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Spatio-temporal analysis of wind power prediction errors / Išgaunamos vėjo enegijos prognozės paklaidų analizėVlasova, Julija 16 August 2007 (has links)
Nowadays there is no need to convince anyone about the necessity of renewable energy. One of the most promising ways to obtain it is the wind power. Countries like Denmark, Germany or Spain proved that, while professionally managed, it can cover a substantial part of the overall energy demand. One of the main and specific problems related to the wind power management — development of the accurate power prediction models. Nowadays State-Of-Art systems provide predictions for a single wind turbine, wind farm or a group of them. However, the spatio-temporal propagation of the errors is not adequately considered. In this paper the potential for improving modern wind power prediction tool WPPT, based on the spatio-temporal propagation of the errors, is examined. Several statistical models (Linear, Threshold, Varying-coefficient and Conditional Parametric) capturing the cross-dependency of the errors, obtained in different parts of the country, are presented. The analysis is based on the weather forecast information and wind power prediction errors obtained for the territory of Denmark in the year 2004. / Vienas iš perspektyviausių bei labiausiai plėtojamų atsinaujinančių energijos šaltinių - vėjas. Tokios Europos Sąjungos šalys kaip Danija, Vokietija bei Ispanija savo patirtimi įrodė, jog tinkamai valdomas bei vystomas vėjo ūkis gali padengti svarią šalies energijos paklausos dalį.
Pagal Europos Sąjungos direktyvą 2001/77/EC Lietuva yra įsipareigojusi iki 2010 m. pasiekti, kad elektros energijos gamyba iš atsinaujinančių energijos išteklių sudarytų 7% suvartojamos elektros energijos. Šių įsipareigojimų įvykdymui Lietuvos vyriausybės priimtu nutarimu yra nustatyta atsinaujinančių energijos išteklių naudojimo skatinimo tvarka, pagal kurią numatyta palaipsniui plėsti vėjo energijos naudojimą šalyje. Planuojama, kad iki 2010 m. bus pastatyta 200 MW bendros galios vėjo elektrinių, kurios gamins apie 2,2% visos suvartojamos elektros energijos [Marčiukaitis, 2007]. Didėjant vėjo energijos daliai energetikos sistemoje, Lietuvoje ateityje kils sistemos balansavimo problemų dėl nuolatinių vėjo jėgainių galios svyravimų. Kaip rodo kitų šalių patirtis, vėjo elektrinių galios prognozė yra efektyvi priemonė, leidžianti išspręsti šias problemas.
Šiame darbe pristatyti keletas statistinių modelių bei metodų, skirtų išgaunamos vėjo energijos prognozėms gerinti. Analizė bei modeliavimas atlikti nagrinėjant Danijos WPPT (Wind Power Prediction Tool) duomenis bei meteorologines prognozes. Pagrindinis darbo tikslas - modifikuoti WPPT, atsižvelgiant į vėjo krypties bei stiprio įtaką energijos... [toliau žr. visą tekstą]
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Rizikos prognozavimas versle / The forecast of risk in businessStapulionytė, Agnė 16 August 2007 (has links)
Vienas iš darbo tikslų yra apžvelgti rizikos sąvokos aiškinimus, jos rūšis, veiksnius bei vertinimo ir analizės metodus. Šio darbo tyrimo tikslas – vertinti pasirinktos įmonės X riziką pagal finansinių ataskaitų duomenis. Siekiant įvertinti įmonės riziką ateičiai, darbe prognozuosime 2007 -2008 metams statistinius įmonės dydžius: nuosavo kapitalo vertę, grynąjį pelną, įsipareigojimus, turtą ir kt. Pagal realius ir prognozuotus duomenis skaičiuosime finansinius rodiklius. Prognozes atliksime pagal tiesinius ir netiesinius prognozavimo metodus. / Risk is interpreted and explained very various. The risk is necessary in Lithuanian economical system, because the produce are begun to make earlier than demand begin to grow. The purpose of this work is to review interpretation of risk, it’s kinds, factors, methods of analysis and estimation. In this work, risk of the firm estimate by statistical data of financial accounts. We forecast statistical firm’s data: the capital, the net profit, the liabilities, the assets and etc.; for 2007 and 2008 years. We compute financial indexes by real and forecast data. In this work, we forecast number by trends with seasonal decompositions, curve of Regression, Moving Average method, Simple Exponential smoothing method, Autoregressive model and Autoregressive Integrated Moving Average (ARIMA) model. We use the statistical and analytical software package STATISTICA. After forecasting number of assets, liabilities we got that Polynomial trend with seasonal components is the best model for them. Logarithmical trend with seasonal components is the most infallible model for capital’s forecasting number. The best model for interest is Autoregressive model. The best model for net profit is Regression model. Risk of the firm is estimated by calculated financial indexes ROCE, ROA, ROI.
