Wyniki wyszukiwania - Biblioteka Nauki

1

Formalne porównanie modeli Copula-AR(1)-t-GARCH(1,1) dla subindeksów indeksu WIG

100%

Mokrzycka J. , Pajor A.

Przegląd Statystyczny

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2016

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tom 63

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nr 2

123-148

EN

Copulas have become one of most popular tools used in modelling the dependencies among financial time series. The main aim of the paper is to formally assess the relative explanatory power of competing bivariate Copula-AR-GARCH models, which differ in assumptions on the conditional dependence structure represented by particular copulas. For the sake of comparison the Copula-AR-GARCH models are estimated using the maximum likelihood method, and next they are informally compared and ranked according to the values of the Akaike (AIC) and of the Schwarz (BIC) information criteria. We apply these tools to the daily growth rates of four sub-indices of the stock index WIG published by the Warsaw Stock Exchange. Our results indicate that the informal use of the information criteria (AIC or BIC) leads to very similar ranks of models as compared to those obtained by the use of the formal Bayesian model comparison.

PL

Kopule stały się jednym z popularnych narzędzi modelowania zależności między szeregami czasowymi, pochodzącymi z rynków finansowych. Głównym celem pracy jest formalne, bayesowskie porównanie mocy wyjaśniającej dwuwymiarowych modeli Copula-AR-GARCH, różniących się strukturą zależności warunkowych, opisaną przez poszczególne kopule. Dla porównania dokonano również estymacji modeli Copula-AR-GARCH metodą największej wiarygodności, a następnie zbudowano ranking modeli na podstawie kryteriów informacyjnych Akaikego (AIC) oraz Schwarza (BIC). Modele CopulaAR-GARCH zostały wykorzystane do opisu zmienności i zależności dziennych stóp zwrotu subindeksów indeksu WIG. Wyniki wskazały na dużą przydatność bardzo prostych i nieformalnych metod porównywania modeli Copula-AR-GARCH. Dla sześciu par szeregów czasowych rankingi modeli uzyskane metodami formalnymi (w ujęciu bayesowskim) i metodami ad hoc (poprzez AIC i BIC) okazały się bardzo zbliżone, a w wielu przypadkach identyczne.

2

One-Period Joint Forecasts of Polish Inflation, Unemployment and Interest Rate Using Bayesian VEC-MSF Models

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Wróblewska J. , Pajor A.

Central European Journal of Economic Modelling and Econometrics

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2019

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nr 1

23-45

EN

The paper aims at comparing forecast ability of VAR/VEC models with a non-changing covariance matrix and two classes of Bayesian Vector Error Correction – Stochastic Volatility (VEC-SV) models, which combine the VEC representation of a VAR structure with stochastic volatility, represented by the Multiplicative Stochastic Factor (MSF) process, the SBEKK form or the MSF-SBEKK specification. Based on macro-data coming from the Polish economy (time series of unemployment, inflation and interest rates) we evaluate predictive density functions employing of such measures as log predictive density score, continuous rank probability score, energy score, probability integral transform. Each of them takes account of different feature of the obtained predictive density functions.

3

Ocena zgodności progów słyszenia w badaniach potencjałów słuchowych stanu ustalonego (ASSR), audiometrii tonalnej i słuchowych potencjałów wywołanych pnia mózgu (ABR) u młodych osób z prawidłowym słuchem

80%

Szymańska A. , Gryczyński M. , Pajor A.

