TY  - CONF
AU  - Sarvan, Darko
AU  - Stratimirović, Đorđe
AU  - Rajačić, Milica
AU  - Krneta Nikolić, Jelena
AU  - Vukanac, Ivana
AU  - Ajtić, Jelena
PY  - 2023
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/3270
AB  - U ovom istraživanju analizirana je fraktalna priroda vremenske serije specifične aktivnosti berilijuma-7 u površinskom sloju atmosfere u Beogradu, Srbija, sa ciljem da se prouči dinamika njene samosličnosti, a s posebnim fokusom na godišnji ciklus. Korišćene su metode vejvlet analize i vremenski zavisne detrendovane pokretne srednje vrednosti radi identifikacije karakterističnih intervala i procene Hurstovih eksponenata.
Podaci o specifičnoj aktivnosti berilijuma-7 preuzeti su iz GRAMON baze podataka, za lokaciju Beograd (44,88 °N; 20,58 °E; 95 m nadmorske visine). Vremenska serija obuhvata 362 mesečna merenja od 1991. do 2022. godine.
Rezultati ukazuju na postojanje izraženog godišnjeg ciklusa u ovoj vremenskoj seriji. Takođe, promene u lokalnom Hurstovom eksponentu otkrivaju varijacije u ponašanju vremenske serije – ona iz umereno korelisanog prelazi u izrazito antikorelisan proces između 2015. i 2020. godine.
Ovaj rezultat biće predmet šire analize koja uključuje i druge lokacije iz GRAMON baze podataka.
PB  - Institut za nuklearne nauke "Vinča"
PB  - Društvo za zaštitu od zračenja Srbije i Crne Gore
C3  - XXXII Simpozijum Društva za zaštitu od zračenja Srbije i Crne Gore, Budva, 4 - 6. oktobar 2023
T1  - Analiza fraktalne prirode specifične aktivnosti berilijuma-7 u prizemnom sloju atmosfere merene u Beogradu, Srbija (1991-2022)
SP  - 122
EP  - 127
UR  - https://hdl.handle.net/21.15107/rcub_veterinar_3270
ER  - 

@conference{
author = "Sarvan, Darko and Stratimirović, Đorđe and Rajačić, Milica and Krneta Nikolić, Jelena and Vukanac, Ivana and Ajtić, Jelena",
year = "2023",
abstract = "U ovom istraživanju analizirana je fraktalna priroda vremenske serije specifične aktivnosti berilijuma-7 u površinskom sloju atmosfere u Beogradu, Srbija, sa ciljem da se prouči dinamika njene samosličnosti, a s posebnim fokusom na godišnji ciklus. Korišćene su metode vejvlet analize i vremenski zavisne detrendovane pokretne srednje vrednosti radi identifikacije karakterističnih intervala i procene Hurstovih eksponenata.
Podaci o specifičnoj aktivnosti berilijuma-7 preuzeti su iz GRAMON baze podataka, za lokaciju Beograd (44,88 °N; 20,58 °E; 95 m nadmorske visine). Vremenska serija obuhvata 362 mesečna merenja od 1991. do 2022. godine.
Rezultati ukazuju na postojanje izraženog godišnjeg ciklusa u ovoj vremenskoj seriji. Takođe, promene u lokalnom Hurstovom eksponentu otkrivaju varijacije u ponašanju vremenske serije – ona iz umereno korelisanog prelazi u izrazito antikorelisan proces između 2015. i 2020. godine.
Ovaj rezultat biće predmet šire analize koja uključuje i druge lokacije iz GRAMON baze podataka.",
publisher = "Institut za nuklearne nauke "Vinča", Društvo za zaštitu od zračenja Srbije i Crne Gore",
journal = "XXXII Simpozijum Društva za zaštitu od zračenja Srbije i Crne Gore, Budva, 4 - 6. oktobar 2023",
title = "Analiza fraktalne prirode specifične aktivnosti berilijuma-7 u prizemnom sloju atmosfere merene u Beogradu, Srbija (1991-2022)",
pages = "122-127",
url = "https://hdl.handle.net/21.15107/rcub_veterinar_3270"
}

