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Tytuł:
MAKING MOST OF MOVING AVERAGE MODELS DURING STOCK MARKET ANALYSIS – SELECTION OF THE MODEL AND TIME PERIOD
Autorzy:
Letkowski, Dariusz
Powiązania:
https://bibliotekanauki.pl/articles/654255.pdf
Data publikacji:
2014
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
investment
moving average models
Opis:
Technical analysis rely on assumption that analysis of past market performance provides possibility for proper stock price forecasting, in particular by identification of buy and sell signals. The article describe main moving average models: simple moving average, weighted moving average and exponential moving average and manner of theirs usage while constructing investment strategy on financial market. The article outlines possibilities and limitations of moving averages usage in investment practice. In addition empirical verification of moving averages is provided for selected polish shares forming index WIG20.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2014, 2, 301
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Best Time Series In-sample Model for Forecasting Nigeria Exchange Rate
Autorzy:
Gaddafi, Adamu Babali
Akpensuen, Shiaondo Henry
Shitu, Abdulrazaq Ahmed
Malle, Ahmad Atiku
Adamu, Muhammed
Bukar, Muhammad Goni
Powiązania:
https://bibliotekanauki.pl/articles/1031300.pdf
Data publikacji:
2021
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
ARIMA
Autoregressive Integrated Moving Average Model
Autoregressive Moving Average Model
Autoregressive models
Box-Jenkins Methodology
CBN
Exchange rate
Model
Moving Average Models
Nigeria
Opis:
In this work we considered data on official Nigeria exchange rates (Naira to British Pound sterling) from January 2003 to December 2019. Four competing models ARIMA (1, 1, 1), ARIMA (2, 1, 1), ARIMA (1, 1, 0) and ARIMA (1, 1, 2) were identified for the exchange rates series. Diagnostic analysis revealed that all the competing models adequately represent the exchange rate series. However, on the basis of out-of-sample model selection and evaluation ARIMA (1, 1, 1) was selected as the optimal model with minimum information criteria for the exchange rate series. A 24 months forecast indicates that the Naira will continue to depreciate. The policy implication of our study is that the Central Bank of Nigeria (CBN), should devalue the Naira in order to not only re-establish exchange rate stability but also encourage local manufacturing and encourage foreign capital inflows.
Źródło:
World Scientific News; 2021, 151; 45-63
2392-2192
Pojawia się w:
World Scientific News
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Should we rely on forecasts of prices or returns? The short term approach
Autorzy:
Majerowska, Ewa
Powiązania:
https://bibliotekanauki.pl/articles/582777.pdf
Data publikacji:
2017
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
modelling returns
CAPM with GARCH
moving average
Opis:
Investors make their decisions on the basis of the information coming from the market. The main features of assets are prices and investment risk. The rates of return are calculated based on the prices. For modelling the returns, capital asset pricing models can be applied; for the prices, methods of technical analysis could be taken into account. The purpose of this paper is to evaluate both approaches. First – financial modelling of the assets’ returns, and the second – the analysis of the assets’ prices. In order to verify the effectiveness of the forecasting processes, forecasts and ex-post type forecasting errors were calculated. The empirical analysis is based on the stock prices of ten food companies traded on the Warsaw Stock Exchange. The traditional CAPM and the extension of the CAPM by the GARCH(1,1) process are in use. As the technical analysis tool for price modelling, three period moving averages are calculated. The obtained results allow indicating the superiority of modelling the returns, in terms of short-term forecasting. Unfortunately, the hypothesis about the advantage of the application of GARCH for modelling, and then for forecasting, must be rejected.
