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Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries
Baxa, Jaromír; Plašil, M.; Vašíček, B.
2012 - English
The purpose of this paper is to provide a novel look at the evolution of inflation dynamics in selected Central European (CE) countries. We use the lens of the New Keynesian Phillips Curve (NKPC) nested within a time-varying framework. Exploiting a time-varying regression model with stochastic volatility estimated using Bayesian techniques, we analyze both the closed and open-economy version of the NKPC. The results point to significant differences between the inflation processes in three CE countries. While inflation persistence has almost disappeared in the Czech Republic, it remains rather high in Hungary and Poland. In addition, the volatility of inflation shocks decreased quickly a few years after the adoption of inflation targeting in the Czech Republic and Poland, whereas it remains quite stable in Hungary even after ten years’ experience of inflation targeting. Our results thus suggest that the degree of anchoring of inflation expectations varies across CE coutries.
Keywords:
Bayesian model averaging; inflation dynamics; time-varying parameter model
Fulltext is available at external website.
Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries
The purpose of this paper is to provide a novel look at the evolution of inflation dynamics in selected Central European (CE) countries. We use the lens of the New Keynesian Phillips Curve (NKPC) ...
Application of Sequential Monte Carlo Estimation for Early Phase of Radiation Accident
Šmídl, Václav; Hofman, Radek
2012 - English
The early phase of radiation accident is characterized by minimum number of measured data and high uncertainty in both atmospheric conditions and radiation situation. Our goal is to provide an accurate method of radiation situation assessment that is capable to respect the uncertainty and provide informative predictions of its evolution for the involved decision makers. We propose a state space model based on atmospheric dispersion model, numerical weather model with local corrections and random walk on the model corrections and release evolution. This model is highly nonlinear and is estimated using sequential Monte Carlo. Since the model is significantly more complex that previously considered models and its estimation with naive proposal densities become too computationally demanding. We propose to construct a proposal density using problem specific simplification followed by application of the Laplace approximation. Properties of the resulting estimation procedure are illustrated on a twin experiment.
Keywords:
radiation protection; dispersion modeling; particle filter
Fulltext is available at external website.
Application of Sequential Monte Carlo Estimation for Early Phase of Radiation Accident
The early phase of radiation accident is characterized by minimum number of measured data and high uncertainty in both atmospheric conditions and radiation situation. Our goal is to provide an ...
Degenerate parabolic stochastic partial differential equations
Hofmanová, Martina
2012 - English
Well-posedness of degenerate parabolic equations with stochastic forcing is studied. Existence and uniqueness of kinetic solutions is proved by means of the vanishing viscosity method.
Keywords:
stochastic parabolic equations; kinetic solutions
Fulltext is available at external website.
Degenerate parabolic stochastic partial differential equations
Well-posedness of degenerate parabolic equations with stochastic forcing is studied. Existence and uniqueness of kinetic solutions is proved by means of the vanishing viscosity method.
State estimation with missing data and bounded uncertainty
Pavelková, Lenka
2011 - English
The paper deals with two problems in the state estimation: (i) bounded uncertainty and (ii) missing measurement data. An algorithm for the state estimation of the discrete-time state space model whose uncertainties are bounded is proposed here. The algorithm also copes with situations when some data for identification are missing. The Bayesian approach is used and maximum a posteriori probability estimates are evaluated in the discrete time instants. The proposed estimation algorithm is applied to the estimation of vehicle position when incomplete data from global positioning system together with complete data from the inertial measurement unit are at disposal.
Keywords:
state-space model; filtering; bounded noise; incomplete data
Fulltext is available at external website.
State estimation with missing data and bounded uncertainty
The paper deals with two problems in the state estimation: (i) bounded uncertainty and (ii) missing measurement data. An algorithm for the state estimation of the discrete-time state space model whose ...
Hmotnostní korekce aplikované aktivity 18F-FDG při PET vyšetření
Bělohlávek, Otakar; Skopalová, Magdaléna; Boldyš, Jiří; Dvořák, Jiří
2011 - Czech
Pozitronová emisní tomografie (PET) je medicínská zobrazovací technika umožňující zaznamenat prostorovou distribuci podaného radiofarmaka a zkoumat tak některé funkční procesy v těle pacienta. Cílem této práce je ukázat, že předpis v současnosti používaný k určení množství podané aktivity (potřebného množství radiofarmaka) vede k nekonstantní kvalitě PET snímků mezi pacienty s různými tělesnými parametry. Práce je retrospektivní studií využívající dat získaných v minulosti při běžných PET vyšetřeních. Positron emission tomography (PET) is a medical imaging modality which estimates spatial distribution of applied radiotracer and investigate functional processes in the patient’s body. The aim of this work is to show that the prescription used nowadays to determine the amount of activity to be applied (the necessary amount of radiotracer) results in a non-constant quality of PET images among patients with different body parameters. This work is a retrospective study and uses data acquired in the past during routine PET examinations.
