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Tytuł:
A study of parallel techniques for dimensionality reduction and its impact on the quality of text processing algorithms
Autorzy:
Pietroń, M.
Wielgosz, M.
Karwatowski, M.
Wiatr, K.
Powiązania:
https://bibliotekanauki.pl/articles/114190.pdf
Data publikacji:
2015
Wydawca:
Stowarzyszenie Inżynierów i Techników Mechaników Polskich
Tematy:
singular value decomposition
vector space model
TFIDF
Opis:
The presented algorithms employ the Vector Space Model (VSM) and its enhancements such as TFIDF (Term Frequency Inverse Document Frequency) with Singular Value Decomposition (SVD). TFIDF were applied to emphasize the important features of documents and SVD was used to reduce the analysis space. Consequently, a series of experiments were conducted. They revealed important properties of the algorithms and their accuracy. The accuracy of the algorithms was estimated in terms of their ability to match the human classification of the subject. For unsupervised algorithms the entropy was used as a quality evaluation measure. The combination of VSM, TFIDF, and SVD came out to be the best performing unsupervised algorithm with entropy of 0.16.
Źródło:
Measurement Automation Monitoring; 2015, 61, 7; 352-353
2450-2855
Pojawia się w:
Measurement Automation Monitoring
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Current aspects of mathematical modelling of evaluating quality of agricultural products
Autorzy:
Lysa, O.
Powiązania:
https://bibliotekanauki.pl/articles/410740.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Oddział w Lublinie PAN
Tematy:
target function
fuzzy restriction
vector-optimizing model
Opis:
The paper presents mathematical model of complex evaluation of the quality of production with optimizing indicators of crop growing. Multicriterion model is reduced to the problem of optimizing with the predetermined target function which considers almost all parameters of the prodution quality. The model takes into account limits of modifications of quality characteristics of production by introducing the indistinct description of the quality characteristics of productions. The model was developed on the example of evaluating quality of the barley grain.
Źródło:
ECONTECHMOD : An International Quarterly Journal on Economics of Technology and Modelling Processes; 2014, 3, 4; 59-62
2084-5715
Pojawia się w:
ECONTECHMOD : An International Quarterly Journal on Economics of Technology and Modelling Processes
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Laboratory vector models in regard to animal protection legislation
Autorzy:
Lonc, E
Mizgajska, H.
Hildebrand, J.
Powiązania:
https://bibliotekanauki.pl/articles/839787.pdf
Data publikacji:
1999
Wydawca:
Polskie Towarzystwo Parazytologiczne
Tematy:
legislation
laboratory vector model
International Committee for Laboratory Animals
parasitology
animal protection
Źródło:
Annals of Parasitology; 1999, 45, 4
0043-5163
Pojawia się w:
Annals of Parasitology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Oddziaływanie inflacji na wzrost gospodarczy w Polsce w okresie 1991-2009
The impact of inflation on economic growth in Poland in the period 1991-2009
Autorzy:
Misztal, P.
Powiązania:
https://bibliotekanauki.pl/articles/399322.pdf
Data publikacji:
2010
Wydawca:
Politechnika Białostocka. Oficyna Wydawnicza Politechniki Białostockiej
Tematy:
inflacja
wzrost gospodarczy
model autoregresji wektorowej
inflation
economic growth
vector autoregression model
Opis:
The main aim of the study was to analyze the impact of inflation on the economic growth in Poland in the period from 1991 to 2009. In the paper, methods based on the literature study of international economics and international finance as well as econometric methods (Vector Autoregression Model - VAR) were used. All statistics used in the paper came from the statistical base EconStats. On the basis of the analysis of the relationship between inflation and the economic growth in Poland in the period from 1991 to 2009 you can point to several key conclusions. Firstly, relationship between the inflation rate and the dynamics of real GDP in Poland was relatively important in this period. Moreover, on the basis of VAR model estimates, a negative influence of inflation on the economic growth in Poland over considered period was confirmed. The results also revealed that changes in the inflation rate accounted for 0.5% variability of the growth rate of real GDP in Poland after a year from the shock. Moreover, the existence of non-linear relationship between inflation and economic growth in Poland was confirmed and two threshold levels of inflation amounted to 2.49% and 11.8% were estimated.
Źródło:
Ekonomia i Zarządzanie; 2010, 2, 3; 46-57
2080-9646
Pojawia się w:
Ekonomia i Zarządzanie
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analysis of budget deficits and macroeconomic fundamentals: A VAR-VECM approach
Autorzy:
Epaphra, Manamba
Powiązania:
https://bibliotekanauki.pl/articles/522020.pdf
Data publikacji:
2017
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Budget deficit
Macroeconomic variables
Vector Autoregression
Vector Error-Correction Model
Opis:
Aim/purpose – This paper examines the relationship between budget deficits and selected macroeconomic variables in Tanzania for the period spanning from 1966 to 2015. Design/methodology/approach – The paper uses Vector autoregression (VAR) – Vector Error Correction Model (VECM) and variance decomposition techniques. The Johansen’s test is applied to examine the long run relationship among the variables under study. Findings – The Johansen’s test of cointegration indicates that the variables are cointegrated and thus have a long run relationship. The results based on the VAR-VECM estimation show that real GDP and exchange rate have a negative and significant relationship with budget deficit whereas inflation, money supply and lending interest rate have a positive one. Variance decomposition results show that variances in the budget deficits are mostly explained by the real GDP, followed by inflation and real exchange rate. Research implications/limitations – Results are very indicative, but highlight the importance of containing inflation and money supply to check their effects on budget deficits over the short run and long-run periods. Also, policy recommendation calls for fiscal authorities in Tanzania to adopt efficient and effective methods of tax collection and public sector spending. Originality/value/contribution – Tanzania has been experiencing budget deficit since the 1970s and that this budget deficit has been blamed for high indebtedness, inflation and poor investment and growth. The paper contributes to the empirical debate on the causal relationship between budget deficits and macroeconomic variables by employing VAR-VECM and variance decomposition approaches.
