SELECTED PAPERS

    2024
  1. D. Dulas, J. Witulska, A. Wyłomańska, I. Jabłoński, K. Walkowiak: Data driven model as a digital twin recommender for sliced 5G network dimensioning and planning, featured with forecast and "what-if" analysis, IEEE Access 12, 50067-50082, 2024
  2. W. Żuławiński, J. Antoni, R. Zimroz, A. Wyłomańska: Applications of robust statistics for cyclostationarity detection in non-Gaussian signals for local damage detection in bearings, Mechanical Systems and Signal Processing 214, 111367, 2024
  3. W. Żuławiński, P. Kruczek, A. Wyłomańska: Alternative dependency measures-based approach for estimation of the alpha-stable periodic autoregressive model,Communications in Statistics - Simulation and Computation 53(3), 1188-1215, 2024
  4. A. Michalak, R. Zdunek, R. Zimroz, A. Wylomanska: Influence of alpha-stable noise on the effectiveness of non-negative matrix factorization – simulations and real data analysis, Electronics 13(5), 829, 2024
  5. J. Janczura, A. Puć, Ł. Bielak, A. Wyłomańska: Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors Statistics & Risk Modeling 41 (1/2) 1-26, 2024
  6. M. Gabor, R. Zdunek, R. Zimroz, A. Wyłomańska: Bearing damage detection with orthogonal and non-negative low-rank feature extraction, IEEE Transactions on Industrial Informatics 20(2), 2944-2955, 2024
    7. 2023
  7. M. Gabor, R. Zdunek, R. Zimroz, A. Wyłomańska: Non-negative matrix underapproximation as optimal frequency band selector, In: IECON 2023- 49th Annual Conference of the IEEE Industrial Electronics Society. [Danvers, MA]: IEEE, 1-6, 2023
  8. W. Żuławiński, A. Wyłomańska: Empirical study of periodic autoregressive models with additive noise - estimation and testing, Communications in Statistics - Simulation and Computation, 1-26, 2023, doi: 10.1080/03610918.2023.2286217
  9. W. Żuławiński, R. Zimroz, A. Wyłomańska: Yule-Walker-Based Approaches for Estimation of Noise-Corrupted Periodic Autoregressive Model - Finite- and Infinite-Variance Cases, 31st European Signal Processing Conference (EUSIPCO), pp. 1978-1982, 2023
  10. A. Kwiatkowski, O. Sobolewski, A. Wyłomańska, M. Sawicki, P. Zieleń, A. Druszcz, M. Ptak: Development of Artificial Intelligence Algorithms to Analyse Weather Conditions for the Prediction of Cerebrovascular Accidents, In: H. Podbielska and M. Kapalla (eds) Predictive, Preventive, and Personalised Medicine: From Bench to Bedside, pp. 283-304, Springer, Cham, 2023
  11. K. Pączek, D. Jelito, M. Pitera, A. Wyłomańska: Estimation of stability index for symmetric alpha-stable distribution using quantile conditional variance ratios, TEST 33, 297–334, 2023
  12. M. Balcerek, A. Wyłomańska, K. Burnecki, R. Metzler, D. Krapft: Modelling intermittent anomalous diffusion with switching fractional Brownian motion, New J. Phys. 25 103031, 2023
  13. H. Shiri, P. Zimroz, J. Wodecki, A. Wyłomańska, R. Zimroz: Data-driven segmentation of long term condition monitoring data in the presence of heavy-tailed distributed noise with finite-variance, Mechanical Systems and Signal Processing 205, 110833, 2023
  14. H. Woszczek, A. Wyłomańska: Autoregressive model with double Pareto distributed noise, Mathematica Applicanda 51(1), 121-141, 2023
  15. K. Maraj-Zygmąt, W. Żuławiński, T. Barszcz, R. Zimroz, A. Wyłomańska: Threshold lines identification for non-Gaussian distributed diagnostic features, Measurement 221(15), 113495, 2023
  16. W. Wang, M. Balcerek, K. Burnecki, A. V. Chechkin, S.Janusonis, J. Ślęzak, T. Vojta, A. Wyłomańska, and R. Metzler: Memory-multi-fractional Brownian motion with continuous correlations, Phys. Rev. Research 5, L032025, 2023
  17. J. Janczura, T. Barszcz, R. Zimroz, A. Wyłomańska: Machine condition change detection based on data segmentation using a three-regime, -stable Hidden Markov Model, Measurement 220, 113399, 2023
  18. K. Maraj-Zygmąt, A. Grzesiek, G. Sikora, J. Gajda, A. Wyłomańska: Testing of two-dimensional Gaussian processes by sample cross-covariance function, Chaos 33, 073135, 2023
  19. D. Kuzio, R. Zimroz, A. Wyłomańska: Identification of fault frequency variation in the envelope spectrum in the vibration-based local damage detection in changing load/speed conditions, Measurement 218(15), 113148, 2023
  20. H. Shiri, P. Zimroz, J. Wodecki, A. Wyłomańska, R. Zimroz, K. Szabat: Using long-term condition monitoring data with non-Gaussian noise for online diagnostics, Mechanical Systems and Signal Processing 200(1), 110472, 2023
  21. D. Szarek, I. Jabłoński, R. Zimroz, A. Wyłomańska: Non-Gaussian feature distribution forecasting based on ConvLSTM neural network and its application to robust machine condition prognosis, Expert Systems with Applications 230(15), 120588, 2023
  22. K. Skowronek, T. Barszcz, J. Antoni, R. Zimroz, A. Wyłomańska: Assessment of background noise properties in time and time-frequency domains in the context of vibration-based local damage detection in real environment, Mechanical Systems and Signal Processing 199(15), 110465, 2023
  23. M.Gabor, R. Zdunek, R. Zimroz, J. Wodecki, A. Wyłomańska: Non-negative tensor factorization for vibration-based local damage detection, Mechanical Systems and Signal Processing 198, 110430, 2023
  24. M. Dhull, A. Kumar, A. Wyłomańska: The expectation-maximization algorithm for autoregressive models with normal inverse Gaussian innovations, Communications in Statistics - Simulation and Computation, 1-21, 2023, https://doi.org/10.1080/03610918.2023.2186334
  25. W. Żuławiński, A. Grzesiek, R. Zimroz, A. Wyłomańska: Identification and validation of periodic autoregressive model with additive noise: finite-variance case, Journal of Computational and Applied Mathematics 427, 115131, 2023
  26. J. Gajda, A. Grzesiek, A. Wyłomańska: Ornstein - Uhlenbeck process driven by alpha-stable process and its Gamma subordination, Methodology and Computing in Applied Probability 25,9, 2023
  27. K. Maraj-Zygmąt, G. Sikora, M. Pitera, A. Wyłomańska: Goodness-of-fit test for stochastic processes using even empirical moments statistic, Chaos 33, 013128, 2023
  28. A. M. Sathe, N. S. Upadhye, A. Wyłomańska: Forecasting of symmetric alpha-stable autoregressive models by time series approach supported by artificial neural networks, Journal of Computational and Applied Mathematics 425, 115051, 2023