Sarvan, D., Stratimirović, Đ., Rajačić, M., Krneta Nikolić, J., Vukanac, I.,& Ajtić, J.. (2023). Analiza fraktalne prirode specifične aktivnosti berilijuma-7 u prizemnom sloju atmosfere merene u Beogradu, Srbija (1991-2022). in XXXII Simpozijum Društva za zaštitu od zračenja Srbije i Crne Gore, Budva, 4 - 6. oktobar 2023
Institut za nuklearne nauke "Vinča"., 122-127.
https://hdl.handle.net/21.15107/rcub_veterinar_3270

Sarvan D, Stratimirović Đ, Rajačić M, Krneta Nikolić J, Vukanac I, Ajtić J. Analiza fraktalne prirode specifične aktivnosti berilijuma-7 u prizemnom sloju atmosfere merene u Beogradu, Srbija (1991-2022). in XXXII Simpozijum Društva za zaštitu od zračenja Srbije i Crne Gore, Budva, 4 - 6. oktobar 2023. 2023;:122-127.
https://hdl.handle.net/21.15107/rcub_veterinar_3270 .

Sarvan, Darko, Stratimirović, Đorđe, Rajačić, Milica, Krneta Nikolić, Jelena, Vukanac, Ivana, Ajtić, Jelena, "Analiza fraktalne prirode specifične aktivnosti berilijuma-7 u prizemnom sloju atmosfere merene u Beogradu, Srbija (1991-2022)" in XXXII Simpozijum Društva za zaštitu od zračenja Srbije i Crne Gore, Budva, 4 - 6. oktobar 2023 (2023):122-127,
https://hdl.handle.net/21.15107/rcub_veterinar_3270 .

TY  - JOUR
AU  - Blesić, Suzana
AU  - du Preez, David J.
AU  - Stratimirović, Đorđe
AU  - Ajtić, Jelena
AU  - Ramotsehoa, M. Cynthia
AU  - Allen, Martin W.
AU  - Wright, Caradee
PY  - 2020
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/1805
AB  - Studies of personal solar ultraviolet radiation (pUVR) exposure are important to identify populations at-risk of excess and insufficient exposure given the negative and positive health impacts, respectively, of time spent in the sun. Electronic UVR dosimeters measure personal solar UVR exposure at high frequency intervals generating large datasets. Sophisticated methods are needed to analyze these data. Previously, wavelet transform (WT) analysis was applied to high-frequency personal recordings collected by electronic UVR dosimeters. Those findings showed scaling behavior in the datasets that changed from uncorrelated to long-range correlated with increasing duration of time spent in the sun. We hypothesized that the WT slope would be influenced by the duration of time that a person spends in continuum outside. In this study, we address this hypothesis by using an experimental study approach. We aimed to corroborate this hypothesis and to characterize the extent and nature of influence time a person spends outside has on the shape of statistical functions that we used to analyze individual UVR exposure patterns. Detrended fluctuation analysis (DFA) was applied to personal sun exposure data. We analyzed sun exposure recordings from skiers (on snow) and hikers in Europe, golfers in New Zealand and outdoor workers in South Africa. Results confirmed validity of the DFA superposition rule for assessment of pUVR data and showed that pUVR scaling is determined by personal patterns of exposure on lower scales. We also showed that this dominance ends at the range of time scales comparable to the maximal duration of continuous exposure to solar UVR during the day; in this way the superposition rule can be used to quantify behavioral patterns, particularly accurate if it is determined on WT curves. These findings confirm a novel way in which large datasets of personal UVR data may be analyzed to inform messaging regarding safe sun exposure for human health.
PB  - Academic Press Inc Elsevier Science, San Diego
T2  - Environmental Research
T1  - Characterization of personal solar ultraviolet radiation exposure using detrended fluctuation analysis
VL  - 182
SP  - 108976
DO  - 10.1016/j.envres.2019.108976
ER  - 