Źródło:
Journal of Economics and Management; 2017, 30; 20-57
1732-1948
Pojawia się w:
Journal of Economics and Management
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Document Clustering : Concepts, Metrics and Algorithms
Autorzy:
Tarczynski, T.
Powiązania:
https://bibliotekanauki.pl/articles/226231.pdf
Data publikacji:
2011
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
document clustering
text mining
k-means
hierarchical clustersting
vector space model
Opis:
Document clustering, which is also refered to as text clustering, is a technique of unsupervised document organisation. Text clustering is used to group documents into subsets that consist of texts that are similar to each orher. These subsets are called clusters. Document clustering algorithms are widely used in web searching engines to produce results relevant to a query. An example of practical use of those techniques are Yahoo! hierarchies of documents [1]. Another application of document clustering is browsing which is defined as searching session without well specific goal. The browsing techniques heavily relies on document clustering. In this article we examine the most important concepts related to document clustering. Besides the algorithms we present comprehensive discussion about representation of documents, calculation of similarity between documents and evaluation of clusters quality.
Źródło:
International Journal of Electronics and Telecommunications; 2011, 57, 3; 271-277
2300-1933
Pojawia się w:
International Journal of Electronics and Telecommunications
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Terms of trade i wzrost gospodarczy w Polsce w okresie 1980–2009
Autorzy:
Misztal, Piotr
Powiązania:
https://bibliotekanauki.pl/articles/1810732.pdf
Data publikacji:
2012-09-30
Wydawca:
Uniwersytet Warszawski. Wydawnictwo Naukowe Wydziału Zarządzania
Tematy:
terms of trade
wzrost gospodarczy
model wektorowej autoregresji
economic growth
vector autoregressive model
Opis:
Celem artykułu jest analiza oddziaływania zmian cenowych terms of trade i zmienności terms of trade na wzrost gospodarczy w Polsce w okresie 19802009. Wyniki badań przeprowadzonych za pomocą modelu wektorowej autoregresji (VAR) ujawniły, że poprawa cenowych terms of trade w Polsce prowadził do wzrostu dynamiki PKB per capita, zaś wzrost zmienności cenowych terms of trade przyczyniać się do zmniejszenia tempa wzrostu PKB na mieszkająca w Polsce. Ponadto potwierdzono stosunkowo większe oddziaływanie zmian cenowych terms of trade niż zmienności terms of trade na dynamikę wzrostu gospodarczego w Polsce. Wykazano również, że zmiana cenowych terms of trade i zmienność terms of trade wyjaśniały w zbliżonym stopniu zmienność PKB per capita w Polsce w okresie 19802009.
This article aims to analyze the impact of changes in terms of trade and terms of trade volatility on economic growth in Poland in the period 19802009. The results of tests using the vector autoregressive model (VAR) revealed that improved terms of trade in Poland led to increased dynamics of GDP per capita, while the increase in terms of trade volatility reduced the growth rate of GDP per capita in Poland. In addition, there was confirmed the greater impact of changes in terms of trade, than the terms of trade volatility on the dynamics of economic growth in Poland. It was also demonstrated that the change in terms of trade and volatility of terms of trade, explained in a similar degree the variation of GDP per capita in Poland in the period 19802009.
Źródło:
Studia i Materiały; 2012, 1–2/2012 (14–15); 16-24
1733-9758
Pojawia się w:
Studia i Materiały
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Wpływ światowych cen ropy naftowej na ceny w Polsce
World oil price impact on prices in Poland
Autorzy:
Baranowski, Paweł
Sztaudynger, Jan Jacek
Powiązania:
https://bibliotekanauki.pl/articles/424758.pdf
Data publikacji:
2014
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
oil price
producer price
consumer price
Vector Error Correction Model
Opis:
The world oil price is an exogenous as well as key component and factor influencing domestic prices (especially transportation). The question is: how the oil price influences producer and consumer prices. We focus on a short- and long-term relationship between the domestic prices and oil price (expressed in Polish zloty). We use Vector Error Correction Models, with cost-based specification, i.e. including additionally wages and euro-zloty exchange rate. The degree of estimated long-term pass-through oil prices to producer and consumer prices is 0,15 and 0,05, respectively. Both producer and consumer prices have comparable size of short-term reaction to an oil price shock, but the producer price reaction is more prolonged.
