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https://sci.ldubgd.edu.ua/jspui/handle/123456789/18393| Title: | Identification of Dynamic Regime Transition Models Between Erlang and Exponential Distributions |
| Authors: | Tuluchenko, H.Ya. Soviak, I.M. Malanchuk, M.I. |
| Keywords: | dynamic mixture model Erlang and exponential distributions |
| Issue Date: | Jun-2026 |
| Publisher: | International Conference of Young Mathematicians The Institute of Mathematics of the National Academy of Sciences of Ukraine |
| Citation: | Tuluchenko H. Ya., Soviak I. M., Malanchuk M. I. Identification of Dynamic Regime Transition Models Between Erlang and Exponential Distributions. In: International Conference of Young Mathematicians, The Institute of Mathematics of the National Academy of Sciences of Ukraine, Kyiv, Ukraine, June 3–5, 2026. |
| Series/Report no.: | International Conference of Young Mathematicians (ICYM), Proceedings of the Conference, 2026; |
| Abstract: | A dynamic model is proposed for transition between Erlang and exponential distributions using a sigmoid weighting function. The model captures Erlang behavior at small values and exponential tails at large values. Parameters are estimated via maximum likelihood, and numerical results on synthetic data show stable estimation and improved fit compared to classical models. |
| Description: | The study presents a dynamic statistical model describing a smooth transition between Erlang and exponential distributions using a sigmoid weighting function. The model enables flexible representation of data with different distributional regimes and heavy-tail behavior. Parameter estimation is performed via the maximum likelihood method, and numerical experiments on synthetic data confirm the effectiveness and improved fitting performance of the proposed approach compared to classical mixture models. |
| URI: | https://sci.ldubgd.edu.ua/jspui/handle/123456789/18393 |
| Appears in Collections: | 2026 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Identification of Dynamic Regime Transition Models.pdf | 170.05 kB | Adobe PDF | View/Open |
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