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Wyświetlanie 1-15 z 31
Tytuł:
A Note on Lenk’s Correction of the Harmonic Mean Estimator
Autorzy:
Pajor, Anna
Osiewalski, Jacek
Powiązania:
https://bibliotekanauki.pl/articles/483355.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
Bayesian inference
marginal data density
MCMC methods
Opis:
The paper refines Lenk’s concept of improving the performance of the computed harmonic mean estimator (HME) in three directions. First, the adjusted HME is derived from an exact analytical identity. Second, Lenk’s assumption concerning the appropriate subset A of the parameter space is significantly weakened. Third, it is shown that, under certain restrictions imposed on A, a fundamental identity underlying the HME also holds for improper prior densities, which substantially extends applicability of the adjusted HME.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2013, 5, 4; 271-275
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Note on Compatible Prior Distributions in Univariate Finite Mixture and Markov-Switching Models
Autorzy:
Kwiatkowski, Łukasz
Powiązania:
https://bibliotekanauki.pl/articles/2076512.pdf
Data publikacji:
2016
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
Bayesian inference
prior coherence
prior compatibility
exponential family
Opis:
Finite mixture and Markov-switching models generalize and, therefore, nest specifications featuring only one component. While specifying priors in the general (mixture) model and its special (single-component) case, it may be desirable to ensure that the prior assumptions introduced into both structures are compatible in the sense that the prior distribution in the nested model amounts to the conditional prior in the mixture model under relevant parametric restriction. The study provides the rudiments of setting compatible priors in Bayesian univariate finite mixture and Markov-switching models. Once some primary results are delivered, we derive specific conditions for compatibility in the case of three types of continuous priors commonly engaged in Bayesian modeling: the normal, inverse gamma, and gamma distributions. Further, we study the consequences of introducing additional constraints into the mixture model’s prior on the conditions. Finally, the methodology is illustrated through a discussion of setting compatible priors for Markov-switching AR(2) models.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2015, 4; 219-247
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimal Spectrum Utilization and Flow Controlling In Heterogeneous Network with Reconfigurable Devices
Autorzy:
Hashmi, S. S.
Sattar, S. A.
Soundararajan, K.
Powiązania:
https://bibliotekanauki.pl/articles/226380.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
rate-inference optimization
heterogeneous network
flow control
spectrum utilization
Opis:
Fairness provisioning in heterogeneous networks is a prime issue for high-rate data flow, wherein the inter-connectivity property among different communication devices provides higher throughput. In Hetnet, optimal resource utilization is required for efficient resource usage. Proper resource allocation in such a network led to higher data flow performance for real-time applications. In view of optimal resource allocation, a resource utilization approach for a reconfigurable cognitive device with spectrum sensing capability is proposed in this paper. The allocation of the data flow rate at device level is proposed for optimization of network fairness in a heterogeneous network. A dynamic approach of rate-inference optimization is proposed to provide fairness in dynamic data traffic conditions. The simulation results validate the improvement in offered quality in comparison to multi-attribute optimization.
Źródło:
International Journal of Electronics and Telecommunications; 2017, 63, 3; 269-277
2300-1933
Pojawia się w:
International Journal of Electronics and Telecommunications
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Memory effects of implicit and explicit negation in a visual setting: Negation based on implicatures leads to a similar number of false memory alarms as overt negation
Autorzy:
Maciuszek, Józef
Polak, Mateusz
Sekulak, Martyna
Powiązania:
https://bibliotekanauki.pl/articles/2129760.pdf
Data publikacji:
2019
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
implicit negation
explicit negation
negation memory
implicatures
pragmatic inference
Opis:
AIMS: The primary goal of the presented research was to investigate the memory effects of implicit negation, conveyed using implicatures, as compared to explicit negation. We also speculated that implicit negation might require more cognitive effort. METHODS: Three experiments were conducted (total N = 181), in which participants were presented with a description containing implicit or explicit negation, followed by a memory recognition test of items present, negated or not mentioned in the description. We manipulated the pace at which the description was presented (own pace vs. fixed) and whether participants were informed about the upcoming recognition test. RESULTS: We found no differences between explicit and implicit negation in the number of false alarms to negated and not mentioned items, response times or time spent reading the source material. Bayesian analyses indicated a 90% probability that there were no differences in the number of false alarms between explicit and implicit negation. CONCLUSIONS: Implicit and explicit negation lead to a similar quality of recognition, and seem to require a similar amount of time to process, indicating comparable cognitive effort.