Źródło:
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2014, 2(44); 9-16
1507-3866
Pojawia się w:
Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Crude Oil Price and Speculative Activity: A Cointegration Analysis
Autorzy:
Socha, Robert
Wdowiński, Piotr
Powiązania:
https://bibliotekanauki.pl/articles/2076245.pdf
Data publikacji:
2018
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
crude oil price
speculation
futures
cointegration
vector error correction model
Opis:
The aim of the study is to discuss the relationship of the crude oil price, speculative activity and fundamental factors. An empirical study was conducted with a VEC model. Two cointegrating vectors were identified. The first vector represents the speculative activity. We argue that the number of short noncommercial positions increases with the crude oil stock and price, decreases with the higher number of long non-commercial positions. A positive trend of crude oil prices may be a signal for traders outside the industry to invest in the oil market, especially as access to information could be limited for them. The second vector represents the crude oil price under the fundamental approach. The results support the hypothesis that the crude oil price is dependent on futures trading. The higher is a number of commercial long positions, the greater is the pressure on crude oil price to increase.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2018, 3; 263-304
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analysis of the Cobb-Douglas Production Function as a Tool to Investigate the Impact of FDI Net Inflows on Gross Domestic Product Value in Poland in the Period 1994-2012
Autorzy:
Kosztowniak, Aneta
Powiązania:
https://bibliotekanauki.pl/articles/488854.pdf
Data publikacji:
2014
Wydawca:
Instytut Badań Gospodarczych
Tematy:
FDI
GDP
Cobb-Douglas production function
VECM (Vector Error Corection Model)
Opis:
The purpose of this paper is to analyse the impact of foreign direct investments net inflows on changes in GDP value in Poland in the period between 1994 and 2012 with the use of the Cobb-Douglas production function. The paper consist of five parts. Parts I and II present some aspects of the FDI influence on economic growth from the theoretical and empirical point of view. Part III defines conditions indispensable for the positive FDI impact on the economy of the host country. Part IV outlines changes of FDI flows in Poland in the period of 1994-2012. Part V includes the main assumptions of the Cobb-Douglas production function and an estimate of changes in GDP value for Poland in the period 1994–2012 with the use of the VECM. The factors significant for economic growth are also identified, including the significance of the net FDI inflows. Eventually, the effect of gross fixed capital formation, employment, FDI net inflows, exports and R&D on changes in the GDP value are determined.
Źródło:
Oeconomia Copernicana; 2014, 5, 4; 169-190
2083-1277
Pojawia się w:
Oeconomia Copernicana
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A price transmission analysis of pasteurised liquid milk in South Africa: granger causility approach
Autorzy:
Ramoshaba, Tshegofatso
Belete, Abanet
Hlongwane, Johanes Jan
Powiązania:
https://bibliotekanauki.pl/articles/1902627.pdf
Data publikacji:
2019-12-28
Wydawca:
Uniwersytet Przyrodniczy w Poznaniu. Wydawnictwo Uczelniane
Tematy:
price transmission
Granger causality
pasteurized liquid milk
Vector Error Correction model
Opis:
Price transmission studies have become increasingly important in Sub-Saharan Africa over the past decades because of its nature of providing clear and insightful information into these markets. In this study, the price transmission mechanism is described with an agricultural product within the dairy industry, namely pasteurized liquid milk. The aim of this study was to investigate and analyze the nature of the price transmission mechanism for pasteurized liquid milk in South Africa. The study used secondary time series data that covered a sample size of 17 years (2000–2016) for pasteurized liquid milk. The Granger causality test and the Vector Error Correction Model were used for data analysis. The Granger causality tests suggest that a bidirectional causal relationship exists between processor and farmgate prices, and also between retail and processor prices. On the other hand, retail prices were found to have a unidirectional causality effect on farmgate prices. The VECM results showed asymmetric price transmission, implying that retailers and processors react quicker to a price increase than to a price decrease. A price monitoring policy is suggested to be put in place in order to protect the consumers from unfair prices passed on by the retailers.
Źródło:
Journal of Agribusiness and Rural Development; 2019, 54, 4; 345-353
1899-5241
Pojawia się w:
Journal of Agribusiness and Rural Development
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Prognozowanie inflacji w Polsce na podstawie modeli autoregresji wektorowej
Forecasting Inflation in Poland Based on Vector Autoregressive Models
Projections relatives à l’inflation en Pologne sur la base des modèles autorégressifs vectoriels
Прогнозирование инфляции в Польше на основе модели векторной авторегрессии
Autorzy:
Wójcik, Szymon
Powiązania:
https://bibliotekanauki.pl/articles/543416.pdf
Data publikacji:
2015-01
Wydawca:
Główny Urząd Statystyczny
Tematy:
Model wektorowej autoregresji
Prognozowanie
Inflacja
Zmienność poziomu cen
Vector Autoregression Model (VAR)
Forecasting
Inflation
Price level variability
Opis:
В статье были использованы модели векторной авторегрессии для прогнозирования месячного показателя потребительских цен в Польше. Выбор используемых макроэкономических переменных соответствовал трем теориям формирования инфляции: монетаристской, кейнсианской (курсовой) и издержек. В прогнозировании была использована концепция вне выборки (out-of-sample), а качество результатов было обследовано с использованием ошибок прогноз ex post.
W artykule wykorzystano modele wektorowej autoregresji do prognozowania miesięcznego indeksu cen konsumenta w Polsce. Dobór użytych zmiennych makroekonomicznych odpowiadał trzem teoriom powstawania inflacji: monetarystycznej, keynesowskiej i kosztowej. W prognozowaniu wykorzystano koncepcję prognozowania poza próbę (out-of-sample), a jakość wyników zbadano przy pomocy błędów prognoz ex post.
The article presents a usage of vector autoregressive models in forecasting polish consumer price index. Macroeconomic variables used in this paper are considered to reflect particular economic theories describing causes of inflation. Out-of-sample methodology was used in forecasting process. Accuracy of results was diagnosed by using ex post forecasting errors.
