PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
2012 | 11 | 77--99
Tytuł artykułu

Ekonometryczna analiza fraktalnych właściwości struktury przepływu gazu w wybranych stacjach I stopnia

Warianty tytułu
Fractal Features of Structures of Gas Flow in Selected Gas Stations of I Order
Języki publikacji
PL
Abstrakty
EN
This paper presents results of research focused on identification of nonlinear structures and deterministic chaos which take place in gas flows in provinces Małopolska and Podkarpackie. Taking into account time series of gas flows at stations Solec Zdrój, Czechówka, Miłocin, Głogów and Huta Sendzimira from time period between January 2007 and September 2011, the authors detected by mean of respective identifications methods the existence of nonlinear structures in these time series. However the results are not unique. Therefore, the preliminary results should be checked in further research on the basis of other stations located in other provinces of Poland and by mean of more advance methods. These future research should definitely confirm or reject the existence of chaotic structure of gas flows at the stations of first order. (original abstract)
Słowa kluczowe
Rocznik
Tom
11
Strony
77--99
Opis fizyczny
Twórcy
  • AGH Akademia Górniczo-Hutnicza w Krakowie
autor
  • AGH Akademia Górniczo-Hutnicza w Krakowie
Bibliografia
  • Brock, W.A. (1986) 'Distinguishing random and deterministic systems: Abridged version', Journal of Economic Theory, vol. 40, pp. 168-195.
  • Brock, W.A., Dechert, W.D. and Scheinkman, J.A. (1987) A test for independence based on the correlation dimension, Social Systems Research Institute, University of Wisconsin-Madison, Working paper no. 8702.
  • Brock, W.A., Hsieh, D. and LeBaron, B. (1991) A Test of Nonlinear Dynamics, Chaos, and Instability, Cambridge: MIT Press.
  • Bytnar, K. and Kogut, K. (2007) 'Technika komputerowa w bezpiecznym zarządzaniu pracą sieci gazowych', Nafta Gaz, vol. 63, pp. 139-144.
  • Chan, K.S. and Tong, H. (1994) 'A note on noisy chaos', Journal of the Royal Statistical Society B, vol. 56, pp. 301-311.
  • Dockner, E.J., Prskawetz, A. and Feichtinger, G. (1997) 'Non-linear dynamics and predictability in the Austrian stock market', in Heij, C., Schumacher, H., and Hanzon, B. (eds.) System Dynamics in Economic and Financial Models, West Sussex: John Wiley Press, pp. 45-62.
  • Doerner, R., Huebinger, B. and Martienssen, W. (1991) 'Predictability portraits for chaotic motions', Chaos, Solitons & Fractals, vol. 1, pp. 553-571.
  • Eckmann, J.P., Kamphorst, S.O., Ruelle, D. and Scheinkman, J. (1988) 'Lyapunov exponents for stock returns', in Brian, A.W., Durlauf, S.N., and Lane, D. (eds.) The Economy as an Evolving Complex System. SFI Studies in the Science of Complexity, Reading: Addison-Wesley, pp. 301-304.
  • Eckmann, J.P. and Ruelle, D. (1985) 'Ergodic theory of chaos and strange attractors', Reviews of Modern Physics, vol. 57, pp. 617-656.
  • Elsner, J. (1996) Chaos und Zufall am deutschen Aktienmarkt, Heidelberg: Physica-Verlag.
  • Frank, M., Gencay, R. and Stengos, T. (1988) 'International chaos?', European Economic Review, vol. 32, pp. 1569-1584.
  • Gencay, R. and Dechert, W.D. (1992) 'An algorithm for the Lyapunov exponents of an n-dimensional unknown dynamical system', Physica D, vol. 59, pp. 142-15 7.
  • Grassberger, P. and Procaccia, I. (1983) 'Characterization of strange attractors', Physical Review Letters, vol. 50, pp. 346-349.
  • Grassberger, P., Badii, R. and Politi A. (1988) 'Scaling laws for hyperbolic and nonhyperbolic
  • Gurgul, H. and Suder, M. (2010) 'Nieliniowa dynamika indeksów giełdowych WIG20 i ATX: analiza porównawcza', Ekonomia Menadżerska, vol. 7, pp. 103-120.
