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Number of results: 11
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Abstract

The basic element of a project organizing construction works is a schedule. The preparation of the data necessary to specify the timings of the construction completion as indicated in the schedule involves information that is uncertain and hard to quantify. The article presents the methods of building a schedule which includes a fuzzy amount of labour, time standards and number of workers. The proposed procedure allows determining the real deadline for project completion, taking into account variable factors affecting the duration of the individual works.
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Abstract

The main goal of this paper is to analyze the matching function in the Polish labour market in 1994‒2008. Matching function is the relationship between outflows from unemployment to employment and the number of unemployed persons and vacancies as well as other variables which affect the efficiency of the matching process directly or indirectly. Such matching function in its augmented form is estimated here for Poland with the use of data from register of unemployed persons. The results indicate that there is a statistically stronger impact of the unemployed than vacancies on new hires. Furthermore, the institutional conditions of the labour market, the structure of the unemployed and the participants of active labour market programs (ALMP) play a role in the matching process.
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Abstract

Sub-bottom profiler (SBP) is an acoustic instrument commonly used to survey underwater shallow geological structure and embedded objects whose most important performance parameter is the actual vertical resolution. This paper presented a methodology to measure and evaluate the actual vertical resolution of SBP based on an experiment in an anechoic tank, which was divided into three components: building of artificial geological model, measurement of acoustic parameters, and determination of actual vertical resolution of the acoustic profiles. First, the wedge-shaped geological model, whose thickness could be accurately controlled, was designed and built in an anechoic tank to try to directly measure the vertical resolution of SBP. Then, the acoustic pulse width of SBP was measured to calculate the theoretical general vertical resolution and extreme vertical resolution. Finally, based on the acoustic profiles obtained in the experiment, the method which was used to evaluate the actual vertical resolution by measuring the duration of reflection event was put forward. Due to comparing measurement data of different parameter settings of the SBP, the study has revealed that the SBP had the lowest resolution in the 4 kHz–500 µs setting, which was 226.5 µs, or 36.2 cm, and the highest resolution in the 15 kHz–67 µs setting, which was 72.7 µs, or 11.6 cm. The vertical resolution decreased with the increase of the pulse width. The results also showed that the actual resolution was close to the theoretical general resolution and far from the extreme resolution.
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Abstract

This article analyses the conditions affecting the incoming global solar radiation in Hornsund (Spitsbergen) in spring of 2015. Incoming solar radiation turned out to be average for the season under analysis, as compared with longer-term data. The clearness index (KT) was 0.46, and was mainly determined by the extent of cloudiness. As a result of differences in the length of day, sunshine duration in May was greater than in April. Incoming solar radiation to the earth's surface is also affected by the atmospheric optical properties. The average value of aerosol optical depth (AOD) at 500 nm in Hornsund in spring of 2015 was 0.087. In the analysed period, increased values of AOD at 500 nm (up to 0.143) were observed, although these are not record values. Over April and May, the greatest part of optical depth was comprised of anthropogenic aerosols (41%), followed by marine aerosols (26%), desert dust (21%) and biomass-burning aerosols (12%). This indicates the significant role of the anthropogenic factor in the climatic conditions of Spitsbergen.
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Abstract

Redundancy based methods are proactive scheduling methods for solving the Project Scheduling Problem (PSP) with non-deterministic activities duration. The fundamental strategy of these methods is to estimate the activities duration by adding extra time to the original duration. The extra time allows to consider the risks that may affect the activities durations and to reduce the number of adjustments to the baseline generated for the project. In this article, four methods based on redundancies were proposed and compared from two robustness indicators. These indicators were calculated after running a simulation process. On the other hand, linear programming was applied as the solution technique to generate the baselines of 480 projects analyzed. Finally, the results obtained allowed to identify the most adequate method to solve the PSP with probabilistic activity duration and generate robust baselines.
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Abstract

In empirical research on financial market microstructure and in testing some predictions from the market microstructure literature, the behavior of some characteristics of trading process can be very important and useful. Among all characteristics associated with tick-by-tick data, the trading time and the price seem the most important. The very first joint model for prices and durations, the so-called UHF-GARCH, has been introduced by Engle (2000). The main aim of this paper is to propose a simple, novel extension of Engle’s specification based on trade-to-trade data and to develop and apply the Bayesian approach to estimation of this model. The intraday dynamics of the return volatility is modelled by an EGARCH-type specification adapted to irregularly time-spaced data. In the analysis of price durations, the Box-Cox ACD model with the generalized gamma distribution for the error term is considered. To the best of our knowledge, the UHF-GARCH model with such a combination of the EGARCH and the Box-Cox ACD structures has not been studied in the literature so far. To estimate the model, the Bayesian approach is adopted. Finally, the methodology developed in the paper is employed to analyze transaction data from the Polish Stock Market.
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Abstract

In recent years, autoregressive conditional duration models (ACD models) introduced by Engle and Russell in 1998 have become very popular in modelling of the durations between selected events of the transaction process (trade durations or price durations) and modelling of financial market microstructure effects. The aim of the paper is to develop Bayesian inference for the ACD models. Different specifications of ACD models will be considered and compared with particular emphasis on the linear ACD model, Box-Cox ACD model, augmented Box-Cox ACD model and augmented (Hentschel) ACD model. The analysis will consider models with the Burr distribution and the generalized Gamma distribution for the innovation term. Bayesian inference will be presented and practically used in estimation of and prediction within ACD models describing trade durations. The MCMC methods including Metropolis-Hastings algorithm are suitably adopted to obtain samples from the posterior densities of interest. The empirical part of the work includes modelling of trade durations of selected equities from the Polish stock market.
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Abstract

In Western music culture instruments have been developed according to unique instrument acoustical features based on types of excitation, resonance, and radiation. These include the woodwind, brass, bowed and plucked string, and percussion families of instruments. On the other hand, instrument performance depends on musical training, and music listening depends on perception of instrument output. Since musical signals are easier to understand in the frequency domain than the time domain, much effort has been made to perform spectral analysis and extract salient parameters, such as spectral centroids, in order to create simplified synthesis models for musical instrument sound synthesis. Moreover, perceptual tests have been made to determine the relative importance of various parameters, such as spectral centroid variation, spectral incoherence, and spectral irregularity. It turns out that the importance of particular parameters depends on both their strengths within musical sounds as well as the robustness of their effect on perception. Methods that the author and his colleagues have used to explore timbre perception are: 1) discrimination of parameter reduction or elimination; 2) dissimilarity judgments together with multidimensional scaling; 3) informal listening to sound morphing examples. This paper discusses ramifications of this work for sound synthesis and timbre transposition.
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