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    Wyświetlanie 1-3 z 3
    Tytuł:
    Analysis of the Private Security Sector Trend in Romania
    Autorzy:
    Carutasu, Vasile
    Carutasu, Daniela
    Virca, Ioan
    Giurgiu, Luminita
    Powiązania:
    https://bibliotekanauki.pl/articles/1832641.pdf
    Data publikacji:
    2017
    Wydawca:
    Wyższa Szkoła Bezpieczeństwa Publicznego i Indywidualnego Apeiron w Krakowie
    Tematy:
    private security sector in Romania
    statistical indicators
    trend estimation
    Opis:
    This paper aims to make an analysis of the private security sector evolution in Romania. The analysis is conducted for the period 2005‒2015 and it aims at a number of core indicators for this sector, such as the average gross monthly income, number of companies, number of employees and turnover. Other important indicators for the sector could have been analyzed, but due to the lack of official information about them, they were not considered. The objectives pursued by this study refer to the trend estimation for the mentioned indicators and building a more accurate picture of this sector in Romania and its future. The problem of determining the trend of a particular statistical indicator is not simple, certain functions available in Excel being used in this study.
    Źródło:
    Security Dimensions; 2017, 22(22); 56-77
    2353-7000
    Pojawia się w:
    Security Dimensions
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    The application of trend estimation model in predicting the average selling price of timber
    Autorzy:
    Adamowicz, Krzysztof
    Górna, Aleksandra
    Powiązania:
    https://bibliotekanauki.pl/articles/2010868.pdf
    Data publikacji:
    2020
    Wydawca:
    Sieć Badawcza Łukasiewicz - Instytut Technologii Drewna
    Tematy:
    wood economics
    forest economics
    price forecast
    prediction methods
    trend estimation model
    Opis:
    The article analyzes the possibility of adopting trend estimation model to predict the average selling price of timber (CGUS). The study used information about the average selling prices of timber in chosen periods (2006-2017). The data concerning the actual CGUS was used to create a trend estimation model. The models and CGUS predictions were conducted based on three different time series encompassing 5-year periods. The predicted (CGUS) trend estimation in particular years was requested based on extrapolation, which exceeded the accepted set of information used in the study to create a trend estimation model. On the basis of the conducted study it was ascertained that the method of modeling linear trend estimation should be adopted in the price prediction process. The error assessment with which the linear function formulas are burdened, it was noticed that the value of the coefficient of residual variation was between 4.40% and 7.82%. It was also noticed that the linear modeling of CGUS trend estimation, despite unfavorable values of coefficient of determination and convergence, to some extent, can be viewed as an assistance tool in the decisionmaking process in the scope of predicting the height of the analyzed price. This view was supported by the achieved predictions which were verified with the actual prices of timber. The price difference between the actual and the predicted one was between -1.59 PLN to 2.27 PLN, and in relative terms the predictive error was between 0.83 to 1.15%. In our opinion the presented research process can constitute a reference point as a comparative element to verify the results for other, new price prediction models. The process of modeling timber prices should be extended by other predicators which are connected with forest market chain.
    Źródło:
    Drewno. Prace Naukowe. Doniesienia. Komunikaty; 2020, 63, 206; 147-159
    1644-3985
    Pojawia się w:
    Drewno. Prace Naukowe. Doniesienia. Komunikaty
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Optimal trend estimation in geometric asset price models
    Autorzy:
    Weba, Michael
    Powiązania:
    https://bibliotekanauki.pl/articles/729704.pdf
    Data publikacji:
    2005
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    geometric asset price model
    trend estimation
    Wiener process
    Ornstein-Uhlenbeck process
    kernel reproducing Hilbert space
    exogeneous shocks
    compound Poisson process
    Opis:
    In the general geometric asset price model, the asset price P(t) at time t satisfies the relation
    $P(t) = P₀ · e^{α·f(t) + σ·F(t)}$, t ∈ [0,T],
    where f is a deterministic trend function, the stochastic process F describes the random fluctuations of the market, α is the trend coefficient, and σ denotes the volatility.
    The paper examines the problem of optimal trend estimation by utilizing the concept of kernel reproducing Hilbert spaces. It characterizes the class of trend functions with the property that the trend coefficient can be estimated consistently. Furthermore, explicit formulae for the best linear unbiased estimator α̂ of α and representations for the variance of α̂ are derived.
    The results do not require assumptions on finite-dimensional distributions and allow of jump processes as well as exogeneous shocks. .
    Źródło:
    Discussiones Mathematicae Probability and Statistics; 2005, 25, 1; 51-70
    1509-9423
    Pojawia się w:
    Discussiones Mathematicae Probability and Statistics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-3 z 3

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