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Tytuł:
Extremal (in)dependence of a maximum autoregressive process
Autorzy:
Ferreira, Marta
Powiązania:
https://bibliotekanauki.pl/articles/729856.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
extreme value theory
autoregressive processes
tail dependence
asymptotic tail independence
Opis:
Maximum autoregressive processes like MARMA (Davis and Resnick, [5] 1989) or power MARMA (Ferreira and Canto e Castro, [12] 2008) have singular joint distributions, an unrealistic feature in most applications. To overcome this pitfall, absolute continuous versions were presented in Alpuim and Athayde [2] (1990) and Ferreira and Canto e Castro [14] (2010b), respectively. We consider an extended version of absolute continuous maximum autoregressive processes that accommodates both asymptotic tail dependence and independence. A full characterization of the bivariate lag-m tail dependence is presented. This will be useful in an adjustment procedure of the model to real data. An illustration with financial data is presented at the end.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2013, 33, 1-2; 47-64
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Numerical simulation of vortex ring state phenomenon for the Mi2 type helicopter tail rotor
Autorzy:
Zalewski, W.
Powiązania:
https://bibliotekanauki.pl/articles/245648.pdf
Data publikacji:
2016
Wydawca:
Instytut Techniczny Wojsk Lotniczych
Tematy:
air transport
helicopters
tail rotor VRS
Opis:
The paper presents computational simulations of loss of helicopter tail rotor effectiveness (LTE) effect caused by rotor vortex ring state (VRS) phenomenon. The phenomenon is critical for safety of helicopter operations and it was an important factor in some military and civil helicopters serious accidents. Analysis was conducted on the example of the tail rotor of Mi2 and PZL Kania single main rotor medium helicopters, which are still in wide use in some parts of the world. That kind of dual blades tail rotor was designed with symmetrical NACA0012 airfoil. Full three-dimensional analysis of the flow around real geometry of the rotor blades was conducted by application of commercial solver Ansys Fluent. The simulation was made by resolving Unsteady Reynolds Averaged Navier Stokes equations by finite volume method with use of Moving Mesh and Moving Reference Frame techniques. A hover turn over a spot was chosen as flight condition of helicopter, which could induce the LTE phenomenon. Thrust and power consumption were estimated during computations. Visualization of the flow field and pathlines of the flow were presented for chosen stages of vortex ring formulation around the rotor. The sensitivity of dual blades tail rotors, which are popular in light and medium type of helicopters to LTE phenomenon, was estimated.
Źródło:
Journal of KONES; 2016, 23, 2; 437-442
1231-4005
2354-0133
Pojawia się w:
Journal of KONES
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Ustawa z dnia 13 lipca 1939 r. o znoszeniu ordynacji rodowych i niektóre związane z nią aktualne problemy prawne
Autorzy:
Izdebski, Hubert
Powiązania:
https://bibliotekanauki.pl/articles/2200451.pdf
Data publikacji:
2017-12-31
Wydawca:
Wydawnictwo Adam Marszałek
Tematy:
fees tail
estates in tail
patriarch
compensation for estates left in the East
fee tail libraries
ordynacje
majątek ordynacji
ordynat
rekompensata zabużańska
biblioteki ordynackie
Opis:
The Law of the 13th of July, 1939 on Abolishing Fees Tail did not abolish itself that institution, represented then by 55 estates subject to different regulations in divers parts of the territory of the Republic of Poland, but it provided for an evolutive process of abolition, to be initiated by the patriarch or ex officio, and accomplished by the decision of the Appellate Court on abolition. Abolition meant that the patriarch, having been a “possessor” of the fee tail belonging to the whole family, was to become a regular owner of its goods. Because of the World War, II no fee tail was abolished within the framework of that Law. All existing fees tail were abolished ex lege, in the new post-war conditions marked, in particular, by realization of the land reform, by the 1946 Law-Decree providing for introductory provisions of the succession law. It repealed the 1939 Law, but maintained in force its substantive provisions defining the essence of fees tail. In the article, an analysis is developed of legal problems related to legislation on abolition of fees tail that arise out in the present Polish legal practice. It relates to the problem of the right of the 1939 fee tail patriarch to receive, on the basis of the 2005 particular law, a compensation for estates left on the pre-war territory of the Republic of Poland taken by the USSR; it could be given only to the then owners being physical persons, and not to simple holders. There have been two cases decided over by administrative courts, and their approach, and to a certain extent decisions, have been quite different. The other problem examined relates to the present right of ownership of library collections having belonged to two fees tail, and the respective rights of the National Library of Poland that keeps those collections.