Źródło:
Wiadomości Statystyczne. The Polish Statistician; 2015, 1; 28-41
0043-518X
Pojawia się w:
Wiadomości Statystyczne. The Polish Statistician
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Model monetarny kursu równowagi złoty/euro: analiza kointegracyjna
The Monetary Model of the Zloty-Euro Equilibrium Exchange Rate: Cointegration Analysis
Autorzy:
Wdowiński, Piotr
Powiązania:
https://bibliotekanauki.pl/articles/574303.pdf
Data publikacji:
2011-03-31
Wydawca:
Szkoła Główna Handlowa w Warszawie. Kolegium Analiz Ekonomicznych
Tematy:
Frankel monetary model
zloty/euro equilibrium exchange rate
cointegration analysis
vector error correction model
Opis:
The author carries out a cointegration analysis for the nominal exchange rate of the zloty against the euro according to a monetary theory developed by U.S. economist Jeffrey A. Frankel (1979). Wdowiński estimates a cointegration vector for the period 1999M7-2008M9. Long-term estimates show that the euro exchange rate depends on changes in industrial production and on short- and long-term interest rates, the author says. The influence of M1 money supply proves to be statistically insignificant. The departure of the euro rate from a state of monetary equilibrium was corrected slowly, the author says, because the half-life of the divergence was almost two years. The solution of the model showed that the euro exchange rate diverged significantly from a state of equilibrium determined by fundamental factors in the 1999M7-2004M1 period, while showing smaller deviations in the 2004M2-2008M9 period. Overall, the author observed periods when the zloty was both overvalued and undervalued against the euro due to a long-term equilibrium rate. The deviations stabilized noticeably from May 2003. In the 2003M5-2006M3 period, the zloty was overvalued by 9.6% on average, while in the 2006M4-2008M9 period it was undervalued by 9.3%. In the short term, the zloty tended to appreciate as a result of increases in short-term interest rates. According to the author, fundamental economic factors in Poland and the euro area point to the existence of a trend whereby the zloty is gaining ground against the euro, while short-term changes in this rate may be significant due to a growing macroeconomic risk.
Źródło:
Gospodarka Narodowa. The Polish Journal of Economics; 2011, 246, 3; 67-86
2300-5238
Pojawia się w:
Gospodarka Narodowa. The Polish Journal of Economics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Portfolio management of a small RES utility with a structural vector autoregressive model of electricity markets in Germany
Autorzy:
Maciejowska, Katarzyna
Powiązania:
https://bibliotekanauki.pl/articles/2204084.pdf
Data publikacji:
2022
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
intraday electricity market
day-ahead electricity market
structural vector autoregressive model
probabilistic forecasting
trading strategy
Opis:
Electricity producers and traders are exposed to various risks, among which price and volume risk play very important roles. This research considers portfolio-building strategies that enable the proportion of electricity traded in different electricity markets (day-ahead and intraday) to be chosen dynamically. Two types of approaches are considered: a simple strategy, which assumes that these proportions are fixed, and a data-driven strategy, in which the ratios fluctuate. To explore the market information, a structural vector autoregressive model is applied, which allows one to estimate the relationship between the variables of interest and simulate their future distribution. The approach is evaluated using data from the electricity market in Germany. The outcomes indicate that data-driven strategies increase revenue and reduce trading risk. These financial gains may encourage energy traders to apply advanced statistical methods in their portfolio-building process.
Źródło:
Operations Research and Decisions; 2022, 32, 4; 75--90
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Application of the vector-autoregression VAR model in the analysis of unemployment hysteresis in the context of Okun’s Law
Autorzy:
Kołbyko, Patryk
Powiązania:
https://bibliotekanauki.pl/articles/2207120.pdf
Data publikacji:
2023-02-22
Wydawca:
Uniwersytet Ekonomiczny w Poznaniu
Tematy:
vector-autoregression model VAR
time series analysis
hysteresis in the labour market
Okun’s Law
macroeconometrics
Opis:
Unemployment is an important macroeconomic issue both in theoretical terms and for economic reality. On the theoretical ground, the unemployment rate, which is a measure of the share of unemployed units of the labour supply in the economy, determines the output gap at a certain adjustment parameter determined by the marginal productivity of labour. One of the causes of rising or persistent unemployment in the economy is the phenomenon of unemployment hysteresis, which occurs as a result of changes in the marginal disutility of labour, the strength of the wage bargain and other exogenous conditions arising in previous periods. The purpose of the study conducted in the following paper is to investigate the phenomenon of hysteresis in the labour market by analysing the significance of the impact of the unemployment rate in previous periods. In addition, the work aims to study Okun’s Law as an effect of production dynamics on the unemployment rate. The study of the dependence was carried out through the estimation of a macroeconometric time series model—vector-autoregression (VAR) on the example of statistical data for Poland obtained from Statistics Poland (Stat.gov.pl) and complied raports about national accounts in the quarterly sequence for the years 2015–2021. The period of the study was arbitrarily selected with the observation of business cycle fluctuations in the above time frame. Empirical analysis of selected structural parameters through estimation of the vector-autore- gression model showed a significant influence of the time series in the formation of the unemployment rate, which confirms the influence of the analysed phenomenon of hysteresis in the labour market. In addition, the vector-autoregression model for inter- val forecasting through the use of dynamic prediction proved to be a posteriori accurate forecasting model of the unemployment rate in the Polish economy.