@article{
author = "Blesić, Suzana and du Preez, David J. and Stratimirović, Đorđe and Ajtić, Jelena and Ramotsehoa, M. Cynthia and Allen, Martin W. and Wright, Caradee",
year = "2020",
abstract = "Studies of personal solar ultraviolet radiation (pUVR) exposure are important to identify populations at-risk of excess and insufficient exposure given the negative and positive health impacts, respectively, of time spent in the sun. Electronic UVR dosimeters measure personal solar UVR exposure at high frequency intervals generating large datasets. Sophisticated methods are needed to analyze these data. Previously, wavelet transform (WT) analysis was applied to high-frequency personal recordings collected by electronic UVR dosimeters. Those findings showed scaling behavior in the datasets that changed from uncorrelated to long-range correlated with increasing duration of time spent in the sun. We hypothesized that the WT slope would be influenced by the duration of time that a person spends in continuum outside. In this study, we address this hypothesis by using an experimental study approach. We aimed to corroborate this hypothesis and to characterize the extent and nature of influence time a person spends outside has on the shape of statistical functions that we used to analyze individual UVR exposure patterns. Detrended fluctuation analysis (DFA) was applied to personal sun exposure data. We analyzed sun exposure recordings from skiers (on snow) and hikers in Europe, golfers in New Zealand and outdoor workers in South Africa. Results confirmed validity of the DFA superposition rule for assessment of pUVR data and showed that pUVR scaling is determined by personal patterns of exposure on lower scales. We also showed that this dominance ends at the range of time scales comparable to the maximal duration of continuous exposure to solar UVR during the day; in this way the superposition rule can be used to quantify behavioral patterns, particularly accurate if it is determined on WT curves. These findings confirm a novel way in which large datasets of personal UVR data may be analyzed to inform messaging regarding safe sun exposure for human health.",
publisher = "Academic Press Inc Elsevier Science, San Diego",
journal = "Environmental Research",
title = "Characterization of personal solar ultraviolet radiation exposure using detrended fluctuation analysis",
volume = "182",
pages = "108976",
doi = "10.1016/j.envres.2019.108976"
}

Blesić, S., du Preez, D. J., Stratimirović, Đ., Ajtić, J., Ramotsehoa, M. C., Allen, M. W.,& Wright, C.. (2020). Characterization of personal solar ultraviolet radiation exposure using detrended fluctuation analysis. in Environmental Research
Academic Press Inc Elsevier Science, San Diego., 182, 108976.
https://doi.org/10.1016/j.envres.2019.108976

Blesić S, du Preez DJ, Stratimirović Đ, Ajtić J, Ramotsehoa MC, Allen MW, Wright C. Characterization of personal solar ultraviolet radiation exposure using detrended fluctuation analysis. in Environmental Research. 2020;182:108976.
doi:10.1016/j.envres.2019.108976 .

Blesić, Suzana, du Preez, David J., Stratimirović, Đorđe, Ajtić, Jelena, Ramotsehoa, M. Cynthia, Allen, Martin W., Wright, Caradee, "Characterization of personal solar ultraviolet radiation exposure using detrended fluctuation analysis" in Environmental Research, 182 (2020):108976,
https://doi.org/10.1016/j.envres.2019.108976 . .

