Various Approaches to Szroeter’s Test for Regression Quantiles
Kalina, Jan; Peštová, Barbora
2017 - English Regression quantiles represent an important tool for regression analysis popular in econometric applications, for example for the task of detecting heteroscedasticity in the data. Nevertheless, they need to be accompanied by diagnostic tools for verifying their assumptions. The paper is devoted to heteroscedasticity testing for regression quantiles, while their most important special case is commonly denoted as the regression median. Szroeter’s test, which is one of available heteroscedasticity tests for the least squares, is modified here for the regression median in three different ways: (1) asymptotic test based on the asymptotic representation for regression quantiles, (2) permutation test based on residuals, and (3) exact approximate test, which has a permutation character and represents an approximation to an exact test. All three approaches can be computed in a straightforward way and their principles can be extended also to other heteroscedasticity tests. The theoretical results are expected to be extended to other regression quantiles and mainly to multivariate quantiles. Keywords: Heteroscedasticity; Regression median; Diagnostic tools; Asymptotics Available on request at various institutes of the ASCR Various Approaches to Szroeter’s Test for Regression Quantiles

Regression quantiles represent an important tool for regression analysis popular in econometric applications, for example for the task of detecting heteroscedasticity in the data. Nevertheless, they ...

Kalina, Jan; Peštová, Barbora
Ústav informatiky, 2017

Real-valued Score Function, New Description of Continuous Random Variables and the Central Limit Theorem
Fabián, Zdeněk
2016 - English Keywords: score function; transformation-based score; generalized moment method; new descriptive characteristic of the data Available on request at various institutes of the ASCR Real-valued Score Function, New Description of Continuous Random Variables and the Central Limit Theorem

Fabián, Zdeněk
Ústav informatiky, 2016

Some Robust Distances for Multivariate Data
Kalina, Jan; Peštová, Barbora
2016 - English Numerous methods of multivariate statistics and data mining suffer from the presence of outlying measurements in the data. This paper presents new distance measures suitable for continuous data. First, we consider a Mahalanobis distance suitable for high-dimensional data with the number of variables (largely) exceeding the number of observations. We propose its doubly regularized version, which combines a regularization of the covariance matrix with replacing the means of multivariate data by their regularized counterparts. We formulate explicit expressions for some versions of the regularization of the means, which can be interpreted as a denoising (i.e. robust version) of standard means. Further, we propose a robust cosine similarity measure, which is based on implicit weighting of individual observations. We derive properties of the newly proposed robust cosine similarity, which includes a proof of the high robustness in terms of the breakdown point. Keywords: multivariate data; distance measures; regularization; robustness; high dimension Available on request at various institutes of the ASCR Some Robust Distances for Multivariate Data

Numerous methods of multivariate statistics and data mining suffer from the presence of outlying measurements in the data. This paper presents new distance measures suitable for continuous data. ...

Kalina, Jan; Peštová, Barbora
Ústav informatiky, 2016

On Nominal Automata as Models of Java-like Object-Oriented Programs
Suzuki, Tomoyuki
2016 - English In this paper, we proposed a model of Java-like object-oriented programs as nominal automata and a simple method invocation checker. Available on request at various institutes of the ASCR On Nominal Automata as Models of Java-like Object-Oriented Programs

In this paper, we proposed a model of Java-like object-oriented programs as nominal automata and a simple method invocation checker.

Suzuki, Tomoyuki
Ústav informatiky, 2016

The thermal regime of ice pits of the Borec hill
Türkott, L.; Martinčíková, Eva; Potop, V.
2014 - English The ecological stability of the sites with stenoec organisms is important factor for maintaining them at given location. Phonolite system of the Borec hill creates a unique labyrinth of vents. Thermal anomalies occur during the year in the fissure system and create specific microclimate. Flow direction is given by the temperature gradient inside and outside of the system. The lower part of fissure system is located in the debris fields, while the upper part on top of the hill. Phonolite rocks are cooled down by air streaming from the debris fields during the winter. Direction of the air flow changes in the spring and summer. The cold air is exhaled from these vents on the lower parts of system and creates ice pits with the typical vegetation. Keywords: ice pit; air temperature; Boreč hill; ventalore Available on request at various institutes of the ASCR The thermal regime of ice pits of the Borec hill

The ecological stability of the sites with stenoec organisms is important factor for maintaining them at given location. Phonolite system of the Borec hill creates a unique labyrinth of vents. Thermal ...

Türkott, L.; Martinčíková, Eva; Potop, V.
Ústav informatiky, 2014

ITAT 2014. Information Technologies - Applications and Theory. Part I
Kůrková, Věra; Bajer, Lukáš
2014 - English ITAT 2014. Information Technologies - Applications and Theory. Part I. Prague : Institute of Computer Science AS CR, 2014. 101 p. ISBN 978-80-87136-18-8. This volume is the first part of the two-volume proceedings of the 14th conference Information Technologies – Applications and Theory (ITAT 2014). The conference was held in Jasná, Demänovská Dolina, Slovakia, on September 25–29, 2014. ITAT is a computer science conference with the primary goal of exchanging information on recent research results between Czech and Slovak scientific communities, and it presents a platform for young researchers and PhD students to start new collaborations. This year, it was held in parallel with two collocated conferences Datakon and Znalosti with which it shared some invited plenary talks and a poster session. Overall, 51 papers were submitted to all conference tracks. This volume presents 16 papers of the main track, which were selected by the program committee based on at least two reviews by the program committee members. Papers from the three workshops and extended abstracts of posters are included in the second volume. Keywords: computer science; machine-learning; computer linguistics; data-mining; bio-informatics; parallel processing Available on request at various institutes of the ASCR ITAT 2014. Information Technologies - Applications and Theory. Part I

ITAT 2014. Information Technologies - Applications and Theory. Part I. Prague : Institute of Computer Science AS CR, 2014. 101 p. ISBN 978-80-87136-18-8. This volume is the first part of the ...