Źródło:
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu; 2017, 482; 187-200
1899-3192
Pojawia się w:
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Comparison of Moving Average and Differential Operation for Wheeze Detection in Spectrograms
Autorzy:
Hsueh, Meng-Lun
Chen, Jin-Peng
Lu, Bing-Yuh
Wu, Huey-Dong
Liu, Pei-Yi
Powiązania:
https://bibliotekanauki.pl/articles/31340111.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Czasopisma i Monografie PAN
Tematy:
differential operation
moving average
signal
lung sound
wheeze
Opis:
A moving average (MA) is a commonly used noise reduction method in signal processing. Several studies on wheeze auscultation have used MA analysis for preprocessing. The present study compared the performance of MA analysis with that of differential operation (DO) by observing the produced spectrograms. These signal preprocessing methods are not only applicable to wheeze signals but also to signals produced by systems such as machines, cars, and flows. Accordingly, this comparison is relevant in various fields. The results revealed that DO increased the signal power intensity of episodes in the spectrograms by more than 10 dB in terms of the signal-to-noise ratio (SNR). A mathematical analysis of relevant equations demonstrated that DO could identify high-frequency episodes in an input signal. Compared with a two-dimensional Laplacian operation, the DO method is easier to implement and could be used in other studies on acoustic signal processing. DO achieved high performance not only in denoising but also in enhancing wheeze signal features. The spectrograms revealed episodes at the fourth or even fifth harmonics; thus, DO can identify high-frequency episodes. In conclusion, MA reduces noise and DO enhances episodes in the high-frequency range; combining these methods enables efficient signal preprocessing for spectrograms.
Źródło:
Archives of Acoustics; 2022, 47, 3; 383-388
0137-5075
Pojawia się w:
Archives of Acoustics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Heavy moving average distances in sales forecasting
Autorzy:
Olazabal-Lugo, Maricruz
Espinoza-Audelo, Luis F.
León-Castro, Ernesto
Perez-Arellano, Luis A.
Blanco-Mesa, Fabio
Powiązania:
https://bibliotekanauki.pl/articles/27314242.pdf
Data publikacji:
2023
Wydawca:
Sieć Badawcza Łukasiewicz - Przemysłowy Instytut Automatyki i Pomiarów
Tematy:
heavy moving average distance
OWA operator
distance measures
sales forecasting
Opis:
This paper presents a new aggregation operator tech‐ nique that uses the ordered weighted average (OWA), heavy aggregation operators, Hamming distance, and moving averages. This approach is called heavy ordered weighted moving average distance (HOWMAD). The main advantage of this operator is that it can use the characteristics of the HOWMA operator to under‐ or over‐ estimate the results according to the expectations and the knowledge of the future scenarios, analyze the his‐ torical data of the moving average, and compare the different alternatives with the ideal results of the dis‐ tance measures. Some of the main families and specific cases using generalized and quasi‐arithmetic means are presented, such as the generalized heavy moving aver‐ age distance and a generalized HOWMAD. This study develops an application of this operator in forecasting the sales growth rate for a commercial company. We find that it is possible to determine whether the company’s objectives can be achieved or must be reevaluated in response to the actual situation and future expectations of the enterprise.
Źródło:
Journal of Automation Mobile Robotics and Intelligent Systems; 2023, 17, 2; 18--27
1897-8649
2080-2145
Pojawia się w:
Journal of Automation Mobile Robotics and Intelligent Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Application of the Moving Average Method of Simplifying Simulation of Random Fields
Autorzy:
Maciejewski, S.
Gorczewska-Langner, W.
Powiązania:
https://bibliotekanauki.pl/articles/241480.pdf
Data publikacji:
2006
Wydawca:
Polska Akademia Nauk. Instytut Budownictwa Wodnego PAN
Tematy:
stochastic models
multidimensional random variable
moving average
transport phenomena in soil
Opis:
A method of simulating random fields using a moving average is proposed in this paper. Random fields were simulated for different sizes of sub-field and different numbers of cycles of calculations of the moving average. For the fields obtained the covariance function was analyzed. In order to estimate the efficiency of the proposed simulation method of random field based on the method of diagonal covariance matrix was performed. It is shown that two of the simulation methods presented are able to generate a multidimensional random variable with required correlation function. However, the method of diagonal covariance matrix has some limitations caused by the size of the simulated random field, which result from the necessity of converting a relatively large matrix. Using the proposed simulation method it is possible to simulate, in a comparatively quick and simple manner, a random field with a large number of nodes on PC-s. The presented method can be useful in the stochastic analysis of transport phenomena in soil.
