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Multidimensional regression models
Hrubešová, Gabriela ; Bednář, Josef (referee) ; Žák, Libor (advisor)
The subject of this diploma thesis is the use of knowledge of multidimensional regression models in practice. The first part describes the theoretical basis for regression analysis. Then further we focus on modeling theory and nonlinear multidimensional models. The next part describes a real problem. This is the width of kerf of titanium alloy using wire electrical discharge machining (WEDM). We apply most of the theoretical knowledge to this problem, and we use regression analysis using Minitab software. We will analyze the data from different perspectives and create several multidimensional regression models. In the last part we summarize the results obtained by the regression analysis.
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Tilt sensors
Hájek, Tomáš ; Caha, Luděk (referee) ; Beneš, Petr (advisor)
The topic of the Bachelor's thesis are MEMS sensors of inclination, which find their use inside integrated circuits, equipment of aerospace and automobile industry, but also in ordinary electrical appliance. The work serves the reader to build a grasp over production, usage, basic principles. Finally, it offers an overview of sensors to ease the orientation on the market. The design of the physical model, which can be used to prevent the sensor from apperance of mathematical errors, is tested in the practical part.
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Detekce změn v lineárních modelech a bootstrap
Čellár, Matúš ; Prášková, Zuzana (advisor) ; Hušková, Marie (referee)
This thesis discusses the changes in parameters of linear models and methods of their detection. It begins with a short introduction of the two basic types of change point detection procedures and bootstrap algorithms developed specifically to deal with dependent data. In the following chapter we focus on the location model - the simplest example of a linear model with a change in parameters. On this model we will illustrate a way of long-run variance estimation and implementation of selected bootstrap procedures. In the last chapter we show how to extend the applied methods to linear models with a change in parameters. We will compare the performance of change point tests based on asymptotic and bootstrap critical values through simulation studies in both our considered methods. The performance of selected long-run variance estimator will also be examined both for situations when the change in parameters occurs and when it does not. 1
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Variance and Covariance Analysis with an application to financial data
Hájková, Anna ; Zichová, Jitka (advisor) ; Hudecová, Šárka (referee)
This Bachelor Thesis is dedicated to analysis variance and co- variance with and application to financial data. The aim of this thesis is to inform about multidimensional ANOVA and to show its connection with one- dimensional ANOVA, which is a part of standart statistical textbooks. Other part describes the analysis of covariance. For the better understanding, most of methods are applicated to financial data in the program Mathematica 8.0 1
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Zobecněné lineární a aditivní modely v pojišťovnictví
Rusnák, Peter ; Branda, Martin (advisor) ; Pešta, Michal (referee)
In this thesis we describe the theory of generalized linear models and demon- strate its applications in non-life insurance. We also introduce some methods com- monly used to estimation of regression parameters and hypothesis testing . Further- more, we discuss possible extensions of GLM by introducing tools for reparametriza- tion of predictors which leads to new classes of models, concretely to segmented generalized linear models and generalized additive models. Consequently, we derive models appropriate for actuarial praxis using the real insurance data. In practical part of this thesis we illustrate the use of appropriate software for calculating the parameters of GAM and find way how to use open source statistical program .
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Geometry of Linear Model
Línek, Vítězslav ; Hykšová, Magdalena (advisor)
The advantage of the geometric approach to linear model and its applications is known to many authors. In spite of that, it still remains to be rather unpopular in teaching statistics around the world and is almost missing in the Czech Republic. In this work, we use geometry of multidimensional vector spaces to derive some well-known properties of the linear model and to explain some of the most familiar statistical methods to show usefulness of this approach, also known as "free-coordinate". Besides, historical background including selected results of R. A. Fisher is briefly discussed; it follows that the geometry approach to linear model is justifiable from the historical point of view, too. Powered by TCPDF (www.tcpdf.org)
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Multidimensional regression models
Hrubešová, Gabriela ; Bednář, Josef (referee) ; Žák, Libor (advisor)
The subject of this diploma thesis is the use of knowledge of multidimensional regression models in practice. The first part describes the theoretical basis for regression analysis. Then further we focus on modeling theory and nonlinear multidimensional models. The next part describes a real problem. This is the width of kerf of titanium alloy using wire electrical discharge machining (WEDM). We apply most of the theoretical knowledge to this problem, and we use regression analysis using Minitab software. We will analyze the data from different perspectives and create several multidimensional regression models. In the last part we summarize the results obtained by the regression analysis.
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Geometry of Linear Model
Línek, Vítězslav ; Hykšová, Magdalena (advisor) ; Nagy, Ivan (referee) ; Hlubinka, Daniel (referee)
The advantage of the geometric approach to linear model and its applications is known to many authors. In spite of that, it still remains to be rather unpopular in teaching statistics around the world and is almost missing in the Czech Republic. In this work, we use geometry of multidimensional vector spaces to derive some well-known properties of the linear model and to explain some of the most familiar statistical methods to show usefulness of this approach, also known as "free-coordinate". Besides, historical background including selected results of R. A. Fisher is briefly discussed; it follows that the geometry approach to linear model is justifiable from the historical point of view, too. Powered by TCPDF (www.tcpdf.org)
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Detekce změn v lineárních modelech a bootstrap
Čellár, Matúš ; Prášková, Zuzana (advisor) ; Hušková, Marie (referee)
This thesis discusses the changes in parameters of linear models and methods of their detection. It begins with a short introduction of the two basic types of change point detection procedures and bootstrap algorithms developed specifically to deal with dependent data. In the following chapter we focus on the location model - the simplest example of a linear model with a change in parameters. On this model we will illustrate a way of long-run variance estimation and implementation of selected bootstrap procedures. In the last chapter we show how to extend the applied methods to linear models with a change in parameters. We will compare the performance of change point tests based on asymptotic and bootstrap critical values through simulation studies in both our considered methods. The performance of selected long-run variance estimator will also be examined both for situations when the change in parameters occurs and when it does not. 1
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Zobecněné lineární a aditivní modely v pojišťovnictví
Rusnák, Peter ; Branda, Martin (advisor) ; Pešta, Michal (referee)
In this thesis we describe the theory of generalized linear models and demon- strate its applications in non-life insurance. We also introduce some methods com- monly used to estimation of regression parameters and hypothesis testing . Further- more, we discuss possible extensions of GLM by introducing tools for reparametriza- tion of predictors which leads to new classes of models, concretely to segmented generalized linear models and generalized additive models. Consequently, we derive models appropriate for actuarial praxis using the real insurance data. In practical part of this thesis we illustrate the use of appropriate software for calculating the parameters of GAM and find way how to use open source statistical program .
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