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Wyświetlanie 1-15 z 23
Tytuł:
Estimation of the Effect of Production Parameters on Mechanical Properties of Sintered Steels Using ANOVA
Autorzy:
Sułowski, M.
Jordan, A.
Czarski, A.
Matusiewicz, P.
Powiązania:
https://bibliotekanauki.pl/articles/356320.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
powder metallurgy
analysis of variance (ANOVA)
Opis:
The object of the study was to assess the influence of selected production parameters of sintered Fe-Mn-Cr-Mo-C steels i.e. chemical composition, sintering temperature, sintering atmosphere and heat treatment on the following mechanical properties: impact toughness, hardness of the surface, tensile strength, bend strength after static tensile tests. In the investigations, the general linear model (GLM) of the multivariate analysis of variance ANOVA was used. All assumptions of ANOVA, i.e. randomization of the experiment, the normality of the residuals, equality of variance at different levels have been fulfilled and verified. The predictive strength of the constructed models expressed by the adjusted determination coefficient (R2adj) is at medium or large level – R2adj is in the range from 41.46% to 76.97%. This work is focused mainly on the ANOVA methodology. A wide physical interpretation of the results will be possible after the optimization of the ANOVA models used.
Źródło:
Archives of Metallurgy and Materials; 2017, 62, 2A; 571-576
1733-3490
Pojawia się w:
Archives of Metallurgy and Materials
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimation of random variable distribution parameters by the monte carlo method
Autorzy:
Sienkowski, S.
Powiązania:
https://bibliotekanauki.pl/articles/220507.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
Monte Carlo method
mean
mean square
variance
Opis:
The paper is concerned with issues of the estimation of random variable distribution parameters by the Monte Carlo method. Such quantities can correspond to statistical parameters computed based on the data obtained in typical measurement situations. The subject of the research is the mean, the mean square and the variance of random variables with uniform, Gaussian, Student, Simpson, trapezoidal, exponential, gamma and arcsine distributions.
Źródło:
Metrology and Measurement Systems; 2013, 20, 2; 249-262
0860-8229
Pojawia się w:
Metrology and Measurement Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Metrological Properties of the Test Setup for Determination Shielding Effectiveness of the Industrial Cable Connectors
Autorzy:
Kopka, R.
Tarczyński, W.
Pluta, S.
Powiązania:
https://bibliotekanauki.pl/articles/226200.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
shielding effectiveness
variance analysis
repeatability
reproducibility
industrial connectors
Opis:
The paper presents results related to assessment of the repeatability and reproducibility of the measurement test setup for determination the relative value of the shielding effectiveness coefficient of the industrial connectors. The construction of the proposed test setup, the measurement method and the procedure for the analysis of measurement results were described. To determine the value of the repeatability and reproducibility coefficient, the two–way analysis of variance was used, which additionally allows for an assessment of the influence of individual sources of variance. The measurements and their analysis were conducted for several frequencies in the range up to 1 GHz. Additionally, the expanded measurement uncertainty, including the test setup and instruments uncertainty was estimated.
Źródło:
International Journal of Electronics and Telecommunications; 2017, 63, 1; 11-18
2300-1933
Pojawia się w:
International Journal of Electronics and Telecommunications
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
New Approach in Dealing with the Non-Negativity of the Conditional Variance in the Estimation of GARCH Model
Autorzy:
Settar, Abdeljalil
Fatmi, Nadia Idrissi
Badaoui, Mohammed
Powiązania:
https://bibliotekanauki.pl/articles/2075432.pdf
Data publikacji:
2021
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
GARCH
Kalman filter
conditional variance
volatility
quasimaximum likelihood
Opis:
In this paper, we propose a robust estimation of the conditional variance of the GARCH(1,1) model with respect to the non-negativity constraint against parameter sign. Conditions of second order stationary as well as the existence of moments are given for the new relaxed GARCH(1,1) model whose conditional variance is estimated deriving firstly the unconstrained estimation of the conditional variance from the GARCH(1,1) state space model, then, the robustification is implemented by the Kalman filter outcomes via density function truncation method. The GARCH(1,1) parameters are subsequently estimated by the quasi-maximum likelihood, using the simultaneous perturbation stochastic approximation, based, first, on the Gaussian distribution and, second, on the Student-t distribution. The proposed approach seems to be efficient in improving the accuracy of the quasi-maximum likelihood estimation of GARCH model parameters, in particular, with a prior boundedness information on volatility
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2021, 1; 55-74
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:
Statistical Assessment of the Impact of Elevated Contents of Cu and Ni on the Properties of Austempered Ductile Iron
Autorzy:
Nawrocki, P.