Źródło:
Polish Psychological Bulletin; 2019, 50, 4; 293-302
0079-2993
Pojawia się w:
Polish Psychological Bulletin
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bayesian Variations on the Frisch and Waugh Theme
Autorzy:
Osiewalski, Jacek
Powiązania:
https://bibliotekanauki.pl/articles/483315.pdf
Data publikacji:
2011
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
Bayesian inference
regression models
SURE models
VAR processes
data transformations
Opis:
The paper is devoted to discussing consequences of the so-called Frisch-Waugh Theorem to posterior inference and Bayesian model comparison. We adopt a generalised normal linear regression framework and weaken its assumptions in order to cover non-normal, jointly elliptical sampling distributions, autoregressive specifications, additional nuisance parameters and multi-equation SURE or VAR models. The main result is that inference based on the original full Bayesian model can be obtained using transformed data and reduced parameter spaces, provided the prior density for scale or precision parameters is appropriately modified.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2011, 3, 1; 39-47
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bayesian Stochastic Frontier Analysis of Economic Growth and Productivity Change in the EU, USA, Japan and Switzerland
Autorzy:
Makieła, Kamil
Powiązania:
https://bibliotekanauki.pl/articles/2076602.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
stochastic frontier analysis
Bayesian inference
productivity analysis
economic growth decomposition
Opis:
The paper discusses Bayesian productivity analysis of 27 EU Member States, USA, Japan and Switzerland. Bayesian Stochastic Frontier Analysis and a twostage structural decomposition of output growth are used to trace sources of output growth. This allows us to separate the impacts of capital accumulation, labour growth, technical progress and technical efficiency change on economic development. Since estimates of the growth components are conditioned upon model parameterisation and the underlying assumptions, a number of possible specifications are considered. The best model for decomposing output growth is chosen based on the highest marginal data density, which is calculated using adjusted harmonic mean estimator
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2014, 3; 193-216
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process
Autorzy:
Mazur, Błażej
Pipień, Mateusz
Powiązania:
https://bibliotekanauki.pl/articles/483329.pdf
Data publikacji:
2012
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
GARCH models
Bayesian inference
periodically correlated stochastic processes
volatility
unconditional variance
Opis:
We discuss the empirical importance of long term cyclical effects in the volatility of financial returns. Following Amado and Terasvirta (2009), Cizek and Spokoiny (2009) and others, we consider a general conditionally heteroscedastic process with stationarity property distorted by a deterministic function that governs the possible time variability of the unconditional variance. The function proposed in this paper can be interpreted as a finite Fourier approximation of an Almost Periodic (AP) function as defined by Corduneanu (1989). The resulting model has a particular form of a GARCH process with time varying parameters, intensively discussed in the recent literature. In the empirical analyses we apply a generalisation of the Bayesian AR(1)-GARCH model for daily returns of S&P500, covering the period of sixty years of US postwar economy, including the recently observed global financial crisis. The results of a formal Bayesian model comparison clearly indicate the existence of significant long term cyclical patterns in volatility with a strongly supported periodic component corresponding to a 14 year cycle. Our main results are invariant with respect to the changes of the conditional distribution from Normal to Student-t and to the changes of the volatility equation from regular GARCH to the Asymmetric GARCH.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2012, 4, 2; 95-116
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Bayesian Approach to Matrix Balancing: Transformation of Industry-Level Data under NACE Revision
Autorzy:
Boratyński, Jakub
Powiązania:
https://bibliotekanauki.pl/articles/2076451.pdf
Data publikacji:
2016
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
matrix balancing
Bayesian inference
NACE revision
transformation matrix
multi-sector modelling
Opis:
We apply Bayesian inference to estimate transformation matrix that converts vector of industry outputs from NACE Rev. 1.1 to NACE Rev. 2 classification. In formal terms, the studied issue is a representative of the class of matrix balancing (updating, disaggregation) problems, often arising in the field of multi- sector economic modelling. These problems are characterised by availability of only partial, limited data and a strong role for prior assumptions, and are typically solved using bi-proportional balancing or cross-entropy minimisation methods. Building on Bayesian highest posterior density formulation for a similarly structured case, we extend the model with specification of prior information based on Dirichlet distribution, as well as employ MCMC sampling. The model features a specific likelihood, representing accounting restrictions in the form of an underdetermined system of equations. The primary contribution, compared to the alternative, widespread approaches, is in providing a clear account of uncertainty.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2016, 4; 219-239