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Elektros kainų modeliavimas tiesioginėje rinkoje / Modelling electricity prices in the spot marketBogdanov, Andrej 01 July 2014 (has links)
Šiame darbe atliekami elektros energijos kainų analizė ir modeliavimas. Elektros kainų kitimui ir tokioms jų charakteringoms savybėms, kaip sezoniškumas, vidurkio reversija, darbo dienų, savaitgalio ir švenčių efektas, kintamumo klasterizacija, aprašyti taikomi SARIMA-TGARCH ir SARFIMA-TGARCH modeliai. Tyrimui naudojami kasvalandiniai Prancūzijos elektros energijos biržos kainų stebėjimai. Darbą sudaro dvi dalys – bendroji (teorinė) ir tiriamoji dalys. Pirmoje dalyje apžvelgiama literatūra bei aptariami teoriniai modelių aspektai: aprašomi ilgos atminties modeliai. Antroje dalyje pristatomi modelių empiriniai rezultatai: SARIMA-TGARCH ir SARFIMA-TGARCH modelių taikymas ir adekvatumo tikrinimas. / In this paper an econometric modelling and forecasting of electricity spot prices is presented. The aim of this work is to examine SARIMA-TGARCH and SARFIMA-TGARCH models for describing volatility of electricity spot prices and their characteristics such as season, mean reversion, volatility cauterization, and effects of workdays, weekends or holidays. The data of France electricity stock prices are used for analysis. This paper contains two parts – theoretical and empirical. In the first part the short review of literature is presented. Moreover, the theoretical aspects of long memory models are discussed. In the following part the empirical results are presented: application and adequacy examination of SARIMA-TGARCH and SARFIMA-TGARCH models.
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Garsų trukmių modelių kūrimo metodas, naudojant didelės apimties daugelio kalbėtojų garsyną / Method for creating phone duration models using very large, multi-speaker, automatically annotated speech corpusNorkevičius, Giedrius 01 February 2011 (has links)
Disertacijoje nagrinėjamos dvi iki šiol netyrinėtos problemos:
1. Lietuvių kalbos garsų trukmių prognozavimo modelių kūrimas
Iki šiol visi darbai, kuriuose yra nagrinėjamos lietuvių kalbos garsų trukmės, yra atlikti kalbininkų, tačiau šie tyrimai yra daugiau aprašomosios statistikos pobūdžio ir apsiriboja pavienių požymių įtakos garso trukmei analize. Šiame darbe, mašininio mokymo algoritmo pagalba, požymių įtaka garsų trukmei yra išmokstama iš duomenų ir užrašoma sprendimo medžio pavidalu.
2. Nuo kalbos nepriklausomų garsų trukmių prognozavimo modelių kūrimo metodas, naudojant didelės apimties daugelio, kalbėtojų automatiškai, anotuotą garsyną.
