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EN
Control charts are the most commonly used quality control tools. These tools are dedicated to monitoring processes characteristic over time. Control charts may be successfully applied in other statistical areas. The non-classical use of control charts for time series prediction has been presented by Z. Pawłowski in the paper Predykcja za pomocą kart kontrolnych (Control Chart Based Prediction, 1969). The forecasts obtained by this method are quantitative or qualitative. The modification of this method is presented in the paper. It leads to quantitative predictions in all cases. The proposal was compared to some well-known classical prediction methods in the Monte Carlo study.
PL
Metody statystyczne opracowane na potrzeby kontroli jakości produktów z powodzeniem mogą być stosowane w analizie innych zagadnień. Do najczęściej wykorzystywanych narzędzi kontroli jakości należy zaliczyć karty kontrolne. Nieklasyczne zastosowanie kart kontrolnych związane z wykorzystaniem ich do prognozowania przedstawił Z. Pawłowski w artykule Predykcja za pomocą kart kontrolnych (1969). Prognozy otrzymywane tą metodą mają charakter ilościowy lub jakościowy. W artykule przedstawiono propozycję modyfikacji tej metody w celu uzyskania wszystkich prognoz o charakterze ilościowym. Proponowaną metodę porównano symulacyjnie z wybranymi metodami predykcji.
EN
The aim of this article is to present original application wavelets to the prediction of short-term of time series. The model proposed to predict short-term time series (in particular for predicting macroeconomic indicators) is a model of copyright. The model is based on wavelet analysis, the Haar wavelet, the Daubechies wavelet and adaptive models. The Daubechies wavelets are a family of orthogonal wavelets and are characterized by a maximal number of vanishing moments for some given support. Adaptive models have been appropriately modified by the introduction of a wavelet function and combined into one predictive model. The results obtained from the study results indicate that the authorial model is an effective tool for short-term predictions. The model was applied to predict macroeconomic indicators.
EN
We compare four methods of forecasting functional time series including fully functional regression, functional autoregression FAR(1) model, Hyndman & Shang principal component scores forecasting using one-dimensional time series method, and moving functional median. Our comparison methods involve simulation studies as well as analysis of empirical dataset concerning the Internet users behaviours for two Internet services in 2013. Our studies reveal that Hyndman & Shao predicting method outperforms other methods in the case of stationary functional time series without outliers, and the moving functional median induced by Frainman & Muniz depth for functional data outperforms other methods in the case of smooth departures from stationarity of the time series as well as in the case of functional time series containing outliers.
EN
This paper attempts to characterise various cultural landscapes in the area of Eąuatorial Africa. To achieve this, the contents of various thematic maps and satellite photos representing: areas covered with forests (mostly secondary forests), naturę reserves, areas of extensive and intensive agriculture and urban-industrial areas were overlaid with the contents of map of potential vegetation (which represent, to use a simplification, the natural, primeval landscape). The method applied allowed for distinguishing five types of cultural landscape that correspond to five levels of transformation of the primeval landscape. The resulting map shows a mosaic-like structure of landscapes. This structure changes constantly. The surface area of regions with a certain landscape type increases or decreases, or else the regions change their locations. A detailed analysis of socio-economic processes (and the related changes in the natural environment) can constitute a basis for a prediction of cultural landscape transformation. It is the author's opinion that such prediction could be applied in various planning projects.
