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    Wyświetlanie 1-7 z 7
    Tytuł:
    Global and local trend analysis and change-point analysis of selected financial and market indices
    Autorzy:
    Ballova, Dominika
    Powiązania:
    https://bibliotekanauki.pl/articles/384353.pdf
    Data publikacji:
    2019
    Wydawca:
    Sieć Badawcza Łukasiewicz - Przemysłowy Instytut Automatyki i Pomiarów
    Tematy:
    trend analysis
    change-point analysis
    cluster analysis
    Opis:
    From the macroeconomic point of view, the stock index is the best indicator of the behavior of the stock market. Stock indices fulfill different functions. One of their most important functions is to observe developments of the stock market situation. Therefore, it is crucial to describe the long-term development of indices and also to find moments of abrupt changes. Another interesting aspect is to find those indices that have evolved in a similar way over time. In this article, using trend analysis, we will uncover the global evolution of selected indices. After evaluating the global trend in the series we compare the results with local trend analysis. Other goal is to detect the moments in which this development suddenly changed using the change-point analysis. By means of cluster analysis, we find those indices that are most similar in long-term development. In each analysis, we select the most appropriate methods and compare their results.
    Źródło:
    Journal of Automation Mobile Robotics and Intelligent Systems; 2019, 13, 3; 56-63
    1897-8649
    2080-2145
    Pojawia się w:
    Journal of Automation Mobile Robotics and Intelligent Systems
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Ocean fronts detection over the Bay of Bengal using changepoint algorithms - A non-parametric approach
    Autorzy:
    Reddem, V.S.
    Muthalagu, R.
    Bekkam, V.R.
    Eluri, P.R.R.
    Jampana, V.
    Nimit, K.
    Powiązania:
    https://bibliotekanauki.pl/articles/2078823.pdf
    Data publikacji:
    2021
    Wydawca:
    Polska Akademia Nauk. Instytut Oceanologii PAN
    Tematy:
    ocean front
    detection
    satellite image
    change point analysis
    algorithm
    advanced very high resolution radiometer
    Bengal Bay
    Opis:
    Oceanic fronts are regions over the oceans where a significant change in the characteristics of the water masses is observed. Advanced Very High Resolution Radiometer (AVHRR) satellite imagery over the Bay of Bengal shows regions that are populated by frontal structures. Over the Bay of Bengal, some of the strongest gradients in temperature and salinity are observed. In recent years, there has been a tremendous growth in the availability of satellite imagery and the necessity of automated fast detection of the frontal features is needed for services like potential fishing zones over open oceans. In this article, an algorithm to infer oceanic fronts over the Bay of Bengal is described using changepoint analysis. The changepoint algorithm is combined in a novel way with a contextual median filter to detect frontal features in AVHRR imagery. The changepoint analysis is a non-parametric technique that does not put thresholds on the gradients of brightness temperatures of the satellite imagery. In the open oceans, the gradients of temperature and salinity are not sharp and changepoint analysis is found to be a useful complementary technique to the existing front detecting methods when combined with contextual median filters.
    Źródło:
    Oceanologia; 2021, 63, 4; 438-477
    0078-3234
    Pojawia się w:
    Oceanologia
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Change-point detection and trend analysis in monthly, seasonal and annual air temperature and precipitation series in Bartın province in the western Black Sea region of Turkey
    Autorzy:
    Yaman, Barbaros
    Ertuğrul, Mertol
    Powiązania:
    https://bibliotekanauki.pl/articles/1841778.pdf
    Data publikacji:
    2020
    Wydawca:
    Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
    Tematy:
    climate change
    homogeneity
    precipitation
    temperature
    trend analysis
    Opis:
    Studies associated with climate change and variability are of great importance at both the global and local scale in the global climate crisis. In this study, change-point detection and trend analysis were carried out on mean, maximum, minimum air temperatures and total precipitation based on monthly, seasonal and annual scale in Bartın province located in the western Black Sea Region of Turkey. For this aim, 4-different homogeneity tests (von Neumann test, Pettitt test, Buishand range test and standard normal homogeneity test) for changepoint detection, Modified Mann–Kendall test and Şen’s innovative trend test for trend analysis, and Sen’s slope test for the magnitude estimation of trends were used. According to the test results, the summer temperatures in particular show increasing trends at the 0.001 significance level. Mean maximum temperature in August, mean minimum temperature in June and August, and mean temperature in July and August are in increasing trend at the 0.001 significance level. Over a 51 year period (1965–2015) in Bartın province, the highest rate of change per decade in air temperatures is in August (0.55°C for Tmax, 0.46°C for Tmin and 0.43°C for Tmean) based on Sen’s slope. However, the study showed that apart from October precipitation, there is no significant trend in monthly, seasonal and annual precipitation in Bartın. Increasing trends in mentioned climate variables are also visually very clear and strong in Şen’s innovative trend method, and they comply with the statistical results. As a result, the study revealed some evidence that temperatures will increase in the future in Bartın and its environs.