Dėl skirtingų kalbėtojų tarties specifikos ir dėl automatinio anotavimo netikslumų, kuriant garsų trukmės modelius visame pasaulyje yra apsiribojama vieno kalbėtojo ekspertų anotuotais nedidelės apimties garsynais. Darbe pasiūlyti skirtingų kalbėtojų tarties ypatybių normalizavimo ir garsyno duomenų triukšmo atmetimo algoritmai leidžia garsų trukmių modelių kūrimui naudoti didelės apimties, daugelio kalbėtojų automatiškai anotuotus garsynus.
Darbo metu atliktas audicinis tyrimas, kurio pagalba parodoma, kad šnekos signalą sudarančių garsų trukmės turi įtakos klausytojų/respondentų suvokiamam šnekos signalo natūralumui; kontekstinės informacijos panaudojimas garsų trukmių prognozavimo uždavinio sprendime yra svarbus faktorius įtakojantis sintezuotos šnekos natūralumą; natūralaus šnekos signalo atžvilgiu, geriausiai vertinamas yra... [toliau žr. visą tekstą] / Two heretofore unanalyzed aspects are addressed in this dissertation:
1. Building a model capable of predicting phone duration of Lithuanian.
All existing investigations of phone durations of Lithuanian were performed by linguists. Usually these investigations are the kind of exploratory statistics and are limited to a single factor, affecting phone duration, analysis. Phone duration dependencies on contextual factors were estimated and written in explicit form (decision tree) in this work by means of machine learning method.
2. Construction of language independent method for creating phone duration models using very large, multi-speaker, automatically annotated speech corpus.
Most of the researchers worldwide use speech corpus that are: relatively small scale, single speaker, manually annotated or at least validated by experts. Usually the referred reasons are: using multi-speaker speech corpora is inappropriate because different speakers have different pronunciation manners and speak in different speech rate; automatically annotated corpuses lack accuracy. The created method for phone duration modeling enables the use of such corpus. The main components of the created method are: the reduction of noisy data in speech corpus; normalization of speaker specific phone durations by using phone type clustering.
The performed listening tests of synthesized speech, showed that: the perceived naturalness is affected by the underlying phones durations; The use of contextual... [to full text]
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Įmonių finansinių sunkumų diagnozavimo modelis / Model of Companies Financial Distress DiagnosticsZinkevičiūtė, Ieva 15 June 2011 (has links)
Tyrimo objektas – įmonių finansinių sunkumų diagnozavimas.
Darbo tikslas – sukurti įmonių finansinių sunkumų diagnozavimo modelį ir jį patikrinti pasirinktų įmonių pavyzdžiu.
Tyrimo uždaviniai:
išanalizuoti ir susisteminti anksčiau sukurtus bankroto prognozavimo modelius ir jų testavimo rezultatus;
sudaryti įmonių finansinių sunkumų diagnozavimo modelį;
patikrinti sukurto modelio tinkamumą pasirinktų įmonių tarpe.
Tyrimo metodai. Analizuojant bankroto prognozavimo modelius ir jų testavimo rezultatus atlikta mokslinės ir metodinės literatūros loginė ir lyginamoji analizė bei sintezė. Įmonių finansinių sunkumų diagnozavimo modeliui parengti skaičiuoti finansiniai santykiniai rodikliai bei atlikta statistinė analizė, rezultatai pateikti taikant monografinį metodą. Remiantis indukcijos metodu ir logine analize tikrintas sukurto finansinių sunkumų diagnozavimo modelio tinkamumas analizuotų įmonių tarpe.
Tyrimo rezultatai. Pirmojoje darbo dalyje išanalizuota finansinių sunkumų esmė bei juos sąlygojančios priežastys, nustatytas finansinių sunkumų diagnozavimo būtinumas, išnagrinėti ir apibendrinti bankroto prognozavimo modeliai bei išskirti dažniausiai juose naudojami finansiniai santykiniai rodikliai. Antrojoje darbo dalyje sukurtas logistine analize paremtas finansinių sunkumų diagnozavimo modelis bei iškelta hipotezė, kad jis leidžia patikimai apskaičiuoti įmonių finansinių sunkumų tikimybę tirtų įmonių aibėje. Trečiojoje darbo dalyje sudarytas finansinių sunkumų... [toliau žr. visą tekstą] / Research object – diagnosis of company financial difficulties.
