Results 261 to 270 of about 587,894 (312)

Calibrating a Model of the Decision to Move

Environment and Planning A: Economy and Space, 1979
A previously published paper established that neither the cumulative-inertia hypothesis nor the independent-trials models were adequate explanations of observed mobility rates for individuals with different prior residential histories (Clark and Huff, 1977). An alternative model of the probability of moving incorporated the independent-trials model and
W A V Clark, J O Huff, J E Burt
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Statistics for Model Calibration

2015
Mathematical models of dynamic processes contain parameters which have to be estimated based on time-resolved experimental data. This task is often approached by optimization of a suitably chosen objective function. Maximization of the likelihood, i.e.
Kreutz, Clemens, Raue, Andreas, Timmer, Jens   +2 more
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Calibration of Smooth Camera Models

IEEE Transactions on Pattern Analysis and Machine Intelligence, 2013
Generic imaging models can be used to represent any camera. Current generic models are discrete and define a mapping between each pixel in the image and a straight line in 3D space. This paper presents a modification of the generic camera model that allows the simplification of the calibration procedure.
Pedro Miraldo, Helder Araújo
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Model Calibration and Validation

2019
This chapter describes model calibration in order to verify its consistency. The sensitivity analysis carried out on the parameters and measures considered in the proposed model is described, with the aim of analysing their effect of the shape and position of the F-N curve.
Borghetti F., Cerean P., Derudi M., Frassoldati A.   +3 more
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Calibration of Models in Experiments

2002
The assessment of models in an experiment depends on their material nature and their function in the experiment. Models that are used to make the phenomenon under investigation visible - sensors - are assessed by calibration. However, calibration strategies assume material intervention.
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Calibration of the default probability model

European Journal of Operational Research, 2008
Abstract In this paper, we study the calibration problem for the Merton–Vasicek default probability model [Robert Merton, On the pricing of corporate debt: the risk structure of interest rate, Journal of Finance 29 (1974) 449–470]. We derive conditions that guarantee existence and uniqueness of the solution.
Alexander Y. Kreinin, Ahmed Nagi
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