Źródło:
Archives of Hydro-Engineering and Environmental Mechanics; 2006, 53, 2; 126-136
1231-3726
Pojawia się w:
Archives of Hydro-Engineering and Environmental Mechanics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Rainfall Variability of South-West Monsoon: A Special Study Based on Ratnapura District, Sri Lanka
Autorzy:
Kaleel, M. I. M.
Powiązania:
https://bibliotekanauki.pl/articles/1112561.pdf
Data publikacji:
2018
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
Climate change
Meteorological Department
Moving average
Rainfall variability
Ratnapura District
Sri Lanka
Opis:
This study was conducted using secondary data from the Meteorological Department obtained from five stations in Ratnapura District: Ratnapura, Eheliyagoda, Balangoda, Lellopitiya and Embilipitiya. The objective of the study was ‘to identify rainfall trend and variability analysis in the study area and to find the impact of climate changes on rainfall variability in the study area’. The average rainfall in the selected stations are: in Embilipitiya - between 112 mm to 170 mm, in Balangoda - from 170 mm to 230 mm, Lellopitiya – from 230 mm - 290 mm and both Ratnapura and Eheliyagoda - 290 mm to 360 mm. To identify the rainfall variability, the moving average technique was employed, using 7 years of data. According to the result of this study, climate change has impact on rainfall variability in the Ratnapura District.
Źródło:
World News of Natural Sciences; 2018, 18, 2; 195-202
2543-5426
Pojawia się w:
World News of Natural Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Research on a number of applicable forecasting techniques in economic analysis, supporting enterprises to decide management
Autorzy:
Hang, Nguyen Thi
Powiązania:
https://bibliotekanauki.pl/articles/1075674.pdf
Data publikacji:
2019
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
Forecasting
applied informatics in business
economic analysis tools
linear regression
moving average
Opis:
Forecasting is an important tool, an indispensable part in the operation of businesses to help create a competitive advantage, thereby assisting corporate executives in proactively planning and necessary decisions for production, business, investment, promotion, production scale, product distribution channel, financial supply ... and preparation of sufficient facilities, Techniques for development in the future. In businesses, doing good forecasting will create conditions to improve competitiveness in the market. Thai Nguyen is one of the provinces in the Northern Midlands and Mountains region, with over 6000 businesses in operation. This is the locality which is assessed to have a fast growing market and many changes, accurate forecasting becomes more necessary for businesses to save costs and increase competitiveness. Forecasting will create important tools, support managers in setting up measures to adjust economic activities of their units in order to obtain the highest production and business efficiency, highly adapt to trend of integration and development.
Źródło:
World Scientific News; 2019, 119; 52-67
2392-2192
Pojawia się w:
World Scientific News
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Assessment of the effectiveness of Polish social responsible company portfolios based on moving averages
Autorzy:
Jamróz, Paweł
Piekunko-Mantiuk, Iwona
Powiązania:
https://bibliotekanauki.pl/articles/2125584.pdf
Data publikacji:
2019
Wydawca:
Uniwersytet w Białymstoku. Wydawnictwo Uniwersytetu w Białymstoku
Tematy:
social responsibility company
securities portfolios
socially responsible investments
moving average
technical analysis
Opis:
Purpose – Assessment of the effectiveness of portfolios composed of shares of Polish socially responsible companies based on moving averages and determination of their optimal lengths. Research method – The moving average method was used as a part of the technical analysis of companies included in the RESPECT index. Data from the Thompson Reuters database was used using the Metastock XVI program. The research was conducted on daily data from 30/12/2009 to 30/09/2019 (2418 sessions). The strategies used to build the portfolios were optimized to maximize the rate of return. Results – Definitely higher rates of return were obtained by using two moving averages rather than one. Multi-component portfolios based on two averages generated better results than the buy and hold strategy and compared stock indexes: RESPECT, WIG20, WIG30, WIG. There is a different optimal average length for each portfolio tested that should be used to maximize returns. Originality / value / implications / recommendations – According to the authors’ knowledge this paper is one of the first studies in Poland that uses moving averages to optimize the investment portfolio using shares of socially responsible companies. Owing to the results obtained, the work indicates that there are simple investment strategies that enable achieving above-average returns in the long run, which undermines the hypothesis of information-efficient markets in a weak form.
