National Repository of Grey Literature 70 records found  beginprevious68 - 70  jump to record: Search took 0.01 seconds. 
Robustnost testu iid založeného na principu korelačního integrálu
Briatka, Ľuboš
Kočenda (2001) introduced the test for nonlinear dependencies in time series data based on the correlation integral. The idea of the test is to estimate the correlation dimension by integrating over a range of proximity parameter. However, there is an unexplored avenue if one wants to use the test to identify nonlinear structure in non-normal data. Using Monte Carlo studies we show that non-normality leads to over-rejection of the null hypothesis due to two reasons: first, the data are not iid; and second, the data are nonnormal. It is shown that even very small deviation from normality could lead to a rejection of the null hypothesis and hence wrong conclusion. The bootstrap method is revisited and it is shown that it helps to avoid the over-rejection problem, moreover the power of the test increases by a significant amount.
Model for monitoring the value of enterprise Informatics: system / deterministic chaotic model
Filippi, Tomáš ; Bruckner, Tomáš (advisor) ; Palovská, Helena (referee)
This study deals with the value of ICT services. Enterprise Informatics is a widespread line of business and it is part of every company. There are not only software and hardware resources in enterprise informatics, but also people belong into and work with informatics every day. Currently, there are new trends how to manage enterprise informatics. Based on the same principles as for the business. A prerequisite for effective management is accurate overview of the costs and benefits. For this purpose there is a group of metrics which ensure measuring the amount of inputs, outputs and quality of services. The value of ICT services should be positive. Benefits should be greater than costs. The aim of this work is to create a model for monitoring the value of enterprise Informatics. Model simulate the dynamics of enterprise informatics and describe all important parameters in terms of value. Model should also find out if there are some external or internal factors, which could bring on some random element complicating the process of effective management.

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