SELECTED PAPERS

    2022
  1. 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
  2. 2021
  3. 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
  4. 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
  5. 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
  6. 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
  7. 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
  8. 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
  9. M. Markiewicz, A. Wyłomańska: Time series forecasting - problem of heavy-tailed distributed noise, Int J Adv Eng Sci Appl Math 13, 248–256, 2021
  10. 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
  11. 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
  12. 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
  13. F. Chaari, J. Leśkow, A Wyłomańska, R. Zimroz, A. Napolitano (Editors) Nonstationary Systems: Theory and Applications,Springer, 2021
  14. 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
  15. 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
  16. 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
  17. 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
  18. 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
  19. M. Pitera, A. Chechkin, A. Wyłomańska: Goodness-of-fit test for alpha-stable distribution based on the quantile conditional variance statistics, Statistical Methods & Applications 2021, https://doi.org/10.1007/s10260-021-00571-9
  20. M. Balcerek, K. Burnecki, G. Sikora, A. Wyłomańska: Discriminating Gaussian processes via quadratic form statistics, Chaos 31, 063101, 2021
  21. A. Grzesiek, R. Poloczanski, A. Kumar, A. Wyłomańska: Moment-based estimation technique for parameters of general inverse subordinator , Physica A 575, 126042, 2021
  22. 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
  23. 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
  24. 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
  25. 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
  26. K. Maraj, D. Szarek, G. Sikora, A. Wyłomańska: Empirical anomaly measure for finite-variance processes, J. Phys. A: Math. Theor. 54, 024001, 2021
  27. 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
  28. 2020
  29. 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
  30. 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
  31. 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
  32. 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
  33. 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
  34. 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
  35. 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
  36. 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
  37. 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
  38. 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
  39. 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
  40. 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
  41. 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
  42. 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
  43. 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
  44. 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
  45. P. Kruczek, R. Zimroz, A. Wyłomańska: How to detect the cyclostationarity in heavy-tailed distributed signals, Signal Processing 172, 107514, 2020
  46. 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
  47. 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
  48. 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
  49. 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
  50. 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
  51. 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
  52. 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
  53. 2019
  54. 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
  55. 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
  56. 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
  57. M. Szmigiel, A. Grzesiek, A. Wyłomańska, H. Kasprzak: Stable distribution in application to fixational eye movement description, Optica Applicata 49 (2), 365-377, 2019
  58. 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
  59. 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
  60. A. Kumar, A. Maheshwari, A. Wylomanska: Linnik Levy Process and Its Generalization , Physica A 529, 121539, 2019
  61. 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
  62. 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
  63. 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
  64. 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
  65. 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
  66. Kumar Arun, Gajda Janusz, Wylomanska Agnieszka: Stable Levy Process Delayed by Tempered Stable Subordinator, Statistics and Probability Letters 145, 284-292, 2019
  67. 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
  68. 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
  69. 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
  70. 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
  71. 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
  72. 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
  73. 2018
  74. 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
  75. 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
  76. 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