Źródło:
Optimum. Economic Studies; 2019, 4(98); 163-175
1506-7637
Pojawia się w:
Optimum. Economic Studies
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Interval Type-2 fuzzy Exponentially Weighted Moving Average Control Chart
Autorzy:
Adepoju, Akeem Ajibola
Abdulkadir, Sauta S.
Jibasen, Danjuma
Chiroma, Haruna
Powiązania:
https://bibliotekanauki.pl/articles/2021442.pdf
Data publikacji:
2022-03-15
Wydawca:
Główny Urząd Statystyczny
Tematy:
Exponentially weighted moving average control chart
Fuzzy control chart
Fuzzy sets
Interval Type-2 fuzzy sets
Interval Type-2 fuzzy Exponentially Weighted Moving Average Control Chart
Statistical process control
Opis:
Some industrial data often come with uncertainty, which in some cases depends on the decision of those responsible for taking the measurement in the production process. While the fuzzy approach helps to tackle the ambiguity that arises in the measurement, an interval type-2 fuzzy set deals with such uncertainty better due to its flexibility over the control limits of its control chart. This paper aims to develop an Interval Type-2 fuzzy Exponentially Weighted Moving Average Control Chart (IT2FEWMA) under the fuzzy type-2 condition. This development will facilitate monitoring small and moderate shifts in the production process in conditions of uncertainty.
Źródło:
Statistics in Transition new series; 2022, 23, 1; 185-200
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Ocena wariancji wyniku cyfrowej filtracji uśredniającej
Variance evaluation of the result of averaging digital filtration
Autorzy:
Domańska, A.
Powiązania:
https://bibliotekanauki.pl/articles/154915.pdf
Data publikacji:
2009
Wydawca:
Stowarzyszenie Inżynierów i Techników Mechaników Polskich
Tematy:
ruchoma średnia
uśrednianie koherentne
wariancja średniej
skorelowane dane
moving average
cumulating average
variance of average
correlated data
Opis:
Artykuł dotyczy cyfrowego uśredniania metodą ruchomej średniej oraz metodą z kumulacją, stosowanego w celu eliminacji lub redukcji losowego składnika stanowiącego zakłócenie wielkości deterministycznej. Podano zależność określającą wariancję wyniku uśredniania każdą z metod, co umożliwia ocenę jego niepewności. Odmienna specyfika metod przekłada się na odmienną postać zależności określającej wariancję i odmienne warunki, przy których można osiągać ekstremalny zysk z uśredniania.
The paper concerns digital averaging performed with the use of the moving average method and the cumulative method. This type of averaging is applied in order to eliminate or reduce the random component, being a disturbance of the deterministic quantity. Moreover, the paper presents the dependence determining the variance of the averaging result with the use of each of these methods, which makes it possible to estimate the uncertainty of the result. A different character of each of the methods implies a different form of the dependence determining the variance as well as different conditions with which an extreme profit can be achieved on the averaging. MAV and CAV are digital averaging algorithms of the value of dependent from the time (signals). The algorithm MAV is fitted for averaging of aperiodic and periodic signals. The algorithm CAV is fitted for averaging of periodic signals or repeatable signals at multiples to their gaining. The filtration MAV influences reductively on the variance of the noise and on the variance of the primary signal, however CAV reduces only the variance of the noise, not changing the variance of the primary signal. The use of the filtration MAV and CAV promotes better repeatability of results, if are estimated from samples of the average signal. Both algorithms are realizations of digital filters of the type FIR. In the case MAV this is the single low-pass filter. In the case CAV this is "the group" of simultaneously working low-pass filters - every in length equal of numerous of the collection of the repetition and filters is as many as of samples counts the single repetition. Fundamental difference between MAV and CAV consists in the manner of the choice of the collection of samples (undergo averaging) for the purpose of the determination of the single value of the average signal. In MAV this are adjacent samples from the single registration of the signal. In CAV this are the cophasal samples, every from other repetition. In the case of the averaging filtration of signals periodic or repeatable is more effective the algorithm CAV. However it is more time-consuming than the algorithm MAV.