Źródło:
Themis Polska Nova; 2017, 1(12); 5-18
2084-4522
Pojawia się w:
Themis Polska Nova
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Tail Dependence in Bivariate Distributions
Zależność w ogonie dla rozkładów dwuwymiarowych
Autorzy:
Jajuga, Krzysztof
Powiązania:
https://bibliotekanauki.pl/articles/905073.pdf
Data publikacji:
2005
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
tail dependence
copula analysis
bivariate distribution
Opis:
W artykule rozpatrywany jest problem zależności w ogonie dla rozkładów dwuwymiarowych. Przedstawiono przegląd różnych podejść do analizowania tej zależności. Szczególna uwaga poświęcona została warunkowym współczynnikom korelacji oraz współczynnikom zależności w ogonie. Wskazano, jak te współczynniki mogą być analizowane za pomocą tzw. analizy połączeń.
In the paper the problem of tail dependence for bivariate data is considerod. The review of different approaches is given. The particular emphasis is put on the conditional correlation coefficients and tail dependence coefficients. It is shown how the latter can be analyzed through copula analysis.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2005, 194
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A theoretical approach to quantitative downside risk measurement methods
Autorzy:
Cibulskiené, Diana
Brazauskas, Martynas
Powiązania:
https://bibliotekanauki.pl/articles/1367979.pdf
Data publikacji:
2016
Wydawca:
Wyższa Szkoła Bankowa we Wrocławiu
Tematy:
tail risk
downside risk
drawdown risk
Opis:
Evaluating the results of the investment portfolio it is important to take into account not only the expected profitability, but also the risk. Risk measurement is based on the historical data applying various methods. The methods, that take into account the downside volatility, measures risk most effectively. The importance of these methods is emphasized by the empirical research. There are three main downside risk types: downside or asymmetric risk, tail risk, drawdown risk. The paper describes and compares the different risk measurement methodologies and criteria. Market risk measurement methods must meet four basic risk measurement axioms: positive homogeneity, subadditivity, monotonicity, transitional invariance. These axioms represent only a part of evaluating methods for tail risk and drawdown risk. Having conducted empirical studies the scientists have shown that empirical research is becoming more and more popular involving the use of a downside risk measurement methods. This popularity can be explained by the fact that based on the research results the downside risk measurement methodologies help increase the efficiency of investment portfolio.
Źródło:
Central and Eastern European Journal of Management and Economics (CEEJME); 2016, 2; 105-123
2353-9119
Pojawia się w:
Central and Eastern European Journal of Management and Economics (CEEJME)
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
ANALYSIS OF TAIL DEPENDENCE STRUCTURE IN GLOBAL FINANCIAL MARKETS
Autorzy:
Trzpiot, Grażyna
Majewska, Justyna
Powiązania:
https://bibliotekanauki.pl/articles/453461.pdf
Data publikacji:
2014
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:
tail-dependence
extremes
extreme value theory
copula
Opis:
The identification of tail (in)dependencies has drawn major attention in empirical financial studies. We concern on the structure of dependence which refers to dependence as symmetric or asymmetric, tail-dependent or tail-independent. We present the proper procedure of analysis dependence structure between some financial instruments. Our empirical results demonstrate different tail dependence structures underlying various global financial markets.
Źródło:
Metody Ilościowe w Badaniach Ekonomicznych; 2014, 15, 1; 174-182
2082-792X
Pojawia się w:
Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analysis of residual strength of a helicopter tail boom
Autorzy:
Reymer, P.
Leski, A.
