Informacja

Drogi użytkowniku, aplikacja do prawidłowego działania wymaga obsługi JavaScript. Proszę włącz obsługę JavaScript w Twojej przeglądarce.

English (EN)·Polski (PL)·Yкраїнський (UK)
Przejdź do strony domowej biblioteki Centralna Biblioteka Wojskowa Link otwiera się w nowym oknie Logo biblioteki Prolib Integro - strona głównaCentralna Biblioteka Wojskowa

Wyszukujesz frazę "time-series" wg kryterium: Temat

  Lista filtrów
Wyrównaj
Wyświetlanie 1-15 z 28
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:
Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models
Autorzy:
Triacca, Umberto
Powiązania:
https://bibliotekanauki.pl/articles/483247.pdf
Data publikacji:
2009
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
GARCH Models
returns
time series
volatility persistence
Opis:
Volatility persistence is a stylized statistical property of financial time-series data such as exchange rates and stock returns. The purpose of this letter is to investigate the relationship between volatility persistence and predictability of squared returns.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2009, 1, 3; 285-291
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Volatile ARMA Modelling of GARCH Squares
Autorzy:
Lawrance, Anthony J.
Powiązania:
https://bibliotekanauki.pl/articles/483293.pdf
Data publikacji:
2010
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
ARCH
ARMA
GARCH
prediction
time series
volatility
Opis:
This paper points out that the ARMA models followed by GARCH squares are volatile and gives explicit and general forms of their dependent and volatile innovations. The volatility function of the ARMA innovations is shown to be the square of the corresponding GARCH volatility function. The prediction of GARCH squares is facilitated by the ARMA structure and predictive intervals are considered. Further, the developments suggest families of volatile ARMA processes.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2010, 2, 3; 195-203
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Similarity analysis of dynamic temperature measurements
Autorzy:
Cui, Zhiwen
Li, Wenjun
Yu, Sisi
Jin, Minjun
Powiązania:
https://bibliotekanauki.pl/articles/2106420.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
dynamic temperature
temperature time series
similarity measure
distance measurement
Opis:
Different temperature sensors show different measurement values when excited by the same dynamic temperature source. Therefore, a method is needed to determine the difference between dynamic temperature measurements. This paper proposes a novelty approach to treating dynamic temperature measurements over a period of time as a temperature time series, and derives the formula for the distance between the measurement values using uniform sampling within the time series analysis. The similarity is defined in terms of distance to measure the difference. The distance measures were studied on the analog measurement datasets. The results show that the discrete Fréchet distance has stronger robustness and higher sensitivity. The two methods have also been applied to an experimental dataset. The experimental results also confirm that the discrete Fréchet distance performs better.
Źródło:
Metrology and Measurement Systems; 2022, 29, 2; 283--300
0860-8229
Pojawia się w:
Metrology and Measurement Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Influence of the GMDH neural network data preparation method on UTC(PL) correction prediction results
Autorzy:
Miczulski, W.
Sobolewski, Ł.
Powiązania:
https://bibliotekanauki.pl/articles/221698.pdf
Data publikacji:
2012
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
GMDH neural network
national timescale
atomic clock
time series analysis
Opis:
The article presents results of the influence of the GMDH (Group Method of Data Handling) neural network input data preparation method on the results of predicting corrections for the Polish timescale UTC(PL). Prediction of corrections was carried out using two methods, time series analysis and regression. As appropriate to these methods, the input data was prepared based on two time series, ts1 and ts2. The implemented research concerned the designation of the prediction errors on certain days of the forecast and the influence of the quantity of data on the prediction error. The obtained results indicate that in the case of the GMDH neural network the best quality of forecasting for UTC(PL) can be obtained using the time-series analysis method. The prediction errors obtained did not exceed the value of š 8 ns, which confirms the possibility of maintaining the Polish timescale at a high level of compliance with the UTC.
Źródło:
Metrology and Measurement Systems; 2012, 19, 1; 123-132
0860-8229
Pojawia się w:
Metrology and Measurement Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Efficient Schur Parametrization and Modeling of p-Stationary Second-Order Time-Series for LPC Transmission
Autorzy:
Wielgus, A.
Zarzycki, J.
Powiązania:
https://bibliotekanauki.pl/articles/226070.pdf
Data publikacji:
2018
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
second-order nonstationary time-series
linear Schur parametrization/modeling
complexity reduction
Opis:
Following the results presented in [21], we present an efficient approach to the Schur parametrization/modeling of a subclass of second-order time-series which we term p-stationary time-series, yielding a uniform hierarchy of algorithms suitable for efficient implementations and being a good starting point for nonlinear generalizations to higher-order non-Gaussian nearstationary time-series.
