Wyniki wyszukiwania - Biblioteka Nauki

1

Reducibility Condition for Nonlinear Discrete-time Systems: Behavioral Approach

100%

Bartosiewicz Z. , Kotta Ü. , Pawłuszewicz E. , Tõnso M. , Wyrwas M.

Control and Cybernetics

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2013

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tom 42

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nr nr 2

329-346

EN

The paper addresses the problem of reducibility of nonlinear discrete-time systems, described by implicit higher order difference equations where no a priori distinction is made between input and output variables. The reducibility definition is based on the concept of autonomous element. We prove necessary reducibility condition, presented in terms of the left submodule, generated by the row matrix, describing the behavior of the linearized system, over the ring of left difference polynomials. Then the reducibility of the system implies the closedness of the submodule, like in the linear time-invariant case. In the special case, when the variables may be specified as inputs and outputs and the system equations are Niven in the explicit form, the results of this paper yield the known results. (original abstract)

2

Przyczynek do modelowania rozwoju zrównoważonego w długim okresie

100%

Domański R.

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nr nr 237

203-224

XX

W artykule opisano systemy nieliniowe o wysokiej złożoności, szczególną uwagę zwracając na problematykę wysokiej złożoności, której nie można utożsamiać ze skomplikowaniem. Omówiono zagadnienie atraktorów, m.in. atraktory w procesie długiego trwania oraz historyczne badania ewolucji krajobrazu. Celem opracowania było wniesienie do rozważań naukowych na temat zrównoważonego rozwoju systemów w długim okresie pojęcia atraktora.

EN

There are many problems of interest for economic geographers and regional scientists which require long term approach. The methods of getting through these problems are developing, however not sufficiently as yet. Methodological insufficiency reveal particularly when the system under study displays chaotic behavior. This occur very often in nonlinear dynamic system. The forces of attraction and repulsion inhere then not in equilibrium points or in limit cycles. Besides attractors of these two types, a third type appears, namely the strange attractors. These are subspaces of phase space of differential and difference equations describing the behavior of systems, which attract trajectories from contiguous environment (basins, regions). The attribute which makes them strange is their sensitivity to initial conditions and critical values of parameters. The characteristic feature of nonlinear systems is the occurence of coexisting attractors (points of equilibrium, limit cycles, strange attractors). The trajectories of such systems may tend to various attractors. Their behavior is then called metastable. It enlarges the area of uncertainty. This paper aims at bringing a new element to the discussion on sustainable development, namely the concept of attractors. They are discussed here in monmathematical manner. For the moment we consider them as an inspiring idea and try to accommodate to the research in empirical disciplines.(original abstract)

3

Note on Describing Function Analysis of Fractional Order Nonlinear Control Systems

100%

Yeroglu C. , Tan N.

Control and Cybernetics

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2015

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tom 44

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nr nr 2

233-255

EN

This paper presents extensions of some results, obtained for the analysis of classical nonlinear control systems, to the nonlinear fractional order systems. It is shown that the results related to limit cycle prediction using describing function method can be applied to the fractional order plants. The frequency and the amplitude of the limit cycle are used for auto-tuning of the PID controller for nonlinear control systems with fractional order transfer functions. Fractional order control system with parametric uncertainty is also considered for the nonlinear case. On the other hand, a new method is provided for stability margin computation for fractional order nonlinear control system with parametric uncertainty structure using the Nyquist envelopes of the fractional order uncertain plant and the describing function that represents the nonlinear-ity of the system. Maximum perturbation bounds of the parameters of the fractional order plant are computed. Numerical examples are included to illustrate the methods presented. (original abstract)

4

On an Interval Method for Nonlinear Systems

75%

Kołacz H.

Zeszyty Naukowe. Seria 1 / Akademia Ekonomiczna w Poznaniu

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1985

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nr nr 132 Papers on Numerical Methods and Their Applications

71-75

XX

W pracy skonstruowano algorytm interwałowy dla rozwiązywania układów równań nieliniowych. Podano warunki jego zbieżności oraz wykorzystano go do konstrukcji bezpiecznych obszarów startowych dla pewnej klasy iteracyjnych metod punktowych. (abstrakt oryginalny)

EN

In this paper an interval algorithm of Krawczyk-Moore type for the solution of a system of nonlinear equations is given. It is shown that under more general conditions than imposed by Moore, the considered algorithm converges to a solution. A simple numerical example is given. (original abstract)

5

Synthesis of Petri Net Based Model of a Discrete Event Manufacturing System for Nonlinear Process Plan Facility Management Service

75%

Słota A. , Zając J. , Uthayakumar M.

