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Models of time series and methods of change point detection (GPP402/10/P209)
Models of time series are useful in several areas, such as the economy, technical branches and others. One can often detect changes (in a level, in a trend, in a variation etc.) in time series of particular indices...
BB - Aplikovaná statistika, operační výzkum
- 2010 - 2012 •
- 402 tis. Kč •
- 402 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2010 - 31. 12. 2012
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Robust statistics methods in time series exponential smoothing (GA402/01/1548)
The essence of the project consists in an application of robust statistics methods to time series exponential smoothing and forecasting with the usage in economics. The maim goal is to suggest such algorithms for smoothing and forec...
AH - Ekonomie
- 2001 - 2003 •
- 919 tis. Kč •
- 311 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2001 - 1. 1. 2003
Uznané náklady
Podpora ze státního rozpočtu (34%)
Poskytovatel: Grantová agentura České republiky
Research and development of methods and tools for intelligent analysis of time series for tasks of strategic planning (LH12229)
1. Research of methods for analysis and long-term forecasting of time series proposed by the authors of this project on the basis of results in the theory of fuzzy modeling. 2. Creation of software for elaboration of time <...
BA - Obecná matematika
- 2012 - 2014 •
- 1 654 tis. Kč •
- 1 654 tis. Kč •
- MŠMT
Řešení projektu: 1. 3. 2012 - 31. 12. 2014
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Ministerstvo školství, mládeže a tělovýchovy
Time series and their applications (GA201/00/0770)
The project will be devoted to some special time series models (e.g. non-linear series models will be applied to time-dependent problems in insurance mathematics (thevolatility of insurance risk, credibility as the...
BB - Aplikovaná statistika, operační výzkum
- 2000 - 2002 •
- 1 590 tis. Kč •
- 1 190 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2000 - 1. 1. 2002
Uznané náklady
Podpora ze státního rozpočtu (75%)
Poskytovatel: Grantová agentura České republiky
Wavelet analysis of nonstationary and long memory economic time series (GA13-24313S)
in economic and finacial time series. The first part of the grant project addresses both series that are not stationary. We allow the times series to have discontinuities, structural changes, level shifts...
AH - Ekonomie
- 2013 - 2017 •
- 2 794 tis. Kč •
- 2 794 tis. Kč •
- GA ČR
Řešení projektu: 1. 2. 2013 - 25. 4. 2017
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
New approaches to financial time series modelling based on soft computing (GA18-13951S)
Financial time series is a sequence of values of financial quantities in time, such as stock prices, risk measures or performance measures. Since the values of financial of uncertainty or even vagueness in their evolution o...
Applied Economics, Econometrics
- 2018 - 2020 •
- 5 654 tis. Kč •
- 5 654 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2018 - 31. 12. 2020
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Economic time series (GA402/04/0866)
areas. Many new effective and non-traditional procedures and methods of time series of writing a monograph dealing with the analysis of economic and financial time series. a) In the last years, in the field of eco...
AH - Ekonomie
- 2004 - 2006 •
- 469 tis. Kč •
- 469 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2004 - 1. 1. 2006
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Time series and related models (GA201/97/1176)
In the project estismators of parameters in models of non-negative time series stationary distribution of linear and non-linear times series will be proposed. Properties of the least-squares extrapolations in non-l...
BB - Aplikovaná statistika, operační výzkum
- 1997 - 1999 •
- 1 250 tis. Kč •
- 850 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 1997 - 1. 1. 1999
Uznané náklady
Podpora ze státního rozpočtu (68%)
Poskytovatel: Grantová agentura České republiky
Modelling of Financial and Economic Time Series - Application and Comparison of Wavelet and Traditional Methods (GPP402/12/P507)
problems of utmost importance in the analysis of financial and economic time series in the financial and economic time series modelling and under which circumstances traditional and the detection of structural bre...
BB - Aplikovaná statistika, operační výzkum
- 2012 - 2016 •
- 767 tis. Kč •
- 767 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2012 - 24. 11. 2016
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Advanced statistical and econometric techniques for modelling and forecasting of economic time series (GA402/05/2768)
and financial time series. The intent of this project is to predict these deterministic chaotic time series better than traditional econometric or statistical methods. We statistical (econometric) methods for econ...
AH - Ekonomie
- 2005 - 2007 •
- 580 tis. Kč •
- 580 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2005 - 31. 12. 2007
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
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