  29. W. Żuławiński, K. Maraj-Zygmąt, H. Shiri, R. Zimroz, A. Wyłomańska: Framework for stochastic modelling of long-term non-homogenous data with non-Gaussian characteristics for machine condition prognosis, Mechanical Systems and Signal Processing 184, 109677, 2023
  30. P. Giri, A. Grzesiek, W. Żuławiński, S. Sundar, A. Wyłomańska: The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1, Journal of the Korean Statistical Society 52, 462–493, 2023
    31. 2022
  31. J. Witulska, A. Wyłomańska: Identification of the structure break point for independent data with changing variance, Mathematica Applicanda 50(1), 65-106, 2022
  32. J. Adamska, L. Bielak, J. Janczura, A. Wyłomańska: From Multi- to Univariate: A Product Random Variable with an Application to Electricity Market Transactions: Pareto and Student’s t-Distribution Case, Mathematics 10(18), 3371, 2021
  33. M. Balcerek, K. Burnecki, S. Thapa, A. Wyłomańska, A. Chechkin: Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions, Chaos 32, 093114, 2022
  34. D. Szarek, I. Jabłoński, D. Krapf, A. Wyłomańska: Multifractional Brownian motion characterization based on Hurst exponent estimation and statistical learning, Chaos 32, 083148, 2022
  35. F. Moosavi, H. Shiri, J. Wodecki, A. Wyłomańska, R. Zimroz: Application of machine learning tools for long-term diagnostic feature data segmentation, Appl. Sci. 2022, 12(13), 6766, 2022
  36. A. Wyłomańska: Statistical tools for anomaly detection as a part of predictive maintenance in the mining industry, Eur. Math. Soc. Mag. 124, 4–15, 2022
  37. J. Hebda-Sobkowicz, R. Zimroz, A. Wyłomańska, J. Antoni: Infogram performance analysis and its enhancement for bearings diagnostics in presence of non-Gaussian noise, Mechanical Systems and Signal Processing 170, 108764, 2022
  38. D. Szarek, K. Maraj-Zygmąt, G. Sikora, D. Kraft, A. Wyłomańska: Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes, Computational Statistics & Data Analysis 168, 107401, 2022
  39. M. Pitera, A. Chechkin, A. Wyłomańska: Goodness-of-fit test for alpha-stable distribution based on the quantile conditional variance statistics, Statistical Methods & Applications 31, 87–424, 2022
    40. 2021
  40. A. Grzesiek, M. Mrozinska, P. Giri, S. Sundar, A. Wyłomańska: The covariation-based Yule-Walker method for multidimensional autoregressive time series with alpha-stable distributed noise , Int J Adv Eng Sci Appl Math 13, 13, 394–414, 2021
  41. A Wyłomańska, J. Gajda, Sundar S. (Issue editors) International Journal of Advances in Engineering Sciences and Applied Mathematics, SI Time Series Modelling, Data Science and Statistical Learning ,Springer, 2021
  42. A. Grzesiek, K. Gąsior, A. Wyłomańska, R. Zimroz: Divergence-based segmentation algorithm for heavy-tailed acoustic signals with time-varying characteristics, Sensors 21(24), 8487, 2021
  43. T. Moroń, B. Staruch, B. Staruch, S. Tomaszewski, A. Wyłomańska: The Seismic Shock Prediction Algorithm based on the Rock Mass behaviour data, Mathematics in Industry Reports, 2021
  44. P. Giri, S. Sundar, A. Wyłomańska: Fractional lower order covariance (FLOC) based estimation for multidimensional PAR(1) model with alpha−stable noise, Int J Adv Eng Sci Appl Math 13, 215–235, 2021
  45. J. Gajda, A. Wyłomańska: Asymptotic behavior of dependence measures for Ornstein-Uhlenbeck model based on long memory processes, Int J Adv Eng Sci Appl Math 13, 148–162, 2021
  46. W. Żuławiński, A. Wyłomańska: New estimation method for periodic autoregressive time series of order 1 with additive noise, Int J Adv Eng Sci Appl Math 13, 163–176, 2021
  47. E. Broszkiewicz-Suwaj, A. Wyłomańska: Application of non-Gaussian multidimensional autoregressive model for climate data prediction, Int J Adv Eng Sci Appl Math 13, 236–247, 2021
  48. M. Markiewicz, A. Wyłomańska: Time series forecasting - problem of heavy-tailed distributed noise, Int J Adv Eng Sci Appl Math 13, 248–256, 2021
  49. Ł. Bielak, A. Grzesiek, J. Janczura, A. Wyłomańska: Market risk factors analysis for an international mining company. Multi-dimensional heavy-tailed-based modelling, Resources Policy 74, 102308, 2021
  50. A. Grzesiek, R. Zimroz, P. Śliwiński, A. Wyłomańska, N. Gomolla: A method for structure break point detection in engine oil pressure data, Energies 14(17), 5496, 2021
  51. J. Hebda-Sobkowicz, J. Nowicki, R. Zimroz, A. Wyłomańska: Alternative measures of dependence for cyclic behaviour identification in the signal with impulsive noise - application to the local damage detection, Electronics 10(15), 1863, 2021
  52. F. Chaari, J. Leśkow, A Wyłomańska, R. Zimroz, A. Napolitano (Editors) Nonstationary Systems: Theory and Applications,Springer, 2021
  53. A. Grzesiek, A. Wyłomańska: Asymptotics of alternative dependence measures for two-dimensional alpha−stable AR(1) model,In: Chaari F. et al. (eds) Nonstationary Systems: Theory and Applications. WNSTA 2021. Applied Condition Monitoring, vol 18., 41-68, Springer, Cham. https://doi.org/10.1007/978-3-030-82110-4_3
  54. K. Maraj, A. Wyłomańska: Time-averaged statistics-based methods for anomalous diffusive exponent estimation, In: Chaari F. et al. (eds) Nonstationary Systems: Theory and Applications. WNSTA 2021. Applied Condition Monitoring, vol 18., 1-18, Springer, Cham. https://doi.org/10.1007/978-3-030-82110-4_1
  55. A. Grzesiek, A. Michalak, A. Wyłomańska: How to describe the linear dependence for heavy-tailed distributed data,In: Chaari F. et al. (eds) Nonstationary Systems: Theory and Applications. WNSTA 2021. Applied Condition Monitoring, vol 18, 69-92, Springer, Cham. https://doi.org/10.1007/978-3-030-82110-4_4 2020
  56. D. Szarek, L. Bielak, A. Wyłomańska: Non-Gaussian regime-switching model in application to the commodity price description, In: Chaari F.et al. (eds) Nonstationary Systems: Theory and Applications. WNSTA 2021. Applied Condition Monitoring, vol 18., 108-126, Springer, Cham. https://doi.org/10.1007/978-3-030-82110-4_6
  57. K. Maraj, D. Szarek, G. Sikora, A. Wyłomańska: Time averaged mean squared displacements ratio test for Gaussian processes with unknown diffusion coefficient, Chaos 31, 073120, 2021