Management and Production Engineering Review

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2016

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tom 7

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nr nr 2

62-72

EN

This work presents a modelling approach for nonlinear process plan (NLPP) implementation in discrete event manufacturing system (DEMS). NLPP is used for the building of the modular structure of an Object Observable Petri Net model of DEMS. The general capabilities of DEMS are defined by resources' operation templates and the transition incidence relation. Based on system specification and NLPP executed in the system, the modular model of DEMS is defined. The required steps for constructing a modular model through the integration of resource models are presented. The proposed approach to modular modelling is illustrated by means of a sample DEMS and an example of NLPP. (original abstract)

6

Wpływ parametrów rekonstrukcji przestrzeni stanów na dokładność otrzymanych prognoz

63%

Miśkiewicz M.

Prace Naukowe / Akademia Ekonomiczna w Katowicach

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2009

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tom Metody matematyczne, ekonometryczne i komputerowe w finansach i ubezpieczeniach 2008

61-70

XX

W ostatnich latach można zaobserwować coraz większe zainteresowanie wielu badaczy, w tym także ekonomistów, teorią nieliniowych systemów dynamicznych. Jednym z narzędzi tej teorii są wykładniki Lapunowa, które mierzą wrażliwość systemu dynamicznego na zmianę warunków początkowych. W opracowaniu zostanie przedstawiona metoda prognozowania przyszłych wartości szeregów czasowych wykorzystująca pojęcie największego wykładnika Lapunowa oraz metoda najbliższych sąsiadów. Metody te wymagają jednak wcześniejszego zrekonstruowania przestrzeni stanów na podstawie jednowymiarowego szeregu obserwacji. Aby na podstawie ciągu obserwacji przeprowadzić rekonstrukcję przestrzeni stanów, należy wyznaczyć niezbędne parametry badanego systemu: czas opóźnień oraz wymiar zanurzenia rekonstruowanej przestrzeni. Celem opracowania jest zbadanie wpływu tych parametrów na dokładność prognoz otrzymanych metodą najbliższych sąsiadów oraz metodą opartą na pojęciu największego wykładnika Lapunowa. W badaniach empirycznych wzięto pod uwagę szereg czasowy utworzony z notowań kursu euro w okresie 2.01.2003 r.-30.09.2008 r., obejmującym 1456 notowań. (fragment tekstu)

7

Search for Chaos in Financial Time Series

63%

Trešl J.

Prace Naukowe Akademii Ekonomicznej we Wrocławiu

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2007

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nr nr 1162 Application of Mathematics and Statistics in Economics

185-196

XX

Zachowanie chaotyczne może być generowane w nieliniowych systemach dynamicznych pod pewnymi warunkami. Jest regułą, że nie jesteśmy zdolni rozwiązać odpowiednich nieliniowych równań różniczkowych i jesteśmy nieświadomi co do warunków początkowych. Jednocześnie dla danego szeregu czasowego jesteśmy w stanie obliczyć pewne ważne charakterystyki, takie jak wykładnik Lapunowa, wykładnik Hursta i wymiar korelacji. W celu rozróżnienia między chaosem deterministycznym a procesem niezależnym o identycznym rozkładzie można wykorzystać test BDS. Artykuł jest próbą analizy szeregów czasowych z czeskiego rynku kapitałowego. Stosując wspomniane metody, odkryto pewien rodzaj trwałego zachowania, tj. słabą tendencję do tworzenia cykli. (abstrakt oryginalny)

8

Dynamical Neural Networks as On-line Observer of Non-linear Systems

63%

Hendzel Z.

Zeszyty Naukowe / Wyższa Szkoła Informatyki i Zarządzania

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4 (2000)

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nr nr 2

43-50

XX

W artykule ukazano jak żywotne obserwatory mogą być praktycznie zaprojektowane przy użyciu neutralnych sieci z funkcją zasilania promieniowego, oparte na teorii kontroli nieliniowej. W tym rozwiązaniu obciążenia sieci są szacowane bezpośrednio, bez wcześniejszego przygotowania. Przedstawiono również rezultaty symulacji, otrzymane przez Matlab TM.

EN

The main objective of this paper is to indicate how practically viable observers can be designed using neutral networks with radial basis function, absed on results in non-linear control theory. In the solution proposed, weights of the nets are estimated on-line, without an initial preparation. The accurate knowledge about non-linear character of an object or linear character of the system is not required due to unklown parameters. Simulation results, made in Matlab TM, are included to complement the theoretical discussions. (original abstract)

9

Cybernetic Thinking in ICT Projects

63%

Lent B.