    Źródło:
    Geology, Geophysics and Environment; 2020, 46, 3; 223-237
    2299-8004
    2353-0790
    Pojawia się w:
    Geology, Geophysics and Environment
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Bayesian analysis of structural change in a distributed Lag Model (Koyck Scheme)
    Autorzy:
    Sumobay, Arvin
    Supe, Arnulfo
    Powiązania:
    https://bibliotekanauki.pl/articles/729762.pdf
    Data publikacji:
    2014
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    distributed lag model
    posterior distribution
    break point
    Opis:
    Structural change for the Koyck Distributed Lag Model is analyzed through the Bayesian approach. The posterior distribution of the break point is derived with the use of the normal-gamma prior density and the break point, ν, is estimated by the value that attains the Highest Posterior Probability (HPP). Simulation study is done using R.
    Given the parameter values ϕ = 0.2 and λ = 0.3, the full detection of the structural change when σ² = 1 is generally attained at ν + 1. The after one lag detection is due to the nature of the model which includes lagged variable. The interval estimate HPP near ν consistently and efficiently captures the break point ν in the interval HPPₜ ± 5% of the sample size. On the other hand, the detection of the structural change when σ² = 2 does not show any improvement of the point estimate of the break point ν.
    Źródło:
    Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 113-126
    1509-9423
    Pojawia się w:
    Discussiones Mathematicae Probability and Statistics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Output signal change analysis of an uncooled microbolometer focal plane array with respect to varying control voltages and operating point temperature
    Autorzy:
    Ligienza, A.
    Bieszczad, G.
    Sosnowski, T.
    Gogler, S.
    Krupiński, M.
    Firmanty, K.
    Powiązania:
    https://bibliotekanauki.pl/articles/114040.pdf
    Data publikacji:
    2018
    Wydawca:
    Stowarzyszenie Inżynierów i Techników Mechaników Polskich
    Tematy:
    Focal Plane Array
    microbolometer
    Opis:
    This paper presents results of output signal analysis of uncooled microbolometric focal plane array FPA. The analysis focuses on detectors manufactured by ULIS. The signal has been tested against varying control voltages, it is blind microbolometer biasing VSK and active microbolometer biasing VFID. The working point temperature of the environment was also altered in range from 5°C to 60°C. Such analysis can be used to check the results against current mathematical model of FPA’s behavior and verify validity of the measurement method in varying working conditions. Later it could allow explore possibility to design corrective algorithms.
    Źródło:
    Measurement Automation Monitoring; 2018, 64, 4; 95-98
    2450-2855
    Pojawia się w:
    Measurement Automation Monitoring
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Urban area change visualization and analysis using high density spatial data from time series aerial images
    Autorzy:
    Altuntas, Cihan
    Powiązania:
    https://bibliotekanauki.pl/articles/106855.pdf
    Data publikacji:
    2019
    Wydawca:
    Politechnika Warszawska. Wydział Geodezji i Kartografii
    Tematy:
    photogrammetry
    aerial image
    image-based point cloud
    digital elevation model
    visualization of changes
    urban area
    fotogrametria
    zdjęcie lotnicze
    chmura punktów
    cyfrowy model wysokościowy
    wizualizacja zmian
    przestrzeń miejska
    Opis:
    Urban changes occur as a result of new constructions or destructions of buildings, extensions, excavation works and earth fill arising from urbanization or disasters. The fast and efficient detection of urban changes enables us to update geo-databases and allows effective planning and disaster management. This study concerns the visualization and analysis of urban changes using multi-period point clouds from aerial images. The urban changes in the city centre of the Konya Metropolitan area within arbitrary periods between the years 1951, 1975, 1998 and 2010 were estimated after comparing the point clouds by using the iterative closest point (ICP) algorithm. The changes were detected with the point-to-surface distances between the point clouds. The degrees of the changes were expressed with the RMSEs of these point-to-surface distances. In addition, the change size and proportion during the historical periods were analysed. The proposed multi-period change visualization and analysis method ensures strict management against unauthorized building or excavation and more operative urban planning.
