Bounding probabilities of rare events in the context of computer experiments is an important concern in reliability studies. These rare events depend on the output of a physical model with random input variables. Since the model is only known through an expensive black box function, standard...

Global and mid-range approximation concepts are used in engineering optimisation in those cases were the commonly used local approximations are not available or applicable. In this paper the response surface method is discussed as a method to build both global and mid-range approximations of the...

The present paper aims to analyse interregional freight transport movements in Europe in order to forecast spatio-temporal patterns of new transport economic scenarios. In view of the high dimension of our data-base on transport flows, two different approaches are compared, viz. the logit model...

Selecting the best input values for the purpose of fitting a metamodel to the response of a computer code presents several issues. Classical designs for physical experiments (DoE) have been developed to deal with noisy responses, while general space filling designs, though being usually...

Several strategies relying on kriging have recently been proposed for adaptively estimating contour lines and excursion sets of functions under severely limited evaluation budget. The recently released R package KrigInv33URL: http://cran.r-project.org/web/packages/KrigInv/index.html. is...

Kriging-based optimization relying on noisy evaluations of complex systems has recently motivated contributions from various research communities. Five strategies have been implemented in the DiceOptim package. The corresponding functions constitute a user-friendly tool for solving expensive...

We propose a novel stock market model and investigate the effectiveness of trading breaks. Our nonlinear model consists of two types of traders: while fundamentalists expect prices to return towards their intrinsic values, chartists extrapolate past price movements into the future. Moreover,...

The present paper aims to analyse interregional freight transport movements in Europe in order to forecast spatio-temporal patterns of new transport economic scenarios. In view of the high dimension of our data-base on transport flows, two different approaches are compared, viz. the logit model...