|
|
Porovnání metod pro odhad omezených veličin s aplikací na ekonomická data
Musil, Karel ; Pavelková, Lenka (advisor) ; Hlávka, Zdeněk (referee)
The thesis introduces an overview of techniques for filtering of unobserved variables using a state-space representation of a model and state inequality constraints. It is mainly aimed at a derivation of the linear Kalman filter, its extension into a form of a non-linear filter and imposing state constraints. The state uniform model with noise bounds and the sequential importance sampling, as a method of particle filters using Monte Carlo simulations, are described as alternative methods. These three methods are applied on a simple semi-structural model for a monetary policy analysis. The filtration is based on Czech macroeconomic data and reflects an imposed non-negative state constraint on the interest rate. Results of the algorithms are compared and discussed.
|
|
|
Methods for Constrained State Estimation: Comparison and Application to Zero-Bound Interest Rate Problem
Musil, Karel ; Hlávka, Zdeněk (referee)
The thesis introduces an overview of techniques for filtering of unobserved variables using a state-space representation of a model and state inequality constraints. It is mainly aimed at a derivation of the linear Kalman filter and imposing state constraints. The state uniform model with noise bounds and the sequential importance sampling, as a method of particle filters using Monte Carlo simulations, are described as alternative methods. These three methods are applied on a simple semi-structural model for a monetary policy analysis. The filtration is based on Czech macroeconomic data and reflects an imposed time-varying non-negative state constraint on the nominal interest rate. Results of the algorithms are compared and discussed. Powered by TCPDF (www.tcpdf.org)
|
|
|
Seasonality and periodicity in time series
Musil, Karel ; Jonáš, Petr (advisor) ; Cipra, Tomáš (referee)
This work deals with periodicity and seasonality in time series. After a time series periodicity topic is introduced, a seasonal component of time series and a seasonal adjustment is presented. Then basic approaches, used in current practice, are introduced. These are classic model approach, Box-Jenkins methodology, and spectral analysis. The described seasonal adjustment techniques are applied to the time series of the Czech import, export, and foreign trade balance. A brief description of potential problems, which are connected to the seasonal adjustment and are common in practice, is a part of the example as well.
|
|
| |
|
|
Comparison of modern television broadcast standards
Musil, Karel ; Vaněk, Jiří (advisor) ; Pavlík, Jan (referee)
This bachelor thesis is thematically focused on modern TV broadcast standards.
The emphasis is on the future development and possibilities. The first part provides
a comprehensive overview of the main topic addressed in terms of significant changes in
the second generation of digital technology. Including methods currently tested. The
greatest emphasis is placed on terrestrial broadcast due to the significance of this method in
the Czech Republic and currently ongoing transition to the second generation
of broadcasting. The second part focuses on the analysis of the actual developments, and
the not too distant future of the television broadcasting. The actual situation of the auction
of frequencies is introduced together with the estimation of the allocation of the spectrum.
Analyses the potential costs for the viewer and the signal provider, and compare the status
of broadcasting in Europe with the situation in the Czech Republic. Further, are defined
and analysed the possibilities of the next development of the terrestrial broadcasting.
|
|
| |
|
|
To the roots - set of engravings (free technic photogravures on the theme man´s relation to the nature)
MUSIL, Karel
This thesis contains practical part and accompanying theoretical part. The practical part contains ten final sketches and ten engravings, elaborated with drypoint technique, using dichroic combination. This cycle of engravings is named {\clqq}To the roots``. The names of engravings are: {\clqq}Symbiosis``, {\clqq}Departure``, {\clqq}Barriers``, {\clqq}Disaffection``, {\clqq}Devastation 1``, {\clqq}Devastation 2``, {\clqq}Devastation 3``, {\clqq}Payback``, {\clqq}Lost values``, {\clqq}Apocalypsa``. The accompanying theoretical part is composed of four chapters. The first chapter contains my reflection of relation of man to nature. In second chapter I adduce examples of graphical art trends, or authors, who are by their approach adherent to the subject of man to nature relationship. In the third chapter I try to introduce my personal approaches and ideas that led to creation of practical part of the thesis. In last chapter I am concerned with the possibility of introduction of {\clqq}man to nature relationship`` issue to the educational process on Basic art schools.
|
guest ::
RSS feed.