Wyniki wyszukiwania - Biblioteka Nauki

1

Incremental Localization Algorithm Based on Regularized Iteratively Reweighted Least Square

100%

Yan X. , Yang Z. , Liu Y. , Xu X. , Li H.

Foundations of Computing and Decision Sciences

|

2016

|

tom Vol. 41, No. 3

183--196

EN

Incremental localization algorithm is a distributed localization method with excellent characteristics for wireless network. However, its estimated result is generally influenced by the heteroscedasticity arising from cumulative errors and the collineation among anchor nodes. We have proposed a novel incremental localization algorithm with consideration to cumulative errors and collinearity among anchors. Using iteratively reweighted and regularized method, the algorithm reduces the influences of errors accumulation and avoids collinearity problem between anchors. Simulation experiment results show that compared with the previous incremental localization algorithms, the proposed algorithm obtains a localization solution which not only has high accuracy but also high stability. Therefore, the proposed algorithm is suitable for different deployment environments and has high adaptability.

2

Vývoj obecních rozpočtů při ekonomické krizi v období 2007 - 2010 na příkladu regionu NUTS 3 Jihočeského kraje

75%

Filip P. , Veronika H. , Petra P.

Littera Scripta

|

2012

|

tom 1

89-101

EN

The global crisis that started with the crisis in the mortgage market in the U.S. was gradually transformed into a debt crisis that aects the majority of European countries and also aects the Czech Republic. The aim of this paper was to analyze the impacts of the economic crisis in public finance and their development, like development of the municipal budgets in the NUTS 3 regions of South Bohemia and using statistical methods to determine the variation in their budgets. For the analysis of municipal budgets the data from municipal budgets in the years 2007 - 2010 was selected, in which there the total and tax revenues of municipalities depending on the number of permanent residents were then closely monitored.

CS

Celosvětová krize, která odstartovala krizí na hypotečním trhu v USA, se postupně přetransformovala v krizi dluhovou, postihující většinu evropsk ých států a dotýkající se také České republiky. Cílem tohoto příspěvku byla analýza dopadù ekonomické krize ve veřejných financích a jejich vývoje, respektive obecních rozpočtů na území NUTS 3 Jihočeského kraje, a zjištění výkyvů v položkách těchto rozpočtů pomocí statistických metod. Pro analýzu obecních rozpočtů byla vybrána data z obecních rozpočtů v letech 2007 - 2010, ve kterých byly poté blíže sledovány celkové a daňové příjmy v závislosti na počtu trvale žijících obyvatel v obcích.

3

Application of SARIMA model to forecasting monthly flows in Waterval River, South Africa

63%

Tadesse K. B. , Dinka M. O.

Journal of Water and Land Development

|

2017

|

tom no. 35

229--236

EN

Knowledge of future river flow information is fundamental for development and management of a river system. In this study, Waterval River flow was forecasted by SARIMA model using GRETL statistical software. Mean monthly flows from 1960 to 2016 were used for modelling and forecasting. Different unit root and Mann–Kendall trend analysis proved the stationarity of the observed flow time series. Based on seasonally differenced correlogram characteristics, different SARIMA models were evaluated; their parameters were optimized, and diagnostic check up of forecasts was made using white noise and heteroscedasticity tests. Finally, based on minimum Akaike Information (AI) and Hannan–Quinn (HQ) criteria, SARIMA (3, 0, 2) x (3, 1, 3)12 model was selected for Waterval River flow forecasting. Comparison of forecast performance of SARIMA models with that of computational intelligent forecasting techniques was recommended for future study.

PL

Znajomość przyszłego przepływu wody w rzece jest istotna dla rozwoju i zarządzania w systemie rzecznym. W badaniach prezentowanych w niniejszym artykule prognozowano przepływ w rzece Waterval w Republice Południowej Afryki, używając modelu SARIMA i programu statystycznego GRETL. Do modelowania i budowania prognoz wykorzystano średnie miesięczne przepływy z lat 1960–2016. Różne pierwiastki jednostkowe i analiza trendu Manna–Kendalla dowiodły stacjonarności obserwowanych szeregów czasowych przepływu. Na podstawie sezonowo zróżnicowanych charakterystyk korelogramu oceniono różne modele SARIMA zoptymalizowano ich parametry i wykonano diagnostyczne sprawdzenie prognoz za pomocą białego szumu i testów heteroscedastyczności. Na podstawie minimum AI i kryteriów Hannana–Quinna (HQ), wybrano model SARIMA (3, 0, 2) x (3, 1, 3)12 do prognozowania przepływu w rzece Waterval. W dalszych badaniach proponuje się porównanie prognozowania za pomocą modeli SARIMA i technik komputerowych.