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations – the Bayesian Approach
Autorzy:
Huptas, Roman
Powiązania:
https://bibliotekanauki.pl/articles/2076507.pdf
Data publikacji:
2016
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
intraday volatility
price duration
ACD model
UHF-GARCH-type model
Bayesian inference
Opis:
In empirical research on financial market microstructure and in testing some predictions from the market microstructure literature, the behavior of some characteristics of trading process can be very important and useful. Among all characteristics associated with tick-by-tick data, the trading time and the price seem the most important. The very first joint model for prices and durations, the so-called UHF-GARCH, has been introduced by Engle (2000). The main aim of this paper is to propose a simple, novel extension of Engle’s specification based on trade-to-trade data and to develop and apply the Bayesian approach to estimation of this model. The intraday dynamics of the return volatility is modelled by an EGARCH-type specification adapted to irregularly time-spaced data. In the analysis of price durations, the Box-Cox ACD model with the generalized gamma distribution for the error term is considered. To the best of our knowledge, the UHF-GARCH model with such a combination of the EGARCH and the Box-Cox ACD structures has not been studied in the literature so far. To estimate the model, the Bayesian approach is adopted. Finally, the methodology developed in the paper is employed to analyze transaction data from the Polish Stock Market.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2016, 1; 1-20
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market
Autorzy:
Huptas, Roman
Powiązania:
https://bibliotekanauki.pl/articles/2076574.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
autoregressive conditional duration model (ACD model)
tradedurations
financial market microstructure
Bayesian inference
Opis:
In recent years, autoregressive conditional duration models (ACD models) introduced by Engle and Russell in 1998 have become very popular in modelling of the durations between selected events of the transaction process (trade durations or price durations) and modelling of financial market microstructure effects. The aim of the paper is to develop Bayesian inference for the ACD models. Different specifications of ACD models will be considered and compared with particular emphasis on the linear ACD model, Box-Cox ACD model, augmented Box-Cox ACD model and augmented (Hentschel) ACD model. The analysis will consider models with the Burr distribution and the generalized Gamma distribution for the innovation term. Bayesian inference will be presented and practically used in estimation of and prediction within ACD models describing trade durations. The MCMC methods including MetropolisHastings algorithm are suitably adopted to obtain samples from the posterior densities of interest. The empirical part of the work includes modelling of trade durations of selected equities from the Polish stock market.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2014, 4; 237-273
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Założenia umiarkowanie pluralistycznej metodologii
Assumptions of moderately pluralistic methodology
Autorzy:
Kawalec, Paweł
Powiązania:
https://bibliotekanauki.pl/articles/577469.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
pluralizm metodologiczny
metody mieszane
wnioskowania kontrfaktyczne
methodological pluralism
mixed methods
counterfactual inference
Opis:
Celem niniejszego artykułu jest zaprezentowanie podstawowych założeń podejścia – określanego dalej jako „integralne”, które miałoby połączyć te dwa rozbieżne wymogi: pluralizmu i integralności. Tłem dla podejścia integralnego jest uporządkowanie podejść spotykanych w metodologii na pluralistyczne i monistyczne. Podejście integralne stanowiłoby także próbę przezwyciężenia fundamentalnego podziału na podejście przyczynowe i symboliczne, który wyraźnie zarysowany został już w dyskusjach XIX-wiecznych. W rozważanej tu wersji podejścia integralnego zasadnicze założenie dotyczy odpowiedniego wykorzystania wnioskowań kontrfaktycznych w taki sposób, by wyodrębnić istotne przyczynowo zjawiska, a następnie wśród nich określić czynniki reprezentatywne dla wszystkich rodzajów badań. Szczególnie zauważalne jest to w przypadku prowadzenia zróżnicowanych metodologicznie badań różnych płaszczyzn ontologicznych.
The purpose of the article is to present the basic assumptions of the approach – hereinafter referred to as “integral”, which would combine two divergent requirements: pluralism and integrity. The background for an integral approach is to organize the approaches found in the pluralistic and monistic methodological standpoints. An integrated approach would also attempt to overcome the fundamental distinction between causal and symbolic approaches that has already been clearly outlined in the discussion of nineteenth-century. As contemplated herein the essential assumption of the integral approach concerns the use of a suitable counterfactual inference so as to extract causes of the relevant phenomena, and then determine factors representative for all types of studies involved in a given research process. Particularly noticeable is the case for conducting methodologically diverse studies of different ontological levels.
Źródło:
Zagadnienia Naukoznawstwa; 2013, 49, 4(198); 277-304
0044-1619
Pojawia się w:
Zagadnienia Naukoznawstwa
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Active Noise Control Using a Fuzzy Inference System Without Secondary Path Modelling
Autorzy:
Kurczyk, S.
Pawelczyk, M.