Przedsiębiorczość i Zarządzanie

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2014

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nr t. 15, z. 11, cz. 1 Zarządzanie - nowe perspektywy w dobie zmian demograficznych

261-273

EN

Equally the waterfall models or the agile models like SCRUM does not cover all the tasks relevant in the successful realization of software projects. A holistic, integrated approach, developing further the looping thinking of the developers and integrating in a balanced, systemic way human factor, is presented in this paper. Concept of the Wiener cybernetics of self-regulation and equilibrium stabilisation around specified goal, with the second order von Forster feed back and innovative third order cybernetics of human decision process are considered to be better suited to handle the complexity and indeterminacy of non-linear systems - such as project management. Paper presents the mental model of project management based on cybernetic system approach with several asynchronously running decentralised subsystems - the component-goal oriented processes. Without claming the wholeness or completeness of the solution the indices of possible project performance improvements over the last decade provide sufficient justification for continuing research in this area. (original abstract)

10

Testowanie nieliniowej integracji i kointegracji : Przykład weryfikacji hipotezy parytetu siły nabywczej

63%

Bruzda J.

Acta Universitatis Lodziensis. Folia Oeconomica

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2004

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tom 177 Rynki finansowe, prognozy a decyzje

79-94

XX

Autorka zaprezentowała nowoczesne testy nieliniowej integracji i kointegracji - testy niewrażliwe lub słabo wrażliwe na monotoniczne transformacje zmiennych. Procedury te zastosowano do weryfikacji hipotezy parytetu siły nabywczej w odniesieniu do kursu dolara amerykańskiego wyrażonego w forintach, koronach czeskich oraz złotych.

EN

In the paper the problem of investigation of non-linear cointegrating relationships is analysed. Though linear models have their advantages connected with simplicity of analysis and calculations, they turn out to be too large simplification of the economic reality. Firstly dependencies in the long run can take a non-linear form; secondly meanwhile the linear error correction, founding the proportionality and symmetry of adaptation to the long-term equilibrium, it sets aside this that system can correct large disequilibria stronger than small or react more strongly to negative disequilibria. In the paper the modern tests of non-linear integration and cointegration are presented - tests which are unsensitive or faintly sensitive on monotonic transformations of variables. The procedures were applied to verification of the PPP hypothesis in reference to US dollar expressed in forints, Czech crowns as well as zlotys. (original abstract)

11

Modernization of Means for Analyses And Solution of Nonlinear Programming Problems

63%

Trunov A.

Metody Ilościowe w Badaniach Ekonomicznych / Szkoła Główna Gospodarstwa Wiejskiego

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2015

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tom 16(XVI)

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nr nr 2

133-141

EN

The problems of optimization for nonlinear programming (NLP) with constraints inequalities are considered. Definition of condition-indicator as quantitative criterion of the properties of Lagrange function is justified. Application of indicator to increasing degree of completeness for system in NLP for finance and business problems with constraints inequalities are obtained. The new Lagrange function with square of each component of vector Lagrange multipliers for nonlinear objective function simultaneously with criterion-indicator as a source of additional equations is investigated. The conditions, in which the dimensionality of the vector of strategies and the number of constraints doesn't effects on the uniqueness of the optimization problem solution is received and discussed.(original abstract)

12

A Causal and Nonlinear Relationship between Trade Credit Policy and Firm Value: Evidence from an Emerging Market

51%

Karaca C.

Economics and Business Review

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2023

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tom 9 (23)

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nr nr 4

153-178

EN

This study examines whether there is a causal and nonlinear relationship between trade credit policy and firm value. In line with this purpose, the 2005Q1 - 2018Q4 period data is examined for 103 companies operating in the manufacturing industry in an emerging market, Borsa Istanbul, and the relationships revealed. The nonlinear relationship between trade credit and firm value has been proved with the Two-step System GMM (Generalized Moment of Methods) and causality with Dumitrescu - Hurlin (2012) heterogeneous panel causality tests. According to the findings, a nonlinear (inverted U-shaped) relationship has been found between trade credit policy and firm value. Moreover, the values of firms that have moved away from optimum trade credit levels are also negatively affected. One of the original aspects of this study is that the bidirectional causal relationship between trade credit policy and firm value has been revealed. (original abstract)

13

Nieliniowa dynamika szeregów czasowych w badaniach ekonomicznych

51%

Nowiński M.

Prace Naukowe Akademii Ekonomicznej we Wrocławiu. Seria : Monografie i Opracowania (nr 100)

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2007

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nr nr 1153

339

XX

Zaprezentowano krótkie wprowadzenie do analizy układów dynamicznych i teorii chaosu deterministycznego. Przedstawiono dokonania nauki w zakresie stosowania narzędzi analizy nieliniowej i teorii chaosu deterministycznego do badań praktycznych. Zaprezentowano wybrane aspekty modelowania układów dynamicznych. Omówiono problemy przygotowania danych ekonomicznych i wstępnej ich analizy. Przedstawiono teorie i praktyczne algorytmy obliczania wymiarów układów dynamicznych, wykładników Lapunowa oraz różnych typów entropii. Zaprezentowano metody badania samopodobieństwa procesów dynamicznych oraz wizualne metody analizy ekonomicznych szeregów czasowych. Przedstawiono konkretne testy nieliniowości i chaosu, a także tzw. metodę danych zastępczych w analizie nieliniowej szeregów czasowych.

