Iskanje po katalogu digitalne knjižnice

Opis: The paper examines the impact of integration of macroeconomic indicators on the accuracy of container throughput time series forecasting model. For this purpose, a Dynamic factor analysis and AutoRegressive Integrated Moving-Average model with eXogenous inputs (ARIMAX) are used. Both methodologies are integrated into a novel four-stage heuristic procedure. Firstly, dynamic factors are extracted from external macroeconomic indicators influencing the observed throughput. Secondly, the family of ARIMAX models of different orders is generated based on the derived factors. In the third stage, the diagnostic and goodness-of-fit testing is applied, which includes statistical criteria such as fit performance, information criteria, and parsimony. Finally, the best model is heuristically selected and tested on the real data of the Port of Koper. The results show that by applying macroeconomic indicators into the forecasting model, more accurate future throughput forecasts can be achieved. The model is also used to produce future forecasts for the next four years indicating a more oscillatory behaviour in (2018-2020). Hence, care must be taken concerning any bigger investment decisions initiated from the management side. It is believed that the proposed model might be a useful reinforcement of the existing forecasting module in the observed port.
Ključne besede: container throughput forecasting, ARIMAX model, dynamic factor analysis, exogenous macroeconomic indicators, time series analysis
Objavljeno v DKUM: 12.12.2017; Ogledov: 2198; Prenosov: 438
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Gradivo ima več datotek! Več...

Opis: This article is written for undergraduate students and teachers who would like to get familiar with basic nonlinear time series analysis methods. We present a step-by-step study of a simple example and provide user-friendly programs that allow an easy reproduction of presented results. In particular, we study an artificial time series generated by the Lorenz system. The mutual information and false nearest neighbour method are explained in detail, and used to obtain the best possible attractor reconstruction. Subsequently, the times series is tested for stationarity and determinism, which are both important properties that assure correct interpretation of invariant quantities that can be extracted from the data set. Finally, as the most prominent invariant quantity that allows distinguishing between regular and chaotic behaviour, we calculate the maximal Lyapunov exponent. By following the above steps, we are able to convincingly determine that the Lorenz system is chaotic directly from the generated time series, without the need to use the differential equations. Throughout the paper, emphasis on clear-cut guidance and a hands-on approach is given in order to make the reproduction of presented results possible also for undergraduates, and thus encourage them to get familiar with the presented theory.
Ključne besede: nonlinear systems, nonlinear time series analyses, physics education
Objavljeno v DKUM: 07.06.2012; Ogledov: 2089; Prenosov: 36
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Opis: Calcium has been established as a key messenger in both intra- and intercellular signaling. Experimentally observed intracellular calcium responses to different agonists show a variety of behaviors from simple spiking to complex oscillatory regimes. Here we study typical experimental traces of calcium oscillations in hepatocytes obtained in response to phenylephrine and ATP. The traces were analyzed with methods of nonlinear time series analysis in order to determine the stochastic/deterministic nature of the intracellular calcium oscillations. Despite the fact that the oscillations appear, visually, to be deterministic yet perturbed by noise, our analyses provide strong evidence that the measured calcium traces in hepatocytes are prevalently of stochastic nature. In particular, bursting calcium oscillations are temporally correlated Gaussian series distorted by a monotonic, instantaneous, time-independent function, whilst the spiking behavior appears to have a dynamical nonlinear component whereby the overall determinism level is still low. The biological importance of this finding is discussed in relation to the mechanisms incorporated in mathematical models as well as the role of stochasticity and determinism at cellular and tissue levels which resemble typical statistical and thermodynamic effects in physics.
