| bibtype |
M -
Monography Chapter
|
| ARLID |
0106366 |
| utime |
20240103173139.0 |
| mtime |
20050324235959.9 |
| title
(primary) (eng) |
Application of regime-switching models of time series with cubic spline transition function |
| specification |
|
| serial |
| title
|
Soft Methodology and Random Information Systems |
| page_num |
581-589 |
| ISBN |
3-540-22264-2 |
| publisher |
| place |
Heidelberg |
| name |
Springer |
| year |
2004 |
|
|
| title
(cze) |
Aplikace modelu časových řad s proměnlivým režimem a s kubickou přechodovou funkcí |
| keyword |
time series |
| keyword |
logistic and cubic spline type transition functions |
| keyword |
smooth transition autoregressive models |
| author
(primary) |
| name1 |
Bognár |
| name2 |
T. |
| country |
SK |
| ARLID |
cav_un_auth*0015559 |
|
| author
|
| name1 |
Komorník |
| name2 |
J. |
| country |
SK |
| ARLID |
cav_un_auth*0015560 |
|
| author
|
| ARLID |
cav_un_auth*0101134 |
| name1 |
Komorníková |
| name2 |
Magda |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12A |
| cas_special |
| project |
| project_id |
GA402/04/1026 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0001809 |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
A new class of smooth transition autoregressive models, based on cubic spline type transition functions, has been introduced and subjected to comparison with models based on the logistic functions. We calculated both classes of 2-regimes models for residuals (after removing linear and periodic components) of geodetic time series containing 730 data (collected during 2 years) related to long-term drift of Euroasian tectonic plate. |
| abstract
(cze) |
Je navržena nová třída autoregrasních modelů s hladkou přechodovou funkcí a je srovnána s modelz yaloženými na logistických funkcích. Jsou propočteny 2-režimové modely geodetických časových řad pro výzkum dlouhodobého kontinentálního driftu evropské tektonické desky |
| reportyear |
2005 |
| RIV |
BA |
| permalink |
http://hdl.handle.net/11104/0013548 |
| ID_orig |
UTIA-B 20040178 |
| arlyear |
2004 |
| mrcbU63 |
Soft Methodology and Random Information Systems 3-540-22264-2 581 589 Heidelberg Springer 2004 Advances in Soft Computing. |
| mrcbU67 |
Lopéz M. 340 |
| mrcbU67 |
Gil M. A. 340 |
| mrcbU67 |
Lawry J. 340 |
|