Źródło:
Research Papers in Economics and Finance; 2022, 6, 2; 68-85
2543-6430
Pojawia się w:
Research Papers in Economics and Finance
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Koncepcja i opracowanie geoportalu AGH
The Concept and Development of AGH Geoportal
Autorzy:
Parkitny, Ł
Lupa, M.
Materek, K
Inglot, A.
Pałka, P.
Mazur, K
Kozioł, K.
Chuchro, M.
Powiązania:
https://bibliotekanauki.pl/articles/346459.pdf
Data publikacji:
2013
Wydawca:
Polskie Towarzystwo Informacji Przestrzennej
Tematy:
system informacji przestrzennej
baza danych przestrzennych
dane przestrzenne
model wektorowy
analiza sieciowa 3D
geoportal
GIS
spatial information system
spatial database
spatial data
vector model
3D network analyses
Opis:
W niniejszej pracy omówione zostaną szczegółowo etapy projektowania i implementacji „Geoportalu AGH”. Pierwsza część artykułu dotyczy idei, a także opisu prac przygotowawczych i projektowych Systemu. Następnie omówiony został proces pozyskiwania danych przestrzennych i opisowych, które były podstawą do utworzenia wektorowego modelu kampusu AGH. Szczególną uwagę poświęcono również bazie danych, przedstawiając jej strukturę i rozwiązania pozwalające na jej integrację z systemami przechowywania danych osobowych. W pracy przedstawiona została również metodyka tworzenia sieci dróg w przestrzeni trójwymiarowej, stanowiącej jedno z narzędzi udostępnianych w sieci, wraz z opisem działania na serwerze. Ponadto szczegółowo opisany został projekt aplikacji typu WebGIS, stanowiącej warstwę prezentacji Geoportalu, utworzony przy użyciu technologii ArcGIS API for Silverlight. Na koniec przedstawione zostaną plany dotyczące wdrożenia nowych funkcjonalności, o które ma zostać rozbudowany serwis.
In this paper we present stages of design and implementation of Geoportal AGH for the AGH University of Science and Technology. First part of the paper relates to the idea of the project and description of the system design. Next, we discuss the process of acquiring spatial data and descriptive data, which provided the basis for creation of a vector model of AGH campus. Particular attention was also devoted to the database structure and solutions allowing its integration with personal data storage systems. The paper also presents methodology of creating a network of roads in three-dimensional space, which is one of the tools available in the internet together with the operation instructions. In addition, a design of WebGIS application is described, constituting a layer of Geoportal presentation, created with the use of ArcGIS API for Silverlight. Finally, we discuss future plans of implementation of new functionalities to extend our services.
Źródło:
Roczniki Geomatyki; 2013, 11, 3(60); 79-85
1731-5522
2449-8963
Pojawia się w:
Roczniki Geomatyki
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Monetary determinants of output dynamics in the light of the structural vector-autoregressive SVAR model: a Keynesian approach
Autorzy:
Kołbyko, Patryk Norbert
Powiązania:
https://bibliotekanauki.pl/articles/20312085.pdf
Data publikacji:
2024
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
endogenous money creation
macroeconometrics
monetary theory of the business cycle
time series decomposition
structural vector-autoregressive model
Opis:
PURPOSE: The purpose of the following paper is to analyze and empirically verify the monetary theory of business cycles as a mechanism for the interaction of the dynamics of production and money supply based on the example of the Polish economy. In order to identify and mitigate the risk of economic fluctuations as a function of the response of the central bank, it is necessary to conduct an extensive analysis of the indirect mechanism of transmission of monetary impulses on production in the economy. DESIGN/METHOD: Empirical analysis was carried out by estimating a macroeconometric time series model taking into account the inductive information based on the Keynesian theory the structural vector-autoregressive SVAR model. The stochastic process included in the study was based on statistical data of Poland, which were obtained from the cyclical reports: ‘Preliminary estimate of gross domestic product’ and ‘Quarterly accounts of gross domestic product in 2017-2021’, Poland’s Central Statistical Office and the National Bank of Poland's databases for the time interval of 2007.Q1-2022.Q2. RESULTS/FINDINGS: The applied empirical analysis positively verified the existence of an indirect monetary impulse transmission mechanism in Poland’s economy. The obtained research has positively verified the compatibility of the monetary theory of the business cycle in terms of the Keynesian theory with the macroeconomic reality in Poland. The results of the research justify the measures to mitigate the risk of economic instability and impose a requirement for discretionary policy by the National Bank of Poland. ORIGINALITY/VALUE: The following work addresses an important element of the macroeconomic analysis, specifically the monetary theory of the business cycle. The originality of the work stems from the empirical attempt to verify the monetary theory of the business cycle taking into account the indirect mechanism of transmission of monetary impulses on the grounds of the statistical data from the Polish economy.