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tom 62

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nr 6

735-739

EN

Introduction. One of the basic audiological parameter in estimation of hearing sensitivity is hearing threshold. The need for an objective tool to effi ciently predict the audiogram caused that the use and importance of ASSR method is growing in recent times. However, the technique is quite new and needs to be still improved. Aim of the study was the estimation of behavioral audiogram in comparison with ABR and ASSR threshold of young adults with normal hearing. Material and methods. The study sample included 9 subjects with normal hearing (18 ears) with no abnormalities in otoscopy. Behavioral hearing thresholds and ASSRs to carrier frequencies of 0.5, 1, 2, and 4 kHz were obtained. The ASSRs were assessed with Bio-logic MASTER system by the use of four sinusoidal tones both frequency – and amplitude – modulated given simultaneously to every ear for each carrier frequency. The potentials are collected, averaged and analyzed in this method by the fast Fourier transform to yield statistically signifi cant responses. Electrophysiologic threshold responses for click ABR stimuli for the same carrier frequencies for right and left ear were obtained by the use of Bio-logic Navigator Pro unit. Differences and correlations between the ASSRs, ABRs and the behavioral thresholds were determined. Results. We discovered that the values of pure tone audiograms and ABRs thresholds values differ from ASSRs considerably. We could also observed that the difference between behavioral and ABRs threshold is less than for behavioral and ASSRs threshold. Conclusion. To conclude, this study shows that auditory steady-state responses technique is not useful method in estimating of hearing threshold of young adults with normal hearing.

4

Ocena fenotypowa pacjentów z zespołem Pendreda

61%

Maciaszczyk K. , Pniewska-Siark B. , Gajewicz W. , Stefańczyk L. , Durko T. , Pajor A. , Lewiński A.

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tom 62

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nr 6

740-746

EN

Introduction. The Pendred syndrome (PS) is an autosomally recessively inherited disease. Its diagnosis requires identifi cation of the classical triad of symptoms, including hypoacusis, thyroid goitre and iodine organifi cation defect in the thyroid, which may lead to thyroid functional disorders of hypothyroidism. SP is accompanied by anatomical anomalies. The objective is the hearing and balance system evaluation and the analysis of the inner ear structure and also the assessment of the function and structure of thyroid gland. Material and methods. For the research four families were qualifi ed, 7 persons with PS, 12 persons altogether. In all the patients the anamnesis in the form of a questionnaire and laryngological examination were performed. It was followed by pure tone, speech and impedance audiometry and brainstem response testing as well. ENG was also conducted. Patients with hearing loss were subjected to magnetic resonance of temporal bone. For the whole group thyroid hormones levels and iodine organifi cation in the thyroid identifi ed in a test with potassium perchlorate were measured and also USG and scyntography were conducted. Results. In audiological examination in 3 cases deafness, in 2 cases profound hypoacusis and in 2 mild hypoacusis were recognised. In the group in 2 patients the hypoacusis was of a mixed type. In radiological assessment the labirynth showed anatomical anomalies in the form of enlargement of the vestibular aqueduct and the endolyphatic sac, yet in 3 patients the anomalies also concerned the structure of cochlear and semicircular canals. Endocrine examination showed hypothyroidism in 5, its subclinical form in 1, diffuse thyroid goitre in 4 and nodular thyroid goiter in 2 cases. Conclusions. A complex clinical evaluation: endocrine and audiological, together with radiological diagnostic imaging, supported by molecular studies of SLC26A4 gene, are the procedures, necessary for complete and accurate diagnosis of PS and EVAS.

5

Innovative System for Evaluation and Rehabilitation of Human Imbalance

41%

Gawrońska A. , Zamysłowska-Szmytke E. , Janc M. , Kotas R. , Kamiński M. , Marciniak P. , Tylman W. , Woźniak S. , Napieralski J. , Sakowicz B. , Pajor A. , Rosiak O. , Puzio A. , Lucas-Brot W. , Józefowicz-Korczyńska M.