Powiązania:
https://bibliotekanauki.pl/articles/246055.pdf
Data publikacji:
2010
Wydawca:
Instytut Techniczny Wojsk Lotniczych
Tematy:
residual strength
tail boom
crack tip opening angle
Opis:
The aim of this work is to determine the residual strength of a Mi-24 helicopter's tail boom with a structural damage. The idea of this work has come from the fact that these helicopters are operated on a battlefleld and often suffer such damages. It may be crucial to make a quick estimation whether any particular damage can cause a critical failure to the whole structure. The scope of this work covers static loading of the structure during landing. The analysis has been based on a numerical model that makes use of the Finite Element Method. The model has been developed using reverse engineering techniques. Structural discontinuities have been modelled in characteristic sections where stress concentrations occur. Boundary conditions and loads applied have been chosen to simulate normal and hard landings. Two failure criteria have been chosen: one based on the Crack Tip Opening Angle (CTOA) method that enables very efficient verification, and the second concerning the tail boom tip dislocation, taken from the helicopter,s alignment manual. The specific load history has been designed to enable detection of tail boom tip dislocation due to plastic strain in the vicinity of damage tips after the hard landing.
Źródło:
Journal of KONES; 2010, 17, 1; 343-349
1231-4005
2354-0133
Pojawia się w:
Journal of KONES
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Aerodynamic effect of turbo prop engine slipstream on aircraft tail assembly vibration
Autorzy:
Zalewski, W.
Stalewski, W.
Powiązania:
https://bibliotekanauki.pl/articles/241875.pdf
Data publikacji:
2017
Wydawca:
Instytut Techniczny Wojsk Lotniczych
Tematy:
air transport
aerodynamic wake
nacelle
tail assembly
vibration
Opis:
The article presents a computational analysis of the effect of the turboprop engine slipstream on generation of aerodynamic forces induced vibrations of aircraft tail assembly (empennage). Working propellers exhaust system, engine nacelle, and wing-engine nacelle flow interference phenomenon can cause strong non-stationary disturbances behind the wing of the aircraft. These disturbances, propagating in the direction of the aircraft tail assembly, may be an important factor influencing the operation of the airplane flow control system and the source of aerodynamic forces generating vibrations of the entire plane structure. The article presents an example of analysis of this phenomenon for a light passenger-transport aircraft using advanced numerical models for simulation of the flow around the aircraft. In the computational model, Navier-Stokes flow equations were solved by finite volume method with the K-Omega SST turbulence model to calculate the turbulent kinetic energy distribution in the flow slipstream behind the airplane propulsion unit. The Ansys Fluent commercial solver was used to run analyses. To perform the simulation, high quality, dedicated conformal computational mesh, consisting of hexahedral and tetrahedral elements was prepared to evaluate the propagation of the flow disturbances with limited numerical dispersion effect. Mesh generation was conducted using Ansys ICEM CFD and Mesher software. Unsteady aerodynamic forces for horizontal and vertical tail-planes of the airplane were computed during simulations. Fourier analysis of the driven forces was performed, which resulted in finding the dominating vibration frequencies generated by the flow field around the tail assembly. The visualization of the flow field and the regions of the strong disturbances were presented. Results can be exploited in the pre-design process of aerodynamic configuration of multi-engine aircrafts.
Źródło:
Journal of KONES; 2017, 24, 4; 363-367
1231-4005
2354-0133
Pojawia się w:
Journal of KONES
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimation of the distortion risk premium for heavy-tailed losses under serial dependence
Autorzy:
Ouadjed, H.
Powiązania:
https://bibliotekanauki.pl/articles/255423.pdf
Data publikacji:
2018
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
extreme value theory
mixing processes
tail index estimation
Opis:
In the actuarial literature, many authors have studied estimation of the reinsurance premium for heavy tailed i.i.d. sequences, especially for the Proportional Hazard (PH) due to Wang. The main aim of this paper is to extend this estimation for heavy tailed dependent sequences satisfying some mixing dependence structure. In this study we prove that the new estimator is asymptotically normal. The behavior of the estimator is examined using simulation for MA(1) process. Keywords: extreme value theory, mixing processes, tail index estimation.