Źródło:
Pomiary Automatyka Kontrola; 2009, R. 55, nr 9, 9; 750-753
0032-4140
Pojawia się w:
Pomiary Automatyka Kontrola
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Impact of Public Transportation on European Countries’ Development: a Spatial Perspective
Autorzy:
Matyas, Andreea
Powiązania:
https://bibliotekanauki.pl/articles/20433505.pdf
Data publikacji:
2023-11-22
Wydawca:
Uniwersytet Warszawski. Wydział Nauk Ekonomicznych
Tematy:
Spatial Econometrics
Econometric Methods
Spatial Autoregressive Moving Average Model
Spatial Autocorrelation
Transportation Economics
Opis:
Sustainability is a key topic nowadays, mostly because in the last decade the pollution levels have reached an all-time high. National governments are searching for sustainable and environmentally friendly solutions to decrease the amount of pollution. This study is a cross-sectional study on 27 European countries, using data gathered in 2020. This study’s main goal is to show the environmental sustainability of public transportation and its impact on country development in Europe. The methodology used in this study will consist of spatial econometrics methods with visual maps and graphs to help with a better visual representation of the phenomena presented. The empirical evidence will be confirmed by the spatial regression’s results. Because the spatial diagnostic tests revealed that the spatial processes are present in terms of both spatial lag and spatial errors, the model that was used was a Spatial Autoregressive Moving Average Model (SARMA). Moreover, the environmental sustainability of public transport is also a significant factor. The expected results from which this study began – specifically, that the spatiality has a significant impact in modelling the relationship between public transportation and economic development – were confirmed.
Źródło:
Central European Economic Journal; 2023, 10, 57; 403-413
2543-6821
Pojawia się w:
Central European Economic Journal
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Using Control Charts to Detect Small Process Shifts
Zastosowanie kart kontrlnych do wykrywania niewielkich zakłóceń kontrolowanego procesu
Autorzy:
Michalak, Jarosław
Powiązania:
https://bibliotekanauki.pl/articles/904697.pdf
Data publikacji:
2005
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
quality
cumulative-sum control charts
CUSUM
Exponentially Weighted Moving Average control charts
EWMA
Opis:
Niezwykle ważny dla efektywności zastosowań statystycznego sterowania procesem jest dobór odpowiednich kart kontrolnych. Użycie kart kontrolnych Shewharta w celu wykrycia niewielkich zakłóceń procesu jest nieefektywne. W niniejszym artykule przedstawiono zastosowanie karty sum skumulowanych (CUSUM) oraz karty wykładniczo ważonych ruchomych średnich (EWMA) do wczesnego wykrywania niewielkich zakłóceń procesu produkcyjnego.
The selection of proper SPC charts is essential to effective statistical process control implementation and use. It is important to use best chart for the given situation and need. Using Shewhart quality control charts to detecting small process shill is not effective. This paper shows that the cumulative-sum control charts (CUSUM) and Exponentially Weighted Moving Average control charts (EWMA) are appropriate to detect these shifts.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2005, 194
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Algorytmy CAV i MAV filtracji sygnałów kwantowanych z ditherem
CAV and MAV algorithms of the filtration of signals quantized using dither
Autorzy:
Domańska, A.