Kochański, A.
Myszka, D.
Powiązania:
https://bibliotekanauki.pl/articles/352744.pdf
Data publikacji:
2016
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
austempered ductile iron
statistical analysis
analysis of variance (ANOVA)
Grubbs Test
Statistica
Opis:
The article presents a statistical analysis of data collected from the observation of the production of austempered ductile iron. The impact assessment of the chemical composition, i.e. high contents of Cu and Ni on the properties of ductile iron isothermal tempered is critical to find the right chemical composition of austempered ductile iron. Based on the analyses range of the percentage of Cu and Ni which were selected in the cast iron to obtain material with high strength properties.
Źródło:
Archives of Metallurgy and Materials; 2016, 61, 4; 2147-2150
1733-3490
Pojawia się w:
Archives of Metallurgy and Materials
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:
Modelling of Cr3C2-25% NiCr Laser Alloyed Cast Iron in High Temperature Sliding Wear Condition Using Response Surface Methodology
Autorzy:
Jeyaprakash, N.
Duraiselvam, M.
Raju, R.
Powiązania:
https://bibliotekanauki.pl/articles/351074.pdf
Data publikacji:
2018
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
Laser Surface Alloying
LSA
wear
microhardness
Analysis of Variance
ANOVA
Response Surface Methodology
RSM
Opis:
The wear behaviour of Cr3C2-25% NiCrlaser alloyed nodular cast iron sample were analyzed using a pin-on-disc tribometer. The influence of sliding velocity, temperature and load on laser alloyed sample was focused and the microscopic images were used for metallurgical examination of the worn-out sites. Box-Behnken method was utilised to generate the mathematical model for the condition parameters. The Response Surface Methodology (RSM) based models are varied to analyse the process parameters interaction effects. Analysis of variance was used to analyse the developed model and the results showed that the laser alloyed sample leads to a minimum wear rate (0.6079 ×10–3 to 1.8570 ×10–3 mm3/m) and coefficient of friction (CoF) (0.43 to 0.53). From the test results, it was observed that the experimental results correlated well with the predicted results of the developed mathematical model.
Źródło:
Archives of Metallurgy and Materials; 2018, 63, 3; 1303-1315
1733-3490
Pojawia się w:
Archives of Metallurgy and Materials
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Pole-free vs. stable-pole designs of minimum variance control for nonsquare LTI MIMO systems
Autorzy:
Hunek, W.
Powiązania:
https://bibliotekanauki.pl/articles/202277.pdf
Data publikacji:
2011
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
minimum variance control
multivariable control
inverses of polynomial matrices
control zeros
minimum phase systems
Opis:
This paper takes advantage of nonuniqueness of the inverse problem for nonsquare transfer function matrices of multivariable systems in order to select such poles, if any, of a minimum variance control system that can either guarantee its closed-loop stability or provide (a sort of) robustness to the control system. As a result, new pole-free and stable-pole MVC designs are offered for nonsquare LTI MIMO systems, the most general of them utilizing the Smith-factorization approach and the so-called control zeros. The new designs contribute to an illustration and extension of the Davison’s theory of (nonsquare) minimum phase systems, in that the lack or presence of (appropriate) control zeros can provide a required performance to the MVC system. Simulation examples in the Matlab/Simulink environment confirm the potential of the control zeros and their impact on redefinition of the minimum phase property.
Źródło:
Bulletin of the Polish Academy of Sciences. Technical Sciences; 2011, 59, 2; 201-211
0239-7528
Pojawia się w:
Bulletin of the Polish Academy of Sciences. Technical Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Propagation of uncertainty by Monte Carlo simulations in case of basic geodetic computations
Autorzy:
Wyszkowska, P.
