Number of found documents: 1436
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Decision of a Steel Company Trading with Emissions
Zapletal, F.; Šmíd, Martin
2016 - English
We formulate a Mean-CVaR decision problem of a production company obliged to cover its CO2 emissions by allowances. Certain amount of the allowances is given to the company for free, the missing/redundant ones have to be bought/sold on a market. To manage their risk, the company can use derivatives on emissions allowances (in particular futures and options), in addition to spot values of allowances. We solve the decision problem for the case of an real-life Czech steel company for different levels of risk aversion and different scenarios of the demand. We show that the necessity of emissions trading generally, and the risk caused by the trading in particular, can influence the production significantly even when the risk is decreased by means of derivatives. The results of the study show that even for low levels of the risk aversion, futures on allowances are optimal to use in order to reduce the risk caused by the emissions trading. Keywords: CVaR; emission trading; optimization; allowances; EU ETS Fulltext is available at external website.
Decision of a Steel Company Trading with Emissions

We formulate a Mean-CVaR decision problem of a production company obliged to cover its CO2 emissions by allowances. Certain amount of the allowances is given to the company for free, the ...

Zapletal, F.; Šmíd, Martin
Ústav teorie informace a automatizace, 2016

Metodika určování svislých průhybů mostních konstrukcí pomocí technologie radarové interferometrie
Antoš, Filip; Talich, Milan; Glöckner, M.; Böhm, Ondřej; Soukup, Lubomír; Havrlant, Jan; Závrská, M.; Šolc, Jakub
2016 - Czech
Metodika poskytuje návod pro určování svislých průhybů mostních konstrukcí pomocí technologie radarové interferometrie. Svislé průhyby mostních konstrukcí jsou vyvolány především zatížením při průjezdy vozidel. Průhyby jsou radarem měřeny v celé délce sledované konstrukce současně. Měření je kontinuální s vysokou vzorkovací frekvencí (až 200 Hz) a zároveň i s vysokou přesností (až 0,01 mm). Předpokládá se použití interferometrického radaru IBIS-S italského výrobce IDS. Obecná doporučení a závěry jsou však platná pro každý radar tohoto druhu. The methodology provides guidance for determining the vertical deflection of bridge structures using radar interferometry technology. The vertical deflection of bridges are primarily caused by stress during transit of vehicles. The deflections are simultaneously measured by radar throughout the length of the monitored structure. The measurement is continuous with a high sampling frequency (200 Hz) and with high precision (0.01 mm). It is believed the use of interferometric radar IBIS-S Italian manufacturer IDS. General recommendations and conclusions are valid for every kind of radar. Keywords: radar interferometry; geodesy; vertical deflections; bridge construction Available at various institutes of the ASCR
Metodika určování svislých průhybů mostních konstrukcí pomocí technologie radarové interferometrie

Metodika poskytuje návod pro určování svislých průhybů mostních konstrukcí pomocí technologie radarové interferometrie. Svislé průhyby mostních konstrukcí jsou vyvolány především zatížením při ...

Antoš, Filip; Talich, Milan; Glöckner, M.; Böhm, Ondřej; Soukup, Lubomír; Havrlant, Jan; Závrská, M.; Šolc, Jakub
Ústav teorie informace a automatizace, 2016

Feasibility Study of an Interactive Medical Diagnostic Wikipedia
Grim, Jiří
2016 - English
Considering different application possibilities of product distribution mixtures we have proposed three formal tools in the last years, which can be used to accumulate decision-making know-how from particular diagnostic cases. First, we have developed a structural mixture model to estimate multidimensional probability distributions from incomplete and possibly weighted data vectors. Second, we have shown that the estimated product mixture can be used as a knowledge base for the Probabilistic Expert System (PES) to infer conclusions from definite or even uncertain input information. Finally we have shown that, by using product mixtures, we can exactly optimize sequential decision-making by means of the Shannon formula of conditional informativity. We combine the above statistical tools in the framework of an interactive open-access medical diagnostic system with automatic accumulation of decision-making knowledge. Keywords: Multivariate statistics; Medical diagnostics; Product mixtures; Incomplete data; Sequential classification; EM algorithm Fulltext is available at external website.
Feasibility Study of an Interactive Medical Diagnostic Wikipedia

Considering different application possibilities of product distribution mixtures we have proposed three formal tools in the last years, which can be used to accumulate decision-making know-how from ...

