Search results

  1. 1.
    0411501 - UTIA-B 20050231 RIV SK eng C - Conference Paper (international conference)
    Brestovanská, E. - Komorníková, Magda
    Modelling of economic time series using the regime-switching model.
    [Modelovanie ekonomických časových radov pomocou viacrežimových modelov.]
    Bratislava: Slovak Statistical and Demographical Society, 2004. ISBN 80-88946-36-0. In: Proceedings of the Conference PRASTAN 2004. - (Kalina, M.; Minárová, M.; Nánásiová, O.), s. 11-18
    [PRASTAN 2004. Kočovce (SK), 17.05.2004-21.05.2004]
    R&D Projects: GA ČR GA402/04/1026
    Institutional research plan: CEZ:AV0Z1075907
    Keywords : time series * regime-switching autoregressive models * SETAR * LSTAR * forecasting
    Subject RIV: BA - General Mathematics
    Permanent Link: http://hdl.handle.net/11104/0131581
     
     
  2. 2.
    0411258 - UTIA-B 20030245 RIV GB eng J - Journal Article
    Kárný, Miroslav - Nedoma, Petr - Khailova, Natalia - Pavelková, Lenka
    Prior information in structure estimation.
    IEE Proceedings. Control Theory and Applications. Roč. 150, č. 6 (2003), s. 643-653. ISSN 1350-2379
    R&D Projects: GA AV ČR IBS1075102; GA AV ČR IBS1075351; GA ČR GA102/03/0049
    Institutional research plan: CEZ:AV0Z1075907
    Keywords : prior knowledge * structure estimation * autoregressive models
    Subject RIV: BC - Control Systems Theory
    Impact factor: 0.745, year: 2003
    http://library.utia.cas.cz/separaty/historie/karny-0411258.pdf
    Permanent Link: http://hdl.handle.net/11104/0131343
     
     
  3. 3.
    0378658 - ÚTIA 2013 RIV BE eng C - Conference Paper (international conference)
    Pavelková, Lenka - Kárný, Miroslav
    Approximate Bayesian Recursive Estimation of Linear Model with Uniform Noise.
    Proceedings of the 16th IFAC Symposium on System Identification. Brussels: IFAC, 2012, s. 1803-1807. ISBN 978-3-902823-06-9.
    [16th IFAC Symposium on System Identification The International Federation of Automatic Control. Brussels (BE), 11.07.2012-13.07.2012]
    R&D Projects: GA TA ČR TA01030123
    Institutional support: RVO:67985556
    Keywords : recursive parameter estimation * bounded noise * Bayesian learning * autoregressive models
    Subject RIV: BC - Control Systems Theory
    http://library.utia.cas.cz/separaty/2012/AS/pavelkova-approximate bayesian recursive estimation of linear model with uniform noise.pdf
    Permanent Link: http://hdl.handle.net/11104/0210073
     
     
  4. 4.
    0348647 - ÚTIA 2011 RIV SK eng C - Conference Paper (international conference)
    Dedecius, Kamil - Nagy, Ivan - Hofman, Radek
    Modelling of Traffic Intensities.
    18th Annual Conference Proceedings, Technical Computing Bratislava. Bratislava: RT Systems s.r.o, 2010, s. 1-9. ISBN 978-80-970519-0-7.
    [Technical Computing Bratislava. Bratislava (SK), 20.10.2010-20.10.2010]
    Grant - others:ČVUT FD(CZ) SGS 10/099/OHK3/1T/16; Škoda Auto a.s.(CZ) ENS/2010/UTIA
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : traffic modelling * autoregressive models * traffic intensities
    Subject RIV: BC - Control Systems Theory
    http://library.utia.cas.cz/separaty/2010/AS/dedecius-modelling of traffic intensities.pdf
    Permanent Link: http://hdl.handle.net/11104/0189106
     
     
  5. 5.
    0328717 - ÚTIA 2010 RIV FR eng C - Conference Paper (international conference)
    Dedecius, Kamil - Nagy, Ivan - Kárný, Miroslav - Pavelková, Lenka
    Parameter Estimation With Partial Forgetting Method.
    [Odhad parametrů metodou parcialního zapomínání.]
    Proceedings of the 15th IFAC Symposium on Identification and System Parameter Estimation - SYSID 2009. Saint-Malo: IFAC, 2009, s. 534-539.
    [15th IFAC Symposium on Identification and System Parameter Estimation - SYSID 2009. Saint-Malo (FR), 06.07.2009-08.07.2009]
    R&D Projects: GA MŠMT 2C06001; GA ČR GA102/08/0567
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : autoregressive models * model * parameter estimation * prediction * regression
    Subject RIV: BD - Theory of Information
    http://library.utia.cas.cz/separaty/2009/AS/dedecius-parameter estimation with partial forgetting method.pdf
    Permanent Link: http://hdl.handle.net/11104/0174962
     
     
  6. 6.
    0106394 - UTIA-B 20040206 RIV CZ eng J - Journal Article
    Bognár, T. - Komorník, J. - Komorníková, Magda
    Regime-switching models of time series with cubic spline transition function in geodetic application.
    [Modely časouvých řad s proměnlivým režimem a s kubickou přechodovou funkcí v geodetických aplikacích.]
    Kybernetika. Roč. 40, č. 1 (2004), s. 143-150. ISSN 0023-5954
    R&D Projects: GA ČR GA402/04/1026
    Institutional research plan: CEZ:AV0Z1075907
    Keywords : time series * regime-switching autoregressive models * logistic and cubic-spline transition functions
    Subject RIV: BA - General Mathematics
    Impact factor: 0.224, year: 2004
    Permanent Link: http://hdl.handle.net/11104/0013576
    FileDownloadSizeCommentaryVersionAccess
    0106394.pdf01.1 MBPublisher’s postprintopen-access
     
     
  7. 7.
    0106366 - UTIA-B 20040178 RIV DE eng M - Monography Chapter
    Bognár, T. - Komorník, J. - Komorníková, Magda
    Application of regime-switching models of time series with cubic spline transition function.
    [Aplikace modelu časových řad s proměnlivým režimem a s kubickou přechodovou funkcí.]
    Soft Methodology and Random Information Systems. Heidelberg: Springer, 2004 - (Lopéz, M.; Gil, M.; Lawry, J.), s. 581-589. Advances in Soft Computing. ISBN 3-540-22264-2
    R&D Projects: GA ČR GA402/04/1026
    Institutional research plan: CEZ:AV0Z1075907
    Keywords : time series * logistic and cubic spline type transition functions * smooth transition autoregressive models
    Subject RIV: BA - General Mathematics
    Permanent Link: http://hdl.handle.net/11104/0013548
     
     
  8. 8.
    0106365 - UTIA-B 20040177 RIV DE eng C - Conference Paper (international conference)
    Bognár, T. - Komorník, J. - Komorníková, Magda
    New STAR models of time series and their application in finance.
    [Nové STAR-modely časových řad a jejich aplikace ve finančnictví.]
    Proceedings in Computational Statistics. COMPSTAT 2004. Heidelberg: PhysicaVerlag, 2004 - (Antoch, J.), s. 713-720. ISBN 3-7908-1554-3.
    [COMPSTAT 2004. Symposium /16./. Prague (CZ), 23.08.2004-27.08.2004]
    R&D Projects: GA ČR GA402/04/1026
    Institutional research plan: CEZ:AV0Z1075907
    Keywords : time series * regime-switching autoregressive models * transition functions
    Subject RIV: BA - General Mathematics
    Permanent Link: http://hdl.handle.net/11104/0013547
     
     


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