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Estimation and goodness-of-fit criteria in logistic regression model
Ondrušková, Markéta ; Hanzák, Tomáš (advisor) ; Zvára, Karel (referee)
In this bachelor thesis we describe binary logistic regression model and estimation of model's parameters by maximum likelihood method. Then we propose algorithm for the least squares method. In the goodness-of-fit criteria part we define Lorenz curve, Gini coefficient, C-statistics, Kolmogorov-Smirnov statistics and coefficient of determination R2 . We derive their relation to different sample coefficients of correlation. We derive typical relation between Gini coeffi- cient, Kolmogorov-Smirnov statistics and newly also coefficient of determination R2 via model of normally distributed score of bad and good clients. These derived teoretical results are verified on three real data sets. Keywords: Binary logistic regression, maximum likelihood, ordinary least squa- res, Gini coefficient, coefficient of determination. 1
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Stochastic Prediction of Mean Monthly Flows in Selected Hydrometric Profile
Jansa, Jakub ; Menšík, Pavel (referee) ; Marton, Daniel (advisor)
The diploma thesis is focused on the average monthly flows forecast in the selected hydrometric profile. Aim of this work will be evaluation of the calculated values and the interpretation of the results in understandable form. The next step will be find an appropriate connection between randomly-generated inputs in the form of random real flow series using the standard hydrological prediction models. This models are based on the principles of artificial intelligence and probability model. The result of the work will be verification of procedures and compilation of mean monthly flow stochastic forecast in selected hydrometric profile, which would be used for a reservoirs management, respectively for water systems management.
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Long Term Discharge Prediction in River Hydrometric Profile
Šelepa, Milan ; Menšík, Pavel (referee) ; Marton, Daniel (advisor)
The diploma thesis is focused on the long term prediction of mean monthly flows in hydrometric profile for purposes of reservoir control optimization and optimization of reservoir systems. Discharges were predicted using by artificial neural network method. Predicted flows were statistically evaluated by relevant coefficients and then compared with the measured flows for given river hydrometric profiles.
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