Ključne besede: dynamic systems, stochastic processes, cellular signaling, calcium oscillations, time series analyses, noise, temporal correlation
Objavljeno v DKUM: 07.06.2012; Ogledov: 1949; Prenosov: 133
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Ključne besede: economics, economy, business operation, business operation of the enterprise, statistical methods, statistics, computer science, computer application, software, computer programmes, Excel, CD-ROM, compact disc, computer diskette, Internet, computer networks, data base, probability, realibility, distributions, hypotheses testing, data, sampling, regression analysis, correlations, time series, mistakes, problem solving, solution of problems, statistical analysis, application, business process, accounting, cas
Objavljeno v DKUM: 01.06.2012; Ogledov: 2975; Prenosov: 36
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Opis: V diplomskem seminarju, ki sem ga napisal, sem se v prvem delu osredotočil na opisovanje neposrednih tujih investicij (NTI), nato sem nadaljeval s predstavitvijo izbranih teorij, kot sta npr. Heckscher-Ohlinov model in Dunningova teorija, na koncu pa prikazal še vplive NTI na izbrana gospodarstva (Kitajska, Poljska, Češka, Slovanška, Madžarska in Slovenija). V prvem delu sem tako med drugim izpostavil dejstvo, da so NTI sestavni del procesa globalizacije in da so tekom opazovanega obdobja od leta 1987 oziroma 1995 do 2007 postale tudi ena izmed najpogostejših in najbolj dinamičnih vrst toka kapitala v analiziranih državah (Kitajska, Poljska, Češka, Slovanška, Madžarska in Slovenija). V drugem delu sem predstavil korelacijo med NTI in njihovimi vplivi na rast oziroma upad ekonomskih variabel. Celotna predstavitev poteka v več sklopih. Z uporabo podatkovnih baz, kot so European Bank for Reconstruction and Development database, World Development Indicators Database from the World Bank, The Organisation for Economic Co-operation and Development (OECD) data in Chinese National Bureau of Statistics yearbooks data sem eliminiral možnost uporabe nepreverjenih in statistično neenotnih podatkov, kot dodatno pomoč pa so mi predstavljale raziskave in članki priznanih avtorjev, kot so Robert E. Lipsey, Blomstrom, Kokko, Dunning, Gujarati in drugi Eden izmed načinov analize vpliva in korelacije NTI na različne ekonomske variable je uporaba ekonometričnih metod. Z uporabo regresijske enačbe sem tako poskušal razložiti in prikazati vpliv in korelacijo med neposrednimi tujimi investicijami (NTI) na ravni bruto domačega proizvoda (BDP), rast izvoza, stopnjo brezposelnosti in vpliva na okolje. Pri tem sem si pomagal s postavitvijo štirih hipotez. Hipoteze so bile sledeče: hipoteza 1 je temeljila na predpostavki, da prilivi neposrednih tujih naložb povečajo ravni BDP, hipoteza 2 je predpostavljala, da NTI povečajo izvozno dejavnost, hipoteza 3 je temeljila na predpostavki, da NTI vplivajo na zmanjšanje ravni brezposelnosti, in hipoteza 4 na predpostavki, da se ravni onesnaženosti (CO2 emisije) povečujejo s pritokom neposrednih tujih naložb. Pri prikazovanju rezultatov in matematičnih operacijah sem uporabljal linearni ekonometrični model. Ker sem predvideval, da bodo BDP, izvoz in brezposelnost povezani/korelirani, sem uporabil SEM model (structural equation model), medtem ko sem zaradi raznolikosti podatkov le-te zbiral s kombinacijo »time series and cross section« metode. Čeprav so spremenljivke nenormalno porazdeljene glede na elementa asimetrije in sploščenosti, mi ta nenavadna porazdelitev ni onemogočila neizvedljivost testa linearne regresije. Zaključek raziskave temelji na dejstvu, da obstajajo tako pozitivni kot negativni učinki NTI, katerih glavni nositelj so transnacionalna podjetja (TNP). Čeprav v osnovnem delu raziskave nisem eksplicitno izpostavil negativnih in pozitivnih učinkov NTI, je splošno znano dejstvo, da določeni ljudje iz stroke neposredne tuje investicije podpirajo, medtem ko jih drugi ne, saj menijo, da le-te niso pozitivne, oziroma lahko v določeni meri državi tudi škodijo. K mojemu povzetku ideje ekonomistov, ki imajo NTI za pozitivne oziroma negativne, pa je prispevalo dejstvo, da je osnovni del raziskave pokazal, da je zelo malo spremenljivk, pri katerih je bila ugotovljena zelo visoka korelacija. Natančnejša analiza je pokazala, da so NTI močno negativno korelirane z onesnaževanjem, kar je v nasprotju z domnevo, da bi povečanje tujih neposrednih investicij pripeljalo do večjega onesnaženja. Individualni test linearne regresije pa je na primeru Poljske pokazal, da je povečanje NTI dejansko imelo negativen vpliv na gospodarsko rast v tej državi, čeprav ta ugotovitev ni v skladu z ekonomsko teorijo in izvirno hipotezo, da pritoki NTI povečajo ravni bruto domačega proizvoda. Tako sem po svoji presoji zaključil, da imajo NTI pozitivno-negativni učinek. V zaključku sem tudi izpostavil, da na končni rezultat, ki ga imajo NTI na neko ekonomsko spre
Ključne besede: Neposredne tuje investicije (NTI), izbrane srednjeevropske države, Kitajska, korelacija, rast bruto domačega proizvoda (BDP), rast izvoza, brezposelnost, emisije (CO2), statistične metode za analizo podatkov, regresijska enačba, linearni ekonometrični model, structural equation model (SEM), time series, cross section.
Objavljeno v DKUM: 02.12.2010; Ogledov: 3617; Prenosov: 267
Celotno besedilo (460,84 KB)