Grim, Jiří
Ústav teorie informace a automatizace, 2016

Diffusion MCMC for Mixture Estimation
Reichl, Jan; Dedecius, Kamil
2016 - English
Distributed inference of parameters of mixture models by a network of cooperating nodes (sensors) with computational and communication capabilities still represents a challenging task. In the last decade, several methods were proposed to solve this issue, predominantly formulated within the expectation-maximization framework and with the assumption of mixture components normality. The present paper adopts the Bayesian approach to inference of general (non-normal) mixtures via the Markov chain Monte Carlo simulation from the parameter posterior distribution. By collaborative tuning of node chains, the method allows reliable estimation even at nodes with significantly worse observational conditions, where the components may tend to merge due to high variances. The method runs in the diffusion networks, where the nodes communicate only with their adjacent neighbors within 1 hop distance. Keywords: Mixture; mixture estimation; MCMC Fulltext is available at external website.
Diffusion MCMC for Mixture Estimation

Distributed inference of parameters of mixture models by a network of cooperating nodes (sensors) with computational and communication capabilities still represents a challenging task. In the last ...

Reichl, Jan; Dedecius, Kamil
Ústav teorie informace a automatizace, 2016

Transient and Average Markov Reward Chains with Applications to Finance
Sladký, Karel
2016 - English
The article is devoted to Markov reward chains, in particular, attention is primarily focused on the reward variance arising by summation of generated rewards. Explicit formulae for calculating the variances for transient and average models are reported along with sketches of algorithmic procedures for finding policies guaranteeing minimal variance in the class of policies with a given transient or average reward. Application of the obtained results to financial models is indicated. Keywords: dynamic programming; transient and average Markov reward chains; reward-variance optimality; optimality in financial models Fulltext is available at external website.
Transient and Average Markov Reward Chains with Applications to Finance

The article is devoted to Markov reward chains, in particular, attention is primarily focused on the reward variance arising by summation of generated rewards. Explicit formulae for calculating the ...

Sladký, Karel
Ústav teorie informace a automatizace, 2016

Basic facts concerning extreme supermodular functions
Studený, Milan
2016 - English
Elementary facts and observations on the cone of supermodular set functions are recalled. The manuscript deals with such operations with set functions which preserve supermodularity\nand the emphasis is put on those such operations which even preserve extremality (of a supermodular function). These involve a few self-transformations of the cone of supermodular set functions. Moreover, projections to the (less-dimensional) linear space of set functions for a subset of the variable set are discussed. Finally, several extensions to the (more-dimensional) linear space of set functions for a superset of the variable set are shown to be both preserving supermodularity and extremality. Keywords: supermodular function; standardizations; extreme supermodular function Fulltext is available at external website.
Basic facts concerning extreme supermodular functions

Elementary facts and observations on the cone of supermodular set functions are recalled. The manuscript deals with such operations with set functions which preserve supermodularity\nand the emphasis ...

Studený, Milan
Ústav teorie informace a automatizace, 2016

Základy statistické analýzy přežití s aplikací v analýze spolehlivosti
Volf, Petr
2016 - Czech
Práce předkládá jednak přehled metod používaných v statistické analýze přežití s ohledem na aplikaci v analýze spolehlivosti, jednak výsledky autora v oblasti analýzy regrese v modelech pro intenzitu poruch. Je doplněna ilustrativními příklady. The contribution provides an overview of survival analysis methods with application to the statistical reliability analysis. It also contains some new results of the author in the field of regression models for the hazard rate. Methods are illustrated on examples. Keywords: survival analysis; statistics; reliability analysis Fulltext is available at external website.
Základy statistické analýzy přežití s aplikací v analýze spolehlivosti

Práce předkládá jednak přehled metod používaných v statistické analýze přežití s ohledem na aplikaci v analýze spolehlivosti, jednak výsledky autora v oblasti analýzy regrese v modelech pro intenzitu ...

