Long-term prediction of the metals’ prices using non-Gaussian time-inhomogeneous stochastic process D Szarek, Ł Bielak, A Wyłomańska Physica A: Statistical Mechanics and its Applications 555, 124659, 2020 | 11 | 2020 |
Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes D Szarek, K Maraj-Zygmąt, G Sikora, D Krapf, A Wyłomańska Computational Statistics & Data Analysis 168, 107401, 2022 | 6 | 2022 |
Neural network-based anomalous diffusion parameter estimation approaches for Gaussian processes D Szarek International Journal of Advances in Engineering Sciences and Applied …, 2021 | 6 | 2021 |
Empirical anomaly measure for finite-variance processes K Maraj, D Szarek, G Sikora, A Wyłomańska Journal of Physics A: Mathematical and Theoretical 54 (2), 024001, 2020 | 6 | 2020 |
Non-gaussian feature distribution forecasting based on ConvLSTM neural network and its application to robust machine condition prognosis D Szarek, I Jabłoński, R Zimroz, A Wyłomańska Expert Systems with Applications 230, 120588, 2023 | 5 | 2023 |
Fractional dynamics identification via intelligent unpacking of the sample autocovariance function by neural networks D Szarek, G Sikora, M Balcerek, I Jabłoński, A Wyłomańska Entropy 22 (11), 1322, 2020 | 5 | 2020 |
Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient K Maraj, D Szarek, G Sikora, A Wyłomańska Chaos: An Interdisciplinary Journal of Nonlinear Science 31 (7), 2021 | 4 | 2021 |
Measurement instrumentation and selected signal processing techniques for anomalous diffusion analysis K Maraj, D Szarek, G Sikora, M Balcerek, A Wyłomańska, I Jabłoński Measurement: Sensors 7, 100017, 2020 | 4 | 2020 |
Multifractional Brownian motion characterization based on Hurst exponent estimation and statistical learning D Szarek, I Jabłoński, D Krapf, A Wyłomańska Chaos: An Interdisciplinary Journal of Nonlinear Science 32 (8), 2022 | 3 | 2022 |
Non-Gaussian Regime-Switching Model in Application to the Commodity Price Description D Szarek, Ł Bielak, A Wyłomańska Nonstationary Systems: Theory and Applications: Contributions to the 13th …, 2022 | | 2022 |