Výsledky vyhledávání - "Mielczarek, Dominik"

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New Proposals of a Stress Measure in a Capital and its Robust Estimator

Autor: Klecha, Tadeusz, Kosiorowski, Daniel, Mielczarek, Dominik, Rydlewski, Jerzy P.

In this paper a novel approach for a measurement of stresses in a capital, which induce the capital flows between economic systems, is proposed. The proposals appeal to an apparatus offered by the statistical theory of shape. We propose a stress func

Externí odkaz: http://arxiv.org/abs/1802.03756

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Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for Day and Night Air Pollution in Silesia Region: A Critical Overview

Autor: Kosiorowski, Daniel, Mielczarek, Dominik, Rydlewski, Jerzy. P.

Publikováno v: Central European Journal of Economic Modelling and Econometrics, 10: 53-73 (2018)

In economics we often face a system, which intrinsically imposes a structure of hierarchy of its components, i.e., in modelling trade accounts related to foreign exchange or in optimization of regional air protection policy. A problem of reconciliati

Externí odkaz: http://arxiv.org/abs/1712.03797

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Aggregated moving functional median in robust prediction of hierarchical functional time series - an application to forecasting web portal users behaviors

Autor: Kosiorowski, Daniel, Mielczarek, Dominik, Rydlewski, Jerzy P.

In this article, a new nonparametric and robust method of forecasting hierarchical functional time series is presented. The method is compared with Hyndman and Shang's method with respect to their unbiasedness, effectiveness, robustness, and computat

Externí odkaz: http://arxiv.org/abs/1710.02669

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Generalized Exponential smoothing in prediction of hierarchical time series

Autor: Kosiorowski, Daniel, Mielczarek, Dominik, Rydlewski, Jerzy P., Snarska, Małgorzata

Publikováno v: STATISTICS IN TRANSITION new series, June 2018 Vol. 19, No. 2, pp. 331-350

Shang and Hyndman (2017) proposed a grouped functional time series forecasting approach as a combination of individual forecasts obtained using generalized least squares method. We modify their methodology using generalized exponential smoothing tech

Externí odkaz: http://arxiv.org/abs/1612.02195

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