Search results
- 1.0564445 - ÚTIA 2023 CZ eng V - Research Report
Aliyev, S. - Kočenda, Evžen
ECB monetary policy and commodity prices.
Praha: FFA VSE, 2022. 41 s. FFA Working Paper, 8/2022.
Institutional support: RVO:67985556
Keywords : European Central Bank * commodity prices * short-term interest rates * M2 stock * monetary aggregate * unconventional monetary policy * Structural Vector Autoregressive model * exchange rates
OECD category: Applied Economics, Econometrics
http://library.utia.cas.cz/separaty/2022/E/kocenda-0564445.pdf
Permanent Link: https://hdl.handle.net/11104/0336419 - 2.0549124 - NHU-C 2022 RIV CZ eng V - Research Report
Pyrlik, Vladimir - Elizarov, P. - Leonova, A.
Forecasting realized volatility using machine learning and mixed-frequency data (the case of the Russian stock market).
Prague: CERGE-EI, 2021. 33 s. CERGE-EI Working Paper Series, 713. ISSN 1211-3298
R&D Projects: GA MŠMT(CZ) SVV260611
Institutional support: Progres-Q24
Keywords : heterogeneous autoregressive model * machine learning * lasso
OECD category: Applied Economics, Econometrics
https://www.cerge-ei.cz/pdf/wp/Wp713.pdf
Permanent Link: http://hdl.handle.net/11104/0325138 - 3.0549121 - NHÚ 2022 RIV CZ eng V - Research Report
Pyrlik, Vladimir - Elizarov, P. - Leonova, A.
Forecasting realized volatility using machine learning and mixed-frequency data (the case of the Russian stock market).
Prague: CERGE-EI, 2021. 33 s. CERGE-EI Working Paper Series, 713. ISSN 1211-3298
Institutional support: RVO:67985998
Keywords : heterogeneous autoregressive model * machine learning * lasso
OECD category: Applied Economics, Econometrics
https://www.cerge-ei.cz/pdf/wp/Wp713.pdf
Permanent Link: http://hdl.handle.net/11104/0325136 - 4.0545595 - ÚI 2022 CH eng J - Journal Article
Yamashita Rios de Sousa, Arthur Matsuo - Takayasu, H. - Takayasu, M.
Measuring Statistical Asymmetries of Stochastic Processes: Study of the Autoregressive Process.
Entropy. Roč. 20, č. 7 (2018), č. článku 511. E-ISSN 1099-4300
Keywords : entropy * symmetries * divergence * sequences * series * model * statistical symmetry * Kullback-Leibler divergence * stochastic process * autoregressive model * time series analysis
Impact factor: 2.419, year: 2018
Permanent Link: http://hdl.handle.net/11104/0322273 - 5.0446090 - ÚTIA 2016 RIV PT eng C - Conference Paper (international conference)
Pavelková, Lenka - Jirsa, Ladislav
Evaluation of Processor Health within Hierarchical Condition Monitoring System.
Proceedings of the 12th International Conference on Informatics in Control, Automation and Robotics. Vol. 1. Portugal: SCITEPRESS – Science and Technology Publications, 2015 - (Filipe, J.; Madani, K.; Gusikhin, O.; Sasiadek, J.), s. 667-671. ISBN 978-989-758-122-9.
[12th International Conference on Informatics in Control, Automation and Robotics - ICINCO 2015. Colmar (FR), 21.07.2015-23.07.2015]
R&D Projects: GA MŠMT 7D12004
Institutional support: RVO:67985556
Keywords : Processor Utilisation * Condition Monitoring * Bayesian Estimation * Autoregressive Model * Binomial Opinion
Subject RIV: BC - Control Systems Theory
http://library.utia.cas.cz/separaty/2015/AS/pavelkova-0446090.pdf
Permanent Link: http://hdl.handle.net/11104/0248314 - 6.0438275 - ÚTIA 2015 RIV US eng J - Journal Article
Kárný, Miroslav - Guy, Tatiana Valentine - Kracík, J. - Nedoma, Petr - Bodini, A. - Ruggeri, F.
