Search results
- 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 - 2.0411258 - 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 - 3.0378658 - 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 - 4.0348647 - 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 - 5.0328717 - 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 - 6.0106394 - 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/11104/0013576File Download Size Commentary Version Access 0106394.pdf 0 1.1 MB Publisher’s postprint open-access - 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 - 8.0106365 - 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