Kůrková, Věra; Bajer, Lukáš
Ústav informatiky, 2014

Inconspicuous Appeal of Amorphous Computing Systems
Wiedermann, Jiří
2014 - English Amorphous computing systems typically consist of myriads of tiny simple processors that are randomly distributed at fixed positions or move randomly in a confined volume. The processors are “embodied” meaning that each of them has its own source of energy, has a “body” equipped with various sensors and communication means and has a computational control part. Initially, the processors have no identifiers and from the technological reasons, in the interest of their maximal simplicity, their computational, communication, sensory and locomotion (if any) parts are reduced to an absolute minimum. The processors communicate wirelessly, e.g., in an airborne medium they communicate via a short-range radio, acoustically or optically and in a waterborne medium via molecular communication. In the extreme cases the computational part of the processors can be simplified down to probabilistic finite state automata or even combinatorial circuits and the system as a whole can still be made universally programmable. From the theoretical point of view the structure and the properties of the amorphous systems qualify them among the simplest (non-uniform) universal computational devices. From the practical viewpoint, once technology will enable a mass production of the required processors a host of new applications so far inaccessible to classical approaches to computing will follow. Keywords: amorphous computing; computational universality; computational complexity Available on request at various institutes of the ASCR Inconspicuous Appeal of Amorphous Computing Systems

Amorphous computing systems typically consist of myriads of tiny simple processors that are randomly distributed at fixed positions or move randomly in a confined volume. The processors are “embodied” ...

Wiedermann, Jiří
Ústav informatiky, 2014

Highly Robust Estimation of the Autocorrelation Coefficient
Kalina, Jan; Vlčková, Katarína
2014 - English The classical autocorrelation coefficient estimator in the time series context is very sensitive to the presence of outlying measurements in the data. This paper proposes several new robust estimators of the autocorrelation coefficient. First, we consider an autoregressive process of the first order AR(1) to be observed. Robust estimators of the autocorrelation coefficient are proposed in a straightforward way based on robust regression. Further, we consider the task of robust estimation of the autocorrelation coefficient of residuals of linear regression. The task is connected to verifying the assumption of independence of residuals and robust estimators of the autocorrelation coefficient are defined based on the Durbin-Watson test statistic for robust regression. The main result is obtained for the implicitly weighted autocorrelation coefficient with small weights assigned to outlying measurements. This estimator is based on the least weighted squares regression and we exploit its asymptotic properties to derive an asymptotic test that the autocorrelation coefficient is equal to 0. Finally, we illustrate different estimators on real economic data, which reveal the advantage of the approach based on the least weighted squares regression. The estimator turns out to be resistant against the presence of outlying measurements. Keywords: time series; autoregressive process; linear regression; robust econometrics Available on request at various institutes of the ASCR Highly Robust Estimation of the Autocorrelation Coefficient

The classical autocorrelation coefficient estimator in the time series context is very sensitive to the presence of outlying measurements in the data. This paper proposes several new robust estimators ...

Kalina, Jan; Vlčková, Katarína
Ústav informatiky, 2014

Prediction diagnostics for Uncertain Systems
Novák, M.; Votruba, Z.; Brandejský, T.; Faber, J.; Coufal, David; Pelikán, Emil
2014 - English Available at various institutes of the ASCR Prediction diagnostics for Uncertain Systems

Novák, M.; Votruba, Z.; Brandejský, T.; Faber, J.; Coufal, David; Pelikán, Emil
Ústav informatiky, 2014

A Weather Risk Prediction System for Road Trip Planning
Krč, Pavel; Fuglík, Viktor; Juruš, Pavel; Kasanický, Ivan; Konár, Ondřej; Pelikán, Emil; Eben, Kryštof; Šucha, M.
2014 - English The paper presents first ideas of the MEDARD-RODOS project. The aim of the project is to develop a decision support system for road trip planning, reflecting the weather risks predicted from the NWP models implemented in the MEDARD system (www.medard-online.cz) and using the traffic information from the RODOS project (www.centrum-rodos.cz). Keywords: weather; prediction; risk; system; road; planning; MEDARD; RODOS; NWP Available on request at various institutes of the ASCR A Weather Risk Prediction System for Road Trip Planning

The paper presents first ideas of the MEDARD-RODOS project. The aim of the project is to develop a decision support system for road trip planning, reflecting the weather risks predicted from the NWP ...

Krč, Pavel; Fuglík, Viktor; Juruš, Pavel; Kasanický, Ivan; Konár, Ondřej; Pelikán, Emil; Eben, Kryštof; Šucha, M.
Ústav informatiky, 2014