Źródło:
Studies in Risk and Sustainable Development; 2024, 398; 1-19
2720-6300
Pojawia się w:
Studies in Risk and Sustainable Development
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Tendencje zmian cen na światowym rynku ropy naftowej po 2000 roku
Analysis of Oil Market Trends Post-2000
Autorzy:
Socha, Robert
Wdowiński, Piotr
Powiązania:
https://bibliotekanauki.pl/articles/575879.pdf
Data publikacji:
2018-03-31
Wydawca:
Szkoła Główna Handlowa w Warszawie. Kolegium Analiz Ekonomicznych
Tematy:
ceny ropy naftowej
OPEC
kointegracja
model wektorowej korekty błędem
oil price
cointegration
vector error correction model
Opis:
This paper aims to analyse changes in the oil market during the “third oil price shock” in 2007 and 2008. It is particularly important to investigate the influence of disruptions in oil production (in both OPEC and non-OPEC countries) on crude oil prices and consumption. The authors conduct an empirical investigation of this problem, estimating a vector error correction model and an impulse-response function. Based on the empirical data, we noticed that from 2004 to 2008 the growth in oil demand was not compensated by an appropriate increase in oil production. The results of impulse-response functions show that, with the improvement in global demand, we should rather expect OPEC production to increase. Moreover, this kind of reaction in OPEC is delayed by about four months, which can be explained by the restrictions on OPEC’s spare capacity. This limits the room for a short-term increase in OPEC production. Unexpected demand shocks or price innovations increase the level of both OPEC and non-OPEC production, but the response of OPEC is more significant. These findings may be considered as a point of departure for future analyses of OPEC production adjustments.
Celem artykułu jest przeprowadzenie analizy zmian zachodzących na rynku ropy naftowej w okresie trzeciego szoku cenowego w latach 2007-2008. Szczególnie istotna z punktu widzenia poruszanego problemu badawczego jest odpowiedź na pytanie, jaki wpływ na ceny ropy naftowej i wielkość konsumpcji tego surowca mają zaburzenia w wielkości wydobycia w grupie państw OPEC lub w państwach niestowarzyszonych w kartelu. W części empirycznej artykułu dokonano estymacji parametrów modelu wektorowej korekty błędem oraz analizy funkcji reakcji na impuls. Na podstawie wstępnej analizy danych statystycznych można zauważyć, iż wysokie tempo popytu w latach 2004-2008 nie było kompensowane przez odpowiednią dynamikę wydobycia. Na podstawie analizy funkcji reakcji na impuls można zauważyć, iż zaburzenie światowego popytu na ropę naftową wiąże się z pozytywną reakcją wydobycia państw kartelu, co skłania ku refleksji, na ile brak reakcji w latach 2007–2008 stanowił strategię polityki wydobywczej, a na ile pozostawało to poza decyzjami OPEC. Z drugiej strony pozytywna reakcja podaży OPEC na szok popytowy jest opóźniona o 4 miesiące, co daje podstawy do przypuszczeń, że natychmiastowe, krótkookresowe zwiększanie podaży w tej grupie państw jest ograniczone. Szoki wynikające z nieoczekiwanego wzrostu popytu na surowce lub zaburzeń w równaniu cen prowadzą do wzrostu produkcji w obu grupach państw. W obu przypadkach reakcja OPEC jest silniejsza.
Źródło:
Gospodarka Narodowa. The Polish Journal of Economics; 2018, 293, 1; 103-135
2300-5238
Pojawia się w:
Gospodarka Narodowa. The Polish Journal of Economics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The response of Zimbabwe tobacco exports to real exchange rates volatility
THE RESPONSE OF ZIMBABWE TOBACCO EXPORTS TO REAL EXCHANGE RATES VOLATILITY
Autorzy:
Mutodi, Knowledge
Chuchu, Tinashe
Maziriri, Eugine Tafadzwa
Powiązania:
https://bibliotekanauki.pl/articles/1892227.pdf
Data publikacji:
2020-07-08
Wydawca:
Uniwersytet Przyrodniczy w Poznaniu. Wydawnictwo Uczelniane
Tematy:
Real exchange rate (RER)
Real exchange rate volatility (RERV)
Vector error correction model (VECM)
Opis:
The focus of this study was on investigating the response of tobacco exports to real exchange rates and real exchange rate volatility and other factors in Zimbabwe using secondary data spanning from 1980 to 2019. Bilateral nominal exchange rates and time-variant weights of Zimbabwe’s 10 major trading partners were calculated and used to compute the real exchange rate index. The time-dependent weighting system was used to better represent the evolution of trade patterns in the index. The arithmetic method was employed for computing the index. Generalized autoregressive conditional heteroskedasticity (GARCH) and autoregressive conditional heteroscedasticity (ARCH) models were used to generate the real exchange rate volatility index. The export response function was adopted as the tobacco exports response model. The variables in the tobacco exports response model were the realworld Gross Domestic Product (GDP), real exchange rate, terms of trade, real exchange rate volatility and dollarization. A vector error correction model (VECM) was used to estimate the response of tobacco exports to real exchange rate, real exchange rate volatility and other factors. The VECM results indicated that real world GDP was insignificant in both the short and long run. In the long run, the real exchange rate appreciation had a negative impact on tobacco exports. Conversely, in the short run, the depreciation of real exchange rate had a positive impact on tobacco exports. Hence, the government has to adopt other mechanisms that reduce uncertain movements of exchange rates.