Powiązania:
https://bibliotekanauki.pl/articles/145575.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
funkcja nieliniowa
metoda Monte Carlo
prawo propagacji
variance propagation law
Monte Carlo simulations
nonlinear functions
Opis:
The determination of the accuracy of functions of measured or adjusted values may be a problem in geodetic computations. The general law of covariance propagation or in case of the uncorrelated observations the propagation of variance (or the Gaussian formula) are commonly used for that purpose. That approach is theoretically justified for the linear functions. In case of the non-linear functions, the first-order Taylor series expansion is usually used but that solution is affected by the expansion error. The aim of the study is to determine the applicability of the general variance propagation law in case of the non-linear functions used in basic geodetic computations. The paper presents errors which are a result of negligence of the higher-order expressions and it determines the range of such simplification. The basis of that analysis is the comparison of the results obtained by the law of propagation of variance and the probabilistic approach, namely Monte Carlo simulations. Both methods are used to determine the accuracy of the following geodetic computations: the Cartesian coordinates of unknown point in the three-point resection problem, azimuths and distances of the Cartesian coordinates, height differences in the trigonometric and the geometric levelling. These simulations and the analysis of the results confirm the possibility of applying the general law of variance propagation in basic geodetic computations even if the functions are non-linear. The only condition is the accuracy of observations, which cannot be too low. Generally, this is not a problem with using present geodetic instruments.
Źródło:
Geodesy and Cartography; 2017, 66, 2; 333-346
2080-6736
2300-2581
Pojawia się w:
Geodesy and Cartography
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Comparing variance of signal contained in the most recent GRACE solutions
Autorzy:
Lenczuk, Artur
Leszczuk, Grzegorz
Klos, Anna
Bogusz, Janusz
Powiązania:
https://bibliotekanauki.pl/articles/145420.pdf
Data publikacji:
2020
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
misja GRACE
pole grawitacyjne
harmoniki sferyczne
GRACE
degree variance
spherical harmonic coefficients
mass concentration blocks
Opis:
Gravity Recovery and Climate Experiment (GRACE) mission data is widely used in various fields of science. GRACE explored changes of the gravity field regularly from April 2002 to June 2017. In the following research, we examine variance of signal contained in two different formats of GRACE data: standard spherical harmonics and mass concentration blocks (so-called “mascons”) solutions, both provided in the most recent releases. For spherical harmonics-based solution, we use monthly gravity field solutions provided up to degree and order (d/o) 96 by three different computing centers, i.e. the NASA’s Jet Propulsion Laboratory (JPL), the German Research Center for Geosciences (GFZ) and the Center for Space Research (CSR). For the mass concentration blocks, we use values of total water storage provided by the CSR, JPL and the Goddard Space Flight Center (GSFC) computing centers, which we convert to spherical harmonic coefficients up to d/o 96. We show that using the anisotropic DDK3 filter to smooth the north-south stripes present in total wate storage obtained from standard spherical harmonics solution leaves more information than common isotropic Gaussian filter. In the case of mascons, GSFC solution contains much more information than the CSR and JPL releases, relevant for corresponding d/o. Differences in variance of signal arise from different background models as well as various shape and size of mascons used during processing of GRACE observations.
Źródło:
Geodesy and Cartography; 2020, 69, 1; 19-37
2080-6736
2300-2581
Pojawia się w:
Geodesy and Cartography
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Statistical significance of displacements in heterogeneous control networks
Statystyczna istotność przemieszczeń w niejednorodnych sieciach kontrolnych
Autorzy:
Nowel, K.
Kamiński, W.
Powiązania:
https://bibliotekanauki.pl/articles/145400.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
analiza deformacji
test statystyczny
sieci kontrolne
deformation analysis
statistical test
confidence ellipse
estimation of variance components
Opis:
This paper proposes a modification of the classical process for evaluating the statistical significance of displacements in the case of heterogeneous (e.g. linear-angular) control networks established to deformation measurements and analysis. The basis for the proposed solution is the idea of local variance factors. The theoretical discussion was complemented with an example of its application on a simulated horizontal control network. The obtained results showed that the evaluation of the statistical significance of displacements in the case of heterogeneous control networks should be carried out using estimators of local variance factors.
