|
|
Model Consideration for Blind Source Separation of Medical Image Sequences
Tichý, Ondřej
The problem of functional analysis of medical image sequences is studied. The obtained images are assumed to be a superposition of images of underlying biological organs. This is commonly modeled as a Factor Analysis (FA) model. However, this model alone allows for biologically impossible solutions. Therefore, we seek additional biologically motivated assumptions that can be incorporated into the model to yield better solutions. In this paper, we review additional assumptions such as convolution of time activity, regions of interest selection, and noise analysis. All these assumptions can be incorporated into the FA model and their parameters estimated by the Variation Bayes estimation procedure. We compare these assumptions and discuss their influence on the resulting decomposition from diagnostic point of view. The algorithms are tested and demonstrated on real data from renal scintigraphy; however, the methodology can be used in any other imaging modality.
|
|
|
Czech consumer leisure analysis
Jansa, Hynek ; Chytková, Zuzana (advisor) ; Černá, Jitka (referee)
The aim of the thesis is to make segmentation of leisure activities market, to uncover important customer segments and describe the differences in their behavior and feature. Is used the knowledge of social sciences, particularly economics and sociology, with the help of which is described relationship of lifestyle and consumer behavior. The data come from research focused on consumer and media behavior and its relation to population lifestyle. Data were subjected to factor and cluster analysis.
|
|
|
Statistical Analysis of Wages Diffraction of Professional Athletes
Chytka, David ; Bílková, Diana (advisor) ; Löster, Tomáš (referee)
This paper is using the method multidimensional analysis of data on a group of variables which are characterized by the performance of professional athletes. The meaning of this is to find the correct dimension of data for broader quantification. In the theoretical part of this paper I am describing the main goals and the principles of factor and cluster analysis. Furthermore in this part they are broken down the preconditions for the correct use of instruments of the mentioned analysis and they are presented models of each method. In the practical chapter, first there is a comparison of athletes from five professional leagues from the perspective of the wages differential analysis, then with the help of factor analyses a reduction of data is made and from the used data from the finale model a new variable is set. In the last part of this paper I am dividing the objects into groups as described in the cluster analyses with the purpose of further analyzing these clusters.
|
|
| |
|
|
Factor Analysis of Scintigraphic Image Sequences with Integrated Probabilistic Mask of Factor Images
Tichý, Ondřej
Factor analysis is a well established mathematical method for factor separation in the analysis of scintigraphical sequences. The results are typically an input to the next step, e.g. factor analysis for computing significant diagnostic coefficients. However, this computing highly depends on proper identification of factors and their biological meaning, which is not ensure only by factor analysis. The main issue is separation overlaping factors from themselves and from tissue background covering the whole sequence. Factor analysis highly depends on prior information which allows us to set biologically reasonable conditions to a mathematical model. In this paper, we propose a mathematical model which estimates the probability mask of each image factor and sets it as a prior information for the next step of iterative algorithm based on Variational Bayes method. The new proposed model provides more realistic estimates of factors than the standard factor analysis.
|
|
|
Arbitrage Pricing Theory
Mengler, Jan ; Hebák, Petr (advisor) ; Peřina, Milan (referee)
Determination of the stock expected return is an important element of asset management. This paper presents an Arbitrage Pricing Theory model, which strives to estimate the expected return explaining the historical volatility of the stock prices. This paper presents the model as it was introduced, necessary extension for application to a small market included. Statistical methods on which the model has been build are discussed -- factor analysis completed by principal component analysis. In the practical part, the model is applied to the Czech market with an assessment of the success of the application. The forces which were expected to represent risk factors for the market have been examined as well. It will be shown that the model may contribute to the understanding of risk behaviour of the stocks.
|
|
|
Empirical Testing of the New Keynesian Phillips Curve in the Czech Republic
Plašil, Miroslav ; Arlt, Josef (advisor) ; Pánková, Václava (referee) ; Komárek, Luboš (referee)
New keynesian Phillips curve (NKPC) has become a central model to study the relation between inflation and real economic activity, notably in the framework of optimal monetary policy design. However, some recent evidence suggests that empirical data are usually at odds with the underlying theory. The model due to its inherent structure represents a statistical challenge in its own right. Since Galí and Gertler (1999) published their seminal paper introducing estimation via GMM techniques, they have triggered a heated debate on its empirical relevance. Their approach has been heavily criticised by later authors, mainly on the grounds of questionable behaviour of GMM estimator in the NKPC context and/or its small sample properties. The common criticism includes sensitivity to the choice of instrument set, weak identification and small sample bias. In this thesis I propose a new estimation strategy that provides a remedy to above mentioned shortcomings and allows to obtain reliable estimates. The procedure exploits recent advances in GMM theory as well as in other fields of statistics, in particular in the area of time series factor analysis and bootstrap. The proposed estimation strategy consists of several consecutive steps: first, to reduce a small sample bias resulting from excessive use of instruments I summarize all available information by employing factor analysis and include estimated factors into information set. In the second step I use statistical information criteria to select optimal instruments and eventually I obtain confidence intervals on parameters using bootstrap method. In NKPC context all these methods were used for the first time and can also be used independently. Their combination however provides synergistic effect that helps to improve the properties of estimates and to check the efficiency of given steps. Obtained results suggest that NKPC model can explain Czech inflation dynamics fairly well and provide some support for underlying theory. Among other things the results imply that the policy of disinflation may not be as costly with respect to a loss in aggregate product as earlier versions of Phillips curve would indicate. However, finding a good proxy for real economic activity has proved to be a difficult task. In particular we demonstrated that results are conditional on how the measure is calculated, some measures even showed countercyclical behaviour. This issue -- in the thesis discussed only in passing -- is a subject of future research. In addition to the proposed strategy and provided parameter estimates the thesis brings some partial simulation-based findings. Simulations elaborate on earlier literature on naive bootstrap in GMM context and study performance of bootstrap modifications of unit root and KPSS test.
|
|
|
Invalidity and survivors pensions
Fait, Jiří ; Bílková, Diana (advisor) ; Pešout, Pavel (referee)
Pension Insurance is one of the main pillars of the Czech social security system. A significant part of this system are also invalidity pension and survivor pension, which serve as financial compensation in case of sudden individual's work ability decrease (invalidity pension), or sudden death (survivors pension). This paper deals with legislation concerning invalidity and survivors pensions and the procedure of calculating those benefits in the Czech Republic. The main analytical part introduces the reader to the amount of expenditures of analyzed pensions, their development in the past and expected future development. This work also introduces the reader to the factors that influence the number of pensions. Attached is the invalidity and survivors pension calculator in MS Excel 2007.
|
|
|
The Productivity of Farmland depending on Chosen Elements
Partynglová, Soňa ; Pánková, Václava (advisor) ; Voltr, Václav (referee)
This thesis is focused on analysis of the factors that influence the yields of the wheat. This thesis is divided into three parts. The first part opens the problem of wheat cultivation. The second one concerns the methodologies of creating the econometrics models and the third one solves the problem as a whole. Considering a large data file I have a need to reduce it by the factor analysis. I estimate relevant econometric model by application different econometrics methods. This model will show the influences of technological, soil and climatic factors on the yields of wheat. At the end I confront the observed variables with predicted ones by the graininess of soil, climate and the year of the crops.
|
|
| |
guest ::