TY  - JOUR
AU  - Stratimirović, Đorđe
AU  - Sarvan, Darko
AU  - Miljković, Vladimir
AU  - Blesić, Suzana
PY  - 2018
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/1596
AB  - In this paper we have analyzed scaling properties and cyclical behavior of the three types of stock market indexes (SMI) time series: data belonging to stock markets of developed economies, emerging economies, and of the underdeveloped or transitional economies. We have used two techniques of data analysis to obtain and verify our findings: the wavelet transform (WT) spectral analysis to identify cycles in the SMI returns data, and the time- dependent detrended moving average (tdDMA) analysis to investigate local behavior around market cycles and trends. We found cyclical behavior in all SMI data sets that we have analyzed. Moreover, the positions and the boundaries of cyclical intervals that we found seam to be common for all markets in our dataset. We list and illustrate the presence of nine such periods in our SMI data. We report on the possibilities to differ-entiate between the level of growth of the analyzed markets by way of statistical analysis of the properties of wavelet spectra that characterize particular peak behaviors. Our results show that measures like the relative WT energy content and the relative WT amplitude of the peaks in the small scales region could be used to partially differentiate between market economies. Finally, we propose a way to quantify the level of development of a stock market based on estimation of local complexity of markets SMI series. From the local scaling exponents calculated for our nine peak regions we have defined what we named the Development Index, which proved, at least in the case of our dataset, to be suitable to rank the SMI series that we have analyzed in three distinct groups.
PB  - Elsevier Science Bv, Amsterdam
T2  - Communications in Nonlinear Science and Numerical Simulation
T1  - Analysis of cyclical behavior in time series of stock market returns
VL  - 54
SP  - 21
EP  - 33
DO  - 10.1016/j.cnsns.2017.05.009
ER  - 

@article{
author = "Stratimirović, Đorđe and Sarvan, Darko and Miljković, Vladimir and Blesić, Suzana",
year = "2018",
abstract = "In this paper we have analyzed scaling properties and cyclical behavior of the three types of stock market indexes (SMI) time series: data belonging to stock markets of developed economies, emerging economies, and of the underdeveloped or transitional economies. We have used two techniques of data analysis to obtain and verify our findings: the wavelet transform (WT) spectral analysis to identify cycles in the SMI returns data, and the time- dependent detrended moving average (tdDMA) analysis to investigate local behavior around market cycles and trends. We found cyclical behavior in all SMI data sets that we have analyzed. Moreover, the positions and the boundaries of cyclical intervals that we found seam to be common for all markets in our dataset. We list and illustrate the presence of nine such periods in our SMI data. We report on the possibilities to differ-entiate between the level of growth of the analyzed markets by way of statistical analysis of the properties of wavelet spectra that characterize particular peak behaviors. Our results show that measures like the relative WT energy content and the relative WT amplitude of the peaks in the small scales region could be used to partially differentiate between market economies. Finally, we propose a way to quantify the level of development of a stock market based on estimation of local complexity of markets SMI series. From the local scaling exponents calculated for our nine peak regions we have defined what we named the Development Index, which proved, at least in the case of our dataset, to be suitable to rank the SMI series that we have analyzed in three distinct groups.",
publisher = "Elsevier Science Bv, Amsterdam",
journal = "Communications in Nonlinear Science and Numerical Simulation",
title = "Analysis of cyclical behavior in time series of stock market returns",
volume = "54",
pages = "21-33",
doi = "10.1016/j.cnsns.2017.05.009"
}

Stratimirović, Đ., Sarvan, D., Miljković, V.,& Blesić, S.. (2018). Analysis of cyclical behavior in time series of stock market returns. in Communications in Nonlinear Science and Numerical Simulation
Elsevier Science Bv, Amsterdam., 54, 21-33.
https://doi.org/10.1016/j.cnsns.2017.05.009

Stratimirović Đ, Sarvan D, Miljković V, Blesić S. Analysis of cyclical behavior in time series of stock market returns. in Communications in Nonlinear Science and Numerical Simulation. 2018;54:21-33.
doi:10.1016/j.cnsns.2017.05.009 .

Stratimirović, Đorđe, Sarvan, Darko, Miljković, Vladimir, Blesić, Suzana, "Analysis of cyclical behavior in time series of stock market returns" in Communications in Nonlinear Science and Numerical Simulation, 54 (2018):21-33,
https://doi.org/10.1016/j.cnsns.2017.05.009 . .