EN
The aim of the article is to present a very important phenomenon affecting human integrity and homeostasis that is Threat Prediction Process. This process can be defined as “experiencing apprehension concerning results of potential/ actual dangers,” (Mamcarz, 2015) oscillating in terminological area of anxiety, fear, stress, restlessness. Moreover, it highlights a cognitive process distinctive for listed phenomenon’s. The process accompanied with technological and organization changes increases number of health problems affecting many populations. Hard work conditions; changing life style; or many social and political threats have influence on people’s quality of life that are even greater and more dangerous than physical and psychological factors, which, in turn, have much more consequences for human normal functioning. The present article is based on chosen case studies of a qualitative analysis of threat prediction process
PL
Drzewa klasyfikacyjne i regresyjne są bardzo popularnym narzędziem predykcji. Budowa takiego modelu polega na stopniowym podziale wielowymiarowej przestrzeni cech na rozłączne obszary aż do uzyskania maksymalnej ich homogeniczności ze względu na wartość zmiennej objaśnianej y. Podział ten kontynuowany jest w kolejnych krokach, w oparciu o wartości wybranych zmiennych objaśniających. Istnieje wiele możliwych sposobów wyboru tych zmiennych, a jednym z najpopularniejszych jest algorytm wyczerpującego przeszukiwania (ang. exhaustive search) opracowany przez Breimana (Breimana et al., 1984). Zaproponowany przez Hothoma, Hornika i Zeileisa, (2006) sposób doboru zmiennych znany pod nazwą nieobciążonej metody rekurencyjnego podziału (ang. unbiased recurcive partitioning) opierający się na zastosowaniu testów permutacyjnych miał na celu ominięcie podstawowej wady tradycyjnego podejścia, jakim jest tendencja do wyboru zmiennych dających wiele potencjalnych możliwości podziału. Okazuje się, że w przypadku dyskryminacji to nowatorskie podejście prowadzi do uzyskania modeli zapewniających bardzo zbliżone wyniki klasyfikacji jak podejście tradycyjne, a w podejściu wielomodelowym może doprowadzić do pogorszenia poprawności klasyfikacji. Zasadniczym celem referatu jest przedstawienie wyników badań, które mają na celu porównanie dokładności predykcji na podstawie drzew regresyjnych, które doboru zmiennych objaśniających dokonują za pomocą algorytmu wyczerpującego przeszukiwania oraz za pomocą podejścia bazującego na testach permutacyjnych. Ponadto porównane zostaną wyniki predykcji modeli zagregowanych, w których modelami składowymi będą te dwa rodzaje drzew regresyjnych.
EN
Classification and regression trees are very popular tool for prediction. The construction of these models is based on recursive partitioning of multidimensional attribute space into disjoint homogenous regions till gaining the maximum homogeneity from the point of view of the dependent variable value. The main aim of this research is to apply in regression trees unbiased recursive partitioning algorithm proposed by Hothom, Homik and Zeileis (2006), which is based on permutation tests. The research takes into consideration both single and aggregated approach and compare the results with classical method of tree model construction based on exhaustive search algorithm proposed by Breiman et al. (1984).
PL
W pracy zaprezentowano koncepcję wykorzystania Sztucznych Sieci Neuronowych do prognozowania wyników meczów. Przedstawiono architekturę sieci oraz skuteczność realizowanych przez nią prognoz. Uzyskane wyniki zestawiono z wynikami otrzymanymi przy wykorzystaniu innych metod.
EN
The paper presents the concept of using Artificial Neural Networks to predict the results of football matches. Autors presents the architecture of the network and the effectiveness of the implementation by the forecasts. The results were compared with results obtained using other methods
Ekonomista
|
2015
|
issue 4
531-543
PL
Celem artykułu jest ocena możliwości prognozowania rzeczywistych kursów walutowych na podstawie ich notowań w transakcjach terminowych. Analiza dotyczy prognozowania kursu rynkowego USD/EUR na podstawie notowań w transakcjach terminowych w okresie od 2005 r. do 2013 r. Relacja między dziennym kursem zamknięcia i kursem notowanym w transakcjach terminowych 3- i 6-miesięcznych została zilustrowana graficznie i przeanalizowana za pomocą regresji. Autor bada stacjonarnośc szeregu czasowego i dokonuje jego detrendyzacji dla zapewnienia stacjonarności oraz przekształca równanie do formy nieliniowej w celu usunięcia silnej autokorelacji reszt. Prognozy kursu są wykonywane na modelu zdetrendyzowanym. Wyniki analizy pokazują, że bieżące notowania kursu w transakcjach terminowych nie są dostatecznie wiarygodnymi wskaźnikami przyszłego kształtowania się kursu rynkowego. Informacja ta jest ważna dla analityków fi nansowych prognozujących kursy walutowe na użytek instytucji fi nansowych i przedsiębiorstw uczestniczących w obrocie międzynarodowym oraz dla graczy spekulujących na rynkach walutowych.
EN
The aim of the paper is to assess the extent to which the future spot exchange rates can be predicted on the basis of the present forward exchange rates. The analysis refers to the prediction of the spot exchange rate USD/EUR on the basis of the forward exchange rates over the period from 2005 to 2013. Both graphical and regression analyses are used to examine the relationship between daily closing spot and forward rates, specifi cally 3-month rates and 6-month rates. The regression equation is estimated by the ordinary least squares method, and the hypotheses related to the parameters are tested at the 5% signifi cance level. The author examines whether the time series is stationary. Subsequently, the time series is detrended in order to guarantee stationarity. The transformation into non-linear econometric model is used in order to eliminate high positive autocorrelation in the residuals of the model. Then the predictions of the detrended model are made. The results of the analysis show that the present forward exchange rates are not sufficiently reliable predictors of the future spot exchange rates. These fi ndings are important for financial analysts working in fi nancial companies or enterprises participating in international turnovers, as well as for speculators acting in the foreign exchange markets.