Źródło:
International Journal of Electronics and Telecommunications; 2018, 64, 3; 343-350
2300-1933
Pojawia się w:
International Journal of Electronics and Telecommunications
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Soft Sensing Method Of LS-SVM Using Temperature Time Series For Gas Flow Measurements
Autorzy:
Xu, W.
Fan, Z.
Cai, M.
Shi, Y.
Tong, X.
Sun, J.
Powiązania:
https://bibliotekanauki.pl/articles/221824.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
gas flow
soft sensor
support vector machine (SVM)
temperature time series
Opis:
This paper proposes a soft sensing method of least squares support vector machine (LS-SVM) using temperature time series for gas flow measurements. A heater unit has been installed on the external wall of a pipeline to generate heat pulses. Dynamic temperature signals have been collected upstream of the heater unit. The temperature time series are the main secondary variables of soft sensing technique for estimating the flow rate. A LS-SVM model is proposed to construct a non-linear relation between the flow rate and temperature time series. To select its inputs, parameters of the measurement system are divided into three categories: blind, invalid and secondary variables. Then the kernel function parameters are optimized to improve estimation accuracy. The experiments have been conducted both in the single-pulse and multiple-pulse heating modes. The results show that estimations are acceptable.
Źródło:
Metrology and Measurement Systems; 2015, 22, 3; 383-392
0860-8229
Pojawia się w:
Metrology and Measurement Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Investigation of background noise in the GNSS position time series using spectral analysis – A case study of Nepal Himalaya
Autorzy:
Ray, Jagat Dwipendra
Vijayan, M. Sithartha Muthu
Godah, Walyeldeen
Kumar, Ashok
Powiązania:
https://bibliotekanauki.pl/articles/145396.pdf
Data publikacji:
2019
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
GNSS
szereg czasowy
analiza spektralna
background noise
position time series
spectral analysis
Opis:
Position time series from permanent Global Navigation Satellite System (GNSS) stations are commonly used for estimating secular velocities of discrete points on the Earth’s surface. An understanding of background noise in the GNSS position time series is essential to obtain realistic estimates of velocity uncertainties. The current study focuses on the investigation of background noise in position time series obtained from thirteen permanent GNSS stations located in Nepal Himalaya using the spectral analysis method. The power spectrum of the GNSS position time series has been estimated using the Lomb–Scargle method. The iterative nonlinear Levenberg–Marquardt (LM) algorithm has been applied to estimate the spectral index of the power spectrum. The power spectrum can be described by white noise in the high frequency zone and power law noise in the lower frequency zone. The mean and the standard deviation of the estimated spectral indices are […] for north, east and vertical components, respectively. On average, the power law noise extends up to a period of ca. 21 days. For a shorter period, i.e. less than ca. 21 days, the spectra are white. The spectral index corresponding to random walk noise (ca. –2) is obtained for a site located above the base of a seismogenic zone which can be due to the combined effect of tectonic and nontectonic factors rather than a spurious monumental motion. Overall, the usefulness of investigating the background noise in the GNSS position time series is discussed.
Źródło:
Geodesy and Cartography; 2019, 68, 2; 375-388
2080-6736
2300-2581
Pojawia się w:
Geodesy and Cartography
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Theoretical geodesy
Autorzy:
Borkowski, A.
Kosek, W.
Powiązania:
https://bibliotekanauki.pl/articles/145440.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
M-estimation
robust estimation
reliability
time series
polar motion
niezawodność
szeregi czasowe
estymacja
Opis:
The paper presents a summary of research activities concerning theoretical geodesy performed in Poland in the period of 2011-2014. It contains the results of research on new methods of the parameter estimation, a study on robustness properties of the M-estimation, control network and deformation analysis, and geodetic time series analysis. The main achievements in the geodetic parameter estimation involve a new model of the M-estimation with probabilistic models of geodetic observations, a new Shift-Msplit estimation, which allows to estimate a vector of parameter differences and the Shift-Msplit(+) that is a generalisation of Shift-Msplit estimation if the design matrix A of a functional model has not a full column rank. The new algorithms of the coordinates conversion between the Cartesian and geodetic coordinates, both on the rotational and triaxial ellipsoid can be mentioned as a highlights of the research of the last four years. New parameter estimation models developed have been adopted and successfully applied to the control network and deformation analysis. New algorithms based on the wavelet, Fourier and Hilbert transforms were applied to find time-frequency characteristics of geodetic and geophysical time series as well as time-frequency relations between them. Statistical properties of these time series are also presented using different statistical tests as well as 2nd, 3rd and 4th moments about the mean. The new forecasts methods are presented which enable prediction of the considered time series in different frequency bands.
