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Regression analysis and splines
Benko, Milan ; Bašta, Milan (advisor) ; Komárek, Arnošt (referee)
The aim of this Bachelor's thesis is to introduce the basic concepts of regression analysis and subsequently regression splines as parametric models for regression function. I have looked upon the main characteristics of regression splines (coherence, coherence of derivations, the choice of placement and a number of knots). Further on in the thesis I have studied two bases as the examples of regression splines (truncated power basis and B-spline basis). I have also presented a model of natural cubic splines and a suitable basis for its representation has been derived. In the other part of my thesis I have looked upon the use of natural splines in order to increases the appraisal precision of regression function, mean square error formula has been derived and I have been trying to find out and illustrate under what conditions the use of natural splines is applicable. The thesis is complemented with a Monte Carlo Simulation, contextualized into models of splines. The results show that the criteria commonly used for the choice of a model ($\R_{adj}^2$, $PRESS$ statistic, hypothesis testing) do not always enable us to choose the right model in order to achieve the greatest precision of the estimation of regression function. All the calculations are done in R software and are in the electronic attachment....
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Influence of Reduction of Habitat Suitability Curves on Aquatic Habitat Suitability
Doláková, Gréta ; Macura, Viliam ; Škrinár, Andrej ; Čistý, Milan
Previous research into the aquatic monitoring of microhabitat fish preferences in Slovakia contains detailed valuable hydro-morphological, topographic, and ichthyological measurements for complex analysis. Consequent hydrological modeling of the database compares biotic parameters, represented by habitat suitability curves, and abiotic parameters of streams, to investigate the fish preferences of aquatic microhabitats. The research discusses an option if subsequent influence of reduction of habitat suitability curves on aquatic habitat suitability is justified to improve methodology of habitat assessment by regression model. The research creates an optimal regression relationship to determine the degree of habitat suitability curves reduction on mountain and piedmont streams in Slovakia.
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The Model of the Cost Function of the Bulding Factory Standan s.r.o,
Jamborová, Daniela ; Oulehla, Jiří (referee) ; Luňáček, Jiří (advisor)
The main goal of the bachelor's thesis is to determine the cost functions of the contract of the construction company Standan s. r. o.. The sub-objectives of the thesis are to define the theoretical basis of the solution, to perform a classification analysis and to define the cost function of the order. The last partial objective is to identify the key parameters of the cost function and their relationship with the total price of the order through correlation and regression analysis.
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Possibilities of Using of Remote Detection Data for Convective Storms Intensity Nowcasting
Valachová, Michaela ; Žák, Michal (advisor)
Title: Possibilities of Using of Remote Detection Data for Convective Storms Intensity Nowcasting Author: Michaela Valachová Department: Department of Atmospheric Physics Supervisor: Mgr. Michal Žák, Ph.D., Department of Atmospheric Physics Abstract: Evolution of 60 isolated convective storms from 2016 and 2017, which formed in the region of Central Europe, is studied by means of multi-sensor observations. According to the reports from the European Severe Weather Da- tabase, two categories of storms are classified: severe and non-severe. Based on radar, lightning and satellite measurements, trends of storm characteristics are analyzed to ascertain their typical behavior. Lightning stroke rates and their change could well warn about the ability of the storm to become severe, therefore a Lightning jump algorithm was proposed within this work. From individual case studies follows that methods of remote sensing offer comprehensive information about convective storm life-cycles. In order to objectively determine crucial variables for estimating the storm se- verity, logistic regression models and regularized regressions (elastic net) are employed. In total 53 variables from the first 30, 60 and 90 minutes of the moni- tored storm lifetime are used to show their predictive skill. Results of the models indicate...
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Models of changes in econometric time sequences
Strejc, Petr
This paper is concerned with change-point detection in parameters of econometric regression models when a training set of data without any change is available. There are presented two well- known sequential tests - CUSUM test for linear regression model and a test based on weighted residuals for an autoregressive time series - including their asymptotical properties under certain conditions. Two asymptotically equivalent variance estimators are compared in a finite sample situation using Monte Carlo simulations. There are also presented and compared critical value approximations using different bootstrapping methods and variance estimators. Finally, the weighted residual test is applied on S&P 500 historical data.