TY  - JOUR
AU  - Sarvan, Darko
AU  - Stratimirović, Đorđe
AU  - Blesić, Suzana
AU  - Đurđević, V.
AU  - Miljković, V.
AU  - Ajtić, Jelena
PY  - 2017
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/1497
AB  - The dynamics of the beryllium-7 specific activity in surface air over 1987-2011 is analyzed using wavelet transform (WT) analysis and time -dependent detrended moving average (tdDMA) method, WT analysis gives four periodicities in the beryllium-7 specific activity: one month, three months, one year, and three years. These intervals are further used in tdDMA to calculate local autocorrelation exponents for precipitation, tropopause height and teleconnection indices. Our results show that these parameters share common periods with the beryllium-7 surface concentration. tdDMA method indicates that on the characteristic intervals of one year and shorter, the beryllium-7 specific activity is strongly autocorrelated. On the three-year interval, the beryllium-7 specific activity shows periods of anticorrelat ion, implying slow changes in its dynamics that become evident only over a prolonged period of time. A comparison of the Hurst exponents of all the variables on the one- and three-year intervals suggest some similarities in their dynamics. Overall, a good agreement in the behavior of the teleconnection indices and specific activity of beryllium-7 in surface air is noted.
PB  - Elsevier, Amsterdam
T2  - Physica A-Statistical Mechanics and Its Applications
T1  - Dynamics of beryllium-7 specific activity in relation to meteorological variables, tropopause height, teleconnection indices and sunspot number
VL  - 469
SP  - 813
EP  - 823
DO  - 10.1016/j.physa.2016.11.040
ER  - 

@article{
author = "Sarvan, Darko and Stratimirović, Đorđe and Blesić, Suzana and Đurđević, V. and Miljković, V. and Ajtić, Jelena",
year = "2017",
abstract = "The dynamics of the beryllium-7 specific activity in surface air over 1987-2011 is analyzed using wavelet transform (WT) analysis and time -dependent detrended moving average (tdDMA) method, WT analysis gives four periodicities in the beryllium-7 specific activity: one month, three months, one year, and three years. These intervals are further used in tdDMA to calculate local autocorrelation exponents for precipitation, tropopause height and teleconnection indices. Our results show that these parameters share common periods with the beryllium-7 surface concentration. tdDMA method indicates that on the characteristic intervals of one year and shorter, the beryllium-7 specific activity is strongly autocorrelated. On the three-year interval, the beryllium-7 specific activity shows periods of anticorrelat ion, implying slow changes in its dynamics that become evident only over a prolonged period of time. A comparison of the Hurst exponents of all the variables on the one- and three-year intervals suggest some similarities in their dynamics. Overall, a good agreement in the behavior of the teleconnection indices and specific activity of beryllium-7 in surface air is noted.",
publisher = "Elsevier, Amsterdam",
journal = "Physica A-Statistical Mechanics and Its Applications",
title = "Dynamics of beryllium-7 specific activity in relation to meteorological variables, tropopause height, teleconnection indices and sunspot number",
volume = "469",
pages = "813-823",
doi = "10.1016/j.physa.2016.11.040"
}

Sarvan, D., Stratimirović, Đ., Blesić, S., Đurđević, V., Miljković, V.,& Ajtić, J.. (2017). Dynamics of beryllium-7 specific activity in relation to meteorological variables, tropopause height, teleconnection indices and sunspot number. in Physica A-Statistical Mechanics and Its Applications
Elsevier, Amsterdam., 469, 813-823.
https://doi.org/10.1016/j.physa.2016.11.040

Sarvan D, Stratimirović Đ, Blesić S, Đurđević V, Miljković V, Ajtić J. Dynamics of beryllium-7 specific activity in relation to meteorological variables, tropopause height, teleconnection indices and sunspot number. in Physica A-Statistical Mechanics and Its Applications. 2017;469:813-823.
doi:10.1016/j.physa.2016.11.040 .

