Internal analysis and optimization applied to parameter estimation under uncertainty
We present a methodology through exemplification to perform parameter estimation subject to possible factors of uncertainty. The underlying optimization problem is posed in the framework of the theory of interval-valued optimization. The implementation of numerical procedures required to achieve eff...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Sociedade Brasileira de Matemática
2018-04-01
|
| Series: | Boletim da Sociedade Paranaense de Matemática |
| Subjects: | |
| Online Access: | https://periodicos.uem.br/ojs/index.php/BSocParanMat/article/view/29309 |
| _version_ | 1797633463172464640 |
|---|---|
| author | Jose Daniel Gallego-Posada Maria Eugenia Puerta-Yepes |
| author_facet | Jose Daniel Gallego-Posada Maria Eugenia Puerta-Yepes |
| author_sort | Jose Daniel Gallego-Posada |
| collection | DOAJ |
| description | We present a methodology through exemplification to perform parameter estimation subject to possible factors of uncertainty. The underlying optimization problem is posed in the framework of the theory of interval-valued optimization. The implementation of numerical procedures required to achieve efficient solutions implied the use of the $\ell_1$ norm instead of usual $\ell_2$ regression. Finally, an implementation using real data was performed, demonstrating the ability of interval analysis to encapsulate uncertainty while facing non-trivial parameter estimation problems. |
| first_indexed | 2024-03-11T11:54:21Z |
| format | Article |
| id | doaj.art-eeb02cb7bbf54bfe9a7d2c4431f406e9 |
| institution | Directory Open Access Journal |
| issn | 0037-8712 2175-1188 |
| language | English |
| last_indexed | 2024-03-11T11:54:21Z |
| publishDate | 2018-04-01 |
| publisher | Sociedade Brasileira de Matemática |
| record_format | Article |
| series | Boletim da Sociedade Paranaense de Matemática |
| spelling | doaj.art-eeb02cb7bbf54bfe9a7d2c4431f406e92023-11-08T20:10:36ZengSociedade Brasileira de MatemáticaBoletim da Sociedade Paranaense de Matemática0037-87122175-11882018-04-0136210.5269/bspm.v36i2.2930915439Internal analysis and optimization applied to parameter estimation under uncertaintyJose Daniel Gallego-Posada0Maria Eugenia Puerta-Yepes1Universidad EAFITUniversidad EAFITWe present a methodology through exemplification to perform parameter estimation subject to possible factors of uncertainty. The underlying optimization problem is posed in the framework of the theory of interval-valued optimization. The implementation of numerical procedures required to achieve efficient solutions implied the use of the $\ell_1$ norm instead of usual $\ell_2$ regression. Finally, an implementation using real data was performed, demonstrating the ability of interval analysis to encapsulate uncertainty while facing non-trivial parameter estimation problems.https://periodicos.uem.br/ojs/index.php/BSocParanMat/article/view/29309optimizationinterval-valued analysisparameter estimation and inverse problems |
| spellingShingle | Jose Daniel Gallego-Posada Maria Eugenia Puerta-Yepes Internal analysis and optimization applied to parameter estimation under uncertainty Boletim da Sociedade Paranaense de Matemática optimization interval-valued analysis parameter estimation and inverse problems |
| title | Internal analysis and optimization applied to parameter estimation under uncertainty |
| title_full | Internal analysis and optimization applied to parameter estimation under uncertainty |
| title_fullStr | Internal analysis and optimization applied to parameter estimation under uncertainty |
| title_full_unstemmed | Internal analysis and optimization applied to parameter estimation under uncertainty |
| title_short | Internal analysis and optimization applied to parameter estimation under uncertainty |
| title_sort | internal analysis and optimization applied to parameter estimation under uncertainty |
| topic | optimization interval-valued analysis parameter estimation and inverse problems |
| url | https://periodicos.uem.br/ojs/index.php/BSocParanMat/article/view/29309 |
| work_keys_str_mv | AT josedanielgallegoposada internalanalysisandoptimizationappliedtoparameterestimationunderuncertainty AT mariaeugeniapuertayepes internalanalysisandoptimizationappliedtoparameterestimationunderuncertainty |