Źródło:
Opuscula Mathematica; 2018, 38, 6; 871-882
1232-9274
2300-6919
Pojawia się w:
Opuscula Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Miltivariate measures of dependence based on copulas
Autorzy:
Heilpern, Stanisław
Powiązania:
https://bibliotekanauki.pl/articles/584976.pdf
Data publikacji:
2014
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
multivariate measures of dependence
copulas
tail dependences
estimation
Opis:
The paper is devoted to the multivariate measures of dependence. In contrast to the classical approach, where the pairs of variables are studied, we investigate the dependence of more than two variables. We mainly consider the measures based on copulas. These are the multivariable generalizations of the known coefficients of such correlation as Spearman’s rho, Kendall’s tau, Blomquist’s beta and Gini’s gamma. We present the definitions, the constructions and the basic properties of such multivariate measures of dependence. The case of large number of dimension, greater than two, presents more complications. We have several different versions of such generalization in this case and the lower bound of the values of such measures of dependence are close to zero. We also study the multivariate tail dependences. The last part of the paper is devoted to the estimation of multivariable versions of Spearman’s rho coefficient.
Źródło:
Mathematical Economics; 2014, 10(17); 17-32
1733-9707
Pojawia się w:
Mathematical Economics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the tail index estimation of an autoregressive Pareto process
Autorzy:
Ferreira, Marta
Powiązania:
https://bibliotekanauki.pl/articles/729838.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
extreme value theory
autoregressive processes
tail index estimation
Opis:
In this paper we consider an autoregressive Pareto process which can be used as an alternative to heavy tailed MARMA. We focus on the tail behavior and prove that the tail empirical quantile function can be approximated by a Gaussian process. This result allows to derive a class of consistent and asymptotically normal estimators for the shape parameter. We will see through simulation that the usual estimation procedure based on an i.i.d. setting may fall short of the desired precision.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2013, 33, 1-2; 65-77
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimating the extremal index through the tail dependence concept
Autorzy:
Ferreira, Marta
Powiązania:
https://bibliotekanauki.pl/articles/729770.pdf
Data publikacji:
2015
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
extreme value theory
extremal index
tail dependence coefficient
Opis:
The extremal index Θ is an important parameter in extreme value analysis when extending results from independent and identically distributed sequences to stationary ones. A connection between the extremal index and the tail dependence coefficient allows the introduction of new estimators. The proposed ones are easy to compute and we analyze their performance through a simulation study. Comparisons with other existing methods are also presented. Case studies within environment are considered in the end.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2015, 35, 1-2; 61-74
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Prevalence and severity of ultrasonographic pulmonary findings in horses with asthma – a preliminary study
Autorzy:
Siwinska, N.
Zak, A.
Slowikowska, M.
Krupinska, P.
Niedzwiedz, A.
Powiązania:
https://bibliotekanauki.pl/articles/2087421.pdf
Data publikacji:
2019
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
comet tail artefact
equine asthma syndrome
horse
lung
ultrasonography
Źródło:
Polish Journal of Veterinary Sciences; 2019, 4; 653-659
1505-1773
Pojawia się w:
Polish Journal of Veterinary Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Tail or no Tail? Applicability of the Long Tail Theory to the German Online Media Market
Autorzy:
Kampes, Céline Fabienne
Powiązania:
https://bibliotekanauki.pl/articles/1112781.pdf
Data publikacji:
2021-01-19
Wydawca:
Polskie Towarzystwo Komunikacji Społecznej
Tematy:
Long Tail theory
online information offerings
politics
entertainment
Germany
Opis:
The Long Tail theory serves as an explanation for market change triggered through evolving online market conditions. However, it is often referred to without empirical validation, or with inconsistent findings on its applicability. Therefore, this paper analyses the applicability of the Long Tail theory to German online media offerings as of 2014 and 2016, focusing on offerings that serve information purposes (information offerings). Based on a unique dataset of commercially oriented online media offerings (Longitudinal IntermediaPlus 2014–2016), an analysis for three Long Tail characteristics (variety increase, opposing concentration between hit and niche offerings and niche market share increase) is conducted. By additionally distinguishing between political and entertainment-oriented information offerings as boundaries of democratized online market conditions the analysis reveals that the Long Tail theory is not fully applicable to any market sample, and especially not to politically oriented offerings.
Źródło:
Central European Journal of Communication; 2020, 13, 3(27); 371-389
1899-5101
Pojawia się w:
Central European Journal of Communication
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Wirnik ogonowy śmigłowca typu Mi-2 z profilem lotniczym nowej generacji
Tail rotor for Mi2 type helicopter with new generation airfoil
Autorzy:
Zalewski, W.