Volf, Petr
Ústav teorie informace a automatizace, 2016

Robot Control in Terms of Hamiltonian Mechanics
Záda, V.; Belda, Květoslav
2016 - English
The paper deals with a mathematical modeling of robot motion and control. Instead of frequently used Lagrangian formulation of robot dynamics, this paper presents robot dynamics by Hamiltonian formulation. This formulation leads to different physical descriptive quantities considered for control design. In the paper, as a comparative control approach, PD control with gravity compensation is considered. The control approach considering Hamiltonian formulation is demonstrated for simplicity on two-mass robot-arm system. However, the explained modeling approach is general and it can be applied, e.g., to usual industrial articulated robots-manipulators with multiple degrees of freedom. Keywords: Robot-manipulator; Hamiltonian formalism; Modeling; Robot control; PD control Fulltext is available at external website.
Robot Control in Terms of Hamiltonian Mechanics

The paper deals with a mathematical modeling of robot motion and control. Instead of frequently used Lagrangian formulation of robot dynamics, this paper presents robot dynamics by Hamiltonian ...

Záda, V.; Belda, Květoslav
Ústav teorie informace a automatizace, 2016

Information Geometry and its Applications IV
Kratochvíl, Václav
2016 - English
The aim of the conference is to highlight recent developments within the field of information geometry and to identify new directions of research. We are confident that we have put together an exciting program consisting of invited talks and contributed poster presentations. All titles and abstracts are included in this book. We thank Václav Kratochvíl for his terrific work with the local organisation! Special thanks go to Antje Vandenberg who managed all the administrative work in Leipzig. We are also grateful for the support that we received from Milan Studený Keywords: Information Geometry Fulltext is available at external website.
Information Geometry and its Applications IV

The aim of the conference is to highlight recent developments within the field of information geometry and to identify new directions of research. We are confident that we have put together an ...

Kratochvíl, Václav
Ústav teorie informace a automatizace, 2016

Metodika určování vodorovných pohybů výškových objektů pomocí technologie radarové interferometrie
Antoš, Filip; Talich, Milan; Glöckner, M.; Böhm, O.; Soukup, Lubomír; Havrlant, Jan; Závrská, M.; Šolc, Jakub
2016 - Czech
Tato metodika poskytuje návod pro určování vodorovných pohybů výškových objektů pomocí technologie radarové interferometrie. Vodorovné pohyby výškových objektů jsou vyvolány buď vlivem povětrnostních podmínek, nestabilitou základů objektu nebo působením vlastních sil, vyvolaných mechanickým zařízením na objektu. Pohyby výškových objektů jsou pozemním radarem měřeny v celé délce sledovaného objektu současně. Měření je kontinuální s vysokou vzorkovací frekvencí (až 200 Hz) a zároveň i s vysokou přesností (až 0,01 mm). S využitím přirozených odražečů radarového signálu na povrchu objektu je možno pohyby měřit na dálku bez nutnosti přístupu k objektu. Pokud těleso objektu, případně kovové části na něm upevněné, neposkytuje dostatečně kvalitní odraz, je nutné na vhodná místa upevnit kovové koutové odražeče. Předpokládá se použití interferometrického radaru IBIS-S italského výrobce IDS. Obecná doporučení a závěry jsou však platná pro každý radar tohoto druhu. The Methodics provides a user with an instruction for horizontal movements determination of height objetcs by the radar interferometric technology. The horizontal movements of height objetcs are roused by the weather conditions or by the object fundament instability or by influence of intrinsic forces caused by a mechanic component attached to the object. The movements of the height objetcs are measured simultaneously in the whole length of the monitored object. The measurement is continuous with high frequency (up to 200 Hz) and very precise (up to 0,01 mm). It is possible to measure remotely, without need of accesss to the object, when natural reflectors of radar signal are parts of the object's surface. If the body of the object, resp. attached metal parts have poor reflection, metal corner reflectors have to be attached to suitable places on the object. Interferometric radar IBIS-S of Italian production is supposed to be used. Nevertheless, the general recomendations and conclusions are valid for any other radar device of this kind. Keywords: radar interferometry; GB-InSAR; horizontal movements; geodesy Available at various institutes of the ASCR
Metodika určování vodorovných pohybů výškových objektů pomocí technologie radarové interferometrie

Tato metodika poskytuje návod pro určování vodorovných pohybů výškových objektů pomocí technologie radarové interferometrie. Vodorovné pohyby výškových objektů jsou vyvolány buď vlivem povětrnostních ...

Antoš, Filip; Talich, Milan; Glöckner, M.; Böhm, O.; Soukup, Lubomír; Havrlant, Jan; Závrská, M.; Šolc, Jakub
Ústav teorie informace a automatizace, 2016

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