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Tytuł:
Radon variability due to floor level in two typical residential buildings in Serbia
Autorzy:
Udovicic, Vladimir
Veselinovic, Nikola
Maletic, Dimitrije
Banjanac, Radomir
Dragic, Aleksandar
Jokovic, Dejan
Savic, Mihailo
Knezevic, David
Eremic Savkovic, Maja
Powiązania:
https://bibliotekanauki.pl/articles/146821.pdf
Data publikacji:
2020
Wydawca:
Instytut Chemii i Techniki Jądrowej
Tematy:
radon variability
time series
Opis:
It is well known that one of the factors that influence the indoor radon variability is the floor level of the buildings. Considering the fact that the main source of indoor radon is radon in soil gas, it is expected that the radon concentration decreases at higher floors. Thus at higher floors the dominant source of radon is originating from building materials, and in some cases there may be deviations from the generally established regularity. In such sense, we chose one freestanding single-family house with loft and other 16-floor high-rise residential building for this study. The indoor radon measurements were performed by two methods: passive and active. We used passive devices based on track-etched detectors: Radtrak2 Radonova. For the short-term indoor radon measurements, we used two active devices: SN1029 and SN1030 (manufactured by Sun Nuclear Corporation). The first device was fixed in the living room at the ground level and the second was moved through the floors of the residential building. Every measuring cycle at the specified floor lasted seven days with the sampling time of 2 h. The results show two different indoor radon behaviours regarding radon variability due to floor level. In the single-family house with loft we registered intense difference between radon concentration in the ground level and loft, while in the high-rise residential building the radon level was almost the same at all floors, and hence we may conclude that radon originated mainly from building materials.
Źródło:
Nukleonika; 2020, 65, 2; 121-125
0029-5922
1508-5791
Pojawia się w:
Nukleonika
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the estimation of the autocorrelation function
Autorzy:
Ortigueira, Manuel
Powiązania:
https://bibliotekanauki.pl/articles/730001.pdf
Data publikacji:
2010
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
time-series autocorrelation
regression
Opis:
The autocorrelation function has a very important role in several application areas involving stochastic processes. In fact, it assumes the theoretical base for Spectral analysis, ARMA (and generalizations) modeling, detection, etc. However and as it is well known, the results obtained with the more current estimates of the autocorrelation function (biased or not) are frequently bad, even when we have access to a large number of points. On the other hand, in some applications, we need to perform fast correlations. The usual estimators do not allow a fast computation, even with the FFT. These facts motivated the search for alternative ways of computing the autocorrelation function. 9 estimators will be presented and a comparison in face to the exact theoretical autocorrelation is done. As we will see, the best is the AR modified Burg estimate.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2010, 30, 1; 103-115
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Model selection criteria for reduced rank multivariate time series with application in identification of periodic components
Autorzy:
Hławka, Marcin
Kawecki, Maciej
Powiązania:
https://bibliotekanauki.pl/articles/658353.pdf
Data publikacji:
2011
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
multivariate time series
periodicity
Opis:
W pracy jest przedstawione zastosowanie kryteriów wyboru modelu dla wektorowego mode- lu autoregresji o zredukowanym rzędzie (Reduced Rank Vector Autoregression (RRVAR(p.r)). W analizie uwzględniono najbardziej popularne kryteria wyboru modela podzielone na dwie grupy: kryteria równoczesnego wyboru oraz tzw. kryteria dwukrokowe. Model RRVAR został użyty w zagadnieniu identyfikacji składowych okresowych dla wielo- wymiarowych szeregów czasowych, zawierających dużą liczbę, zazwyczaj istotnie skorelowanych składowych, obserwowanych w krótkim horyzoncie czasowym. Przedstawione zostaną rezultaty porównujące efektywność metody opartej na dopasowaniu wektorowego modelu autoregresji o zredukowanym rzędzie z tradycyjnymi jednowymiarowymi metodami. Wykorzystano bazę rze- czywistych danych mikromacierzowych Spellman'a (1998), służącą do identyfikacji genów droż- dży, związanych z cyklem podziału komórki.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2011, 255
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Jackknife Forecasts of Time Series
Wykorzystanie metody jackknife do prognozowania szeregów czasowych
Autorzy:
Wywiał, Janusz
Żądło, Tomasz
Powiązania:
https://bibliotekanauki.pl/articles/906889.pdf
Data publikacji:
2007
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
jackknife
time series
seasonal fluctuations
Opis:
In the paper we present the examples of forecasts of time series with seasonal fluctuations. Based on the jackknife method we estimate variances of seasonal factors and the MSE of prediction. Jackknife method has been introduced by M. Quenouille (1949) and then it has been developed among others by J. Tukey (1958) and J. Shao, D. Tu (1995).
