National Repository of Grey Literature 91 records found  beginprevious55 - 64nextend  jump to record: Search took 0.01 seconds. 
Testing heteroscedasticity
Špaková, Mária ; Kalina, Jan (advisor) ; Zichová, Jitka (referee)
Title: Testing heteroscedasticity Author: Mária Špaková Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Jan Kalina Ph.D., Institute of Computer Science, Academy of Sciences of the Czech Republic Abstract: This paper deals with testing heteroscedasticity. It is divided into four chapters. The first three chapters focus on the theory and the last one is devoted to practical testing using specific data. In the beginning of the theoretical part, basic concepts, knowledge and relationships concerning the linear regression, the regression model and the estimation of parameters by the method of ordinary least squares are introduced. The rest of this part is devoted to heteroskedasticity, its consequences and solutions. The following heteroscedasticity tests are being discussed: Breusch - Pagan, Goldfeld - Quandt and White. The practical part contains actual applications of the described tests and other methods to detect heteroskedasticity using three examples: Outlays vs. income, GDP and Expenditures on food. The aim of this paper is to discuss the above-mentioned tests. Three examples on real data with economic motivation confirm the theoretical properties of the tests. A uniformly optimal test of heteroscedasticity does not exist and different tests yield rather different...
Effect of swimming on the overall triathlon performance in triathlon races World Championships in years 2000 - 2010
Koktová, Veronika ; Kovářová, Lenka (advisor) ; Horčic, Josef (referee)
Title: The influence of swimming part of triathlon the total performance in competitions of world championships 2000-2010. Objectives: The aim is to investigate the influence of the swimming part of the total performance in triathlon in the lost 10 years. Methods: The relation between two variables (times from swimming and the total time of competitions from competitions of world championships 2000-2010 were described with the help of linear regression. Individual years were then compared in a point graph. Results: Our hypothese were confirmmed. It means that the result from the swimming part explains the result from the competition in less than 30%, which means the R2 is smaller than 0,3. We also found, that the influnence of the swimming part on the final result in triathlon has not changed in the last years. The relationship times in the swimming part and total (final) times was closest in 2005 (R2= 0,21). In other years, this dependence is lower, R2 was smaller than 0,07. Keywords: linear regression, longitudinal analysis, performance
Statistical inference of the Modified Smith?s model
Rušin, Michal ; Šmíd, Martin (advisor) ; Hlubinka, Daniel (referee)
The present work discuss the continuous double auction mechanisms and the order book models. After a brief introduction to selected models, a general model of the the continuous double auction from the thesis title is described. Further, a structure of british market data is given as well as an approach to them. Based on these data the validity of Smith Farmer's model and Cont Stoikov's model is tested in the context of general model by linear regression. Finally, based on the previous results, the own order book model is suggested and its validity tested.
Prediction of electricity consumption in the distribution network
Herbrych, Daniel ; Povoda, Lukáš (referee) ; Uher, Václav (advisor)
This thesis deals with electricity consumption forecasting. A lot of methods depending on the length of the predicted horizon is used forecasting electricity consumption for. Linear regression was used in this thesis. Accuracy is evaluated in conclusion.
Analysis of Economic Indicators Using Statistical Methods
Horák, Miroslav ; Boček, Aleš (referee) ; Šustrová, Tereza (advisor)
Bachelor’s thesis aims to analyze economic indicators of Honeywell Company. It interconnects financial analysis with statistical methods. With the use of financial analysis, it asses the current state of the company. And thanks to statistical methods it predicts the future progress of development of the economic indicators for the next year.
Technical Analysis
Kotásek, Lukáš ; Šustrová, Tereza (referee) ; Novotná, Veronika (advisor)
Thesis is focused on CAPM model. Characteristics of five chosen stocks of NASDAQ capital market are calculated using linear regression. Market index S&P 500 is used to represent the market. Calculated values are verbally interpreted. As a presented solution, a program is created in VBA language, that will help the user to convert historical stock data from Yahoo! Finance to form, that can be used for calculations. The program will then use the data to calculate said characteristics. Program is also tested on function and performance using larger amounts of historical data.
Regression Analysis of Spatially and Time Distributed Data
Rosecký, Martin ; Hübnerová, Zuzana (referee) ; Bednář, Josef (advisor)
This thesis summarizes findings about municipal solid waste (MSW) forecasting. Basic information about linear regression and correlation analysis were described. Analysis of influencing factors was realized on municipality with extended competence level. The resulting models explain up to 99 % of variability. Final models of MSW per capita explain between 12 and 75 % of variability. Variability explained by model of MSW per capita is lower by 20 % than comparable study which however uses data that are not usually available. Models can be used in waste management and their simplicity is benefit for real usage.
Determinants of the Wage Development in the Regions of the Czech Republic
Brodová, Zuzana ; Dohnal, Mirko (referee) ; Luňáček, Jiří (advisor)
This master´s thesis deals with the creation of a model that explains the relationship between the amount of gross wages and selected economic factors in different regions of the Czech Republic. First part contains an explanation of terms of economic and statistical area. The second part deals with the creation of data basis and numerical model calculations. In this section the results of the analyzes are presented. The third part is focused on evaluation of the obteined results.
Gender Recognition from Photograph
Kałuża, Marian ; Beran, Vítězslav (referee) ; Herout, Adam (advisor)
This paper presents a multiresolution approach for gender recognition based on Histogram of Oriented Gradients and Local Binary Patterns. The experiment showed that gender recog- nition accuracy can be improved not only by aquiring different features on the same image resolution but even by gathering just a single feature at different image scales. The pre- sented approach is quite competitive with above 95% accuracy in both evaluated datasets.
Evolutionary Design of Simulator Based on Cellular Automata
Brigant, Vladimír ; Šperka, Svatopluk (referee) ; Mrnuštík, Michal (advisor)
This work describes concept of a cellular automata (CA) simulator, which is able to predict behaviour of a complex spatial system. This prediction is based on available training data and transition rule acquired from regression analysis powered by evolutionary algorithms. Two regression analysis methods (linear and logistic regression) are suggested, implemented and compared on urban growth prediction of Brno city.

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