Number of found documents: 1295
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TESTING THE METHOD OF MULTIPLE SCALES AND THE AVERAGING PRINCIPLE FOR MODEL PARAMETER ESTIMATION OF QUASIPERIODIC TWO TIME-SCALE MODELS
Papáček, Štěpán; Matonoha, Ctirad
2023 - English
Some dynamical systems are characterized by more than one timescale, e.g. two well separated time-scales are typical for quasiperiodic systems. The aim of this paper is to show how singular perturbation methods based on the slow-fast decomposition can serve for an enhanced parameter estimation when the slowly changing features are rigorously treated. Although the ultimate goal is to reduce the standard error for the estimated parameters, here we test two methods for numerical approximations of the solution of associated forward problem: (i) the multiple time-scales method, and (ii) the method of averaging. On a case study, being an under-damped harmonic oscillator containing two state variables and two parameters, the method of averaging gives well (theoretically predicted) results, while the use of multiple time-scales method is not suitable for our purposes. Keywords: Dynamical system; Singular perturbation; Averaging; Parameter estimation; Slow-fast decomposition; Damped oscillations Fulltext is available at external website.
TESTING THE METHOD OF MULTIPLE SCALES AND THE AVERAGING PRINCIPLE FOR MODEL PARAMETER ESTIMATION OF QUASIPERIODIC TWO TIME-SCALE MODELS

Some dynamical systems are characterized by more than one timescale, e.g. two well separated time-scales are typical for quasiperiodic systems. The aim of this paper is to show how singular ...

Papáček, Štěpán; Matonoha, Ctirad
Ústav teorie informace a automatizace, 2023

GA 19-07635S: Outputs and Results
Rehák, Branislav
2023 - English
This manuscript aims to deliver a survey of results obtained during the solution of the project No. GA19-07635S of the Czech Science Foundation. The timespan dedicated to the work on this project was 1.3.2019 - 30.6.2022. The main area dealt with were\nnonlinear multi-agent systems and their synchronization, further, attention was paid to some auxiliary results in the area of nonlinear observers. This Report briefly introduces the Project, provides a summary of the results obtained and also sketches an outline how these results will be applied and extended in future. Keywords: multi-agent systems; nonlinear multi-agent systems; synchronization Fulltext is available at external website.
GA 19-07635S: Outputs and Results

This manuscript aims to deliver a survey of results obtained during the solution of the project No. GA19-07635S of the Czech Science Foundation. The timespan dedicated to the work on this project was ...

Rehák, Branislav
Ústav teorie informace a automatizace, 2023

COMPUTER SIMULATION STUDY OF THE STABILITY OF UNDERACTUATED BIPEDAL ROBOT MODELS (motivated by Griffin and Grizzle, 2017)
Polach, P.; Anderle, Milan; Zezula, Pavel; Papáček, Štěpán
2023 - English
A key feature for bipedal walkers (robots and humans as well) is their stability or disturbance rejection defined as the ability to deal with unexpected disturbances. The paper by Griffin and Grizzle (2017) have significantly contributed to the shift from flat ground to slopes and steps when evaluating the walking efficiency of their robots. Similarly, in this contribution, based on the appropriate model of robot dynamics and control law, we examine the stability of walking-without-falling for different ground perturbations for a threelink compass gait walker. I.e., we perform the sensitivity analysis of the walking stability of underactuated bipedal walker with respect to certain disturbation using the alaska/MultibodyDynamics simulation tool. Keywords: Mechatronics; Bipedal robot; Multibody dynamics; Acrobot; Control applications Fulltext is available at external website.
COMPUTER SIMULATION STUDY OF THE STABILITY OF UNDERACTUATED BIPEDAL ROBOT MODELS (motivated by Griffin and Grizzle, 2017)

A key feature for bipedal walkers (robots and humans as well) is their stability or disturbance rejection defined as the ability to deal with unexpected disturbances. The paper by Griffin and Grizzle ...

Polach, P.; Anderle, Milan; Zezula, Pavel; Papáček, Štěpán
Ústav teorie informace a automatizace, 2023

Texture Spectral Similarity Criteria Comparison
Havlíček, Michal; Haindl, Michal
2023 - English
Criteria capable of texture spectral similarity evaluation are presented and compared. From the fifteen evaluated criteria, only four criteria guarantee zero or minimal spectral ranking errors. Such criteria can support texture modeling algorithms by comparing the modeled texture with corresponding synthetic simulations. Another possible application is the development of texture retrieval, classification, or texture acquisition system. These criteria thoroughly test monotonicity and mutual correlation on specifically designed extensive monotonously degrading experiments. Keywords: Texture Comparison; Texture Modeling; Texture Retrieval; Texture Classification; Texture Acquisition Fulltext is available at external website.
Texture Spectral Similarity Criteria Comparison

Criteria capable of texture spectral similarity evaluation are presented and compared. From the fifteen evaluated criteria, only four criteria guarantee zero or minimal spectral ranking errors. Such ...