W pracy zaproponowano wykorzystanie metody jackknife do prognozowania szeregów czasowych. Oprócz problemu prognozowania tą metodą, podjęto także problem oceny średniego błędu tak wyznaczanych prognoz. W oparciu o rzeczywiste dane zaprezentowane zostały przykłady prognozowania szeregów czasowych z wahaniami sezonowymi przy wykorzystaniu wersji jackknife metody wskaźników sezonowości. Oprócz wyznaczenia wartości prognozowanej w rozważanym przypadku będzie możliwa ocena wariancji błędu predykcji. Metodę jackknife wprowadził M. Quenouille (1949), a była rozwijana m. in. przez J. Tukey’a (1958) oraz J. Shao i D. Tu (1995).
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2007, 206
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On Time Series Prediction Based on Control Chart
O prognozowaniu szeregów czasowych z wykorzystaniem kart kontrolnych
Autorzy:
Polko, Dominika
Kończak, Grzegorz
Powiązania:
https://bibliotekanauki.pl/articles/904563.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
time series
prediction
control chart
Opis:
Control charts are the most commonly used quality control tools. These tools are dedicated to monitoring processes characteristic over time. Control charts may be successfully applied in other statistical areas. The non-classical use of control charts for time series prediction has been presented by Z. Pawłowski in the paper Predykcja za pomocą kart kontrolnych (Control Chart Based Prediction, 1969). The forecasts obtained by this method are quantitative or qualitative. The modification of this method is presented in the paper. It leads to quantitative predictions in all cases. The proposal was compared to some well-known classical prediction methods in the Monte Carlo study.
Metody statystyczne opracowane na potrzeby kontroli jakości produktów z powodzeniem mogą być stosowane w analizie innych zagadnień. Do najczęściej wykorzystywanych narzędzi kontroli jakości należy zaliczyć karty kontrolne. Nieklasyczne zastosowanie kart kontrolnych związane z wykorzystaniem ich do prognozowania przedstawił Z. Pawłowski w artykule Predykcja za pomocą kart kontrolnych (1969). Prognozy otrzymywane tą metodą mają charakter ilościowy lub jakościowy. W artykule przedstawiono propozycję modyfikacji tej metody w celu uzyskania wszystkich prognoz o charakterze ilościowym. Proponowaną metodę porównano symulacyjnie z wybranymi metodami predykcji.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2013, 286
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Identification of stable elementary bilinear time-series model
Autorzy:
Malinski, L.
Powiązania:
https://bibliotekanauki.pl/articles/229601.pdf
Data publikacji:
2016
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
bilinear model
time-series
identification
Opis:
The paper presents new approach to estimation of the coefficients of an elementary bilinear time series model (EB). Until now, a lot of authors have considered different identifiability conditions for EB models which implicated different identifiability ranges for the model coefficient. However, all of these ranges have a common feature namely they are significantly narrower than the stability range of the EB model. This paper proposes a simple but efficient solution which makes an estimation of the EB model coefficient possible within its entire stability range.
Źródło:
Archives of Control Sciences; 2016, 26, 4; 577-595
1230-2384
Pojawia się w:
Archives of Control Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Deterministic chaos and forecasting in Amazon?s share prices
Autorzy:
Hanias, Michael
Tsakonas, Stefanos
Magafas, Lykourgos
Thalassinos, Eleftherios I.
Zachilas, Loukas
Powiązania:
https://bibliotekanauki.pl/articles/22444422.pdf
Data publikacji:
2020
Wydawca:
Instytut Badań Gospodarczych
Tematy:
time series
chaos theory
econophysics
forecasting
Opis:
Research background: The application of non-linear analysis and chaos theory modelling on financial time series in the discipline of Econophysics. Purpose of the article: The main aim of the article is to identify the deterministic chaotic behavior of stock prices with reference to Amazon using daily data from Nasdaq-100. Methods: The paper uses nonlinear methods, in particular chaos theory modelling, in a case study exploring and forecasting the daily Amazon stock price. Findings & Value added: The results suggest that the Amazon stock price time series is a deterministic chaotic series with a lot of noise. We calculated the invariant parameters such as the maxi-mum Lyapunov exponent as well as the correlation dimension, managed a two-days-ahead forecast through phase space reconstruction and a grouped data handling method.