Szumański, K.
Stalewski, W.
Powiązania:
https://bibliotekanauki.pl/articles/952912.pdf
Data publikacji:
2016
Wydawca:
Sieć Badawcza Łukasiewicz - Instytut Lotnictwa
Tematy:
śmigłowce
śmigło ogonowe
profile lotnicze
helicopter
tail rotors
airfoils
Opis:
W artykule przedstawiono przykład zastosowania profilu lotniczego nowej generacji w konstrukcji łopat wirnika ogonowego śmigłowca typu Mi-2. Obecnie w kilku krajach podejmuje się próby modernizacji tego wywodzącego się z lat 60-tych XX wieku śmigłowca i dostosowania go do dzisiejszych standardów. Modernizacja obejmuje głównie zespół napędowy i awionikę. Standardowe, dwułopatowe śmigło ogonowe śmigłowca Mi-2 zostało zaprojektowane w oparciu o symetryczny profil lotniczy NACA0012. Wraz ze wzrostem mocy silników w zmodernizowanych wersjach śmigłowca, ciąg generowany przez standardowe śmigło ogonowe Mi-2 okazuje się niewystarczający do zapewnienia pełnej kontroli kierunkowej śmigłowca w niektórych warunkach lotu. Zastosowanie odpowiednio dobranego profilu lotniczego umożliwia opracowanie nowego śmigła o nieco zwiększonej sile ciągu. Pozwoli to na rozwiązanie problemu niewystarczajacej siły ciągu do sterowania kierunkowego bez konieczności przebudowy układu sterowania, napędu i struktury belki ogonowej śmigłowca. W analizach wykorzystano opracowany w Instytucie Lotnictwa profil lotniczy ILT212. Profil zaprojektowano jako dedykowany do warunków pracy śmigieł ogonowych współczesnych śmigłowców z wykorzystaniem najnowszych numerycznych metod obliczeniowych i optymalizacyjnych. Przeprowadzono obliczeniowe analizy porównawcze osiągów śmigła ogonowego z łopatami bazującymi na profilach NACA0012 i ILT212. Dwułopatowe, kompozytowe śmigło ogonowe o zewnętrznej geometrii identycznej ze śmigłem standardowym, z łopatami zaprojektowanymi na bazie profilu lotniczego ILT212, może być interesującą ofertą dla producentów zmodernizowanych wersji śmigłowca Mi-2.
The article presents an example of application of modern, new generation airfoil in design of Mi-2 type helicopter tail rotor blades. Currently several countries are trying to modernize this helicopter, which derived from the '60s of the twentieth century, and bring it up to today's standards. Modernization process includes mainly the power unit and avionics. Standard dual blades tail rotor for Mi-2 helicopter has been designed based on a symmetrical airfoil NACA0012. With the increase of engines power in modernized versions of the helicopter, the thrust generated by the standard Mi-2 tail rotor appears to be insufficient to provide full directional control of the helicopter in certain flight conditions. The use of properly selected airfoil allows the development of a new rotor with a slightly increased thrust. This could solve the problem of not enough thrust for directional control without need to rebuild the control system, drive and the structure of the tail boom of the helicopter. The study was made with the use of ILT212 airfoil, which was designed in the Institute of Aviation. The airfoil was designed as dedicated for the working conditions of the tail rotor blades of modern helicopters, with the use of the latest numerical computational and optimization methods. The simulation was made by resolving Navier Stokes equations by finite volume method with use of Moving Mesh and Moving Reference Frame techniques. A hover was chosen as flight condition of helicopter for comparison of performance of the tail rotor blades with airfoils NACA0012 and ILT212. New dual blades composite tail rotor with the external geometry identical to the standard Mi 2 tail rotor, designed with the airfoil ILT212 could be an interesting offer for manufacturers of modern versions of Mi-2 helicopter.
Źródło:
Prace Instytutu Lotnictwa; 2016, 3 (244); 249-256
0509-6669
2300-5408
Pojawia się w:
Prace Instytutu Lotnictwa
Dostawca treści:
Biblioteka Nauki
Artykuł

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