  58. M. Balcerek, K. Burnecki, G. Sikora, A. Wyłomańska: Discriminating Gaussian processes via quadratic form statistics, Chaos 31, 063101, 2021
  59. A. Grzesiek, R. Poloczanski, A. Kumar, A. Wyłomańska: Moment-based estimation technique for parameters of general inverse subordinator , Physica A 575, 126042, 2021
  60. P. Kruczek, R. Zimroz, J. Antoni, A. Wyłomańska: Generalized Spectral Coherence for cyclostationary signals with alpha−stable distribution, Mechanical Systems and Signal Processing 159, 107737, 2021
  61. J. Nowicki, J. Hebda-Sobkowicz, R. Zimroz, A. Wyłomańska: The application of dependency measures for the selection of the informative frequency band and detection of cyclic impulsive behavior in a vibration signal with heavy-tailed noise, Applied Acoustics 178, 107974, 2021
  62. S. Thapa, A. Wyłomańska, G. Sikora, C. E. Wagner, D. Krapf, H. Kantz, A. V. Chechkin, R. Metzler: Leveraging large-deviation statistics to decipher the stochastic properties of measured trajectories, New J. Phys. 23, 013008, 2021
  63. A. Michalak, J. Wodecki, M. Drozda, A. Wyłomańska, R. Zimroz: Model of the Vibration Signal of the Vibrating Sieving Screen Suspension for Condition Monitoring Purpose, Sensors 21(1), 213, 2021
  64. K. Maraj, D. Szarek, G. Sikora, A. Wyłomańska: Empirical anomaly measure for finite-variance processes, J. Phys. A: Math. Theor. 54, 024001, 2021
  65. J. Wodecki, A. Michalak, A. Wyłomańska, R. Zimroz: Influence of non-Gaussian noise on the effectiveness of cyclostationary analysis-simulations and real data case study analysis, Measurement 171, 108814, 2021
    66. 2020
  66. P. Stępniak, A. Wyłomańska: The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance, Mathematica Applicanda 48(2) 133–15, 2020
  67. A. Grzesiek, A. Wyłomańska: Asymptotic behavior of cross-dependence measures for bidimensional AR(1) model with alpha−stable noise, Banach Center Publications 122, 133-157, 2020
  68. D. Szarek, G. Sikora, M. Balcerek, I. Jabłoński, A. Wyłomańska: Fractional dynamics identification via intelligent unpacking of the sample autocovariance function by neural networks, Entropy 22(11), 1322, 2020
  69. J. Nowicki, J. Hebda-Sobkowicz, R. Zimroz, A. Wyłomańska: Local defect detection in bearings in the presence of heavy-tailed noise and spectral overlapping of informative and non-informative impulses, Sensors 20(22), 6444, 2020
  70. K. Maraj, D. Szarek, G. Sikora, M. Balcerek, A. Wyłomańska, I. Jabłoński: Measurement instrumentation and selected signal processing techniques for anomalous diffusion analysis, Measurement: Sensors 6-7, 100017 2020
  71. K. Gąsior, H. Urbańska, A. Grzesiek, R. Zimroz, A. Wyłomańska: Identification, decomposition and segmentation of impulsive vibration signals with deterministic components, Sensors 20(19), 5648, 2020
  72. A. Grzesiek, P. Giri, S. Sundar, A. Wyłomańska: Measures of cross-dependence for bidimensional periodic AR(1) model with alpha−stable distribution, Journal of Time Series Analysis 41(6), 785-807, 2020
  73. A. Grzesiek, R. Zimoroz, P. Śliwiński, N. Gomolla, A. Wyłomańska: A long term belt conveyor temperature data analysis - statistical tests for anomaly detection, Measurement 165, 108124, 2020
  74. T. Serafin, A. Michalak, L. Bielak, A. Wyłomańska: Averaged calibration length prediction for currency exchange rates by a time-dependent Vasicek model, Theor. Econ. Lett. 10(3), 579-599, 2020
  75. A. Wyłomańska, D. Robert Iskander, K. Burnecki : Omnibus test for normality based on the Edgeworth expansion , PLoSONE 15(6):e0233901, 2020, https://doi.org/10.1371/journal.pone.0233901
  76. D. Szarek, L. Bielak, A. Wyłomańska: Long-term prediction of the metals’ prices using non-Gaussian time-inhomogeneous stochastic process, Physica A 555, 124659, 2020
  77. J. Hebda-Sobkowicz, R. Zimroz, M. Pitera, A. Wyłomańska: Informative frequency band selection in the presence of non-Gaussian noise - a novel approach based on the conditional variance statistic , Mechnical Systems and Signal Processing 145, 106971, 2020
  78. J. Wodecki, A. Michalak, R. Zimroz, A. Wyłomańska: Separation of multiple local-damage-related components from vibration data using Nonnegative Matrix Factorization and multichannel data fusion, Mechanical Systems and Signal Processing 145, 106954, 2020
  79. M. Worsa-Kozak, R. Zimroz, A. Michalak,C. Wolkersdorfer, A. Wyłomańska, M. Kowalczyk: Groundwater Level Fluctuation Analysis in a Semi-Urban Area Using Statistical Methods and Data Mining Techniques—A Case Study in Wrocław, Poland, Applied Science 10(10), 3553, 2020
  80. J. Hebda-Sobkowicz, R. Zimroz, A. Wyłomańska: Selection of the informative frequency band ina bearing fault diagnosis in the presence of the non-Gaussian noise - comparison of recently developed methods, Applied Science 10, 2657, 2020
  81. G. Sikora, M. Hoell, J. Gajda, H. Kantz, A. Chechkin, A. Wyłomańska: Probabilistic properties of detrended fluctuation analysis for Gaussian processes, Phys. Rev. E 101, 032114, 2020
  82. P. Kruczek, R. Zimroz, A. Wyłomańska: How to detect the cyclostationarity in heavy-tailed distributed signals, Signal Processing 172, 107514, 2020
  83. A. Grzesiek, M. Teuerle, G. Sikora, A. Wyłomańska: Spatio-temporal dependence measures for alpha-stable bivariate AR(1) models , Journal of Time Series Analysis 41(3), 454--475, 2020
  84. A. Grzesiek, M. Teuerle, A. Wylomanska:Cross-codifference for bidimensional VAR(1) time series with infinite variance, Communications in Statistics - Simulation and Computation 2020, https://doi.org/10.1080/03610918.2019.1670840
  85. Chaari, F., Leskow, J., Zimroz, R., Wylomanska, A., Dudek, A. (Editors): Applied Condition Monitoring. Cyclostationarity: Theory and Methods - IV, Applied Condition Monitoring, vol 16. Springer, Cham, 2020
  86. A. Grzesiek, A. Wyłomańska: Subordinated Processes with Infinite Variance, In: Chaari F., Leskow J., Zimroz R., Wyłomańska A., Dudek A. (eds) Cyclostationarity: Theory and Methods – IV. CSTA 2017. Applied Condition Monitoring, vol 16, 111-135, Springer, Cham, 2020
