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1

Optimization of Electric Energy Sales Strategy Based On Probabilistic Forecasts

Janczura, Joanna, Michalak, Aleksandra

Journal:

Year:

2020

File:

PDF, 9.05 MB

2020

2

Efficient estimation of Markov regime-switching models: An application to electricity spot prices

Janczura, Joanna, Weron, Rafał

Journal:

AStA Advances in Statistical Analysis

Year:

2012

Language:

english

File:

PDF, 891 KB

english, 2012

3

Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling

Janczura, Joanna, Trück, Stefan, Weron, Rafał, Wolff, Rodney C.

Journal:

Energy Economics

Year:

2013

Language:

english

File:

PDF, 956 KB

english, 2013

4

[IEEE 2008 5th International Conference on the European Electricity Market (EEM 2008) - Lisboa, Portugal (2008.05.28-2008.05.30)] 2008 5th International Conference on the European Electricity Market - Modelling energy forward prices

Janczura, Joanna, Weron, Aleksander

Year:

2008

Language:

english

File:

PDF, 321 KB

english, 2008

5

Identifying Spikes and Seasonal Components in Electricity Spot Price Data: A Guide to Robust Modeling

Janczura, Joanna, Trueck, Stefan, Weron, Rafal, Wolff, Rodney

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 788 KB

english, 2012

6

An empirical comparison of alternate regime-switching models for electricity spot prices

Joanna Janczura, Rafal Weron

Journal:

Energy Economics

Year:

2010

Language:

english

File:

PDF, 1.25 MB

english, 2010

7

Subordinated -stable Ornstein–Uhlenbeck process as a tool for financial data description

Joanna Janczura, Sebastian Orzeł, Agnieszka Wyłomańska

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2011

Language:

english

File:

PDF, 458 KB

english, 2011

8

Universal Algorithm for Identification of Fractional Brownian Motion. A Case of Telomere Subdiffusion

Burnecki, Krzysztof, Kepten, Eldad, Janczura, Joanna, Bronshtein, Irena, Garini, Yuval, Weron, Aleksander

Journal:

Biophysical Journal

Year:

2012

Language:

english

File:

PDF, 449 KB

english, 2012

9

Stochastic Modeling of Indoor Air Temperature

Joanna Janczura, Monika Maciejewska, Andrzej Szczurek…

Journal:

Journal of Statistical Physics

Year:

2013

Language:

english

File:

PDF, 685 KB

english, 2013

10

Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices

Joanna Janczura, Rafał Weron

Journal:

AStA Advances in Statistical Analysis

Year:

2013

Language:

english

File:

PDF, 487 KB

english, 2013

11

Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach

Janczura, Joanna

Journal:

Mathematical Methods of Operations Research

Year:

2014

Language:

english

File:

PDF, 1.09 MB

english, 2014

12

Ergodicity testing for anomalous diffusion: Small sample statistics

Janczura, Joanna, Weron, Aleksander

Journal:

The Journal of Chemical Physics

Year:

2015

Language:

english

File:

PDF, 892 KB

english, 2015

13

Impulsive noise cancellation method for copper ore crusher vibration signals enhancement

Wylomanska, Agnieszka, Zimroz, Radoslaw, Janczura, Joanna, Obuchowski, Jakub

Journal:

IEEE Transactions on Industrial Electronics

Year:

2016

Language:

english

File:

PDF, 5.39 MB

english, 2016

14

Identification and stochastic modelling of sources in copper ore crusher vibrations

Wylomanska, Agnieszka, Zimroz, Radoslaw, Janczura, Joanna

Journal:

Journal of Physics Conference Series

Year:

2015

Language:

english

File:

PDF, 1.36 MB

english, 2015

15

Ergodicity testing using an analytical formula for a dynamical functional of alpha-stable autoregressive fractionally integrated moving average processes

Loch, Hanna, Janczura, Joanna, Weron, Aleksander

Journal:

Physical Review E

Year:

2016

Language:

english

File:

PDF, 935 KB

english, 2016

16

Identifying ergodicity breaking for fractional anomalous diffusion: Criteria for minimal trajectory length

Loch-Olszewska, Hanna, Sikora, Grzegorz, Janczura, Joanna, Weron, Aleksander

Journal:

Physical Review E

Year:

2016

Language:

english

File:

PDF, 329 KB

english, 2016

17

Statistical testing approach for fractional anomalous diffusion classification

Weron, Aleksander, Janczura, Joanna, Boryczka, Ewa, Sungkaworn, Titiwat, Calebiro, Davide

Journal:

Physical Review E

Year:

2019

Language:

english

File:

PDF, 1.87 MB

english, 2019

18

Time-dependent classification of protein diffusion types: A statistical detection of mean-squared-displacement exponent transitions

Hubicka, Katarzyna, Janczura, Joanna

Journal:

Physical Review E

Year:

2020

File:

PDF, 1.89 MB

2020

19

Classification of particle trajectories in living cells: Machine learning versus statistical testing hypothesis for fractional anomalous diffusion

Janczura, Joanna, Kowalek, Patrycja, Loch-Olszewska, Hanna, SzwabiÅski, Janusz, Weron, Aleksander

Journal:

Physical Review E

Year:

2020

File:

PDF, 1.89 MB

2020

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