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Significance of different financial ratios in predicting stock returns: NYSE - cross-industry analysis
Coufal, Matěj ; Mejstřík, Michal (advisor) ; Kurka, Josef (referee)
The goal of this research is to investigate the power of following seven variables to predict stock returns on the New York Stock Exchange: price to earnings ratio (P/E), dividend yield (DY), debt to equity ratio (D/E), book to market ratio (B/M), return on assets (ROA), return on equity (ROE) and market capitaliza- tion (MC). Companies selected for the analysis are divided into five industries (airlines, computers and software, financial services, food and beverages, energy) which enables to observe the difference between the sectors as far as the statistical significance of regressors is concerned. The ability of six financial ratios and MC to forecast stock returns is examined between February 2010 and February 2020, whereas three investment horizons are considered: three months, one year, three years. Panel data regression models reveal different significant variables for each industry and show that the strength of the relationship between these regressors and expected stock returns increases with a longer investment horizon.
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Experimental determination of the relationship between NDT parameters and the compressive strength of concrete
Kozáček, Vojtěch ; Komárková, Tereza (referee) ; Kocáb, Dalibor (advisor)
The diploma thesis deals with non-destructive testing of concrete as well as with the relationship between determined parameters and the compressive strength of concrete. The thesis is mainly focused on the ultrasonic pulse velocity method and the rebound hammer test. The experimental part of the thesis describes non-destructive tests performed on concrete blocks. The compressive strength was tested on the drill cores taken from the concrete blocks. The aim of this thesis is to find regression models of the relationship between the compressive strength and non-destructive parameters, and the subsequent analysis of the results.
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Possibilities of Using of Remote Detection Data for Convective Storms Intensity Nowcasting
Valachová, Michaela ; Žák, Michal (advisor)
Title: Possibilities of Using of Remote Detection Data for Convective Storms Intensity Nowcasting Author: Michaela Valachová Department: Department of Atmospheric Physics Supervisor: Mgr. Michal Žák, Ph.D., Department of Atmospheric Physics Abstract: Evolution of 60 isolated convective storms from 2016 and 2017, which formed in the region of Central Europe, is studied by means of multi-sensor observations. According to the reports from the European Severe Weather Da- tabase, two categories of storms are classified: severe and non-severe. Based on radar, lightning and satellite measurements, trends of storm characteristics are analyzed to ascertain their typical behavior. Lightning stroke rates and their change could well warn about the ability of the storm to become severe, therefore a Lightning jump algorithm was proposed within this work. From individual case studies follows that methods of remote sensing offer comprehensive information about convective storm life-cycles. In order to objectively determine crucial variables for estimating the storm se- verity, logistic regression models and regularized regressions (elastic net) are employed. In total 53 variables from the first 30, 60 and 90 minutes of the moni- tored storm lifetime are used to show their predictive skill. Results of the models indicate...
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Analysis of the Impact of Minimum Wages of the Labour Market in the Czech Republic
Skalník, Pavel ; Vopátek, Jiří (advisor) ; Komárková, Lenka (referee)
This thesis describes and analyses a current approach towards minimum wage, its historical reasons of application and supposed impact onto the society. There is defined effect on the employer and employee as well as there are being explained particular effects of the socially-protecting and economic-criterial functions both from the theoretical and practical point of view. The main focus is given onto the theoretical concepts of the effects of the minimum wage and other economical indicators in the labour market. The analysis captures the development of timelines since 1993 up to 2015 in a graphical way (graph descriptions) and in a statistical way too (particularly via correlation and regression methods). The results of the statistical tests claim that minimum wage has no statistically significant influence onto the situation in the labour market in the Czech Republic. Supposed theoretical connection between the amount of the minimum wage and unemployment did not prove after all.
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Regression analysis and splines
Benko, Milan ; Bašta, Milan (advisor) ; Komárek, Arnošt (referee)
The aim of this Bachelor's thesis is to introduce the basic concepts of regression analysis and subsequently regression splines as parametric models for regression function. I have looked upon the main characteristics of regression splines (coherence, coherence of derivations, the choice of placement and a number of knots). Further on in the thesis I have studied two bases as the examples of regression splines (truncated power basis and B-spline basis). I have also presented a model of natural cubic splines and a suitable basis for its representation has been derived. In the other part of my thesis I have looked upon the use of natural splines in order to increases the appraisal precision of regression function, mean square error formula has been derived and I have been trying to find out and illustrate under what conditions the use of natural splines is applicable. The thesis is complemented with a Monte Carlo Simulation, contextualized into models of splines. The results show that the criteria commonly used for the choice of a model ($\R_{adj}^2$, $PRESS$ statistic, hypothesis testing) do not always enable us to choose the right model in order to achieve the greatest precision of the estimation of regression function. All the calculations are done in R software and are in the electronic attachment....
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