Polish Journal of Otolaryngology

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2022

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tom 76

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nr 3

7-11

PL

Wstęp: Posturografia mobilna, oparta o czujniki sensoryczne montowane na tułowiu, pozwala na badanie stabilności statycznej (posturografia statyczna), a także na rejestracje zaburzeń podczas chodu. Cel: Celem tej pracy było przedstawienie wyników badań z zastosowaniem nowatorskiego systemu MEDIPOST, wykorzystanego do diagnostyki i rehabilitacji zaburzeń układu równowagi. Materiał i metody: Przedstawiono i omówiono 14 artykułów opublikowanych w zagranicznych czasopismach. Opracowanie i skonstruowanie urządzenia poprzedził przegląd literatury oraz prace metodyczne. Przetłumaczono i zwalidowano kwestionariusz niepełnosprawności Dizziness Handicap Inventory (DHI). Opracowano również metodykę posturografii z ruchami głowy o częstotliwości 0,3 Hz w grupie osób z przewlekłymi zawrotami głowy. Przeprowadzono jednoczasowo pomiary przy użyciu posturografii mobilnej ME-DIPOT i postruografii statycznej w teście MCTSIB (ang. Modified Clinical Test of Sensory Interaction in Balance) u osób zdrowych i chorych z jednostronną dysfunkcją obwodową układu równowagi. Wyniki: W badaniu posturografii z ruchami głowy stwierdzono poprawę czułości (z 67 do 74%) oraz swoistości (z 65 do 71%). W teście MCTSIB współczynniki korelacji wewnątrzklasowej dla obu metod (posturografia mobilna MEDIPOST vs statyczna) wynosiły 0,9. Największe różnice między badaniami zaobserwowano dla średniej prędkości kątowej środka ciężkości w próbach na piance (próba 3. i 4.), w szczególności zaś w próbach na piance z oczami zamkniętymi (próba 4. – czułość 86,4%, swoistość 87,7%). Dwa testy funkcjonalne poddano szczegółowej analizie: test przesiadania się między krzesłami (ang. Swap Seats) oraz test obrotu o 360 stopni. W pierwszym wyniki odczytywane są z 6 czujników – 86% wyników prawdziwie dodatnich i 73% wyników prawdziwie ujemnych dla klasyfikacji grup upadający/nieupadający. Drugi test pozwala różnicować osoby z uszkodzeniami przedsionkowymi i zdrowymi. Wynik może być analizowany z 1 (czułość 80%) i 6 czujników (czułość 86%, swoistość 84%). Aktualnie urządzenie MEDIPOST jest w fazie opracowywania i certyfikacji.

EN

Introduction: Mobile posturography is based on wearable inertial sensors; it allows to test static stability (static posturography) and gait disturbances. Aim: The aim of this work was to present the results of research on the innovative MEDIPOST system used for diagnosis and rehabilitation of balance disorders. Material and methods: Fourteen articles published in influenced foreign journals were presented and discussed. The deve-lopment and construction of the device was preceded by a literature review and methodological work. The Dizziness Handi-cap Inventory (DHI) questionnaire was translated and validated. The methodology of posturography with head movements with a frequency of 0.3 Hz was also developed in the group with chronic vestibular disorders. Simultaneous measurements were performed (static posturogrphy vs. MEDIPOST) in the CTSIB-M (Modified Clinical Test of Sensory Interaction in Balance) test in healthy subjects and patients with unilateral peripheral dysfunction. Results: In the posturography with head movements the improvement of sensitivity (67 to 74%) and specificity (65 to 71%) was noted. In the CTSIB-M test the intraclass correlation coefficients for both methods were 0.9. The greatest differences between examinations were observed for the mean angular velocity in the tests on the foam (trials no. 3 and 4), in particular on the foam with eyes closed (trial no. 4 – sensitivity 86.4%, specificity 87.7%). Two functional tests were analyzed: the Swap Seats test and the 360 degree turn test. In the former, the results are studied from 6 sensors – 86% of the true positives and 73% of the true negatives for the fall/ no-fall group classification. The second test differentiates people with vestibular impairment and healthy people. It can be analyzed with 1 (sensitivity 80%) and 6 sensors (sensitivity 86%, specificity 84%). Currently, the MEDIPOST device is in the development and certification phase