RU
Целью статьи является оценка возможности прогнозирования реальных валютных курсов на основании их котировок по срочным сделкам. Анализ касается прогнозирования рыночного курса USD/EUR на основании его котировок по срочным сделкам за период с 2005 по 2013 год. Соотношение между дневным курсом закрытия и курсом, обозначенным в 2-х и 6-ти месячных сделках, было представлено графически и проанализировано с помощью регрессии. Автор исследует стационарность временного ряда и делает его бестрендовым с целью обеспечения стационарности, а также преобразовывает уравнение в нелинейную форму в целях устранения сильной автокорректировки остатков. Прогнозы курса делаются на бестрендовой модели. Результаты анализа показывают, что текущие котировки курса в срочных сделках не являются достаточно достоверными показателями будущего формирования рыночного курса. Эта информация важна для финансовых аналитиков, прогнозирующих валютные курсы по заказу финансовых институтов и предприятий, участвующих в международном обороте, а также для игроков, занимающихся спекуляцией на валютных рынках.
EN
Transport is considered one of the basic aspects of the movement of people, raw materials as well as goods from the place of origin to the destination. Moreover, in the wider sense, transport includes economic bodies that aim to achieve goals similar to those of businesses that produce a wide range of goods required by customers. Hence, the efficient operations of basic branches of the transportation system determine the entire national economy. Furthermore, transport is considered a basic factor of development, both on the macro- and microeconomic scales. The aim of the paper is to attempt the assessment of the road transport in Poland as an important element of macro logistics. Furthermore, one of the aims of the investigation was the explanation of its influence on the level of economic development in Poland. As the source of information, the research used the data drawn from the Central Statistical Office of Poland. The main methods implemented in this study were both classic and order synthetic measure construction. Further, these measures were used in econometric models as well as for the prediction of their values. The main result of the analysis indicates that the development level of the widely considered infrastructure is strictly correlated with the socio-economic development of particular voivodships. The study on the level of road transport development can lead to a better understanding of the socio-economic development of particular areas of Poland as well as the more efficient use of the support funds.
EN
The paper deals with a first-order autoregression model with parameter estimation with exponential forgetting, known and well established in the mathematical system theory. However, the use of exponential forgetting in econometry is not a standard. Under the assumption of slow timevariability of model parameters and model stationarity, this estimation method could however lead to significant improvement of the prediction quality. In this paper, we describe the Bayesian approach to such a modelling and parameter estimation. The use of the method is demonstrated on a one-step-ahead prediction of the EUR-USD exchange rate.
EN
The study aims at land cover prediction based on cellular automata and artificial neural network (CA-ANN) method implemented in the Methods Of Land Use Change Evaluation (MOLUSCE) tool. The Tricity region and the neighbouring counties of Gdański and Kartuzy were taken as the research areas, and coordination of information on the environment (CORINE Land Cover, CLC, CLMS 2022) data for 2006, 2012 and 2018 were used to analyse, simulate and predict land cover for 2024, the next reference year of the CORINE inventory. The results revealed an increase in artificial surfaces, with the highest value during the period 2006–2012 (86.56 km2). In total, during the period 2006–2018, the growth in urbanised area amounted to 95.37 km2. The 2024 prediction showed that artificial surfaces increased by 9.19 km2, resulting in a decline in agricultural land.
EN
GDP measures the monetary value of the total production of goods and services in a given country over a certain period of time. GDP establishes the economic performance of a country or region and is useful for comparing differences in the living standards of nations. In general, three methods exist for determining GDP, based on production, expenditure and income. In today's modern world, economists are looking for other appropriate and improved models for the management and prediction of all economic indicators. Artificial intelligence is among those methods that have gained in importance because of its very good predictive ability over conventional statistical and mathematical models. It consists of a time series, for example, but especially of artificial neural networks. This paper describes the known applications of artificial intelligence for the prediction of GDP and then applies neural networks to predict the GDP growth of Eurozone countries until the year 2025. The selected neural structures exhibit satisfactory numerical characteristics and are equivalent to expert evaluations of GDP development. They therefore appear to be a useful tool for predicting GDP.
EN
Predictive business process monitoring is a current research area which purpose is to predict the outcome of a whole process (or an element of a process i.e. a single event or task) based on available data. In the article we explore the possibility of use of the machine learning classification algorithms based on trees (CART, C5.0, random forest and extreme gradient boosting) in order to anticipate the result of a process. We test the application of these algorithms on real world event-log data and compare it with the known approaches. Our results show that.