Research aim - to create diagnostic model for company financial difficulties and to test it using cases of selected companies.
Objectives:
to analyze and systematize previously developed bankruptcy prediction models and their test results;
to create a diagnostic model for company financial difficulties;
to analyze the relevance of the model with the selected companies.
Research methods: logical and comparative analysis of scientific and methodical literature, statistical analysis, monographic method, induction method, logical analysis.
Research results.
The first part analyzes the financial difficulties and their underlying causes, establishes the necessity of the financial stress test model, analyzes and summarizes bankruptcy prediction models, and distinguishes the most frequently used financial ratios. The second part creates a logical analysis based diagnostic model for financial difficulties and presents hypothesis, that this model ensures reliable calculation of probability of company financial difficulties among the tested corporations. The third part uses randomly selected companies to test the created diagnostic model for financial difficulties. The developed model is suitable for the manufacturing companies, because it separates financially well standing companies from the ones that are having difficulties; however, it is not as suitable for the services and sales sector, because the model is only... [to full text]
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Ro-ro vežimų tyrimai Baltijos jūroje / Research Of Ro-Ro Freight On The BalticMaksimavičius, Ričardas 12 November 2004 (has links)
Currently Port of Klaipėda has been interlinked by ro-ro transit lines with Germany, Sweden and Denmark. It has been sought not only for improvement but also for development and expansion of the ro-ro market in order to answer continuously growing needs of clients.
Lithuanian ro-ro liner shippers and operators although confronted by severe competition in ro-ro shipping market, strive to retain their position, conquer and manage new ro-ro markets. Yet it is to be mentioned that close cooperation with other transport industries and ro-ro terminals is not always attainable what consequently enhance the impact of factors affecting ro-ro transport and lessen attractiveness of such transportation, reduce cargo flow in general.
Relevance of the problem. Considerable part of ro-ro lines are forced to close down soon after they are opened as having no prospects for they fail to attract sufficient freight and cargo flow due to multiple reasons like inadequate assessment and underestimation of advantages, shortcomings and risks (threats) and overestimated possibilities, insufficient research into cargo flow, inconsideration or failed acknowledgement of factors affecting ro-ro transportation. Therefore the relevance of the issue involved in this dissertation reveals not only for developing of new ro-ro shipping lines, but also for restructuring of existing lines and restoring of former ro-ro lines, it applies also in view of intended increase in competitiveness of ro-ro freightage... [to full text]
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Ultragarsinio ir lipidų apykaitos tyrimų vertė vaisiaus svorio prognozei gestacinio diabeto atvejais / The ultrasound examination and lipid profile in prognosis of fetal macrosomia in gestational diabetic pregnanciesBiržietis, Tomas 25 January 2006 (has links)
The term “gestational diabetes” first was used in 1967 by J.Pedersen [J.Pedersen, 1967]. Up till then a number of other names was used to describe this pathology in scientific literature. During the last four decades a lot of reseach was done on this pregnancy related metabolic disturbance, but it is discussed up till now if this condition is worth of attention in general and if setting the diagnose is more beneficial or more harmful. Controversy exists also concerning diagnosing methods and criteria of gestational diabetes (GD). It is still discussed about the usefullness of global screening, though the majority of authors agree that by examining only the women who have predisposing factors for GD, up till 25% of GD cases would remain undiagnosed with consequently worse pregnancy outcome compared to the diagnosed and treated cases [K.M.Adams et al., 1998; D.Baliutavičienė et al., 2005]. The major complication of GD – fetal macrosomy, appears 2-4 times more frequently compared to healthy pregnant women [O.Langer et al., 2000] and is related not only to higher probability of labour trauma to mother and newborn, but also with a higher incidence of obesity in childhood and adulthood [B.Vohr et al., 1997; D.Dabelea et al., 1999; M.W.Gillman et al., 2003]. Even though it was succeded to decreace the mortality and morbidity of newborns by normalising glucose level in blood in GD patients, the incidence of macrosomy in these risky pregnancies remains higher compared to healthy... [to full text]