Fully probabilistic knowledge expression and incorporation.
Statistics and its Interface. Roč. 7, č. 4 (2014), s. 503-515. ISSN 1938-7989. E-ISSN 1938-7997
R&D Projects: GA ČR GA13-13502S
Institutional support: RVO:67985556
Keywords : Bayesian estimation * knowledge elicitation * just-in-time modelling * controlled autoregressive model
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 2.933, year: 2014
http://library.utia.cas.cz/separaty/2014/AS/karny-0438275.pdf
Permanent Link: http://hdl.handle.net/11104/0242028 - 7.0353116 - ÚTIA 2011 RIV SE eng C - Conference Paper (international conference)
Sidorov, D. - Panasetsky, D. - Šmídl, Václav
Non-stationary Autoregressive Model for On-line Detection of Inter-area Oscillations in Power Systems.
Innovative Smart Grid Technologies Conference Europe. Gothenburg: IEEE, 2010, s. 1-5. ISBN 978-1-4244-8508-6.
[Innovative Smart Grid Technologies Conference Europe (ISGT Europe). Gothenburgh (SE), 11.10.2010-13.10.2010]
R&D Projects: GA ČR GP102/08/P250
Institutional research plan: CEZ:AV0Z10750506
Keywords : power system oscillation * autoregressive model
Subject RIV: JA - Electronics ; Optoelectronics, Electrical Engineering
http://library.utia.cas.cz/separaty/2010/AS/smidl-non-stationary autoregressive model for on-line detection of inter-area oscillations in power systems.pdf
Permanent Link: http://hdl.handle.net/11104/0192446 - 8.0329303 - ÚI 2010 CZ eng C - Conference Paper (international conference)
Marušiaková, Miriam
Multiple changes in coefficients of autoregressive models.
ROBUST 2008. Praha: JČMF, 2009 - (Antoch, J.; Dohnal, G.), s. 271-278. ISBN 978-80-7015-004-7.
[ROBUST 2008. Letní škola JČMF /15./. Pribylina (SK), 08.09.2008-12.09.2008]
R&D Projects: GA ČR(CZ) GD201/05/H007
Keywords : multiple change points * autoregressive model * F type test * boot- strap
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0175375 - 9.0176397 - UFA-U 20020206 RIV CZ eng J - Journal Article
Kyselý, Jan
Probability estimates of extreme temperature events: stochastic modelling approach vs. extreme value distributions.
Studia geophysica et geodaetica. Roč. 46, - (2002), s. 93-112. ISSN 0039-3169. E-ISSN 1573-1626
R&D Projects: GA ČR GA205/99/1561; GA AV ČR IAA3042903
Institutional research plan: CEZ:AV0Z3042911
Keywords : autoregressive model * extreme value distribution * L moments
Subject RIV: DG - Athmosphere Sciences, Meteorology
Impact factor: 0.571, year: 2002
Permanent Link: http://hdl.handle.net/11104/0073373 - 10.0106348 - UTIA-B 20040160 RIV US eng C - Conference Paper (international conference)
Haindl, Michal - Šimberová, Stanislava
Probabilistic model-based restoration of short-exposure astronomical images.
[Restaurace astronomických obrazů založená na pravděpodobnostním modelu.]
Signal and Image Processing. Proceedings. Anaheim: Acta Press, 2004 - (Hamza, M.), s. 619-624. ISBN 0-88986-442-X.
[IASTED International Conferece on Signal and Image Processing /6./. Honolulu (US), 23.08.2004-25.08.2004]
R&D Projects: GA AV ČR IAA2075302
EU Projects: European Commission(XE) 507752 - MUSCLE
Grant - others:Commission EC(XE) IST-2001-34744
Institutional research plan: CEZ:AV0Z1075907
Keywords : image restoration * Markov random fields * causal autoregressive model
Subject RIV: BD - Theory of Information
Permanent Link: http://hdl.handle.net/11104/0013530