EN
Sentential context is believed to have particularly robust effects on the processing of foreign-accented speech (Lev-Ari 2015). However, recent neurolinguistic studies investigating the relation between non-native speech and semantic predictability suggest that anticipation mechanisms are, in fact, hampered during the processing of foreign accents (Romero-Rivas et al. 2016). The current study is an attempt to shed more light on this issue and establish whether the mechanisms responsible for categorical template matching remain active during the processing of non-native speech. The study investigated neural reactions towards high cloze probability template endings (i.e., the endings of fixed phrases selected in a pre-test) and their unexpected counterparts. 120 Polish sentences were recorded by a native Polish speaker and a non-native (L1 Ukrainian) speaker of Polish in order to investigate the reactions towards an easily recognizable foreign accent. The brain activity of 28 monolinguals (L1 Polish) was recorded during the EEG sessions. In native-accented speech, violations of high cloze probability items resulted in a broadly distributed negativity followed by a P600 effect. No comparable effects were observed in the case of foreign-accented speech. These results are compatible with previous findings (Hanulíková et al. 2012; Romero-Rivas et al. 2016) as they confirm that linguistic anticipatory and reanalysis processes are hampered in the case of non-native speech.
|
2023
|
vol. 11
|
issue 58
214-232
EN
The present study aims to explain and predict the monetary amount awarded by courts as compensation for harm suffered. A set of machine-learning algorithms was applied to a sample of decisions handed down by the Polish common courts. The methodology involved two steps: identification of words and phrases whose counts or frequencies affect the amounts adjudicated with LASSO regression and expert assessment, then applying OLS, again LASSO, random forests and XGBoost algorithms, as well as a BERT approach to make predictions. Finally, an in-depth analysis was undertaken on the influence of individual words and phrases on the amount awarded. The results demonstrate that the size of awards is most strongly influenced by the type of injury suffered, the specifics of treatment, and the family relationship between the harmed party and the claimant. At the same time, higher values are awarded when compensation for material damage and compensation for harm suffered are claimed together or when the claim is extended after it was filed.
EN
Research background: The post-World Financial Crisis period has showed us that an application of the qualitative data focused on the expectations of the enterprises and consumers in a combination with the quantitative data in the individual economy sectors is a good prerequisite for reliable prediction of the economic cycles. Purpose of the paper: The main goal of the presented study was to test the ESI prediction capabilities and its components in a relation to the economic cycles of the EU countries in the individual time periods. Methods: The time series for the period Q1 2000 to Q4 2022 and the three selected time periods were a subject to undergo the selection of the cyclical component applying the Hodrick-Prescott filter and then, the relationship between the variables was determined employing the Pearson correlation coefficient with the time shifts. The relation of ESI and its components to GDP and the Index of Industrial Production (IIP), which represent the economic cycle, was analysed. The prediction volume and the cross-correlation values determined the nature of the observed cyclical variables. Findings & value added: The results of the analysis point to the fact that ESI and its components are able to ensure a high-quality prediction of the economic cycle only in the selected EU countries. Regarding the components of the ESI, the Consumer confidence indicator, Construction and Industrial confidence indicators show the best predictive capabilities. The analytical outcomes show that the ESI size and lead period vary over time and after the 2008 crisis, the ESI showed better predictive capabilities in a relation to GDP and IIP than before the crisis. The Covid 19 pandemic had a significant negative impact on the ESI predictive capabilities.
17
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On the Possibility of Prediction

75%
EN
In the last 20 years, a fashionable approach to the question of possibility of prediction was to deny it, using neoliberal or postmodernist arguments; recently, however, this fashion ends. This is because this question was considered in the classical, binary logics (possible or not possible, there is no third way) which is not adequate to consider such a complex question; the use of three-valued logics for speaking about future events is well substantiated scientifically, starting with the works of Jan Łukasiewicz (1911). This paper shows that prediction – approximate, often erroneous in details, which corresponds to the third logical value – is nevertheless an indispensable element of civilisation development, and the quality of prediction depends on an intuitive recognition of diverse elements of the predicted process. Historical examples show that such intuition depends from an experience including also the details of predicted process, even if the prediction concerns only general aspects of the process. Moreover, there are many historical examples of so called Kassándra effect: correct predictions in which nobody believes. Therefore, we should doubt the beliefs of part of philosophy of technology that the development of technology is unpredictable. Such believes are based on a wrong assumption (originating form Heidegger, 1954, and Ellul, 1964) that in analysing technology it is possible to abstract from technical details and concentrate on a holistic, social aspects of the development. Another question is the issue of the dangers of contemporary technical development. These dangers do not result from technology proper (creators of technology are members of society and in overwhelming majority construct new tools in the hope that these tools will serve positively in society); these dangers result from the mechanisms of socio-economic utilization of technology. Most dangerous is the accelerating rate of development resulting from the positive feedback between science and technology on one side and the competitive market economy on the other side. This increasing rate of development is related to increasing socio-economic stratification and leads to a destruction of the existing social structure; people adapt with increasing difficulty to the increasing rate of change. There are many examples of the change of social structure, starting with the destruction of the classical proletariat and the formation of a new class of precariat. There exists indications that too large rate of change might lead to a self-destruction of human civilization, hence the fundamental question is not what are limits to growth, but how to limit growth?