W pracy zaproponowano modyfikację klasycznego procesu oceny statystycznej istotności przemieszczeń w przypadku niejednorodnych sieci kontrolnych (np. kątowo - liniowych) zakładanych do pomiarów i analizy deformacji. Podstawą proponowanego rozwiązania jest idea lokalnych współczynników wariancji. Rozważania teoretyczne uzupełniono przykładem zastosowania na symulowanej poziomej sieci kontrolnej. Uzyskane wyniki pokazały, że ocena statystycznej istotności przemieszczeń w przypadku niejednorodnych sieci kontrolnych powinna być przeprowadzana z użyciem właśnie estymatorów lokalnych współczynników wariancji.
Źródło:
Geodesy and Cartography; 2013, 62, 2; 139-156
2080-6736
2300-2581
Pojawia się w:
Geodesy and Cartography
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Comparison of information on sleep apnoea contained in two symmetric EEG recordings
Autorzy:
Prucnal, Monika A.
Polak, Adam G.
Powiązania:
https://bibliotekanauki.pl/articles/220736.pdf
Data publikacji:
2019
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
sleep apnoea detection
EEG signal
discrete wavelet transforms
Hilbert transforms
analysis of variance
multivariate regression analysis
Opis:
Electroencephalogram (EEG) is one of biomedical signals measured during all-night polysomnography to diagnose sleep disorders, including sleep apnoea. Usually two central EEG channels (C3-A2 and C4-A1) are recorded, but typically only one of them are used. The purpose of this work was to compare discriminative features characterizing normal breathing, as well as obstructive and central sleep apneas derived from these central EEG channels. The same methodology of feature extraction and selection was applied separately for the both synchronous signals. The features were extracted by combined discrete wavelet and Hilbert transforms. Afterwards, the statistical indexes were calculated and the features were selected using the analysis of variance and multivariate regression. According to the obtained results, there is a partial difference in information contained in the EEG signals carried by C3-A2 and C4-A1 EEG channels, so data from the both channels should be preferably used together for automatic sleep apnoea detection and differentiation.
Źródło:
Metrology and Measurement Systems; 2019, 26, 2; 229-239
0860-8229
Pojawia się w:
Metrology and Measurement Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Remarks on Statistical Design Centering
Autorzy:
Opalski, L. J.
Powiązania:
https://bibliotekanauki.pl/articles/226467.pdf
Data publikacji:
2011
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
statistical design centering
design yield
realistic worst-case design
stochastic approximation
propagation of variance
Monte Carlo simulation
Opis:
The paper overviews optimization based statistical design centering techniques for analog circuits. Emphasis is placed on dependence between formulation of quality indices, problem formulation, and computational complexity of design centering algorithms, executed in single- or multiple-processor environments. For characterization of solution techniques a standard CMOS op-amp design case and a simplified computational complexity analysis are used.
Źródło:
International Journal of Electronics and Telecommunications; 2011, 57, 2; 159-167
2300-1933
Pojawia się w:
International Journal of Electronics and Telecommunications
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Parametric Sensitivity Analysis of Factors Affecting Sound Transmission Loss of Multi-Layered Building Elements Using Taguchi Method
Autorzy:
Garg, N.
Kumar, A.
Maji, S.
Powiązania:
https://bibliotekanauki.pl/articles/178151.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
spectrum adaptation terms
weighted sound reduction index
orthogonal array
OA
analysis of variance
ANOVA
mass-air-mass resonance
Opis:
The paper presents application of Taguchi method in optimizing the sound transmission loss through sandwich gypsum constructions and those comprising of masonry concrete blocks and gypsum boards in order to investigate the relative influence of the various parameters affecting the sound transmission loss. The application of Taguchi method for optimizing sound transmission loss has been rarely reported. The present work uses the results analytically predicted on “Insul” software for various sandwich material configurations as desired by each experimental run in an L8 orthogonal array. The relative importance of the parameters on single-number rating, Rw (C, Ctr) is evaluated in terms of percentage contribu- tion using Analysis of Variance (ANOVA). The ANOVA method reveals that type of studs, steel stud frame and number of gypsum layers attached are the key factors controlling the sound transmission loss characteristics of sandwich multi-layered constructions.
Źródło:
Archives of Acoustics; 2014, 39, 2; 165-176
0137-5075
Pojawia się w:
Archives of Acoustics
Dostawca treści:
Biblioteka Nauki
Artykuł
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