Powiązania:
https://bibliotekanauki.pl/articles/177155.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
active noise control
adaptive control
fuzzy inference system
FXLMS
sign varying step size
Opis:
For many adaptive noise control systems the Filtered-Reference LMS, known as the FXLMS algorithm is used to update parameters of the control filter. Appropriate adjustment of the step size is then important to guarantee convergence of the algorithm, obtain small excess mean square error, and react with required rate to variation of plant properties or noise nonstationarity. There are several recipes presented in the literature, theoretically derived or of heuristic origin. This paper focuses on a modification of the FXLMS algorithm, were convergence is guaranteed by changing sign of the algorithm steps size, instead of using a model of the secondary path. A Takagi-Sugeno-Kang fuzzy inference system is proposed to evaluate both the sign and the magnitude of the step size. Simulation experiments are presented to validate the algorithm and compare it to the classical FXLMS algorithm in terms of convergence and noise reduction.
Źródło:
Archives of Acoustics; 2014, 39, 2; 243-248
0137-5075
Pojawia się w:
Archives of Acoustics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Evaluation of influence of mobility management instruments implemented in separated areas of the city on the changes in modal split
Autorzy:
Nosal, K.
Starowicz, W.
Powiązania:
https://bibliotekanauki.pl/articles/223486.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
mobility management
modal split
transport accessibility
fuzzy inference
zarządzanie mobilnością
dostępność komunikacyjna
wnioskowanie rozmyte
Opis:
The article presents results of research aimed at construction of the model for evaluation of potential impact of mobility management instruments implemented in areas of high volume of work related trips. The model helps forecast the impact of the instruments application on the changes in modal split. In proposed approach the potential decrease in the car share depends on the improvement of public transport accessibility of the area and its current private transport accessibility. Due to the specific nature of the analyzed problem the elements of fuzzy set theory have been used to construct the model. To determine unknown volumes of decreases results achieved during implementation of mobility plans in the European workplaces with high number of employees have been taken under consideration. Approximation of the surface received as a result of fuzzy inference has been conducted using formula of multiple linear regression. Prepared model has been applied on the example of Cracow to evaluate of potential impact of mobility plans on the change in modal split.
Źródło:
Archives of Transport; 2015, 35, 3; 41-52
0866-9546
2300-8830
Pojawia się w:
Archives of Transport
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Type A Standard Uncertainty of Long-Term Noise Indicators
Autorzy:
Batko, W. M.
Stępień, B.
Powiązania:
https://bibliotekanauki.pl/articles/176923.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
long-term noise indicator
uncertainty
non-classical statistics
kernel density estimation
bootstrap
Bayesian inference
Opis:
The problem of estimation of the long-term environmental noise hazard indicators and their uncer- tainty is presented in the present paper. The type A standard uncertainty is defined by the standard deviation of the mean. The rules given in the ISO/IEC Guide 98 are used in the calculations. It is usually determined by means of the classic variance estimators, under the following assumptions: the normality of measurements results, adequate sample size, lack of correlation between elements of the sample and observation equivalence. However, such assumptions in relation to the acoustic measurements are rather questionable. This is the reason why the authors indicated the necessity of implementation of non-classical statistical solutions. An estimation idea of seeking density function of long-term noise indicators distri- bution by the kernel density estimation, bootstrap method and Bayesian inference have been formulated. These methods do not generate limitations for form and properties of analyzed statistics. The theoretical basis of the proposed methods is presented in this paper as well as an example of calculation process of expected value and variance of long-term noise indicators LDEN and LN. The illustration of indicated solutions and their usefulness analysis were constant due to monitoring results of traffic noise recorded in Cracow, Poland.
Źródło:
Archives of Acoustics; 2014, 39, 1; 25-36
0137-5075
Pojawia się w:
Archives of Acoustics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Transmission of Fertility Pattern in Mother-Daughter Relation – Bayesian view (a case study of Austria)
Autorzy:
Osiewalska, Beata
Powiązania:
https://bibliotekanauki.pl/articles/418297.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
fertility patterns
intergenerational transmission of fertility
Zero-Inflated Poisson
fertility modeling
Bayesian inference
fertility in Austria
Opis:
The connection between fertility of parents and their children has been investigated many times over the past century. It seems to be insignificant among pre-transitional populations, but becomes more important over time, especially in developed countries. Following Pearson’s example, it was widely adopted to use simple correlation analyses in such studies. In this study we will present how to use more advanced statistical models and methods to determine the occurrence and strength of examined relationships. Thus, we aim to investigate the intergenerational transmission of fertility in contemporary populations (in the case of the motherdaughter relation in Austria) using the zero-inflated Poisson regression model. Using this model in fertility analysis allows us to treat childlessness as a qualitatively different state with possibly different determinants than parenthood (regardless of the number of children). Bayesian inference in this study enables us to obtain covariates’ distributions as well as distributions of covariates’ nonlinear functions (including their uncertainty) and allows us to incorporate our prior knowledge.
Źródło:
Studia Demograficzne; 2013, 163, 1; 3-35
0039-3134
Pojawia się w:
Studia Demograficzne
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 31

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