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    <title>ЭБ Коллекция:</title>
    <link>https://elib.bsu.by:443/handle/123456789/94026</link>
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    <pubDate>Mon, 20 Apr 2026 01:10:35 GMT</pubDate>
    <dc:date>2026-04-20T01:10:35Z</dc:date>
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      <title>Computer Data Analysis in Modeling and Optimization of Manufacturing Process Control System</title>
      <link>https://elib.bsu.by:443/handle/123456789/94091</link>
      <description>Заглавие документа: Computer Data Analysis in Modeling and Optimization of Manufacturing Process Control System
Авторы: Yakimov, A. I.; Alkhovik, S. A.
Аннотация: Software and Technological Package for Computer&#xD;
Simulation of Complex Systems BelSimage</description>
      <pubDate>Mon, 01 Jan 2007 00:00:00 GMT</pubDate>
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      <dc:date>2007-01-01T00:00:00Z</dc:date>
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      <title>Mixture Decomposition of Censored Pareto-II Density with Normal One by EM-Algorithm</title>
      <link>https://elib.bsu.by:443/handle/123456789/94090</link>
      <description>Заглавие документа: Mixture Decomposition of Censored Pareto-II Density with Normal One by EM-Algorithm
Авторы: Stepanov, V. S.
Аннотация: We tackle a problem of decomposition of mixture of the censored Pareto-II&#xD;
density with Gaussian one having its mean value nearby the Pareto density mode.&#xD;
It was used the EM-algorithm that has been applied to Monte-Carlo sample by&#xD;
the mixture (1). The model can be useful to detect a Pareto-type signal under&#xD;
Gaussian noise in bioinformatics, economy.</description>
      <pubDate>Mon, 01 Jan 2007 00:00:00 GMT</pubDate>
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      <dc:date>2007-01-01T00:00:00Z</dc:date>
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    <item>
      <title>Application of the Method of Information Decomposition for Revealing the Latent Periodicity in Financial Time Series</title>
      <link>https://elib.bsu.by:443/handle/123456789/94089</link>
      <description>Заглавие документа: Application of the Method of Information Decomposition for Revealing the Latent Periodicity in Financial Time Series
Авторы: Rudenko, V. M.; Turutina, V. P.; Korotkov, E. V.
Аннотация: In the given work results of search of the latent periodicity in financial time&#xD;
series are presented. For these purposes we used the method of information&#xD;
decomposition (ID) developed earlier for revealing periodicity in symbolical sequences.&#xD;
Application of this method to numerical rows became possible after&#xD;
conversion of numbers in symbols. It is shown, that the method of ID is more&#xD;
sensitive, than the classical approach applied to search of periodicity - Fourier&#xD;
analysis.</description>
      <pubDate>Mon, 01 Jan 2007 00:00:00 GMT</pubDate>
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      <dc:date>2007-01-01T00:00:00Z</dc:date>
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    <item>
      <title>On Evaluation of Statistical Regularities in Seismic Data</title>
      <link>https://elib.bsu.by:443/handle/123456789/94088</link>
      <description>Заглавие документа: On Evaluation of Statistical Regularities in Seismic Data
Авторы: Nedel’ko, V. M.; Stupina, T. A.
Аннотация: A method for short-term prediction of earthquakes based on Markov time scale&#xD;
is investigated. The results show that the noise added to a signal when sensors&#xD;
are placed on the ground dramatically weakens the predictability. Additionally,&#xD;
a method for testing the statistical dependency between earthquakes on neighbouring&#xD;
regions is proposed. This method uses a certain model of earthquake&#xD;
influence propagation.</description>
      <pubDate>Mon, 01 Jan 2007 00:00:00 GMT</pubDate>
      <guid isPermaLink="false">https://elib.bsu.by:443/handle/123456789/94088</guid>
      <dc:date>2007-01-01T00:00:00Z</dc:date>
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