Źródło:
Journal of Agribusiness and Rural Development; 2020, 56, 2; 201-219
1899-5241
Pojawia się w:
Journal of Agribusiness and Rural Development
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model
Autorzy:
Osiewalski, Krzysztof
Osiewalski, Jacek
Powiązania:
https://bibliotekanauki.pl/articles/483271.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
Bayesian econometrics
vector error correction model
hybrid MGARCH-MSV processes
financial markets
commodity markets
Opis:
We develop a fully Bayesian framework for analysis and comparison of two competing approaches to modelling daily prices on different markets. The first approach, prevailing in financial econometrics, amounts to assuming that logarithms of prices behave like a multivariate random walk; this approach describes logarithmic returns most often by the VAR(1) model with MGARCH (or sometimes MSV) disturbances. In the second approach, considered here, it is assumed that daily price levels are linked together and, thus, the error correction term is added to the usual VAR(1)–MGARCH or VAR(1)–MSV model for logarithmic returns, leading to a reduced rank VAR(2) specification for logarithms of prices. The model proposed in the paper uses a hybrid MSVMGARCH structure for VAR(2) disturbances. In order to keep cointegration modelling as simple as possible, we restrict to the case of two prices representing two different markets. The aim of the paper is to show how to check if a long-run relationship between daily prices exists and whether taking it into account influences our inference on volatility and short-run relations between returns on different markets. In the empirical example the daily values of the S&P500 index and the WTI oil price in the period 19.12.2005 – 30.09.2011 are jointly modelled. It is shown that, although the logarithms of the values of S&P500 and WTI oil price seem to be cointegrated, neglecting the error correction term leads to practically the same conclusions on volatility and conditional correlation as keeping it in the model.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2013, 5, 1; 65-83
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Źródła fluktuacji realnego efektywnego kursu EUR/ PLN
Sources of real exchange rates fluctuations EUR/ PLN
Autorzy:
Waszkowski, Adam
Powiązania:
https://bibliotekanauki.pl/articles/452784.pdf
Data publikacji:
2011
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:
realny efektywny kurs walutowy, model wektorowej autoregresji, dekompozycja wariancji błędu prognozy
real exchange rate, vector autoregression model, forecast error variance decomposition
Opis:
W artykule poruszono problem wyjaśnienia źródła fluktuacji realnego efektywnego kursu walutowego na przykładzie EUR/ PLN wykorzystując podejście równowagi. Punktem wyjścia było opracowanie modelu wektorowej autoregresji oraz jego strukturalnej postaci. Specyfikacji modelu dokonano w oparciu o pracę Claridy i Galiego [1994], wykorzystując kwartalny szereg czasowy 1996- 2010 dla Polski i strefy euro. Pozwoliło to na estymację sytemu składającego się z trzech zmiennych: PKB, REER oraz HICP. Celem określenia źródła fluktuacji realnego kursu EUR/ PLN przeprowadzono dekompozycję wariancji błędu prognozy. Okazało się, że największe znaczenie (powyżej 80%) w wyjaśnieniu wariancji REER mają szoki popytowe.
In the article we've raised the issue of explaining the source of the fluctuation of the Real Effective Exchange Rate (REER) using a equilibrium approach for EUR/PLN example. The starting point was to elaborate a model of vector autoregression and its structural form. The specification of a model have been made based on Clarida and Gali's work. To determine the source of the fluctuation of the real exchange rate we used Forecast Error Variance Decomposition. It resulted that the most important (more than 80%) in explaining the variance of the REER are demand shocks.
Źródło:
Metody Ilościowe w Badaniach Ekonomicznych; 2011, 12, 2
2082-792X
Pojawia się w:
Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
SPATIAL PIGMEAT PRICE TRANSMISSION: THE CASE OF LITHUANIA AND POLAND
PRZESTRZENNA TRANSMISJA CEN MIĘSA WIEPRZOWEGO NA PRZYKŁADZIE LITWY I POLSKI
Autorzy:
Jurkėnaitė, Nelė
Syp, Alina
Powiązania:
https://bibliotekanauki.pl/articles/2130400.pdf
Data publikacji:
2022-03-28
Wydawca:
Instytut Ekonomiki Rolnictwa i Gospodarki Żywnościowej - Państwowy Instytut Badawczy
Tematy:
przestrzenna transmisja cen
rynek mięsa wieprzowego
model autoregresji wektorowej
przyczynowość Grangera
spatial price transmission
pigmeat market
vector autoregression model
Granger causality
Opis:
The paper investigated the patterns of changes in spatial price transmission between pigmeat prices of two post-communist Member States, namely Lithuania and Poland, and five main producing countries in the EU-15, namely Germany, Denmark, France, Spain, and the Netherlands. This study employed vector autoregression modelling, as well as the Granger causality concept, and focused on changes in price behavior from May 2004 to May 2021. The findings suggest fundamental differences in the short-term price behavior of two post-communist countries. Over the investigated period, Poland strengthened the position in the EU pigmeat market and could be classified as a price leading country for the certain markets. The case of Lithuania demonstrated that countries with lower productivity and the dominant share of pig population on small-scale farms as well as high price level became vulnerable and evolved towards a viable national pig farming structures. Hence, a movement of new Member States towards greater market integration must be linked to the spread of innovations in pig farming or exit of uncompetitive farms. In the case of Lithuania, a promising direction of policy implications is support for the establishment of modern and competitive medium-sized farms, as well as the spread of relevant knowledge and innovations.