Havlíček, Michal; Haindl, Michal
Ústav teorie informace a automatizace, 2023

Drivers of Private Equity Activity across Europe: An East-West Comparison
Kočenda, Evžen; Shivendra, R.
2023 - English
We investigate the key macroeconomic and institutional determinants of fundraising and investment activities and compare them across Europe, covering 13 Central and Eastern European (CEE) and 16 Western European (WE) countries. Five macroeconomic variables and nineteen institutional variables are selected. These variables are studied using panel data analysis with fixed effects and random effects models over an eleven-year observation period (2010–2020). Bayesian Model Averaging (BMA) is applied to select the key variables. Our results suggest that macroeconomic variables have no significant impact on fundraising and investment activity in either region. Investment activity is a significant driver of fundraising across Europe. Similarly, fundraising and divestment activity are significant drivers of investments across Europe. Institutional variables, however, affect fundraising and investment activity differently. While investment freedom has a significant effect on funds raised in the WE and CEE countries, government integrity and trade freedom are both significant determinants of investments in both European regions. In addition, the results demonstrate that, in contrast to the WE region, fundraising in the CEE region is not country specific. We investigate the key macroeconomic and institutional determinants of fundraising and investment activities and compare them across Europe, covering 13 Central and Eastern European (CEE) and 16 Western European (WE) countries. Five macroeconomic variables and nineteen institutional variables are selected. These variables are studied using panel data analysis with fixed effects and random effects models over an eleven-year observation period (2010–2020). Bayesian Model Averaging (BMA) is applied to select the key variables. Our results suggest that macroeconomic variables have no significant impact on fundraising and investment activity in either region. Investment activity is a significant driver of fundraising across Europe. Similarly, fundraising and divestment activity are significant drivers of investments across Europe. Institutional variables, however, affect fundraising and investment activity differently. While investment freedom has a significant effect on funds raised in the WE and CEE countries, government integrity and trade freedom are both significant determinants of investments in both European regions. In addition, the results demonstrate that, in contrast to the WE region, fundraising in the CEE region is not country specific. Keywords: Private equity; Fundraising; Investment Fulltext is available at external website.
Drivers of Private Equity Activity across Europe: An East-West Comparison

We investigate the key macroeconomic and institutional determinants of fundraising and investment activities and compare them across Europe, covering 13 Central and Eastern European (CEE) and 16 ...

Kočenda, Evžen; Shivendra, R.
Ústav teorie informace a automatizace, 2023

Bohl-Marek decomposition applied to a class of biochemical networks with conservation properties
Papáček, Štěpán; Matonoha, Ctirad; Duintjer Tebbens, Jurjen
2023 - English
This study presents an application of one special technique, further called as Bohl-Marek decomposition, related to the mathematical modeling of biochemical networks with mass conservation properties. We continue in direction of papers devoted to inverse problems of parameter estimation for mathematical models describing the drug-induced enzyme production networks [3]. However, being aware of the complexity of general physiologically based pharmacokinetic (PBPK) models, here we focus on the case of enzyme-catalyzed reactions with a substrate transport chain [5]. Although our ultimate goal is to develop a reliable method for fitting the model parameters to given experimental data, here we study certain numerical issues within the framework of optimal experimental design [6]. Before starting an experiment on a real biochemical network, we formulate an optimization problem aiming to maximize the information content of the corresponding experiment. For the above-sketched optimization problem, the computational costs related to the two formulations of the same biochemical network, being (i) the classical formulation x˙(t) = Ax(t) + b(t) and (ii) the 'quasi-linear' Bohl-Marek formulation x˙M(t) = M(x(t)) xM(t), can be determined and compared. Keywords: Mathematical modeling; Biochemical network; Pharmacokinetic (PBPK) models Fulltext is available at external website.
Bohl-Marek decomposition applied to a class of biochemical networks with conservation properties

This study presents an application of one special technique, further called as Bohl-Marek decomposition, related to the mathematical modeling of biochemical networks with mass conservation properties. ...

Papáček, Štěpán; Matonoha, Ctirad; Duintjer Tebbens, Jurjen
Ústav teorie informace a automatizace, 2023

Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness
Šíla, Jan; Kočenda, Evžen; Kukačka, Jiří; Krištoufek, Ladislav
2023 - English
Cryptocurrencies exhibit unique statistical and dynamic properties compared to those of traditional financial assets, making the study of their volatility crucial for portfolio managers and traders. We investigate the volatility connectedness dynamics of a representative set of eight major crypto assets. Methodologically, we decompose the measured volatility into positive and negative components and employ the time-varying parameters vector autoregression (TVP-VAR) framework to show distinct dynamics associated with market booms and downturns. The results suggest that crypto connectedness reflects important events and exhibits more variable and cyclical dynamics than those of traditional financial markets. Periods of extremely high or low connectedness are clearly linked to specific events in the crypto market and macroeconomic or monetary history. Furthermore, existing asymmetry from good and bad volatility indicates that information about market downturns spills over substantially faster than news about comparable market surges. Overall, the connectedness dynamics are predominantly driven by fundamental crypto factors, while the asymmetry measure also depends on macro factors such as the VIX index and the expected inflation. Keywords: Volatility; Dynamic connectedness; Asymmetric effects; Cryptocurrency Fulltext is available at external website.
Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness

Cryptocurrencies exhibit unique statistical and dynamic properties compared to those of traditional financial assets, making the study of their volatility crucial for portfolio managers and traders. ...