4

Bivariate simulation of river fow using hybrid intelligent models in sub basins of Lake Urmia, Iran

63%

Eslamitabar V. , Ahmadi F. , Sharafati A. , Rezaverdinejad V.

|

2023

|

tom Vol. 71, no. 2

873--892

EN

In this study, the performance of continuous autoregressive moving average (CARMA), CARMA-generalized autoregressive conditional heteroscedasticity (CARMA-GARCH), random forest, support vector regression and ant colony optimization (SVR-ACO), and support vector regression and ant lion optimizer (SVR-ALO) models in bivariate simulating of discharge based on the rainfall variables in monthly time scale was evaluated over four sub-basins of Lake Urmia, located in northwestern Iran. The models were assessed in two stages: train and test. The results showed that the CARMA-GARCH hybrid model offered better performance in all cases than the stand-alone CARMA. The improvement percentages of the error rate in the CARMA model compared to the CARMA-GARCH hybrid model in the Mahabad Chai, Nazlu Chai, Siminehrood, and Zola Chai sub-basins were 9, 20, 17, and 6.4%, respectively, in the training phase. Among the models, the hybrid SVR models integrated with ACO and ALO optimization algorithms presented the best performance based on the Taylor diagram and evaluation criteria. Considering the use of ant colony and ant lion optimization algorithms to optimize the support vector regression model’s parameters, these models offered the best performance in the study area to simulate the discharge. The improvement percentages of the error rate in the SVR-ACO model compared to the CARMA-GARCH hybrid model in the Mahabad Chai, Nazlu Chai, Siminehrood, and Zola Chai sub-basins were 11, 10, 19, and 21%, respectively, in the training phase. In contrast, the random forest model provided the lowest accuracy and the highest error in discharge simulation.

5

Coping with the heteroscedasticity in applied research - a comparison of three methods of food expenditure estimation in Northern Ghana's rural households

63%

Meng T. , Florkowski W. J. , Ibrahim M. , Kolovalli S.

Roczniki Naukowe Stowarzyszenia Ekonomistów Rolnictwa i Agrobiznesu

|

2013

|

tom 15

|

nr 6

EN

This study explores the determinants of food expenditures in northern Ghana’s rural households, using a survey data collected in 2010 in the vicinity of Tamale, the capital of the Northern Region. Three estimation methods (OLS, OLS with robust error, and WLS) are used in empirical models to address the possible heteroscedasticity. Models indicate that socio-demographic factors such as income, owning a tractor, age, and household composition are important factors in determining food expenditure. Similarly, farm features such as cultivation of staple or cash crops, the field size of groundnuts, as well as buying dry goods in bulk are also found to be major determinants. Results provide useful information for both private and public sector decision makers, while supplying ample evidence of the importance of estimation method selection to generate most accurate quantified effects of individual explanatory variables on food expenditure.

PL

Celem badań było zidentyfikowanie determinantów wydatków na żywność w wiejskich gospodarstwach domowych w Ganie, na podstawie danych z ankiety przeprowadzonej w 2010 r. w okolicy Tamale, stolicy Regionu Północnego. Aby wykluczyć heteroskedastyczność do obliczenia modelu użyto trzech metod – MNK, MNK z poprawionymi błędami oraz WMNK. Otrzymane wyniki wskazują na czynniki socjodemograficzne (dochód, posiadanie ciągnika, wiek i skład rodziny), jako czynniki determinujące wydatki na żywność. Stwierdzono, że uprawa podstawowych roślin i tych przeznaczonych na sprzedaż (np. orzeszki ziemne) oraz niektóre inne zmienne, jak np. zakup produktów suchych w ilościach hurtowych, były statystycznie istotne. Wyniki dostarczały informacji o przydatnych w podejmowaniu decyzji zarówno w sektorze prywatnym, jak i publicznym, jednocześnie podkreślają wagę wyboru metody umożliwiającej najdokładniejszą ocenę wpływu poszczególnych zmiennych na wydatki przeznaczone na zakup pożywienia.

6

Performance of variance function estimators for autoregressive time series of order one: asymptotic normality and numerical study

63%

Borkowski P. , Mielniczuk J.

Control and Cybernetics

|

2012

|

tom Vol. 41, no. 2

415-441

EN

We study performance of several conditional variance estimators for an autoregressive time series which include local linear smoothers with various bandwidths, local likelihood and difference-based estimators. In the theoretical part, asymptotic normality of the local linear estimator of variance with no mixing assumptions imposed on the underlying process is proved. Moreover, numerical examples performed reveal that a two-stage local linear smoother with a bandwidth, proposed by Ruppert, Sheather and Wand, used to estimate the regression function and a simple rule of thumb bandwidth for variance estimation performs best for variances without much structure, whereas the bandwidth considered by Fan and Yao works very well for much more variable variances.

7

Impact Of Financial Crisis On Hedging Effectiveness Of Futures Contracts: Evidence From The National Stock Exchange Of India

51%

Gupta K. , Kaur M.

South East European Journal of Economics and Business

|

2015

|

tom 10

|

nr 2

69-88

EN

The present study examines the impact of the 2008 financial crisis on the hedging effectiveness of three index futures contracts traded on the National Stock Exchange of India for near, next and far month contracts over the sample period of January 2000 – June 2014. The hedge ratios were calculated using eight methods; Naive hedging, Ederington’s Model, Autoregressive Integrated Moving Average, Vector Autoregressive, Vector Error Correction Methodology, Generalized Autoregressive Conditional Heteroskedasticity, Exponential Generalized Autoregressive Conditional Heteroscedasticity and Threshold Generalized Autoregressive Conditional Heteroskedasticity. The study finds an improvement in hedging effectiveness during the post-crisis period, which implies that during the high-volatility period hedging effectiveness also improves. It was also found that near month futures contracts are a more effective tool for hedging as compared to next and far month contracts, which imply that liquidity is a more important determinant of hedging effectiveness than hedge horizons. The study also finds that a time-invariant hedge ratio is more efficient than time-variant hedging. Therefore, knowledge of sophisticated econometrical tools does not help to improve hedge effectiveness.