PL
W ciągu ostatnich dwudziestu lat modnym stało się zaprzeczenie mozliwości prognozowania, w oparciu o argumenty neoliberalne lub postmodernistyczne. Kwestia możliwości przewidywania jest jednak interpretowana zazwyczaj w logice dwuwartościowej (można lub nie można, nie ma trzeciej drogi), która w zastosowaniu dla tak złożonego zagadnienia jest logiką błędną; stosowanie logiki trójwartościowej dla dyskusji przyszłych zdarzeń jest dobrze uzasadnione naukowo, zaczynając od pracy Jana Łukasiewicza (1911). Artykuł dowodzi, że przewidywanie – przybliżone, często błędne w szczegółach, co stanowi właśnie trzecią wartość logiczną – jest jednak niezbędnym elementem rozwoju cywilizacyjnego, a jakość przewidywania zależy od intuicyjnego ogarnięcia różnych elementów procesu, którego dotyczy przewidywanie. Przykłady historyczne wskazują, że intuicja taka zależy z kolei od doświadczenia obejmującego m.in. szczegóły tego procesu, nawet jeśli przewidywanie ogranicza się tylko do aspektów ogólnych tego procesu. Doświadczenie to powinno obejmować także dane historyczne dotyczące dynamiki dawnych procesów o podobnym charakterze. Znanych jest też szereg historycznych przykładów t.zw. efektu Kasandry, czyli prawidłowych przewidywań, którym niemal nikt nie wierzy. Dlatego też mylne są poglądy części filozofii techniki, że rozwój techniki jest całkowicie nieprzewidywalny. Poglądy takie wynikają m.in. z błędnego założenia (pochodzącego od Heideggera i Ellula), że w przewidywaniu rozwoju techniki wystarczy abstrahować od szczegółów technicznych i skoncentrować się na ogólnospołecznych, holistycznych aspektach tego rozwoju. Odmienną kwestią jest pytanie o najbardziej niebezpieczne aspekty współczesnego rozwoju techniki. Nie tkwią one w samej technice (twórcy techniki są członkami społeczeństwa i w ogromnej większości konstruują nowe narzędzia z myślą, że będą one wykorzystane z pożytkiem dla społeczeństwa), ale w mechanizmach jej społeczno-politycznego wykorzystania. Najbardziej niebezpieczne jest narastające przyspieszenie tempa rozwoju wynikłe z dodatniego sprzężenia zwrotnego pomiędzy nauką a techniką z jednej strony a konkurencyjną gospodarką rynkową z drugiej strony. To narastające tempo rozwoju prowadzi do niszczących zmian struktury społecznej; ludzie coraz trudniej przystosowują się do wielkiego tempa zmian. Są na to liczne przykłady, zaczynając od destrukcji proletariatu oraz formowania się nowej klasy prekariatu. Istnieją przesłanki, by sądzić, że zbyt wielkie tempo wzrostu może prowadzić do samozagłady cywilizacji na Ziemi; zatem głównym pytaniem jest nie jakie są granice wzrostu, ale jak ograniczyć tempo wzrostu?
Przegląd Statystyczny
|
2014
|
vol. 61
|
issue 1
27-42
PL
W artykule wykazano, że pewne estymatory MNK (pewne predyktory) stosowane w przypadku klasycznego modelu regresji liniowej, uwzględniającego addytywne stałe efekty sezonowe, są algebraicznie równoważne.
EN
In the paper, it was proved that some OLS estimators (some predictors) in the classical linear regression model with additive constant seasonal effects are algebraically equivalent.
EN
The article explains the importance of the problem of education quality management in the context of humanization and technologization of education. Education quality is seen as a dominant object of quality management. The essence of education quality management is revealed, the dependence of the quality of learning over the quality of the didactic (learning) process is justified. The specificity of the implementation of didactic process quality management in the "mode of functioning" and in the "mode of development" is described; the necessity of outrunning management of the learning process quality, and using science intensive technologies of didactic process quality management (project design, quality assessment, prediction) is explained.
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