W pracy zbadano wzorce zmian w przestrzennej transmisji cen mięsa wieprzowego pomiędzy dwoma postkomunistycznymi państwami członkowskimi, tj. Litwą i Polską, a pięcioma głównymi krajami produkującymi w UE-15, tj. Niemcami, Danią, Francją, Hiszpanią i Holandią. W badaniu wykorzystano modelowanie wektorowej autoregresji, a także koncepcję przyczynowości Grangera i skupiono się na zmianach w zachowaniu cen od maja 2004 do maja 2021 roku. Wyniki sugerują fundamentalne różnice w krótkoterminowym zachowaniu cen w dwóch krajach postkomunistycznych. W badanym okresie Polska umocniła pozycję na unijnym rynku mięsa wieprzowego i mogła być zaklasyfikowana jako kraj liderów cenowych na niektórych rynkach. Przypadek Litwy pokazał, że kraje o niższej produktywności i dominującym udziale pogłowia trzody chlewnej w gospodarstwach o małej skali, a także o wysokim poziomie cen stały się wrażliwe i ewoluowały w kierunku opłacalnych krajowych struktur hodowli trzody chlewnej. Dlatego też podążanie nowych państw członkowskich w kierunku większej integracji rynku musi być powiązane z rozprzestrzenianiem się innowacji w hodowli trzody chlewnej lub wyjściem niekonkurencyjnych gospodarstw. W przypadku Litwy obiecującym kierunkiem konsekwencji polityki jest wspieranie tworzenia nowoczesnych i konkurencyjnych gospodarstw średniej wielkości, a także rozpowszechnianie odpowiedniej wiedzy i innowacji.
Źródło:
Zagadnienia Ekonomiki Rolnej; 2022, 370, 1; 87-106
0044-1600
2392-3458
Pojawia się w:
Zagadnienia Ekonomiki Rolnej
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Rationalization of the energy consumption of road transport for sustainable development
Autorzy:
Szaruga, Elżbieta
Powiązania:
https://bibliotekanauki.pl/articles/135696.pdf
Data publikacji:
2020
Wydawca:
Akademia Morska w Szczecinie. Wydawnictwo AMSz
Tematy:
energy consumption
freight road transport
rationalization
steady-state economy
sustainable development
vector error correction model
Opis:
This paper presents an approach to rationalize the energy consumption of road transport towards sustainability in a steady-state economy. The research hypothesis is that the rationalization of the energy consumption of road transport is affected by drift and shocks, which desynchronizes the adjustment mechanism from equilibrium. The objective of this research was to incorporate the model of energy consumption of road freight transport with the goals of sustainability by considering ecological and constructivist rational orders, the issue of order drift, and the occurrence of shocks. The research investigated Poland from the first quarter of 2004 to the fourth quarter of 2018. A model for rationalizing the energy consumption of road transport was constructed using the vector error correction model and cointegration techniques. The model revealed one cointegrating relationship and showed statistically significant unlimited drift. The level of changes to long-term equilibrium appeared respectively for GDP – 1.8%, PPI for energy – 7.3%, and for energy consumption – 10.9%. We observed a weak sustainability between the energy consumption of road transport and GDP and a strong sustainability between energy consumption of road transport and PPI energy. It was determined that price shocks had a positive impact (at the estimated point level around 0.06) and supply and demand shocks had a negative impact (at the level estimated point around –3).
Źródło:
Zeszyty Naukowe Akademii Morskiej w Szczecinie; 2020, 62 (134); 36-42
1733-8670
2392-0378
Pojawia się w:
Zeszyty Naukowe Akademii Morskiej w Szczecinie
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Network analyses with the use of spatial databases
Autorzy:
Budkowski, Szczepan
Powiązania:
https://bibliotekanauki.pl/articles/2175190.pdf
Data publikacji:
2022
Wydawca:
Uniwersytet Rolniczy im. Hugona Kołłątaja w Krakowie
Tematy:
geographic information system
database
network analysis
space management
raster data model
vector data model
system informacji geograficznej
baza danych
gospodarka przestrzenna
analiza sieci
model wektorowy
model rastowy
Opis:
An analysis is the process of browsing and searching for specific information from an entire dataset. The simplest analysis that can be performed on the data is visual analysis. However, it does not provide absolute certainty as to correctness and quality. A more advanced way of selecting required data is computer-based analysis. Analytical operations are performed on the data entered into the computer. The user defines the query, and the program performs calculations and displays the answer on the monitor screen. The aim of this publication is to conduct network analyses with the use of spatial databases. Besides focusing on the analysis as the leading research method, the paper also adopts this method to analyze the literature on the subject. In addition, the paper points to the complementary roles of the raster model and the vector model, emphasizing their coexistence. The paper shows a variety of applications of GIS analyses, from simple buffers around selected areas, through selection, and the intersection of layers, to network analyses. The high degree of advancement of GIS tools allows to build advanced models in which analyses that go beyond the original application of the collected databases can be run.
Źródło:
Geomatics, Landmanagement and Landscape; 2022, 3; 93--102
2300-1496
Pojawia się w:
Geomatics, Landmanagement and Landscape
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Latent semantic indexing for patent documents
Autorzy:
Moldovan, A.
Boţ, R. I.
Wanka, G.
Powiązania:
https://bibliotekanauki.pl/articles/908440.pdf
Data publikacji:
2005
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
indeksowanie semantyczne
rozkład wartości szczególnych
model przestrzeni wektorowej
klasyfikacja patentowa
Latent Semantic Indexing (LSI)
singular value decomposition (SVD)
vector space model (VSM)
patent classification
Opis:
Since the huge database of patent documents is continuously increasing, the issue of classifying, updating and retrieving patent documents turned into an acute necessity. Therefore, we investigate the efficiency of applying Latent Semantic Indexing, an automatic indexing method of information retrieval, to some classes of patent documents from the United States Patent Classification System. We present some experiments that provide the optimal number of dimensions for the Latent Semantic Space and we compare the performance of Latent Semantic Indexing (LSI) to the Vector Space Model (VSM) technique applied to real life text documents, namely, patent documents. However, we do not strongly recommend the LSI as an improved alternative method to the VSM, since the results are not significantly better.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2005, 15, 4; 551-560
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
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