    Źródło:
    Reports on Geodesy and Geoinformatics; 2019, 107; 1-12
    2391-8365
    2391-8152
    Pojawia się w:
    Reports on Geodesy and Geoinformatics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Spatio-temporal analysis of rainfall trends in Chhattisgarh State, Central India over the last 115 years
    Przestrzenna i czasowa analiza tendencji zmian opadów w stanie Chhattisgarh w środkowych Indiach w ciągu ostatnich 115 lat
    Autorzy:
    Nema, M. K.
    Khare, D.
    Adamowski, J.
    Chandniha, S. K.
    Powiązania:
    https://bibliotekanauki.pl/articles/292272.pdf
    Data publikacji:
    2018
    Wydawca:
    Instytut Technologiczno-Przyrodniczy
    Tematy:
    change point
    gridded data
    modified Mann–Kendall test
    rainfall variability
    trend analysis
    analiza trendu
    dane gridowe
    punkt zwrotny
    zmienność opadów
    zmodyfikowany test Manna– Kendalla
    Opis:
    A quantitative and qualitative understanding of the anticipated climate-change-driven multi-scale spatio- -temporal shifts in precipitation and attendant river flows is crucial to the development of water resources management approaches capable of sustaining and even improving the ecological and socioeconomic viability of rainfed agricultural regions. A set of homogeneity tests for change point detection, non-parametric trend tests, and the Sen’s slope estimator were applied to long-term gridded rainfall records of 27 newly formed districts in Chhattisgarh State, India. Illustrating the impacts of climate change, an analysis of spatial variability, multitemporal (monthly, seasonal, annual) trends and inter-annual variations in rainfall over the last 115 years (1901– 2015 mean 1360 mm·y–1) showed an overall decline in rainfall, with 1961 being a change point year (i.e., shift from rising to declining trend) for most districts in Chhattisgarh. Spatio-temporal variations in rainfall within the state of Chhattisgarh showed a coefficient of variation of 19.77%. Strong inter-annual and seasonal variability in regional rainfall were noted. These rainfall trend analyses may help predict future climate scenarios and thereby allow planning of effective and sustainable water resources management for the region.
    Ilościowe i jakościowe rozpoznanie przewidywanych wielowymiarowych zmian opadów i towarzyszących im przepływów w rzekach spowodowanych zmianami klimatu jest decydujące dla rozwoju metod zarządzania zasobami wodnymi zdolnych utrzymać lub nawet usprawnić rentowność obszarów rolniczych zasilanych opadami. Zastosowano kilka testów jednorodności do wykrycia punktu zwrotnego, nieparametryczne testy trendu i estymator nachylenia Sena do analizy wieloletnich danych o opadach w 27 nowo utworzonych dystryktach stanu Chhattisgarh w Indiach. Ilustrując wpływ zmian klimatu, wyniki analizy przestrzennej zmienności, miesięcznych, sezonowych i rocznych trendów oraz zmienności między latami (1901–2015, średni opad 1360 mm·r–1) wykazały ogólne zmniejszenie ilości opadów w większości dystryktów stanu Chhattisgarh. Rok 1961 był punktem zwrotnym między rosnącym a malejącym trendem opadów. Współczynnik zmienności przestrzennej i czasowej opadów w stanie Chhattisgarh wynosił 19,77%. Zanotowano znaczną zmienność opadów między poszczególnymi latami i porami roku. Takie analizy trendów mogą być przydatne w przewidywaniu przyszłych scenariuszy klimatycznych, a w związku z tym – umożliwić wydajne i zrównoważone zarządzanie zasobami wodnymi regionu.
    Źródło:
    Journal of Water and Land Development; 2018, 36; 117-128
    1429-7426
    2083-4535
    Pojawia się w:
    Journal of Water and Land Development
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-7 z 7

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