  87. P. Poczynek, P. Kruczek, A. Wyłomańska: Ornstein-Uhlenbeck Process Delayed by Gamma Subordinator , In: Chaari F., Leskow J., Zimroz R., Wyłomańska A., Dudek A. (eds) Cyclostationarity: Theory and Methods – IV. CSTA 2017. Applied Condition Monitoring, vol 16, 147-165, Springer, Cham, 2020
  88. A. Michalak, J. Wodecki, A. Wyłomańska, R. Zimroz: Influence of Signal to Noise Ratio on the Effectiveness of Cointegration Analysis for Vibration Signal , In: Chaari F., Leskow J., Zimroz R., Wyłomańska A., Dudek A. (eds) Cyclostationarity: Theory and Methods – IV. CSTA 2017. Applied Condition Monitoring, vol 16, 136-146, Springer, Cham, 2020
  89. J. Wodecki, A. Michalak, P. Stefaniak, A. Wyłomańska, Radosław Zimroz: Combination of Kolmogorov-Smirnov Statistic and Time-Frequency Representation for P-Wave Arrival Detection in Seismic Signal , In: Chaari F., Leskow J., Zimroz R., Wyłomańska A., Dudek A. (eds) Cyclostationarity: Theory and Methods – IV. CSTA 2017. Applied Condition Monitoring, vol 16, 166-174, Springer, Cham, 2020
    90. 2019
  90. A. Grzesiek, S. Sundar, A. Wylomanska, : Fractional lower order covariance-based estimator for bidimensional AR(1) model with stable distribution, International Journal of Advances in Engineering Sciences and Applied Mathematics 11(3), 217-229, 2019
  91. P. Kruczek, W. Żuławiński, P. Pagacz, A. Wyłomańska: Fractional lower order covariance based-estimator forOrnstein-Uhlenbeck process with stable distribution, Mathematica Applicanda 47, 259-292, 2019
  92. J. Wodecki, J. Hebda-Sobkowicz, A. Mirek, R. Zimroz, A. Wyłomańska: Combination of principal component analysis and time-frequency representation for P-wave arrival detection, Shock and Vibration Volume 2019, Article ID 5961073, 7 pages
  93. M. Szmigiel, A. Grzesiek, A. Wyłomańska, H. Kasprzak: Stable distribution in application to fixational eye movement description, Optica Applicata 49 (2), 365-377, 2019
  94. J. Hebda-Sobkowicz, R. Zimroz, S. Gola, A. Wylomanska: Identification and Statistical Analysis of Impulse-Like Patterns of Carbon Monoxide Variation in Deep Underground Mines Associated with the Blasting Procedure, Sensors 19(12), 2757, 2019
  95. Ł. Bielak, P. Miśta, A. Michalak, A. Wyłomańska: The application of correlation models for the analysis of market risk factors in KGHM capital group, Proceedings in Eartch and Geosciences vol. 3, Mining Goes Digital, Mueller et al. (Eds.), 38-46, 2019
  96. A. Kumar, A. Maheshwari, A. Wylomanska: Linnik Levy Process and Its Generalization , Physica A 529, 121539, 2019
  97. J. Wodecki, P. Kruczek, A. Bartkowiak, R. Zimroz, A. Wylomanska: Novel method of informative frequency band selection for vibration signal using Nonnegative Matrix Factorization of spectrogram matrix, Mechanical Systems and Signal Processing 130, 585-596, 2019
  98. G. Sikora, Ł. Bielak, A. Michalak, P. Miśta, A. Wyłomańska: Stochastic modelling of currency exchange rates with novel validation techniques, Physica A 523, 1202-1215, 2019
  99. Kumar Arun, Wylomanska Agnieszka, Poloczanski Rafal, Gajda Janusz: Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators, Methodology and Computing in Applied Probability 21(1), 185-202, 2019
  100. J. Hebda-Sobkowicz, S. Gola, R. Zimroz, A. Wylomanska: Pattern of H2S concentration in a deep copper mine and its correlation with ventilation schedule, Measurement 140, 373-381, 2019
  101. J. Wodecki, A. Michalak, R. Zimroz, T. Barszcz, A. Wyłomańska: Impulsive source separation using combination of Nonnegative Matrix Factorization of bi-frequency map, spatial denoising and Monte Carlo simulation , Mechanical Systems and Signal Processing 127, 89-101, 2019
  102. Kumar Arun, Gajda Janusz, Wylomanska Agnieszka: Stable Levy Process Delayed by Tempered Stable Subordinator, Statistics and Probability Letters 145, 284-292, 2019
  103. Zak Grzegorz, Wylomanska Agnieszka, Zimroz Radoslaw: Periodically impulsive behaviour detection in noisy observation based on generalised fractional order dependency map, Applied Acoustics 144, 31-39, 2019
  104. Michalak Anna, Wodecki Jacek, Wylomanska Agnieszka, Zimroz Radoslaw: Application of cointegration to vibration signal for local damage detection in gearboxes, Applied Acoustics 144, 4-10, 2019
  105. Gajda Janusz, Wylomanska Agnieszka, Kumar Arun: Fractional Levy stable motion time-changed by gamma subordinator, Communications in Statistics - Theory and Methods 48, (24), 5953–5968, 2019
  106. Kumar Arun, N. S. Upadhye, Wylomanska Agnieszka, Gajda Janusz: Tempered Mittag-Leffler Levy Process, Communications in Statistics - Theory and Methods 48 (2), 396–411, 2019
  107. Kruczek Piotr, Obuchowski Jakub, Wylomanska Agnieszka, Zimroz Radoslaw: Multiple local damage detection in gearbox by novel coherent bi-frequency map and its spatial, cycle oriented enhancement, Applied Acoustics 144, 23-30, 2019
  108. Sokolowski Jakub, Kruczek Piotr, Wylomanska Agnieszka, Zimroz Radoslaw: Multiple local damage detection method based on time-frequency representation and agglomerative hierarchical clustering of temporary spectral content, Applied Acoustics 147, 44-55, 2019
    109. 2018
  109. Y. Lanoiselee, D.S. Grebenkov, G. Sikora, A. Grzesiek, A. Wylomanska: Optimal parameters for anomalous diffusion exponent estimation from noisy data , Phys. Rev. E 98, 062139, 2018
  110. Zak Grzegorz, Wylomanska Agnieszka, Zimroz Radoslaw: Local damage detection method based on distribution distances applied to time-frequency map of vibration signal, IEEE Transactions on Industry Applications 54(5), 4091- 4103, 2018
  111. Janusz Gajda, Agnieszka Wylomanska, Holger Kantz, Aleksei Chechkin, Grzegorz Sikora:Large deviations of time-averaged statistics for Gaussian processes , Statistics and Probability Letters 143, 47-55, 2018
  112. Grzegorz Sikora, Agnieszka Wylomanska, Diego Krapf:Recurrence statistics for anomalous diffusion regime change detection , Computational Statistics & Data Analysis 128, 380-394, 2018
  113. Kruczek Piotr, Polak Marta, Wylomanska Agnieszka, Kawalec Witold, Zimroz Radoslaw: Application of compound Poisson process for modelling of ore flow in a belt conveyor system with cyclic loading,Journal International Journal of Mining, Reclamation and Environment 32(6), 376-391, 2018