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Klinikinių ir urodinaminių požymių svarba prognozuojant gerybinės prostatos hiperplazijos chirurginio gydymo rezultatus / Predictive value of clinical and urodynamic factors on the outcome of surgical treatment of benign prostatic hyperplasiaTrumbeckas, Darius 26 January 2006 (has links)
INTRODUCTION
Benign prostatic hyperplasia (BPH) is the most common pathological condition of aged men which significantly impairs the quality of life status. Though pharmacotherapy with adrenoblockers and 5-alpha reductase inhibitors markedly decreased the rate of surgical interventions, BPH surgery still constitutes the main workload (around ¼ of total) of urologists in the department. The results of the observational study performed by Barry et al. show that the probability of surgical treatment of BPH during the period of 4 years for subjects with mild symptoms equals to 10%, and in case of moderate and severe symptoms - 24% and 39%, respectively. According to the data of large multicenter study performed with 7,588 men in Asia and Australia, moderate and severe symptoms are present in 29%, 40%, and 56% of men in their fifth, sixth, and seventh decade of life, respectively. Symptoms are the main driving force of BPH treatment, but their correlation with residual urine, objective findings of uroflowmetry and invasive urodynamics is only poor. The association of various parameters with the outcomes of surgical treatment is complicated and still not completely investigated. Therefore finding parameters that predict the outcome of surgical BPH treatment is important.
According to the literature, unfavorable outcomes of transurethral resection are present in around 15-30% of men with symptomatic BPH. This is mostly associated with inadequate preoperative evaluation, not fully... [to full text]
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Pagrindinių kirtimų sortimentinės struktūros ir pajamų prognozavimo galimybių tyrimai / Research on prognosis of assortment composition and income from final cutRadzevičius, Sigitas 16 June 2006 (has links)
Amounts of pine sawlogs, pine pulpwood as well as spruce pulpwod can be estimated rather precisely. The accuracy of the prognosis is as high as 90%. The amount of spruce sawlogs can be prognosed with less accuracy (75%). The biggest errors are obtained by prognosis of smal dimensions softwood and hardwood as well as of birch pulpwood. Prognosis of birch pulpwood differs from actuall volume 3.7 times. When prognosed income is being compared with the actual one, very small discrepancies are found, though the assorment composition is different. The difference between actual and theoretical income were 2.4% and -0.5% respectively for 2004 and 2005.
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Ro-ro vežimų tyrimai Baltijos jūroje / Research Of Ro-Ro Freight On The BalticMaksimavičius, Ričardas 12 November 2004 (has links)
Currently Port of Klaipėda has been interlinked by ro-ro transit lines with Germany, Sweden and Denmark. It has been sought not only for improvement but also for development and expansion of the ro-ro market in order to answer continuously growing needs of clients.
Lithuanian ro-ro liner shippers and operators although confronted by severe competition in ro-ro shipping market, strive to retain their position, conquer and manage new ro-ro markets. Yet it is to be mentioned that close cooperation with other transport industries and ro-ro terminals is not always attainable what consequently enhance the impact of factors affecting ro-ro transport and lessen attractiveness of such transportation, reduce cargo flow in general.
Relevance of the problem. Considerable part of ro-ro lines are forced to close down soon after they are opened as having no prospects for they fail to attract sufficient freight and cargo flow due to multiple reasons like inadequate assessment and underestimation of advantages, shortcomings and risks (threats) and overestimated possibilities, insufficient research into cargo flow, inconsideration or failed acknowledgement of factors affecting ro-ro transportation. Therefore the relevance of the issue involved in this dissertation reveals not only for developing of new ro-ro shipping lines, but also for restructuring of existing lines and restoring of former ro-ro lines, it applies also in view of intended increase in competitiveness of ro-ro freightage... [to full text]
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