Źródło:
Geodesy and Cartography; 2015, 64, 2; 261-279
2080-6736
2300-2581
Pojawia się w:
Geodesy and Cartography
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Standard Deviation of the Mean of Autocorrelated Observations Estimated with the Use of the Autocorrelation Function Estimated From the Data
Autorzy:
Zięba, A.
Ramza, P.
Powiązania:
https://bibliotekanauki.pl/articles/220588.pdf
Data publikacji:
2011
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
autocorrelated data
time series
effective number of observations
estimators of variance
measurement uncertainty
Opis:
Prior knowledge of the autocorrelation function (ACF) enables an application of analytical formalism for the unbiased estimators of variance s²a and variance of the mean s²a(x‾). Both can be expressed with the use of so-called effective number of observations neff. We show how to adopt this formalism if only an estimate {rk} of the ACF derived from a sample is available. A novel method is introduced based on truncation of the {rk} function at the point of its first transit through zero (FTZ). It can be applied to non-negative ACFs with a correlation range smaller than the sample size. Contrary to the other methods described in literature, the FTZ method assures the finite range 1 < nˆeff ≤ n for any data. The effect of replacement of the standard estimator of the ACF by three alternative estimators is also investigated. Monte Carlo simulations, concerning the bias and dispersion of resulting estimators sa and sa(x‾), suggest that the presented formalism can be effectively used to determine a measurement uncertainty. The described method is illustrated with the exemplary analysis of autocorrelated variations of the intensity of an X-ray beam diffracted from a powder sample, known as the particle statistics effect.
Źródło:
Metrology and Measurement Systems; 2011, 18, 4; 529-542
0860-8229
Pojawia się w:
Metrology and Measurement Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries
Autorzy:
Lenart, Łukasz
Pipień, Mateusz
Powiązania:
https://bibliotekanauki.pl/articles/2076426.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
testing deterministic cycles
subsampling
spectral analysis
almostperiodic mean function
Almost Periodically Correlated time series
Opis:
The aim of the article is to construct an asymptotically consistent test, based on a subsampling approach, to verify hypothesis about existence of the individual or common deterministic cycle in coordinates of multivariate macroeconomic time series. By the deterministic cycle we mean the periodic or almost periodic fluctuations in the mean function in cyclical fluctuations. To construct test we formulate a multivariate non-parametric model containing the business cycle component in the unconditional mean function. The construction relies on the Fourier representation of the unconditional expectation of the multivariate Almost Periodically Correlated time series and is related to fixed deterministic cycle presented in the literature. The analysis of the existence of common deterministic business cycles for selected European countries is presented based on monthly industrial production indexes. Our main findings from the empirical part is that the deterministic cycle can be strongly supported by the data and therefore should not be automatically neglected during analysis without justification.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2017, 3; 201-241
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Autocovariance and Linear Transformations of Markov Switching VARMA Processes
Autorzy:
Cavicchioli, Maddalena
Powiązania:
https://bibliotekanauki.pl/articles/2076570.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
time series
multivariate ARMA
state-space models
Markovchains
changes in regime
autocovariance
linear representations
Opis:
We study the autocovariance structure of a general Markov switching second-order stationary VARMA model. Then we give stable finite order VARMA(p∗, q∗) representations for those M-state Markov switching VARMA(p, q) processes where the observables are uncorrelated with the regime variables. This allows us to obtain sharper bounds for p∗and q∗ with respect to the ones existing in literature. Our results provide new insights into stochastic properties and facilitate statistical inference about the orders of MS-VARMA models and the underlying number of hidden states
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2014, 4; 275-289
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Geodesy: General theory and methodology 2015–2018
Autorzy:
Borkowski, Andrzej
Kosek, Wiesław
Ligas, Marcin
Powiązania:
https://bibliotekanauki.pl/articles/145489.pdf
Data publikacji:
2019
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
niezawodność
szereg czasowy
szacowanie
robust estimation
reliability
time series
polar motion
least squares collocation
Opis:
The summary of research activities concerning general theory and methodology performed in Poland in the period of 2015–2018 is presented as a national report for the 27th IUGG (International Union of Geodesy and Geophysics) General Assembly. It contains the results of research on new or improved methods and variants of robust parameter estimation and their application, especially to control network analysis. Reliability analysis of the observation system and an integrated adjustment approach are also given. The identifiability (ID) index as a new measure for minimal detectable bias (MDB) in the observation system of a network, has been introduced. A new method of covariance function parameter estimation in the least squares collocation has been developed. The robustified version of the Shift-Msplit estimation, termed as Shift-M*split estimation, which enables estimation of parameter differences (robustly), without the need of prior estimation of the parameters, has been introduced. Results on the analysis of geodetic time series, particularly Earth orientation parameter time series, geocenter time series, permanent station coordinates and sea level variation time series are also provided in this review paper. The entire bibliography of related works is provided in the references.