Źródło:
Equilibrium. Quarterly Journal of Economics and Economic Policy; 2020, 15, 2; 253-273
1689-765X
2353-3293
Pojawia się w:
Equilibrium. Quarterly Journal of Economics and Economic Policy
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Dynamics of Cryptocurrency Price Volatility in the Face of the Crisis on the Example of Bitcoin and Ethereum
Autorzy:
Przyłuska-Schmitt, Judyta
Jegorow, Dorota
Bučková, Jaroslava
Powiązania:
https://bibliotekanauki.pl/articles/16729161.pdf
Data publikacji:
2023
Wydawca:
Uniwersytet Marii Curie-Skłodowskiej. Wydawnictwo Uniwersytetu Marii Curie-Skłodowskiej
Tematy:
cryptocurrency pricing
financial crisis
time series
Opis:
Theoretical background: Over the years, investing in cryptocurrencies has become very popular, and until recently, investors have predicted Bitcoin as a “safe haven”. Belief in a decentralized virtual currency even prompted the Salvadoran government to recognize Bitcoin as a legal tender in September 2021. However, cryptocurrency has depreciated significantly since then. The high amplitude of the fluctuations shows that on November 10, 2021, Bitcoin hit an all-time high of USD 68,979, and on June 18, 2022, it fell to its low of USD 17,601. Today, investors are wondering if investing in Bitcoin and other cryptocurrencies still make sense. Purpose of the article: The aim of the article is to compare the price fluctuations of the most popular cryptocurrencies, i.e. Bitcoin and Ethereum in the currently observed economic crisis in the world and the collapse of the cryptocurrency market. Research methods: Observations of the cryptocurrency market and theoretical issues of its functioning were combined with the analysis of empirical data of Bitcoin and Ethereum quotations from January 2022 to June 2022. The basic research instruments were based on the analysis of dependencies and descriptive statistics. The conducted analysis of the time series was aimed at detecting the nature of the studied phenomenon represented by the sequence of observations of daily quotations and forecasting future values of the time series. In this context, the course of Bitcoin and Ethereum quotations was examined in two categories: Close and Market Cap in search of a potential development pattern. Main findings: The conducted research shows that strong and unpredictable fluctuations in the prices of the studied cryptocurrencies, especially in the period of market shocks, imply unknown uncertainty, much more important than investment decisions made under the conditions of measurable risk. Cryptocurrencies cannot function as an alternative to gold, enabling value to be stored, as confirmed by market quotations over the past months.
Źródło:
Annales Universitatis Mariae Curie-Skłodowska, sectio H – Oeconomia; 2023, 57, 2; 101-113
0459-9586
2449-8513
Pojawia się w:
Annales Universitatis Mariae Curie-Skłodowska, sectio H – Oeconomia
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimal selection of numerical models for flood embankment pore pressure and temperature data
Autorzy:
Chuchro, M.
Dwornik, M.
Szostek, K.
Leśniak, A.
Powiązania:
https://bibliotekanauki.pl/articles/305609.pdf
Data publikacji:
2017
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
flood embankmnet
numerical modelling
time series
Opis:
The aim of the ISMOP project is to study processes in earthen flood embankments: water filtration, pore pressure changes, and temperature changes due to varying water levels in the riverbed. Developing a system for continuous monitoring of flood embankment stability is the main goal of this project. A full-size earthen flood embankment with built-in sensors was built in Czernichow and used to conduct experiments involving the simulation of different flood waves, with parameters mostly measured at time intervals of 15 minutes. Numerical modelling—in addition to providing information about phenomena occurring in the embankment due to external factors and changes in water level—could be used to assess the state of the embankment. Modelling was performed using Itasca Flac 2D 7.0 with an assumed grid cell size of 10x10 cm. The water level in the embankment simulated the water flow in the Wisła River and the temperature of the air and water. Data about the state of the flood embankment was exported every hour. Using numerical models and real experiment data, a model-driven module was used to perform comparisons. Analyses of each half-section of the flood embankment were carried out separately using similarity measures and an aggregate window. For the tests, the North-West (NW) half cross-section of the embankment was chosen, which contains pore pressure and temperature sensors UT6 to UT10. The water level in the embankment was raised to a height of 3m; the best numerical model was considered the one that best matched the actual data recorded by the sensors during the experiment. The experiment period was from 9pm on 29/08/2016 to 9am on 03/09/2016. Seventeen numerical models of the water level rising to 2, 3, and 4 meters were compared against real experimental data from the NW half cross-section. The first step was to verify the similarity between the incoming data from the sensors. If the correlation value exceeded 0.8, the data from the sensors was averaged. The experimental data was then compared against the numerical models using least absolute deviations L1-Norm. The L1-Norm varied from 26 to 32, depending on window length and the numerical model used.