Keywords:
positron emission tomography; activity optimization
Fulltext is available at external website.
Hmotnostní korekce aplikované aktivity 18F-FDG při PET vyšetření
Pozitronová emisní tomografie (PET) je medicínská zobrazovací technika umožňující zaznamenat prostorovou distribuci podaného radiofarmaka a zkoumat tak některé funkční procesy v těle pacienta. Cílem ...
Mathematical model of a production line checkpoint
Slimáček, Václav
2011 - English
Research report deals with a model of a checkpoint of a assembly line based on Markov and semi-Markov chains with decision processes. The model is motivated by a real situation.
Keywords:
Markov chain; Semi-Markov chain; Decision processes
Fulltext is available at external website.
Mathematical model of a production line checkpoint
Research report deals with a model of a checkpoint of a assembly line based on Markov and semi-Markov chains with decision processes. The model is motivated by a real situation.
Construction of Mass Migration Process
Fajfrová, Lucie; Saada, E.
2011 - English
A general model of conservative particle systems on $/Zd$ is treated in this report. We call it the Mass Migration Process. We bring out a construction of an appropriate Markov process, we set conditions on existence, attractiveness and we present many particular examples.
Keywords:
mass migration process; generalized zero range process; misanthrope process; construction
Available in digital repository of the ASCR
Construction of Mass Migration Process
A general model of conservative particle systems on $/Zd$ is treated in this report. We call it the Mass Migration Process. We bring out a construction of an appropriate Markov process, we set ...
Vybudování experimentálního interfakultního pracoviště pro výuku v oblasti dopravního modelování - EDOM
Nagy, Ivan; Mlynářová, T.
2011 - Czech
Jedná se o závěrečnou zprávu projektu. Projekt se zabýval využitím dopravního simulátoru AIMSUN pro výuku statistiky v dopravních úlohách. The project dealt with exploitation of the transportation simulator AIMSUN for teachin Statistics in transportation tasks.
Keywords:
Statistics; modeling
Fulltext is available at external website.
Vybudování experimentálního interfakultního pracoviště pro výuku v oblasti dopravního modelování - EDOM
Jedná se o závěrečnou zprávu projektu. Projekt se zabýval využitím dopravního simulátoru AIMSUN pro výuku statistiky v dopravních úlohách....
Nestandardní regulační diagramy pro SPC
Křepela, J.; Michálek, Jiří
2011 - Czech
Zpráva pojednává o kostrukci tří typů regulačních diagramů, které nepatří mezi nástroje pro SPC uvedené v ISO normách The research report deals with three types of control charts that are not among tools for SPC given by ISO standards
Keywords:
control chart; control limits; warranty limits
Fulltext is available at external website.
Nestandardní regulační diagramy pro SPC
Zpráva pojednává o kostrukci tří typů regulačních diagramů, které nepatří mezi nástroje pro SPC uvedené v ISO normách...
Data assimilation methods for early and late phase of radiation accident - A comprehensive review with examples of methods examined within solution of the grant projet VG20102013018
Hofman, Radek; Pecha, Petr; Šmídl, Václav
2011 - English
The task of the decision support in the case of a radiation accident is to provide up-to-date information on the radiation situation, prognosis of its future evolution and possible conse- quences. The reliability of predictions can be significantly improved using data assimilation, which refers to a group of mathematical methods allowing an efficient combination of ob- served data with a numerical model. The concerns application of the advanced data assimilation methods in the field of radiation protection. We focus on assessment of off-site consequences in the case of a radiation accident when radionuclides are released into the environment. In this report we present a comprehensive review of data assimilation evaluated for pur- poses of inclusion into the data assimilation and decision support system ASIM developed within the grant project VG20102013018 provided by the Ministry of the Interior of the Czech Republic.
Keywords:
data assimilation; radiation protection; atmospheric dispersion modeling
Available at various institutes of the ASCR
Data assimilation methods for early and late phase of radiation accident - A comprehensive review with examples of methods examined within solution of the grant projet VG20102013018
The task of the decision support in the case of a radiation accident is to provide up-to-date information on the radiation situation, prognosis of its future evolution and possible conse- quences. The ...
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