  114. Wodecki Jacek, Stefaniak Pawel, Michalak Anna, Wylomanska Agnieszka, Zimroz Radoslaw: Technical condition change detection using Anderson-Darling statistic approach for LHD machines - engine overheating problem,Journal International Journal of Mining, Reclamation and Environment 32(6), 392-400, 2018
  115. Aleksandra Grzesiek, Janusz Gajda, Agnieszka Wylomanska, S. Sundar: Discriminating between scaled and fractional Brownian motion via p-variation statistics, International Journal of Advances in Engineering Sciences and Applied Mathematics 10(1), 9-14, 2018
  116. Kucharczyk Daniel, Wylomanska Agnieszka, Sikora Grzegorz: Variance change point detection for fractional Brownian motion based on the likelihood ratio test, Physica A 490, 439-450, 2018
  117. Andrzej Szczurek, Monika Maciejewska, Agnieszka Wylomanska, Michal Balcerek, Grzegrz Sikora, Marek Teuerle:Normal and anomalous diffusion of dust concentration nearby emission source, Physica A 491, 619-631, 2018
    118. 2017
  118. Sikora Grzegorz, Wylomanska Agnieszka, Gajda Janusz, Laura Sole, Elizabeth J. Akin, Michael M. Tamkun, Diego Krapf: Elucidating distinct ion channel populations on the surface of hippocampal neurons via single-particle tracking recurrence analysis, Phys. Rev. E 96, 062404, 2017
  119. Zak Grzegorz, Wylomanska Agnieszka, Zimroz Radoslaw: Data driven iterative vibration signal enhancement strategy using alpha stable distribution, Shock and Vibration, vol. 2017, Article ID 3698370, 11 pages, 2017. doi:10.1155/2017/3698370
  120. Zak Grzegorz, Teuerle Marek, Wylomanska Agnieszka, Zimroz Radoslaw: Measures of dependence for alpha-stable distributed processes and its application to diagnostics of local damage in presence of impulsive noise, Shock and Vibration, vol. 2017, Article ID 1963769, 9 pages, 2017. doi:10.1155/2017/1963769
  121. Sikora Grzegorz, Teuerle Marek, Wylomanska Agnieszka, Grebenkov Denis: Statistical properties of the anomalous scaling exponent estimator based on time averaged mean square displacement, Phys. Rev. E 96, 022132, 2017
  122. Jabłońska Matylda, Teuerle Marek, Wyłomańska Agnieszka: Bivariate sub-Gaussian model for stock indices returns, Physica A 486(15), 628–637, 2017
  123. Kruczek Piotr, Obuchowski Jakub, Wylomanska Agnieszka, Zimroz Radoslaw: Cyclic sources extraction from complex multiple-component vibration signal via periodically time varying filter, Applied Acoustics 126, 170-181, 2017
  124. Kumar Arun, Wylomanska Agnieszka, Gajda Janusz: Stable Levy motion with inverse Gaussian subordinator, Physica A 482, 486–500, 2017
  125. Wodecki Jacek, Zdunek Rafal, Wylomanska Agnieszka, Zimroz Radoslaw: Local fault detection of rolling element bearing components by spectrogram clustering with semi-binary NMF, Diagnostyka 18(1), 3-9, 2017
  126. Sikora Grzegorz, Burnecki Krzysztof, Wylomanska Agnieszka: Mean-squared displacement statistical test for fractional Brownian motion, Phys. Rev. E 95, 032110, 2017
  127. Piotr Kruczek, Jakub Sokołowski, Jakub Obuchowski, Mateusz Sawicki, Agnieszka Wyłomańska, Radosław Zimroz: Fault Detection in Belt Conveyor Drive Unit via Multiple Source Data, In: Chaari F., Leskow J., Napolitano A., Zimroz R., Wylomanska A. (eds) Cyclostationarity: Theory and Methods III. Applied Condition Monitoring, vol 6. Springer, Cham, pp. 173-186, 2017
  128. Malgorzata Wisniewska, Agnieszka Wylomanska: GARCH process with GED distribution, In: Chaari F., Leskow J., Napolitano A., Zimroz R., Wylomanska A. (eds) Cyclostationarity: Theory and Methods III. Applied Condition Monitoring, vol 6. Springer, Cham, pp. 83-103, 2017
  129. Marta Polak, Jakub Obuchowski, Agnieszka Wylomanska, Radoslaw Zimroz: Seismic signal enhancement via AR filtering and spatial time-frequency denoising, In: Chaari F., Leskow J., Napolitano A., Zimroz R., Wylomanska A. (eds) Cyclostationarity: Theory and Methods III. Applied Condition Monitoring, vol 6. Springer, Cham, pp. 51-68, 2017
  130. Agnieszka Wylomanska, Grzegorz Zak, Piotr Kruczek, Radoslaw Zimroz:Application of tempered stable distribution for selection of optimal frequency band in gearbox local damage detection, Applied Acoustics 128, 14-22, 2017
  131. Kumar Arun, Wylomanska Agnieszka, Gajda Janusz: Generalized fractional Laplace motion, Statistics and Probability Letters 124, 101-109, 2017
  132. Kucharczyk Daniel, Wylomanska Agnieszka, Zimroz Radoslaw: Structural break detection method based on the Adaptive Regression Splines technique, Physica A 471, 499-511, 2017
  133. Rafal Poloczanski, Agnieszka Wylomanska, Janusz Gajda, Monika Maciejewska, Andrzej Szczurek : Modified cumulative distribution function in application to waiting times analysis in CTRW scenario, J. Phys. A: Math. Theor. 50, 034002, 2017
  134. Arun Kumar, Agnieszka Wylomanska, Rafal Poloczanski, S. Sundar: Fractional Brownian motion time-changed by gamma and inverse gamma process, Physica A 468, 648–667, 2017
  135. Kruczek Piotr, Wylomanska Agnieszka, Teuerle Marek, Gajda Janusz: The modified Yule-Walker method for alpha-stable time series models, Physica A 469, 588–603, 2017
    136. 2016
  136. Agnieszka Wylomanska, Arun Kumar, Rafal Poloczanksi, Palaniappan Vellaisamy: Inverse Gaussian and its inverse process as the subordinators of fractional Brownian motion, Phys. Rev. E 94, 042128, 2016
  137. Jakub Sokolowski, Jakub Obuchowski, Agnieszka Wylomanska, Radoslaw Zimroz, Eugeniusz Koziarz: Algorithm indicating moment of P-wave arrival based on second-moment characteristic,Shock and Vibration vol. 2016 (2016), Article ID 4051701, http://dx.doi.org/10.1155/2016/4051701, 2016
  138. Janusz Gajda, Agnieszka Wylomanska, Radoslaw Zimroz: Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system,Physica A 464(15), 123-137, 2016
  139. Andrzej Szczurek, Monika Maciejewska, Agnieszka Wylomanska, Grzegorz Sikora, Michal Balcerek, Marek Teuerle: Discrimination of particulate matter emission sources using stochastic methods, Physica A 463, 452-466, 2016
  140. Agnieszka Wylomanska, Radoslaw Zimroz, Joanna Janczura, Jakub Obuchowski: Impulsive noise cancellation method for copper ore crusher vibration signals enhancement, IEEE Transactions on Industrial Electronics 63(9), 5612-5621, 2016