Źródło:
Computer Science; 2017, 18 (4); 399-412
1508-2806
2300-7036
Pojawia się w:
Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Non Linear Analysis of S&P Index
Autorzy:
Hanias, Mike
Magafas, Lykourgos
Konstantaki, Pagania
Powiązania:
https://bibliotekanauki.pl/articles/517166.pdf
Data publikacji:
2013
Wydawca:
Instytut Badań Gospodarczych
Tematy:
Exchange rates
Time series
Chaos theory
Opis:
This paper applies non-linear methods to analyze and predict the daily open S&P index which is one of the most important stock index in the world. The aim of the analysis is to quantitatively show if the corresponding time series is a deterministic chaotic one and if one or more days ahead prediction can be achieved. These results make the present work a valuable tool for traders investors and funds.
Źródło:
Equilibrium. Quarterly Journal of Economics and Economic Policy; 2013, 8, 4; 125-135
1689-765X
2353-3293
Pojawia się w:
Equilibrium. Quarterly Journal of Economics and Economic Policy
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analysis of simultaneous time series of indoor, outdoor and soil air radon concentrations, meteorological and seismic data
Autorzy:
Janik, M.
Bossew, P.
Powiązania:
https://bibliotekanauki.pl/articles/148289.pdf
Data publikacji:
2016
Wydawca:
Instytut Chemii i Techniki Jądrowej
Tematy:
radon
time series
meteorological conditions
seismic
Opis:
It is well known that the temporal dynamic of indoor and outdoor radon concentrations show complex patterns, which are partly not easy to interpret. Clearly, for physical reasons, they must be related to possibly variable conditions of radon generation, migration and atmospheric dispersion and accumulation. The aim of this study was to analyse long-time series of simultaneously measured indoor and outdoor radon concentrations, together with environmental quantities, which may act as control variables of Rn. The study was performed in Chiba, Japan, using two ionization chambers for parallel indoor and outdoor radon concentrations measurements over 4 years. Meteorological and seismic data were obtained from the Japan Metrological Agency (JMA).
Źródło:
Nukleonika; 2016, 61, 3; 295-302
0029-5922
1508-5791
Pojawia się w:
Nukleonika
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Clustering companies listed on the Warsaw Stock Exchange according to time-varying beta
Autorzy:
Szczepocki, Piotr
Powiązania:
https://bibliotekanauki.pl/articles/424953.pdf
Data publikacji:
2019
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
time series clustering
cluster analysis
time-varying beta
Opis:
The beta parameter is a popular tool for the evaluation of portfolio performance. The Sharpe single-index model is a simple regression model in which the stock’s returns are regressed against the returns of a broader index. The beta parameter is a measure of the strength of this relation. Extensive recent research has proved that the beta is not constant in time and should be modelled as a time-variant coefficient. One of the most popular methods of the estimation of a time-varying beta is the Kalman filter. As the output of the Kalman filter, one obtains a sequence of the estimates of a time-varying beta. This sequence shows the historical dynamics of sensitivity of a company’s returns to the variations of market returns. The article proposes a method of clustering companies listed on the Warsaw Stock Exchange according to time-varying betas.
Źródło:
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2019, 23, 2; 63-79
1507-3866
Pojawia się w:
Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Opis procesu badawczego
Methods of research
Autorzy:
Adamowicz, Elżbieta
Dudek, Sławomir
Pachucki, Dawid
Walczyk, Konrad
Powiązania:
https://bibliotekanauki.pl/articles/499916.pdf
Data publikacji:
2012
Wydawca:
Szkoła Główna Handlowa w Warszawie
Tematy:
analiza koniunktury
analiza szeregów czasowych
dekompozycja szeregów czasowych
business cycles analysis
time series analysis
time series decomposition
Opis:
Praca opisuje metody analizy statystyczno-ekonometrycznej stosowane w celu: identyfikacji wahań cyklicznych zmiennych makroekonomicznych, zbadania cech morfologicznych wahań koniunkturalnych, obejmującego identyfikację punktów zwrotnych, czas trwania zarówno całego cyklu jak i poszczególnych jego faz, wartości ekstremalne, amplitudy i intensywność zachodzących zmian, analizy synchronizacji wahań cyklicznych (chronologii punktów zwrotnych, korelacji jednoczesnych, korelacji krzyżowych, korelacji rekursywnych, koherencji i przesunięcia fazowego), analizy graficznej i analizy zbieżności reakcji gospodarek na szoki podażowe i popytowe zidentyfikowane za pomocą modeli SVAR.
