| |
|
The projection of population mortality tables
Balajová, Helena ; Mazurová, Lucie (referee) ; Kořistka, Jan (advisor)
In the present work we deal with the problem of projecting mortality. At the beginning we describe the life table and we classify the methods and models (parametric models, non-parametric models, models based on reduction factors). The Lee - Carter method is described in detail. We focus on forecasts for a group of countries. We show existence of common trend in mortality in Europe and its disappearance. We assume that demograpahical characteristics of di erent countries with similar socioeconomic conditions will converge in the future. We apply this assumption using the augmented Lee - Carter model, in which selected countries have same trend in mortality as a group with lower mortality, and using Broekhoven approach, which determines that the mortality in given year in the future will be the same as in chosen group. In the last chapter we apply these methods in Central Europe.
|
|
Water balance in short rotation poplar coppice and reference grass-plot in conditions of Czech-Moravian Highlands
Orság, Matěj ; Fischer, Milan ; Trnka, Miroslav ; Hlavinka, Petr ; Kučera, J. ; Balek, J. ; Žalud, Zdeněk
This text presents results of a study focusing on differences of water balance between two contrasting cultures - short rotation poplar coppice and grass plot in conditions of Czech-Moravian Highlands. Actual evapotranspiration (by Bowen ratio energy balance method), precipitation and soil moisture in two layers (0 – 0.45 m and 0.45 – 0.90 m) were measured on both plots during seasons 2008 – 2010. The seasonal water lost through evapotranspiration was higher for the grass (560.4 and 508 mm for grass and 523.8 and 351.8 mm for poplar during growing season 2009 and 2010 respectively), but generally the observed amounts of ETa are comparable for both cultures and within the range of values described in literature. Results of soil moisture measurements expressed as soil water availability [mm] were compared with simulations obtained from water balance model SoilClim. The model a little bit underestimated the amount of available water in the system, since based on water balance closure we suggest that there is a higher water income than was recorded from precipitation. This extra water found in observed systems may be supplied probably by lateral underground water inflow from the upper fields.
|
| |
|
Forecasting System for Truck Parking Based on Statistical Modeling of Indirect Data
Brabec, Marek ; Konár, Ondřej ; Kasanický, Ivan ; Pelikán, Emil ; Malý, Marek ; Lokaj, Z. ; Zelinka, T.
In this paper, we describe briefly ongoing work on a project devoted to development and pilot verification of a system for highway truck parking detection and forecasting. The project has been funded by the Technological Agency of the Czech Republic (TACR) during 2012-2014 as the project number TA02031411: “Increasing the usage of parking capacity on highways using prediction models”. It is based on a unique collaboration of Faculty of Transportation Sciences, Czech Technical University in Prague, Institute of Computer Science, Academy of Sciences of the Czech Republic, Inoxive Ltd. and Kapsch Telematic Services Ltd.
|
|
Changes of diversity and abundance of aquatic avifauna in relation to the physical-geographical environment
Adam, Matyáš ; Romportl, Dušan (advisor) ; Chuman, Tomáš (referee)
Changes of diversity and abundance of aquatic avifauna in relation to the physical-geographical environment ABSTRACT. This thesis looked into the issue of impact of changes of suitable habitat structure and climatic conditions, as the most discussed environmental factors, on model group of organisms - waterbirds. In the first part there was characterized effect of these factors on model group by the available literature. The relevant environmental variables were processed in the second part. For analysis of impact of these environmental factors on abundance and diversity of aquatic avifauna there were used data from International Waterbird Census in January term from 93 sites throughout the Czech Republic. Data were chosen for the period 1975, 1990 and 2006, in accordance with the database CORINE Land Cover. As multivariate data analysis there were used redundancy analysis (RDA) and mixed models with random effects, which showed significant associations with both weather conditions and other environmental factors. Selected environmental variables contributed substantially to the explanation of variability in species data, that was also tested suitability of their use. Keywords: physical-geographical environment, climate change, land cover, habitat structure, biodivesity, waterbirds
|
|
Předpověď inflace Euro zóny pomocí Phillipsovy křivky
Michálková, Simona ; Zouhar, Jan (advisor) ; Čížek, Ondřej (referee)
The aim of this paper is to investigate various versions of the Phillips curve and their inflation forecasting ability for Euro Area. We consider autoregressive distributed lag models and use two types of trend estimation -- successive (the trend is estimated before the remaining parameters are) and join, using exponential smoothing. The versions of the Phillips curve are evaluated by rolling and recursive window methods, various selection criteria for lag variables and different combination of the inflation indicators. To evaluate the forecasted values, we calculate the RMSE in three 7-year periods: 1993-1999 (run up Euro area), 2000-2006 (stable inflation period) and 2007-2013 (financial crisis). According to all our modifications, we find some models which achieve satisfying results in terms of the RMSE, albeit not for all forecasting periods. We notice that some models are satisfactory only in the stable period however not in the periods with low inflation and vice versa.
|
|
Mundell-Fleming model. Application to the Czech economy.
Bouda, Milan ; Pánková, Václava (advisor) ; Křepelová, Marika (referee)
Interpretation of Mundell-Fleming (M-F) model is very similar to IS -- LM model. The main difference is that M-F model is based on an assumption of small open economy. This openness is making this model more realistic then IS -- LM model. These assumptions are suitable for Czech economy. In this thesis, model is estimated and interpreted. The most important is an application to Czech economy concerning the period 2002 - 2010. There are ex post and ex ante predictions based on the estimated reduced form of the model. The ex post forecast is used for the purpose of evaluating whether the model is suitable for the prediction. After finding relevant suitability, prediction of endogenous variables is performed in the following four seasons.
|
|
Pay-per-bid Auctions
Bocák, Petr ; Svoboda, Miroslav (advisor) ; Bolcha, Peter (referee)
This paper analyzes pay-per-bid auctions which have appeared recently on the Internet. In this paper I test the suitability of Platt, Price and Tappen's model using data about ended auctions on the website Bonus.cz. The model forecasts the distribution of ending prices depending on the item's value, bid fee and price increment. Observed ending prices distribution of more than 70% of commonly auctioned items on Bonus.cz fit the model. Furthermore, I discuss the relation between the time of day and the number of ended auctions and the influence the price increment has on the collected revenue. Contrary to model predictions, I observed that auctions with the price increment of 0,1 CZK generated significantly higher revenue than auctions with price increment of 1CZK.
|
|
Exchange rate prediction using fundamental analysis
Parmová, Jana ; Brůna, Karel (advisor) ; Čermáková, Daniela (referee)
Bachelor project is focused on forecasting of exchange rate development. There are used basic economic fundamentals for this prediction: price level, inflation, interest rate and balance of payments. Models of exchange rate determination, based on these fundamentals, are introduced in the project. There are described concretely: purchasing power parity, interest rate parity, international Fisher effect and balance of payments theory. Validity of these theories is analyzed in practical part of this project. There are used economic dates from Czech Republic, Poland and Hungary. Analysis is processed according to methods described in theoretical part. Results show, that using of methods based on inflation or interest rate is incorrect. Balance of payment theory seems to hold, but prediction of exchange rate development through this method is very complicated. Central banks of analysed countries present in financial stability reports, that exchange rate is determined by a lot of factors. So it is very difficult to comprise the factors into one model.
|
guest ::
