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type: Thesis
acceptance date: 2023-01-13
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description: Rozprawa podejmuje temat komputerowej estymacji parametrów za pomocą metod najmniejszych kwadratów w nieliniowych modelach statycznych, opisujących obiekty wielowejściowe o jednym wyjściu, przy założeniu brakujących danych w macierzy obserwacji. W rozpatrywanych tu metodach wnioskowania statystycznego, w szczególności zbadano możliwość stosowania metod przybliżonych do wyznaczania macierzy kowariancji i obszarów ufności. Przestawiony został algorytm komputerowy, służący do identyfikacji modelu nieliniowego w przypadku danych niekompletnych, wykorzystujący linearyzację Marquardta. Stosowano wiele metod estymacji danych brakujących, jak metodę odrzucania, uśredniania, rzutowania oraz modelowania liniowego i nieliniowego. Algorytm został przetestowany na dwóch przykładach modeli nieliniowych.
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language: Polski
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place of creation: Warszawa
scientific discipline: Dziedzina nauk ścisłych i przyrodniczych / matematyka (2018)
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title: Identyfikacja modeli nieliniowych przy brakujących obserwacjach (PD-1986-05)

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