  • Hsieh, D.A. (1991) 'Chaos and nonlinear dynamics: Applications to financial markets', Journal of
  • Hristu-Varsakelis, D. and Kyrtsou, C. (2008) 'Evidence for nonlinear asymmetric causality in US inflation, metal and stock returns', Discrete Dynamics in Nature and Society, vol. 2008, Article ID 138547.
  • Kadtke, J.B., Brush, J. and Holzfuss, J. (1993) 'Global dynamical equations and Lyapunov exponents from noisy chaotic time series', International Journal of Bifurcation and Chaos, vol. 3, pp. 607-616.
  • Kogut, K. (2004) 'Możliwości wykorzystania sieci neuronowych w analizie pracy sieci przesyłowej gazu ziemnego', Nowoczesne Gazownictwo, vol. 3, pp. 5-8.
  • Kolmogorov, A.N. (1958) 'A metric invariant of transient dynamical systems and automorphisms in Lebesgue spaces', Doklady Akademii Nauk SSSR, vol. 119, pp. 861-864.
  • Kyrtsou, C. and Labys, W. (2006) 'Evidence for chaotic dependence between US inflation and co mmodity prices', Journal of Macroeconomics, vol. 28(1), pp. 256-266.
  • Kyrtsou, C. and Labys W. (2007) 'Detecting positive feedback in multivariate time series: the case of metal prices and US inflation', Physica A, vol. 377(1), pp. 227-229.
  • Kyrtsou, C. and Vorlow, C. (2005) 'Complex dynamics in macroeconomics: A novel approach', in Diebolt, C. and Kyrtsou, C. (eds.) New Trends in Macroeconomics, Berlin: Springer-Verlag.
  • Kudrewicz, J. (2009) Fraktale i chaos, Warszawa: WNT.
  • Lo, A.W. (1991) 'Long term memory in stock market prices', Econometrica, vol. 59, pp. 1279-1313.
  • Mandelbrot, B. (1972) 'Statistical Methodology for Non-Periodic Cycles: from the covariance to R/S analysis', Annals of Economic and Social Measurement, vol. 1, pp. 259 - 290.
  • Nychka, D., Ellner, S., Gallant, A.R. and McCaffrey, D. (1992) 'Finding chaos in noisy systems', Journal of the Royal Statistical Society B, vol. 54, pp. 399-426.
  • Oseledec, V.I. (1968) 'A multiplicative ergodic theorem: Lyapunov characteristic numbers for dynamical systems', Transactions of the Moscow Mathematical Society, vol. 19, pp. 197-231.
  • Peters, E.E. (1991) Chaos and Order in the Capital Markets, New York: Wiley.
  • Peters, E.E. (1997) Teoria chaosu a rynki kapitałowe, Warszawa: WIG Press.
  • Polak, D. (2006) 'SmartGaz - nowoczesny symulator do zarządzania sieciami gazowniczymi', I Krakowska Konferencja Młodych Uczonych, pp. 135-144.
  • Sano, M. and Sawada, Y. (1985) 'Measurement of the Lyapunov spectrum from a chaotic time series', Physical Review Letters, vol. 55, pp. 1082-1085.
  • Scheinkman, J.A. and LeBaron, B. (1989) 'Nonlinear dynamics and stock returns', Journal of Business, vol. 62, pp. 311-337.
  • Schittenkopf, C., Dorffner, G. and Dockner, E.J. (2000) 'On Nonlinear, Stochastic Dynamics in Economic and Financial Time Series', Studies in Nonlinear Dynamics and Econometrics, vol. 4(3), pp. 101-121.
  • Sinai, Y.G. (1959) 'On the concept of entropy for a dynamic system', Doklady Akademii Nauk SSSR, vol. 124, pp. 768-771.
  • Sneyers, R. (1997) 'Climate Chaotic Instability: Statistical Determination and Theoretical Background', Environmetrics, vol. 8(5), pp. 517-532.
  • Véhel, J.L. and Lutton, E. (2005) Fractals in engineering: new trends in theory and applications, London: Springer.
  • Wolf, A., Swift, J.B., Swinney, H.L. and Vastano, J.A. (1985) 'Determining Lyapunov exponents from a time series', Physica D, vol. 16, pp. 285-317.
  • Wolff, R.C. (1992) 'Local Lyapunov exponents: Looking closely at chaos', Journal of the Royal Statistical Society B, vol. 54, pp. 353-371.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171628544

Zgłoszenie zostało wysłane

Zgłoszenie zostało wysłane

Musisz być zalogowany aby pisać komentarze.
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.