R=P(X
期刊: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2019; 35 (3)
Basis risk arises in a number of financial and insurance risk management problems when the hedging assets do not perfectly match the underlying asset ......
期刊: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2019; 35 (3)
This paper introduces a solution that combines the Kalman and particle filters to the challenging problem of estimating integrated volatility using hi......
期刊: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2019; 35 (3)
In practical situations, systems often suffer shocks from external stressing environments, stressing the system at random. These random shocks may hav......
期刊: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2019; 35 (3)
Step-stress accelerated degradation testing (SSADT) has become a common approach to predicting lifetime for highly reliable products that are unlikely......