The paper presents the statistical and econometrical methods used to: (1) identify cyclical components of economic aggregates, (2) examine morphological characteristics of cyclical fluctuations, including turning points, duration of cycles and their phases, maximum and minimum values, amplitudes and intensity, (3) analyse synchronicity of cyclical fluctuations, including leads/lags of turning points, correlation and cross-correlation, recursive correlation, coherence and mean delay), (4) perform graphical analysis and (5) examine coincidence of economies’ reactions to supply and demand shocks identified by SVAR modelling.
Źródło:
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH; 2012, 89: Wahania cykliczne w Polsce i w strefie euro; 11-22
0866-9503
Pojawia się w:
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Economic Freedom and FDI: Co-Integration Analysis
Autorzy:
Corekcioglu, Selim
Powiązania:
https://bibliotekanauki.pl/articles/1013713.pdf
Data publikacji:
2020-12-30
Wydawca:
Uniwersytet Ekonomiczny w Poznaniu
Tematy:
foreign direct investment;
time series;
economic freedom;
Opis:
These days, economic growth is very important for all countries and this article will discuss the main factors associated with this problem and propose some possible solutions which can be implemented. The importance and relationship of foreign direct investment, economic growth and economic freedom are presented and evaluated by considering literature, and a long run relationship between foreign direct investment and economic freedom in Turkey is empirically analysed in the article. The time period covers the years 1996 to 2018. The data has been obtained from the World Bank and from theHeritage Foundation database. The analysis is based on the time series analysis. An Augmented Dickey-Fuller test hasindicated that the variables are not stationary at levels, but they are stationary at the first difference. The Johansen test hasshown that variables are co-integrated, which means that they move together in the long run.
Źródło:
Research Papers in Economics and Finance; 2020, 4, 3; 37-45
2543-6430
Pojawia się w:
Research Papers in Economics and Finance
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Applying Python’s Time Series Forecasting Method in Microsoft Excel – Integration as a Business Process Supporting Tool for Small Enterprises
Autorzy:
Litwin, Jolanta
Olech, Marcin
Szymusik, Anna
Powiązania:
https://bibliotekanauki.pl/articles/2069739.pdf
Data publikacji:
2021
Wydawca:
Uniwersytet Warmińsko-Mazurski w Olsztynie
Tematy:
time series forecasting
python integration
excel integration
Opis:
The paper describes the current state of research, where integration of Microsoft Excel and Python interpreter, gives the business user the right tool to solve chosen business process analysis problems like: forecasting, classification or clustering. The integration is done by using Visual Basic for Application (VBA), as well as XLWings Python’s library. Both mechanisms serve as an interfaces between MS Excel and Python to allow the data exchange between each other. Creating the suitable Graphical User Interface (GUI) in Microsoft Excel, gives the business user opportunity to select specific data analysis method available in Python’s environment and set its parameters, without Python’s programming. Running the method by Python’s interpreter can bring the results, which are hard or even impossible to obtain by using Microsoft Excel only. However, the data analysis methods stored in the Python’s script, which are available to the business user, as well as VBA source code, must be designed and implemented by the data scientist. Sample, basic integration between Microsoft Excel and Python’s interpreter is presented in the paper. To present value-added of the proposed software solution, simple case study according to time series forecasting problem is described, where forecasting errors of different methods available in the Microsoft Excel and Python are presented and discussed. The paper ends with conclusions according to the results of the current researches and suggested directions of further research.
Źródło:
Technical Sciences / University of Warmia and Mazury in Olsztyn; 2021, 24(1); 115--133
1505-4675
2083-4527
Pojawia się w:
Technical Sciences / University of Warmia and Mazury in Olsztyn
Dostawca treści:
Biblioteka Nauki
Artykuł
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