Źródło:
Geodesy and Cartography; 2019, 68, 1; 145-162
2080-6736
2300-2581
Pojawia się w:
Geodesy and Cartography
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting
Autorzy:
Gobbi, Fabio
Mulinacci, Sabrina
Powiązania:
https://bibliotekanauki.pl/articles/2119921.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
convolution-based autoregressive models
level-increment dependence
nonlinear time series
maximum likelihood
forecasting accuracy
Opis:
In this paper we consider a class of nonlinear autoregressive models in which a specific type of dependence structure between the error term and the lagged values of the state variable is assumed. We show that there exists an equivalent representation given by a p-th order state-dependent autoregressive (SDAR(p)) model where the error term is independent of the last p lagged values of the state variable (yt−1, . . . , yt−p) and the autoregressive coefficients are specific functions of them. We discuss a quasi-maximum likelihood estimator of the model parameters and we prove its consistency and asymptotic normality. To test the forecasting ability of the SDAR(p) model, we propose an empirical application to the quarterly Japan GDP growth rate which is a time series characterized by a level-increment dependence. A comparative analyses is conducted taking into consideration some alternative and competitive models for nonlinear time series such as SETAR and AR-GARCH models.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2022, 1; 81-108
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
LC phase bias investigation of ASG-EUPOS stations
Analiza odchyłek liniowej kombinacji obserwacji fazowych GPS na stacjach ASG-EUPOS
Autorzy:
Araszkiewicz, A.
Szafranek, K.
Powiązania:
https://bibliotekanauki.pl/articles/145432.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
wielodrożność
obserwacje fazowe
odchyłki fazowe
GPS
ASG-EUPOS
multipath
residual phase bias
GPS time series
Opis:
Monitoring of permanent stations that make up the reference frame is an integral part of the geodesists work. Selection of reference stations is based on analysis of parameters characterizing them (hardware, coordinates’ stability, mounting, location). In this paper, we took into account phase residual as an indicator of unmodelled signal. Phase residuals were computed based on ASG-EUPOS and EPN observation processing. The results show the connection between the method of mounting the antenna and the residuals. We have reviewed multipath effect at ASG-EUPOS stations, and chosen those which are characterized by the highest value of phase residual. The results show that LC phase residual is a good factor to characterize site’s solutions’ reliability. For majority of sites RMS values were less than 10 mm. Modulations associated with multipath effect were observed for few ASG-EUPOS sites only. Phase residuals are distributed specifically for sites, which antennas are mounted on pillars (more common for EPN sites). For majority of analysed sites phase residual distribution was similar for different days and did not depend directly on atmosphere condition.
Monitorowanie permanentnych stacji GPS/GNSS, które tworzą układ współrzędnych stanowi integralną część pracy geodetów. Wybór takich stacji bazuje na analizie parametrów, które charakteryzują jej jakość (mi.in. sprzęt, stabilność współrzędnych, lokalizacja i montaż anteny). W przedstawionej pracy przeanalizowano jeden z nich – odchyłki obserwacji fazowych. Wartości tych różnic obliczono dla stacji EPN oraz ASG-EUPOS z rozwiązań dobowych. Dla większości z analizowanych stacji średnia kwadratowa otrzymanych odchyłek nie przekraczała 10 mm. Wartość ta oraz sam rozkład odchyłek nie zmieniał się znacząco przy różnych warunkach atmosfery. Na podstawie otrzymanych odchyłek fazowych przeanalizowano wpływ wielotorowości na tych stacjach. Modulacje wartości odchyłek na niskich kątach elewacji, których jednym ze źródeł jest efekt wielotorowości otrzymano zaledwie na kilku stacjach ASG-EUPOS. Taka sytuacja miała miejsce głównie dla stacji, których anteny zamontowane są na słupach. Wyniki pokazały, że podejście wykorzystujące analizę odchyłek liniowej kombinacji obserwacji fazowych jest dobrą metodą do oceny pracy stacji.
Źródło:
Geodesy and Cartography; 2013, 62, 2; 101-111
2080-6736
2300-2581
Pojawia się w:
Geodesy and Cartography
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 28

Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies