Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4631340 | Applied Mathematics and Computation | 2012 | 11 Pages |
Abstract
This paper explores the application of the Simulated Annealing algorithm for the maximum likelihood estimation of the parameters of a Gompertz-type process. Firstly, the solution space is bounded using relevant information about the process provided by the sample data. Secondly, a proposal for improvement is made, namely the application of a second cycle of the algorithm, including a refinement factor. Finally, both the specifications for the application of the algorithm and the proposed improvement are validated through their application to simulated and real data.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
P. Román-Román, D. Romero, M.A. Rubio, F. Torres-Ruiz,