  141. Andrzej Szczurek, Monika Maciejewska, Agnieszka Wylomanska, Radoslaw Zimroz, Grzegorz Zak, Anna Dolega: Detection of occupancy profile based on carbon dioxide concentration pattern matching, Measurement 93, 265-271, 2016
  142. Jakub Sokolowski, Jakub Obuchowski, Maciej Madziarz, Agnieszka Wyłomańska, Radosław Zimroz : Features based on Instantaneous Frequency for seismic signals clustering, Journal of Vibroengineering 18(3), 1654-1667, 2016
  143. Daniel Kucharczyk, Agnieszka Wylomanska, Jakub Obuchowski, Radoslaw Zimroz, Maciej Madziarz: Stochastic modelling as a tool for seismic signals segmentation, Shock and Vibration, vol. 2016, Article ID 8453426, 13 pages, 2016, doi:10.1155/2016/8453426
  144. Grzegorz Zak, Agnieszka Wyłomańska, Radosław Zimroz : Data-driven vibration signal filtering procedure based on the alpha-stable distribution, Journal of Vibroengineering 18(2), 826-837, 2016
  145. Obuchowski Jakub, Zimroz Radoslaw, Wylomanska Agnieszka: Blind equalization using combined skewness-kurtosis criterion for gearbox vibration enhancement, Measurement 88, 34-44, 2016
  146. Marta Polak, Jakub Obuchowski, Maciej Madziarz, Agnieszka Wyłomańska, Radosław Zimroz : Time-varying group delay as a basis for clustering and segmentation of seismic signals, Journal of Vibroengineering 18(1), 267-275, 2016
  147. Wylomanska Agnieszka, Gajda Janusz: Stable continuous-time autoregressive process driven by stable subordinator, Physica A 444, 1012-1026, 2016
  148. Zimroz Radoslaw, Obuchowski Jakub, Wylomanska Agnieszka: Vibration analysis of copper ore crushers used in mineral processing plant - problem of bearings damage detection in presence of heavy impulsive noise , Applied Condition Monitoring. Advances in Condition Monitoring of Machinery in Non-Stationary Operations (Chaari et al. ed.), 57-70, 2016
  149. Obuchowski Jakub, Wylomanska Agnieszka, ZImroz Radoslw: New criteria for adaptive blind deconvolution of vibration signals from planetary gearbox, Applied Condition Monitoring. Advances in Condition Monitoring of Machinery in Non-Stationary Operations (Chaari et al. ed.), 111-125, 2016
  150. Stefaniak Pawel, Zimroz Radoslaw, Sliwinski Pawel, Andrzejewski Marek, Wylomanska Agnieszka: Multidimensional signal analysis for technical condition, operation and performance understanding of heavy duty mining machines, Applied Condition Monitoring. Advances in Condition Monitoring of Machinery in Non-Stationary Operations (Chaari et al. ed.), 197-210, 2016
  151. Stefaniak Pawel, Wylomanska Agnieszka, Zimroz Radoslaw, Barlemus Walter, Hardygora Monika: Diagnostic features modeling for decision boundaries calculation for maintenance of gearboxes used in belt conveyor system Applied Condition Monitoring. Advances in Condition Monitoring of Machinery in Non-Stationary Operations (Chaari et al. ed.), 251-263, 2016
    152. 2015
  152. Burnecki Krzysztof, Wylomanska Agnieszka, Aleksei Chechkin: Discriminating between light- and heavy-tailed distributions with limit theorem, PLoS ONE 10(12): e0145604. doi:10.1371/journal. pone.0145604, 2015
  153. Zak Grzegorz, Wylomanska Agnieszka, Zimroz Radoslaw: Application of alpha-stable distribution approach for local damage detection in rotating machines, Journal of Vibroengineering 17(6), 2987-3002, 2015
  154. Radoslaw Zimroz, Maciej Madziarz, Grzegorz Żak, Agnieszka Wyłomańska, Jakub Obuchowski: Seismic signal segmentation procedure using time-frequency decomposition and statistical modelling, Journal of Vibroengineering 17(6), 3111-3121, 2015
  155. Mateusz Sawicki, Radoslaw Zimroz, Agnieszka Wyłomańska, Jakub Obuchowski, Pawel Stefaniak, Grzegorz Żak: An automatic procedure for multidimensional temperature signals analysis from SCADA system with application to belt conveyor components,Procedia Earth and Planetary Science 15, 781–790, 2015
  156. Wylomanska Agnieszka, Zimroz Radosław, Janczura Joanna: Identification and stochastic modelling of sources in copper ore crusher vibrations, Journal of Physics: Conference Series 628(2015) 012125, 2015
  157. Przylibski Tadeusz, Wylomanska Agnieszka, Zimroz Radosław, Fijalkowska-Lichwa Lidia: Application of spectral decomposition of 222RN activity concentration signal series measured in Niedzwiedzia Cave to identification of mechanism responsible for different time-period variations,Applied Radiation and Isotopes 104, 74-86, 2015
  158. Obuchowski Jakub, Zimroz Radoslaw, Wylomanska Agnieszka: Identification of cyclic components in presence of non-Gaussian noise – application to crusher bearings damage detection, JVE INTERNATIONAL LTD. JOURNAL OF VIBROENGINEERING 17, 1242-1252, 2015
  159. Szczurek Andrzej, Maciejewska Monika, Rafal Poloczanski, Teuerle Marek, Wyłomańska Agnieszka: Dynamics of carbon dioxide concentration in indoor air, Stoch Environ Res Risk Assess. 29 (8), 2193-2199, 2015
  160. Chaari, F., Leskow, J., Napolitano, A., Zimroz, R., Wylomanska, A., Dudek, A.: Applied Condition Monitoring. Cyclostationarity: Theory and Methods - II, Springer International Publishing Switzerland, 2015
  161. Jabłońska Matylda, Wyłomańska Agnieszka: Multidimensional analysis of New Zealand electricity prices, Applied Condition Monitoring. Cyclostationarity: Theory and Methods - II (Chaari et al. ed.), 155-177, 2015
  162. Wyłomańska Agnieszka: The dependence structure for symmetric alpha-stable CARMA(p,q) processes , Applied Condition Monitoring. Cyclostationarity: Theory and Methods - II (Chaari et al. ed.), 189-206, 2015
  163. Wyłomańska Agnieszka, Obuchowski Jakub, Zimroz Radosław, Hurd Harry: Influence of different signal characteristics to PAR model stability, Applied Condition Monitoring. Cyclostationarity: Theory and Methods - II (Chaari et al. ed.), 89-104, 2015
  164. Gajda Janusz, Wyłomańska Agnieszka: Time-changed Ornstein-Uhlenbeck process, J. Phys. A: Math. Theor. 48 135004, 2015
  165. Wyłomańska Agnieszka, Zimroz Radosław: The Analysis of Stochastic Signal from LHD Mining Machine, Stochastic Models, Statistics and Their Applications Springer Proceedings in Mathematics & Statistics Volume 122, 469-478, 2015
