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Methods of Accurate Measurement of Low Impedances
Mašláň, Stanislav ; Sedláček,, Radek (referee) ; Bilík, Petr (referee) ; Beneš, Petr (advisor)
Overall topic of presented thesis is development of methods of measurement of low impedances below 10 Ohm in a frequency range up to 1 MHz. The thesis comprises of three main parts. First part of thesis describes design of unique and simple calculable standards of resistance that are used for calibration of the bridge and as the reference standards for the calibrations. Next part of theses is focused on design of digital sampling bridge in various topologies suitable for measurement of various types of impedance standards up to frequency of 1 MHz. The thesis describes the HW components, data processing and corrections scheme allowing the designed bridge to reach expanded uncertainties (k=2) below 0.005% and 250 µrad at 1 MHz. One of the key points of the proposed corrections scheme is unique automatic linearity calibration method requiring minimal operator's effort. The theses also describes integration of Spice model of the bridge the bridge SW that allowed validation of functionality of the bridge and also analysis of uncertainty contributions related to interferences between the bridge components. The last part of the thesis shows selection of measurements of known impedances and international comparisons that proofs performance of the bridge.
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Uncertainties of measurements of temperature
Staněk, Vladimír ; Rozsívalová, Zdenka (referee) ; Frk, Martin (advisor)
This work deals with various methods of temperature measurement and uncertainties of the measurements. The work is well-arranged the principles of temperature sensors. Under each of these sensors is this work subsequently divided into chapters, such as metal resistance, resistance semiconductor, monolithic PN, thermoelectric, expansion, special, and proximity sensors indicating temperatures. The next chapter also describes the calculation of the direct measurement uncertainties and practical example is shown in the measurement of temperatures in which the counting uncertainty.
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Investiční aktivita firem v obdobích ekonomicko-politické nejistoty
Gorshenin, Alexey
This paper examines how selected firm and macroeconomic determinants affect the investment activity of firms in developed and developing countries. The objective was to identify the impact of economic and political uncertainty on the investment activity of firms in these countries. In this paper, panel data regression analyses were conducted using the least squares fixed effects method. The results showed a negative relationship between economic-political ncertainty and firms' investment activity; however, the effect is weaker in developing countries than in developer.
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Šíření volatility na kryptoměnových trzích
Krampla, Dominik
This thesis investigated the identification of conditional volatility in cryptocurrency markets and explored how uncertainty spreads among various cryptocurrencies. Using GARCH family models, conditional volatility was modeled, and the DCC-GJR- GARCH(1,1) model was applied to identify the spread of conditional volatility, accounting for the impact of asymmetric shocks. The empirical analysis was based on high-frequency 15-minute data for five cryptocurrencies – Bitcoin, Ethereum, Ripple, Cardano, and Litecoin – from 23. April 2021 to 31. March 2022, with total number observations of 32 904 per cryptocurrency. The results suggest that uncertainty spreads most significantly between Bitcoin and Ethereum, while Ripple and Cardano are less affected by the spread of uncertainty from Bitcoin. The study also examines suitable combinations of cryptocurrency weights in various portfolio formation strategies, with the DCC-GJR-GARCH (1,1) strategy achieving the lowest risk.
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Makroobezřetnosntí politika v kontextu ekonomicko-politické nejistoty
Jetelina, Patrik
The thesis examines credit activity in the context of economic and political uncertainty (EPU index) and macroprudential policy (MPI index). The empirical analysis is carried out by regressing panel data for European Union countries between 1998 and 2015. The dataset for the analysis includes data for 5,176 banks from the Orbis database, macroeconomic data from Eurostat and the ECB statistical warehouse at an annual frequency. The regression analysis is per-formed using fixed effects. The results of the empirical analysis confirm the effect where the interaction between MPI and EPU reduces the negative impact of eco-nomic and political uncertainty on bank’s lending activity.
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Estimates of covariances for estimated concentration field
Brabec, Marek ; Malý, Marek ; Malá, Ivana
Developing estimation of relevant covariance matrix entries for the spatial model as a necessary part for computing pointwise standard errors (as formalizations of local uncertainty for the gridded estimates). They, in turn are precursors for optimization algorithms aimed at measurement network design problems (location of added and/or deleted measurement points).
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Automation of climatic data acquisition
Sádovský, Petr ; Benešl, Tomáš (referee) ; Uher, Miroslav (advisor)
This bachelor´s thesis deals with the design of a measuring system for a datalogger´s COMET S3120E battery. Also about the replacement of the existing communication cable between the datalogger and the PC. After a basic analysis of the task and description of the given components on which the design is based, a system is designed that not only ensures communication but also controls the charging and control of the datalogger´s battery. After the design, an estimate of the possible measurement error is made, which is carried out with the help of measurement uncertainties. Finally, the software solution and comparison of the resulting measurement with estimates are described.
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Index neistoty procesu európskej integrácie
Pastorek, Daniel
The diploma thesis is concerned with uncertainty, focusing on the uncertainty of the European integration process. The contribution of this work is creating the new indexes for uncertainty identification in the process of European integration for the period 2010:M1 – 2018:M12. The methodology used follows the authors Baker et al. (2016), who created the economic policy uncertainty index (EPU). The indexes are compiled at the European Union level and separately for the United Kingdom, Germany and Spain. The empirical analysis assessing the impact of uncertainty into the real economy, using the vector autoregression (VAR) and impulse response function.
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Uncertainty and House Prices: Empirical Evidence
Kos, Jiří ; Horváth, Roman (advisor) ; Hlaváček, Michal (referee)
This thesis studies the relationship between house prices, economic fundamen- tals and uncertainty using panel data from 10 OECD member countries and time series data from the United States. Traditional techniques, such as coin- tegration testing, are used to find a possible long-run link between house prices and their determinants. Employing both single-equation ARDL and multi- equation VEC models, we find evidence of a possible long-run relationship between house prices and fundamentals in the panel data. The results from the time series analysis are inconclusive, mostly leaning towards no presence of cointegration. A measure of interest rate is a vital determinant in most mod- els., while income does not exhibit a long-run connection with house prices. Moreover, results indicate the importance of uncertainty in determining house price dynamics, exhibiting both negative and positive effects. JEL Classification C22, D80, R20, R21, R28, R30, Keywords house prices, uncertainty, cointegration, eco- nomic fundamentals, interest rate Title Uncertainty and House Prices: Empirical Evi- dence
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