  77. Grzegorz Sikora, Agnieszka Wylomanska, Diego Krapf:Recurrence statistics for anomalous diffusion regime change detection , Computational Statistics & Data Analysis 128, 380-394, 2018
  78. 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
  79. 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
  80. 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
  81. 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
  82. 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
  83. 2017
  84. 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
  85. 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
  86. 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
  87. 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
  88. Jabłońska Matylda, Teuerle Marek, Wyłomańska Agnieszka: Bivariate sub-Gaussian model for stock indices returns, Physica A 486(15), 628–637, 2017
  89. 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
  90. Kumar Arun, Wylomanska Agnieszka, Gajda Janusz: Stable Levy motion with inverse Gaussian subordinator, Physica A 482, 486–500, 2017
  91. 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
  92. Sikora Grzegorz, Burnecki Krzysztof, Wylomanska Agnieszka: Mean-squared displacement statistical test for fractional Brownian motion, Phys. Rev. E 95, 032110, 2017
  93. 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
  94. 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
  95. 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
  96. 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
  97. Kumar Arun, Wylomanska Agnieszka, Gajda Janusz: Generalized fractional Laplace motion, Statistics and Probability Letters 124, 101-109, 2017
  98. Kucharczyk Daniel, Wylomanska Agnieszka, Zimroz Radoslaw: Structural break detection method based on the Adaptive Regression Splines technique, Physica A 471, 499-511, 2017
  99. 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
  100. 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
  101. 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
  102. 2016
  103. 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
  104. 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
  105. 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
  106. 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
  107. 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
  108. 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
  109. 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
  110. 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
  111. 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
  112. Obuchowski Jakub, Zimroz Radoslaw, Wylomanska Agnieszka: Blind equalization using combined skewness-kurtosis criterion for gearbox vibration enhancement, Measurement 88, 34-44, 2016
  113. 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
  114. Wylomanska Agnieszka, Gajda Janusz: Stable continuous-time autoregressive process driven by stable subordinator, Physica A 444, 1012-1026, 2016
  115. 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
  116. 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
  117. 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
  118. 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
  119. 2015
  120. 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
  121. 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
  122. 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
  123. 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
  124. 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
  125. 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
  126. 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
  127. 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
  128. 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
  129. 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
  130. 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
  131. 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
  132. Gajda Janusz, Wyłomańska Agnieszka: Time-changed Ornstein-Uhlenbeck process, J. Phys. A: Math. Theor. 48 135004, 2015
  133. 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
  134. 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
  135. Wyłomańska Agnieszka, Chechkin Aleksei, Sokolov Igor M., Gajda Janusz: Codifference as a practical tool to measure interdependence, Physica A 421, 412-429, 2015
  136. Szczurek Andrzej, Maciejewska Monika, Teuerle Marek, Wyłomańska Agnieszka: Method to characterize collective impact of factors on indoor air, Physica A 420, 190–-199, 2015
  137. 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
  138. 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
  139. 2014
  140. 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
  141. Zak Grzegorz, Obuchowski Jakub, Wyłomańska Agnieszka, Zimroz Radoslaw: Novel 2D representation of vibration for local damage detection, Mining Science 21, 105-113, 2014
  142. 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
  143. 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
  144. 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
  145. Gajda Janusz, Wyłomańska Agnieszka: Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes, Physica A 405, 104--113, 2014
  146. 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
  147. 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