EN

Nonlinearity and chaos are two terms, which in the last years of the twentieth century practically dominated many areas dealing with quantitative description of the surrounding reality. The nonlinear world means that result is not directly dependent and proportional to the obvious cause, and more and more often we realize that we are living in such a world. Nonlinearity means also that mathematical analysis and description of some dynamical processes become really difficult. This results in occurrence of some processes' special behaviour, which seems to us as not possible to be explained by the theory of the deterministic dynamics. The evident existence of some chaotic phenomena is often caused by specific nonlinear dynamic systems properties, for example particular sensitivity of system behaviour to very small changes of initial conditions. These changes can be exponentially magnified on some chaotic system trajectories, resulting in practical impossibility of the future dynamic system behaviour forecasting. The contemporary way of understanding chaos and its presence in nature is not equivalent with the total inability of understanding the origin dependencies in studied processes, but caused by the difficulties of establishing these initial conditions and precisely measuring their changes. Very important is the observation that seemingly very simple deterministic systems can be characterized by dynamics very complicated, complex and similar to random. So the substantial amount of recent research has sought to elucidate the role of nonlinearity and chaos in economic processes that often behave in similar way. Some of the work has been theoretical, attempting to ascertain whether simple nonlinear deterministic models can exhibit the kind of fluctuations typically found in economic data. Other work has been empirical, and discusses the possibility that actual economic time series are characterized by chaotic dynamics. Both types of research are regarded as being rather in the early stages and none of these developments is far enough along to bring the change in the way economic practitioners proceed. Nevertheless, the fact that so much research is being done suggests that we can expect new and important policy implications from this approach. This book surveys the recent research and attempts to present a picture of potential nonlinearity and deterministic chaos economic implications. In doing so, focus is placed first on the ways and problems of nonlinear, dynamic systems reconstruction based on the economic time series data. Secondly, we concentrate on the efficacy of determinism and nonlinearity tested in economic processes in the case where only time series data are available. The main goal of the book was the thorough demonstration of practical nonlinear analysis methods and the ways of detection of the deterministic chaos possible existence. The presented methods are supplied with description of the using rules, specific requirements for numeric applications, problems of data preprocessing, practical counting procedures and indication of troubles with understanding of the obtained findings. Inside one can also find some numerical results for real economic time series data with addition of the consequent interpretations. The book consists of the introduction, nine subject chapters and a special supplement with descriptions of used mathematical symbols and abbreviations, short lexicon of main terms connected with nonlinear analysis and chaos theory and the listing of references. The first chapter includes the basics of nonlinear and chaotic dynamics theory; the second presents the existing publications on using this theory in the field of economy. The third chapter indicates some problems connected with the reconstruction of dynamic systems generating examined unidimensional observation sequences. Some next chapters are crucial for the book, presenting real tests for determinism, nonlinearity and chaos. In detail we can mention here problems with data preprocessing and testing their stationarity. The chapter 5 describes the theory and numerical algorithms for dimensions, entropies and Lyapunov exponents, which can characterize stochastic-deterministic dynamic processes. Some next chapters concern for examining self-similarity and visual analysis of dynamic processes based on their topological properties. The last chapters present some tests for nonlinearity and chaos, as well as testing statistical hypotheses of the certain distribution properties of analyzed time series with new methods of generating the surrogate data. Besides, almost all chapters include results of the wide range of the comparative tests for selected economic time series and seemingly similar random and chaotic dynamic processes. (original abstract)

14

On the Stability of a Certain Keynes-Metzler-Goodwin Monetary Growth Model

51%

Sołtysiak D.

Economics and Business Review

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2023

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tom 9 (23)

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nr nr 1

26-64

EN

The article has three aims. The first aim is to develop an improved version of the Keynes-Metzler-Goodwin (the KMG) monetary growth model originally presented and analysed in a series of publications by Carl Chiarella, Peter Flaschel and Willi Semler. The improvement of the model is obtained by modifying some of its equations in a way which ensures that they reflect real macroeconomic dependencies more properly. The equations that have been modified describe final demand expectations, determinants of production decisions, fixed capital accumulation, tax revenues, government budget deficit and money demand. The second aim is to transform the model into an intensive form described by seven non-linear differential equations and determine its unique steady state which shows proportions between variables on the balanced growth path. The third ultimate aim is to present a mathematical proof that the new improved version of the KMG model is locally asymptotically stable. (original abstract)