Powiązania:
https://bibliotekanauki.pl/articles/154612.pdf
Data publikacji:
2007
Wydawca:
Stowarzyszenie Inżynierów i Techników Mechaników Polskich
Tematy:
przetwornik A/C
dither
ruchoma średnia
uśrednianie metodą kumulacji
A/D converter
cumulating average
moving average
Opis:
Działania zmierzające do poprawy dokładności systemów pomiarowych z cyfrowym algorytmem pomiaru mają między innymi na celu poprawę dokładności konwersji analogowo-cyfrowej. Użyteczna okazala się metoda przetwarzania a-c z sygnałem ditherowym. Jej celem jest randomizacja błędu konwersji a-c i jego redukcja w wyniku filtracji. Filtracja może polegać na uśrednianiu wyników metodą kumulacji (cummulating average CAV także nazywane coherent averaging) albo na przetwarzaniu ich w filtrze typu "ruchoma średnia" (moving average MAV). W artykule przedstawino wyniki porównania skuteczności filtracji CAV i MAV w przypadku konwersji a-c sygnału periodycznego. Jako miarę skuteczności przyjęto wartość błędu operacji konwersji.
Actions leading to an improvement in the accuracy of measuring systems with digital measring algorithm are aimed, among others, at improving the accuracy of a-d conversion. One of the methods applied is a-d conversion with dither signal. Its aim is the randomization and reduction of a-d conversion error as the result of filtration. Filtration can consist in the averaging of results using the cummulating average CAV (called also coherent averaging), or in processing them in a filter of the moving average (MAV) type. The paper presents the results of comparing the efficiency of CAV and MAV filtration in the case of the a-d conversion of periodic signal. The value of the conversion errer was assurred as efficiency measure.
Źródło:
Pomiary Automatyka Kontrola; 2007, R. 53, nr 9 bis, 9 bis; 119-122
0032-4140
Pojawia się w:
Pomiary Automatyka Kontrola
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Nonparametric approach to improvement of quality of modal parameters estimation
Zastosowanie nieparametrycznych metod wygładzania krzywych do poprawiania jakości estymacji parametrów modalnych
Autorzy:
Iwaniec, J.
Lisowski, W.
Uhl, T.
Powiązania:
https://bibliotekanauki.pl/articles/281267.pdf
Data publikacji:
2005
Wydawca:
Polskie Towarzystwo Mechaniki Teoretycznej i Stosowanej
Tematy:
noise reduction
locally weighted scatter plot smooth method
moving average
Savitzky-Golay filter
Opis:
In the paper, issues concerning curve smoothing methods such as the locally weighted scatter plot smooth method (LOESS), moving average method (MA), Savitzky-Golay filter method (SG) are discussed. Results of the ERA analysis for measured noisy frequency response functions smoothed by curve smoothing methods as well as frequency response functions with no additional noise introduced and smoothed by the curve smoothing methods are presented. As reference values, natural frequencies and modal damping factors corresponding with poles estimated by the use of the ERA method for the frequency response functions measured in a harmonic test are assumed.
W pracy omówiono zagadnienia dotyczące możliwości zastosowania nieparametrycznych metod wygładzania krzywych: metody MA (ang. moving average), LOESS (ang. locally weighted scatter plot smooth) oraz SG (ang. Savitzky-Golay filtering) do poprawiania jakości estymowanych modeli modalnych. Dla danych bez szumu oraz danych zaszumionych wygładzonych przy użyciu nieparametrycznych metod wygładzania krzywych przeprowadzono estymację parametrów modalnych metodą ERA zaimplementowaną w przyborniku VIOMA. Wyznaczono błędy estymacji współczynnika tłumienia modalnego oraz częstości drgań wlasnych dla poszczególnych metod przyjmując jako wartości odniesienia współczynniki tłumienia modalnego oraz częstości drgań własnych estymowane metodą ERA dla charakterystyk niezaszumionych.
Źródło:
Journal of Theoretical and Applied Mechanics; 2005, 43, 2; 327-344
1429-2955
Pojawia się w:
Journal of Theoretical and Applied Mechanics
Dostawca treści:
Biblioteka Nauki
Artykuł
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