  166. Jabłońska Matylda, Wyłomańska Agnieszka: Periodic models for hydrological storage reservoir levels. Case Study of New Zealand., Stochastic Models, Statistics and Their Applications Springer Proceedings in Mathematics & Statistics Volume 122, 293-300, 2015
  167. Wyłomańska Agnieszka, Chechkin Aleksei, Sokolov Igor M., Gajda Janusz: Codifference as a practical tool to measure interdependence, Physica A 421, 412-429, 2015
  168. Szczurek Andrzej, Maciejewska Monika, Teuerle Marek, Wyłomańska Agnieszka: Method to characterize collective impact of factors on indoor air, Physica A 420, 190–-199, 2015
  169. Stefaniak Paweł, Wyłomańska Agnieszka, Obuchowski Jakub, Zimroz Radosław: Procedures for decision thresholds finding in maintenance management of belt conveyor system – statistical modeling of diagnostic data, in: Lecture Notes in Production Engineering, Christian Niemann-Delius ed., 391-402, Springer, 2015
  170. Obuchowski Jakub, Wyłomańska Agnieszka, Zimroz Radosław: Two-stage data driven filtering for local damage detection in presence of time varying signal to noise ratio, Vibration Engineering and Technology of Machinery Mechanisms and Machine Science Volume 23, 401-410, 2015
    171. 2014
  171. Zak Grzegorz, Obuchowski Jakub, Wyłomańska Agnieszka, Zimroz Radoslaw: Application of ARMA modelling and alpha-stable distribution for local damage detection in bearings, Diagnostyka 15(3), 3-11, 2014
  172. Zak Grzegorz, Obuchowski Jakub, Wyłomańska Agnieszka, Zimroz Radoslaw: Novel 2D representation of vibration for local damage detection, Mining Science 21, 105-113, 2014
  173. Obuchowski Jakub, Wyłomańska Agnieszka, Zimroz Radosław: Recent developments in vibration based diagnostics of gear and bearings used in belt conveyors, Applied Mechanics and Materials 683, 171-176, 2014
  174. Wyłomańska Agnieszka, Zimroz Radosław: Signal segmentation for operational regimes detection of heavy duty mining mobile machines- a statistical approach, Diagnostyka 15(2), 33-42, 2014
  175. Obuchowski Jakub, Wyłomańska Agnieszka, Zimroz Radosław: Selection of informative frequency band in local damage detection in rotating machinery, Mechanical Systems and Signal Processing 48, 138--152, 2014
  176. Gajda Janusz, Wyłomańska Agnieszka: Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes, Physica A 405, 104--113, 2014
  177. Obuchowski Jakub, Wyłomańska Agnieszka, Zimroz Radosław: The local maxima method for enhancement of time-frequency map, Advances in Condition Monitoring of Machinery in Non-Stationary Operations, Lecture Notes in Mechanical Engineering, G. Dalpiaz et al. (eds.), 325-334, 2014
  178. Stefaniak Paweł, Wyłomańska Agnieszka, Zimroz Radosław: Procedury wyznaczania progów decyzyjnych w zarzadzaniu eksploatacja układów napędowych przenosników tasmowych -- statystyczne modelowanie danych diagnostycznych, XXIII Szkoła Eksploatacji Podziemnej: materiały konferencyjne, Kraków, 24--28 lutego 2014, 1-11
  179. Obuchowski Jakub, Wyłomańska Agnieszka, Zimroz Radosław: The local maxima method for enhancement of time-frequency map and its application to local damage detection in rotating machines, Mechanical Systems and Signal Processing 46, 389--405, 2014
  180. Wyłomańska Agnieszka, Obuchowski Jakub, Zimroz Radosław, Harry Hurd: Periodic autoregressive modeling of vibration time series from planetary gearbox used in bucket wheel excavator,in Cyclostationarity: Theory and Methods Lecture Notes in Mechanical Engineering, Fakher Chaari et al. (eds.), 171-186, 2014
    181. 2013
  181. Wyłomańska Agnieszka: Tempered stable process with infinitely divisible inverse subordinators, J. Stat. Mech. P10011, 2013
  182. Janczura Joanna, Teuerle Marek, Wyłomańska Agnieszka: Analiza jakosci powietrza wewnetrznego z wykorzystaniem metod szeregów czasowych, w Czujniki i Sensory do Pomiaru Czynników Stanowiacych Zagrożenia w Srodowisku, czesc 2 red, Waldemar Grzebyk, Wrocław, 2013
  183. Obuchowski Jakub, Wyłomańska Agnieszka, Zimroz Radosław: Quantile-based risk measures as a tool for local damage detection in rotating mining machinery, in: Interdyscyplinarne Zagadnienia w Górnictwie i Geologii, red. J. Drzymała, W. Ciężkowski, 159-164, Wrocław 2013
  184. Obuchowski Jakub, Wyłomańska Agnieszka, Zimroz Radosław: Selection of informative frequency band based on the local maxima method in application to bearing diagnostics, 12th International Technical Systems Degradation Conference (Liptovský Mikulás, Slovakia, 3-6.04 2013)
  185. Teuerle Marek, Wyłomańska Agnieszka, Sikora Grzegorz: Modelling anomalous diffusion by subordinated fractional Levy-stable process, J. Stat. Mech. P05016, 2013
  186. Obuchowski Jakub, Wyłomańska Agnieszka, Zimroz Radosław: Stochastic modeling of time series with application to local damage detection in rotating machinery, Damage Assessment of Structures in: Key Engineering Materials 569, 441-449, 2013
  187. Obuchowski Jakub, Wyłomańska Agnieszka: The Ornstein-Uhlenbeck process with non-Gaussian structure, Acta Phys. Polon B 44(5), 1123-1136, 2013
  188. Gajda Janusz, Sikora Grzegorz, Wyłomańska Agnieszka: Regime variance testing - a quantile approach, Acta Phys. Polon B 44(5), 1015-1035, 2013
  189. Maciejewska Monika, Andrzej Szczurek, Joanna Janczura, Wyłomańska Agnieszka: Stochastic modeling of indoor air temperature, J. Stat. Phys. 152, 979-994, 2013
  190. Gajda Janusz, Wyłomańska Agnieszka: Tempered stable Levy motion driven by stable subordinator, Physica A 392, 3168-–3176, 2013
    191. 2012
  191. Maciejewska Monika, Szczurek Andrzej, Grzegorz Sikora, Wyłomańska Agnieszka: Diffusive and subdiffusive dynamics of indoor microclimate. A time series modeling. Phys. Rev. E 86, 031128, 2012
  192. Gajda Janusz, Wyłomańska Agnieszka: Geometric Brownian motion with tempered stable waiting times, J. Stat. Phys. 148, 296-305, 2012
  193. Burnecki Krzysztof, Wyłomańska Agnieszka, Aleksei Beletskii, Vsevolod Gonchar, Aleksei Chechkin: Recognition of stable distribution with Levy index alpha close to 2, Phys. Rev. E 85, 056711, 2012
  194. Wyłomańska Agnieszka: Arithmetic Brownian motion subordinated by tempered stable and inverse tempered stable processes, Physica A 391 (22), 5685-5696, 2012
