About: Structural Breaks in Time Series     Goto   Sponge   Distinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Projekt, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
Description
  • Cílem je vyvinout, popř. modifikovat dříve vyvinuté statistické modely, které by co nejlépe vystihovaly trendy a změny v pozorovaných časových řadách, najít co nejslabší předpoklady, které odpovídají reálné situaci a při kterých lze odvodit teoretické statistické vlastnosti. (cs)
  • Statistical modelling of trends and changes in time series has attracted many statisticians in the last two decades. The reason is that there is a whole spectrum of applications when data indicate trend(s) or change(s) and as a consequence it also results in a number of interesting theoretical problems.In this project we want to focus on developing techniques fot the statistical analysis in sedies of dependent data (time series), that is to detect structural breaks (change-points) in certain model assumptions via specific testing or monitoring procedures. Since data sets from applications typically do not satisfy certain assumptions of independence or identical distributions, we aim at further developing change-point methods for dependent data. The idea is to modify existing procedures, which have been developed for the independent case, to models possessing certain dependency structures, and taking these specific dependencies in the design of schemes. A further goal is to obtain corresponding theoretical results for multivariate time series, again in according to the requirements from apllications. (en)
Title
  • Structural Breaks in Time Series (en)
  • Strukturální změny v časových řadách (cs)
http://linked.open...vai/cislo-smlouvy
http://linked.open...avai/druh-souteze
http://linked.open...domain/vavai/faze
http://linked.open...vavai/hlavni-obor
http://linked.open...vai/vedlejsi-obor
http://linked.open...vavai/id-aktivity
http://linked.open.../vavai/id-souteze
http://linked.open...n/vavai/kategorie
http://linked.open...vai/klicova-slova
  • statistické postupy, strukturální změny, časové řady (en)
http://linked.open...avai/konec-reseni
http://linked.open...nujicich-prijemcu
http://linked.open...avai/poskytovatel
http://linked.open...avai/start-reseni
http://linked.open...ai/statni-podpora
http://linked.open...vavai/typProjektu
http://linked.open...ai/uznane-naklady
http://linked.open...ai/pocet-prijemcu
http://linked.open...cet-spoluprijemcu
http://linked.open...ai/pocet-vysledku
http://linked.open...ku-zverejnovanych
is http://linked.open...ain/vavai/projekt of
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 39 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software