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On the choice of parameters of change-point detection with application to stock exchange data

100%
Jaworski S., Furmańczyk K.
Metody Ilościowe w Badaniach Ekonomicznych
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2011
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vol. 12
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issue 1
87-96
EN
Our paper is devoted to the study of V-Box Chart method in a parametric model. This algorithm is proposed to be used in the change-point detection in a sequence of observations. The choice of parameters in such an algorithm is heuristic. In our paper we use the mini-max rule for this choice and we control the probability that no signal is given, when the process is out of control as well as the probability of false alarm. We apply this algorithm to the detection of a change in stock exchange data.
2
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Unemployment rate for various countries since 2005 to 2012: comparison of its level and pace using functional principal component analysis

100%
Jaworski S., Furmańczyk K.
Metody Ilościowe w Badaniach Ekonomicznych
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2012
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vol. 13
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issue 2
40-47
EN
We apply the functional principal component analysis to compare the unemployment rate in euro area, Japan and USA since 2005 to 2012. For preprocessing analysis we used B-splines system with roughness penalty for smoothing the data. The analysis enables to reveal the most important type of variation in unemployment rate and its pace's in examined countries.
3
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The quantile estimation of the maxima of sea levels

100%
Dudziński M., Furmańczyk K.
Metody Ilościowe w Badaniach Ekonomicznych
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2011
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vol. 12
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issue 1
37-52
EN
The hydrological modeling has become an intensively studied subject in recent years. One of the most significant problems concerning this issue is to provide the mathematical and statistical tools, which allow to forecast extreme hydrological events, such as severe sea or river floodings. The extreme events on water have huge social and economic impact on the affected areas. Due to these reasons, each country has to protect itself against the flood danger, and consequently, the designing of reliable flood defences is of great importance to the safety of the region. For example, the sea dikes along the Dutch coastline are designed to withstand floods, which may occur once every 10 000 years. It means that the height of the dike is determined in such a way that the probability of the event that there is a flood in a given year equals 10-4. The computation of such the height level requires the estimation of the corresponding quantiles of the distributions of certain maxima of sea levels. In our paper, we present the procedures, which lead to the estimation of such the quantiles. We are mainly concerned with the interval estimation; in this context, we present the frequentistic and Bayesian approaches in constructing the desired confidence intervals.
4
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An application of branching processes in stochastic modeling of economic development

81%
Dudziński M., Furmańczyk K., Kociński M., Twardowska K.
Metody Ilościowe w Badaniach Ekonomicznych
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2010
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vol. 11
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issue 1
70-80
EN
In our paper, a stochastic model of forecasting of the numer of firms of a given type, acting on the market in a given year, is proposed. The model uses the probabilistic tools of the theory of branching processes. Our approach is an alternative method to the forecasting methods proposed so far, including those based on time series. The theoretical results presented in the paper may be applied in the forecasting of the market position of the firms of a given sector.
5
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Evaluation of selected aspects of the hygiene hypothesis and their effect on the incidence of allergy

61%
Krzych-Fałta E., Wojas O., Furmańczyk K., Dziewa-Dawidczyk D., Piekarska B., Samoliński B., Sybilski A.
International Journal of Occupational Medicine and Environmental Health
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2023
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vol. 36
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issue 1
69-83
EN
Objectives The development of allergic conditions is largely dependent on the interactions between genetic (individual genetic predisposition) and environmental factors (exposure to risk factors). The aim of this study was an attempt to assess the influence of selected elements of the hygiene theory in the development of allergic diseases such as allergic rhinitis and asthma. Material and Methods The study group consisted of 5518 women and 3868 men. The method that was used was the European Community Respiratory Health Survey II and International Study of Asthma and Allergies in Childhood questionnaire validated and adapted to Central and Eastern European conditions. The project was conducted in 8 urban areas (Gdańsk, Wrocław, Poznań, Katowice, Kraków, Lublin, Białystok, Warsaw) and 1 rural area (Krasnystaw county). This study had 2 stages; the first stage involved grouping the 22 500 respondents based on their questionnaire responses with the use of a Personal Digital Assistant (PDA); the second stage involved 7000 subjects, who underwent additional assessments: skin prick tests (birch, grasses/cereals, Dermatophagoides pteronyssinus and Dermatophagoides farinae, molds [set I: Botrytis cinerea, Cladosporium herbarum, Alternaria tenuis, Curvularia lunata, Fusarium moniliforme, Helminthosporium], molds [set II: Aspergillus fumigatus, Mucor mucedo, Penicillium notatum, Pullularia pullulans, Rhizopus nigricans, Serpula lacrymans], cat, dog, molds Cladosporium herbarum, Alternaria tenuis) and spirometry tests. Results The age at which children attend the nursery school is critical to the development of allergic diseases; in allergic rhinitis, the risk of an IgE-dependent reaction is 2 times higher in the second than in the first year of life (p = 0.00147, p < 0.05), while in asthma, having a large number of siblings increases the risk of developing obstructive disease by almost 6 times (p = 0.00316, p < 0.05).The age at which children attend the nursery school is critical to the development of allergic diseases; in allergic rhinitis, the risk of an IgE-dependent reaction is 2 times higher in the second than in the first year of life (p = 0.00147, p < 0.05), while in asthma, having a large number of siblings increases the risk of developing obstructive disease by almost 6 times (p = 0.00316, p < 0.05). Conclusions The hygiene theory is particularly applicable and can explain the relationship of selected habits in the development of allergic diseases. Int J Occup Med Environ Health. 2023;36(1):69–83
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