  148. 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
  149. 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
  150. 2013
  151. Wyłomańska Agnieszka: Tempered stable process with infinitely divisible inverse subordinators, J. Stat. Mech. P10011, 2013
  152. 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
  153. 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
  154. 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)
  155. Teuerle Marek, Wyłomańska Agnieszka, Sikora Grzegorz: Modelling anomalous diffusion by subordinated fractional Levy-stable process, J. Stat. Mech. P05016, 2013
  156. 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
  157. Obuchowski Jakub, Wyłomańska Agnieszka: The Ornstein-Uhlenbeck process with non-Gaussian structure, Acta Phys. Polon B 44(5), 1123-1136, 2013
  158. Gajda Janusz, Sikora Grzegorz, Wyłomańska Agnieszka: Regime variance testing - a quantile approach, Acta Phys. Polon B 44(5), 1015-1035, 2013
  159. Maciejewska Monika, Andrzej Szczurek, Joanna Janczura, Wyłomańska Agnieszka: Stochastic modeling of indoor air temperature, J. Stat. Phys. 152, 979-994, 2013
  160. Gajda Janusz, Wyłomańska Agnieszka: Tempered stable Levy motion driven by stable subordinator, Physica A 392, 3168-–3176, 2013
  161. 2012
  162. 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
  163. Gajda Janusz, Wyłomańska Agnieszka: Geometric Brownian motion with tempered stable waiting times, J. Stat. Phys. 148, 296-305, 2012
  164. 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
  165. Wyłomańska Agnieszka: Arithmetic Brownian motion subordinated by tempered stable and inverse tempered stable processes, Physica A 391 (22), 5685-5696, 2012
  166. Janczura Joanna, Wyłomańska Agnieszka: Anomalous diffusion models: different types of subordinator distribution, Acta Phys. Polon. B 43(5), 1001-1016, 2012
  167. Wyłomańska Agnieszka: How to identify the proper model?, Acta Phys. Polon. B 43(5), 1241-1253, 2012
  168. 2011
  169. Wyłomańska Agnieszka: Measures of dependence for Ornstein-Uhlenbeck process with tempered stable distribution, Acta Phys. Polon. B 42(10), 2049-2062, 2011
  170. Orzeł Sebastian, Wyłomańska Agnieszka: Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times, J. Stat. Phys. 143(3), 447-454, 2011
  171. 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
  172. 2010
  173. 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
  174. 2009
  175. Janczura Joanna, Wyłomańska Agnieszka: Subdynamics of financial data from fractional Fokker-Planck equation, Acta Phys. Polon. B 40(5), 1341-1351, 2009
  176. 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
  177. 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
  178. 2008
  179. 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
  180. 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)
  181. 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
  182. Nowicka-Zagrajek Joanna, Wyłomańska Agnieszka: Measures of dependence for stable AR(1) models with time-varying coefficients, Stochastic Models 24(1), 58-70, 2008
  183. Wyłomańska Agnieszka: Spectral measures of PARMA sequences, Journal of Time Series Analysis 29(1), 1-13, 2008
  184. 2006
  185. Nowicka-Zagrajek Joanna, Wyłomańska Agnieszka: The dependence structure for PARMA models with a-stable innovations, Acta Phys. Polon. B 37(1), 3071-3081, 2006
  186. 2005
  187. Burnecki Krzysztof, Nowicka-Zagrajek Joanna, Wyłomańska Agnieszka: Pure risk premiums under deductibles, in "Statistical Tools for Finance and Insurance",Springer, Berlin, 427-452, 2005
  188. 2004
  189. Weron Aleksander, Wyłomańska Agnieszka: On ARMA(1,q) Models with Bounded and Periodically Correlated Solutions, Probability and Mathematical Statistics 24, 165-172, 2004
  190. Makagon Andrzej, Weron Aleksander, Wyłomańska Agnieszka: Bounded Solutions of ARMA Models with Varying Coefficients, Applicationes Mathematicae 31(3), 273-285, 2004
  191. 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. 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 , accepted 2019
  2. P. Giri, A. Grzesiek, W. Żuławiński, S. Sundar, A. Wyłomańska: The modified Yule-Walker method for multidimensional infinite-varianceperiodic autoregressive time series model,submitted 2020
  3. W. Żuławiński, P. Kruczek, A. Wyłomańska: Alternative dependency measures-based approach for estimation of the alpha-stable periodic autoregressive model,accepted 2021
  4. J. Hebda-Sobkowicz, R. Zimroz, A. Wyłomańska, J. Antoni: Infogram performance analysis and its enhancement for bearingsdiagnostics in presence of non-Gaussian noise, accepted, 2021
  5. J. Adamska, L. Bielak, J. Janczura, A. Wyłomańska: On the distribution of the product of two continuous random variables with an application to electricity market transactions. Finite and infinite-variance case, arXiv:2111.13487, 2021
  6. M. Dhull, A. Kumar, A. Wyłomańska: The expectation-maximization algorithm for autoregressive models with normal inverse Gaussian innovations, arXiv:2111.06565, 2021
  7. J. Gajda, A. Grzesiek, A. Wyłomańska: Ornstein - Uhlenbeck process driven by -stable process and its Gamma subordination, submitted, 2021
  8. J. Janczura, A. Puć, Ł. Bielak, A. Wyłomańska: Dependence structure for the product of bi-dimensional finite-variance VAR(1) model components. An application to the cost of electricity load prediction errors. submitted, 2021