Šíla, Jan; Kočenda, Evžen; Kukačka, Jiří; Krištoufek, Ladislav
Ústav teorie informace a automatizace, 2023

Determinants of Financial Inclusion in Africa and OECD Countries
Kočenda, Evžen; Eshun, S. F.
2023 - English
Sub-Saharan Africa (SSA) has been identified as one of the least financially inclusive regions in the world with a huge disparity in comparison to highly financially inclusive regions. Using a dynamic panel data analysis, we explore the factors influencing financial inclusion in Sub-Saharan Africa (SSA) using countries belonging to the Organisation for Economic Co-operation and Development (OECD) as a benchmark. We employ the System Generalized Method of Moments (GMM) estimator and assess 31 SSA and 38 OECD countries from 2000-2021. We show that the differences in trade openness, banks' efficiency, income, and remittances are some macro-level factors that explain the variation in financial inclusion levels. We highlight the importance of quality literacy policies, trade improvement with restrictions on cross-border capital flows, and a more efficient financial system to promote financial inclusion. Keywords: Financial Inclusion; Financial Inclusion Index; Sub-Saharan Africa Fulltext is available at external website.
Determinants of Financial Inclusion in Africa and OECD Countries

Sub-Saharan Africa (SSA) has been identified as one of the least financially inclusive regions in the world with a huge disparity in comparison to highly financially inclusive regions. Using a dynamic ...

Kočenda, Evžen; Eshun, S. F.
Ústav teorie informace a automatizace, 2023

Modeling the spread of loanwords in South-East Asia using sailing navigation software and Bayesian networks
Kratochvíl, F.; Kratochvíl, Václav; Saad, G.; Vomlel, Jiří
2022 - English
A loanword is a word permanently adopted from one language and incorporated into another language without translation. In this paper, we study loanwords in the South-East Asia Archipelago, home to a large number of languages. Our paper is inspired by the works of Hoffmann et al. (2021) Bayesian methods are applied to probabilistic modeling of family trees representing the history of language families and by Haynie et al. (2014) modeling the diffusion of a special class of loanwords, so-called Wanderw ̈orter in languages of Australia, North America, and South America. We assume that in the South-East Asia Archipelago Wanderwörter spread along specific maritime trade routes whose geographical characteristics can help unravel the history of Wanderwörter diffusion in the area. For millennia trade was conducted using sailing ships which were constrained by the monsoon system and in certain areas also by strong sea currents. Therefore rather than the geographical distances, the travel times of sailing ships should be considered as a major factor determining the intensity of contact among cultures. We use sailing navigation software to estimate travel times between different ports and show that the estimated travel times correspond well to the travel times of a Chinese map of the sea trade routes from the early seventeenth century. We model the spread of loanwords using a probabilistic graphical model - a Bayesian network. We design a novel heuristic Bayesian network structure learning algorithm that learns the structure as a union of spanning trees for graphs of all loanwords in the training dataset. We compare this algorithm with BIC optimal Bayesian networks by measuring how well these models predict the true presence/absence of a loanword. Interestingly, Bayesian networks learned by our heuristic spanning tree-based algorithm provide better results than the BIC optimal Bayesian networks. Keywords: loanwords; Bayesian methods; probabilistic graphical model Fulltext is available at external website.
Modeling the spread of loanwords in South-East Asia using sailing navigation software and Bayesian networks

A loanword is a word permanently adopted from one language and incorporated into another language without translation. In this paper, we study loanwords in the South-East Asia Archipelago, home to a ...

Kratochvíl, F.; Kratochvíl, Václav; Saad, G.; Vomlel, Jiří
Ústav teorie informace a automatizace, 2022

Two Composition Operators for Belief Functions Revisited
Jiroušek, Radim; Kratochvíl, Václav; Shenoy, P. P.
2022 - English
In probability theory, compositional models are as powerful as Bayesian networks. However, the relation between belief-function graphical models and the corresponding compositional models is much more complicated due to several reasons. One of them is that there are two composition operators for belief functions. This paper deals with their main properties and presents sufficient conditions under which they yield the same results. Keywords: probability theory; Bayesian networks; belief functions Fulltext is available at external website.
Two Composition Operators for Belief Functions Revisited

In probability theory, compositional models are as powerful as Bayesian networks. However, the relation between belief-function graphical models and the corresponding compositional models is much more ...

Jiroušek, Radim; Kratochvíl, Václav; Shenoy, P. P.
Ústav teorie informace a automatizace, 2022

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