  195. Janczura Joanna, Wyłomańska Agnieszka: Anomalous diffusion models: different types of subordinator distribution, Acta Phys. Polon. B 43(5), 1001-1016, 2012
  196. Wyłomańska Agnieszka: How to identify the proper model?, Acta Phys. Polon. B 43(5), 1241-1253, 2012
    197. 2011
  197. Wyłomańska Agnieszka: Measures of dependence for Ornstein-Uhlenbeck process with tempered stable distribution, Acta Phys. Polon. B 42(10), 2049-2062, 2011
  198. Orzeł Sebastian, Wyłomańska Agnieszka: Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times, J. Stat. Phys. 143(3), 447-454, 2011
  199. Janczura Joanna, Orzeł Sebastian, Wyłomańska Agnieszka: Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool of financial data description, Physica A 390, 4379-4387, 2011
    200. 2010
  200. Węglorz Magdalena, Wyłomańska Agnieszka: Optimal bidding strategies on the power market based on the stochastic models, Proceedings of the Modern Electric Power Systems MEPS'10 International Symposium, September 20-22, 2010, Wrocław, Poland, 2010
    201. 2009
  201. Janczura Joanna, Wyłomańska Agnieszka: Subdynamics of financial data from fractional Fokker-Planck equation, Acta Phys. Polon. B 40(5), 1341-1351, 2009
  202. Jurlewicz Agnieszka, Wyłomańska Agnieszka, Żebrowski Piotr: Coupled continuous-time random walk approach to the Rachev-Ruschendorf model for financial data, Physica A 388, 407-418, 2009
  203. Borgosz-Koczwara Magdalena, Weron Aleksander, Wyłomańska Agnieszka: Stochastic models for bidding strategies on oligopoly electricity market, Math. Methods. Oper. Res. 69(3), 579-592, 2009
    204. 2008
  204. Jurlewicz Agnieszka, Wyłomańska Agnieszka, Żebrowski Piotr: Financial Data Analysis by means of Coupled Continuous-Time Random Walk in Rachev-Ruschendorf Model, Acta Phys. Polon. A 114(3), 629-634, 2008
  205. Sapio Sandro, Wyłomańska Agnieszka: The impact of forward trading on the spot power price volatility with Cournot competition, 5th International Conference on the European Electricity Market, EEM08, May 28-30, 2008, Lisbon (doi:10.1109/EEM.2008.4579013)
  206. Makagon Andrzej, Wyłomańska Agnieszka: On the support of the spectral measure of a harmonizable sequence, Proceedings of the American Mathematical Society 136(7), 2609-2613, 2008
  207. Nowicka-Zagrajek Joanna, Wyłomańska Agnieszka: Measures of dependence for stable AR(1) models with time-varying coefficients, Stochastic Models 24(1), 58-70, 2008
  208. Wyłomańska Agnieszka: Spectral measures of PARMA sequences, Journal of Time Series Analysis 29(1), 1-13, 2008
    209. 2006
  209. Nowicka-Zagrajek Joanna, Wyłomańska Agnieszka: The dependence structure for PARMA models with a-stable innovations, Acta Phys. Polon. B 37(1), 3071-3081, 2006
    210. 2005
  210. Burnecki Krzysztof, Nowicka-Zagrajek Joanna, Wyłomańska Agnieszka: Pure risk premiums under deductibles, in "Statistical Tools for Finance and Insurance",Springer, Berlin, 427-452, 2005
    211. 2004
  211. Weron Aleksander, Wyłomańska Agnieszka: On ARMA(1,q) Models with Bounded and Periodically Correlated Solutions, Probability and Mathematical Statistics 24, 165-172, 2004
  212. Makagon Andrzej, Weron Aleksander, Wyłomańska Agnieszka: Bounded Solutions of ARMA Models with Varying Coefficients, Applicationes Mathematicae 31(3), 273-285, 2004
  213. Broszkiewicz-Suwaj Ewa, Makagon Andrzej, Weron Rafał, Wyłomańska Agnieszka: On detecting and modeling periodic correlation in financial data, Physica A 336, 196-205, 2004

SUBMITTED PAPERS

  1. A. M. Sathe, N. S. Upadhye, A. Wyłomańska: Forecasting multidimensional autoregressive time series model with symmetric alpha-stable noise using artificial neural networks, submitted, 2023
  2. K. Skowronek, R. Zimroz, A. Wyłomańska: Testing for finite variance in time series and its time-frequency representations. Applications to vibration signals from rotating machines, submitted, 2023
  3. A. Grzesiek, J. Gajda, S. Thapa, A. Wyłomańska: Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics, accepted, 2023
  4. H. Shiri, P. Zimroz, A. Wyłomańska, R. Zimroz: Estimating of machinery’s remaining useful life in the presence of non-Gaussian noise by using a robust extended Kalman filter, submitted, 2023
  5. D. Kuzio, H. Shiri, T. Barszcz, A. Wyłomańska, R. Zimroz: A modified gamma process for RUL prediction based on data with heavy-tailed distribution, submitted, 2023
  6. K. Pączek, D. Jelito, M. Pitera, A. Wyłomańska: Goodness-of-fit tests for the one-sided Levy distribution based on quantile conditional moments, accepted, 2023
  7. W. Żuławiński, A. Wyłomańska: Errors-in-variables-based methodology of estimation and testing for infinite-variance periodic autoregressive models with additive noise, submitted, 2024
  8. D. Kuzio, R. Zimroz, A. Wyłomańska: A procedure for assessing of machine health index data prediction quality, submitted, 2024
  9. M. Niedźwiecki, A. Gańcza, W. Żuławiński, A. Wyłomańska: Robust local basis function algorithms for identification of time-varying FIR systems in impulsive noise environments, submitted, 2024
  10. K. Skowronek, M. Arendarczyk, R. Zimroz, A. Wyłomańska: Modified Greenwood statistic and its application for statistical testing, submitted, 2024
  11. A. Pacheco-Pozo, M. Balcerek, A. Wyłomańska, K. Burnecki, I. M. Sokolov, D. Krapf: Langevin equation in heterogeneous landscapes: how to choose the interpretation, submitted, 2024
  12. J. Witulska, A. Zaleska, N. Kremzer-Osiadacz, A. Wyłomańska, I. Jabłoński: Robust variance estimators in application to segmentation of measurement data distorted by impulsive and non-Gaussian noise, submitted 2024
  13. W. Żuławiński, J. Antoni, R, Zimroz, A. Wyłomańska: Robust coherent and incoherent statistics for detection of hidden periodicity in models with non-Gaussian additive noise, submitted, 2024
  14. J. Hebda-Sobkowicz, R, Zimroz, A. Wyłomańska: An adaptation of robust correlation measures for informative frequency band selection in heavy-tailed vibration signal, submitted, 2024
  15. J. Woźny, P. Jaworski, D. Jelito, M. Pitera, A. Wyłomańska: Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule, submitted, 2024
  16. H. Woszczek, A. Chechkin, A. Wyłomańska: Scaled Brownian motion with random anomalous diffusion exponent, submitted, 2024