Sarvan, Darko, Stratimirović, Đorđe, Blesić, Suzana, Đurđević, V., Miljković, V., Ajtić, Jelena, "Dynamics of beryllium-7 specific activity in relation to meteorological variables, tropopause height, teleconnection indices and sunspot number" in Physica A-Statistical Mechanics and Its Applications, 469 (2017):813-823,
https://doi.org/10.1016/j.physa.2016.11.040 . .

TY  - CONF
AU  - Ajtić, Jelena
AU  - Blesić, Suzana
AU  - Allen, Martin W.
AU  - Wright, Caradee Y.
AU  - Stratimirović, Đorđe
PY  - 2017
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/2374
AB  - Izlaganje sunčevom ultravioletnom (UV) zračenju analizirano je za dve grupe skijaša:
jedna grupa merila je izlaganje tokom 1-7. januara 2017. na skijalištu Stara Planina,
Srbija, a druga od 29. januara do 3. februara 2017. u skijalištu Val Soni, Francuska.
Izlaganje je mereno ličnim monitorima UV zračenja. U Val Soniju, dva monitora merila
su spoljašnje UV zračenje koje je uzeto kao referentna tačka za izmerena lična
izlaganja. Metodom vejvlet transformacije (VT) izračunate su spektralne funkcije
izmerenih podataka kako bi se ustanovili pojedinačni obrasci ponašanja skijaša i nivo
individualne izloženosti UV zračenju. Rezultati ne pokazuju razliku u srednjem nivou
grupne izloženosti na različitim lokacijama, jer se u oba slučaja dobija srednja vrednost
nagiba VT spektra snage signala približno jednaka jedan. Ova vrednost govori o
visokom stepenu izlaganja sunčevom UV zračenju, koja je kod skijaša najverovatnije
posledica dugotrajnog kontinuiranog boravka na suncu. Obrasci ponašanja skijaša,
međutim, pojedinačno se razlikuju u oba skijališta, što se ogleda u nagibu VT
spektralnih funkcija koji se kreće u rasponu od (0,50±0,02) do (1,44±0,02). U VT
spektralnim funkcijama uočeni su karakteristični maksimumi koji mogu da ukažu na
dužinu ukupnog kontinuiranog pojedinačnog izlaganja UV zračenju kod skijaša. Ovaj
kvantitativni podatak može poslužiti u budućim procenama potrebe za korigovanjem
pojedinačnog ponašanja na suncu.
AB  - Exposure to solar ultraviolet (UV) radiation is analysed for two groups of skiers. One
group measured UV exposure over 1-7 January 2017 in the StaraPlanina ski resort in
Serbia, while the other performed measurements between 29 January and 3 February
2017 in the Val Cenis ski resort in France. Exposure was measured using personal UV
monitors. In Val Cenis, two monitors recorded ambient UV radiation which is taken as
a reference point for the measured personal exposures. To establish personal patterns
of behaviour and a level of individual exposure to solar UV, wavelet transform (WT) is
used to calculate spectral functions of the obtained data. The results show no significant
difference in the mean levels of group exposure at different locations, as the mean slope
of the WT spectra is approximately one in both cases. This value implies a high UV
exposure which most likely results from prolonged periods of time spent in the sun. On
the other hand, the individual slopes of the WT spectral functions range between
(0.50±0.02) and (1.44±0.02), and thusindicate personal differences in behavioural
patterns of the skiers. Further, the WT spectral functions show characteristic peaks that
demonstrate the duration of the total continual individual UV exposure in skiers, and
this result could be used in future assessments and recommendations for modification of
personal behaviour in the sun.
PB  - Institut za nuklearne nauke „Vinča“
PB  - Društvo za zaštitu od zračenja Srbije i Crne Gore
C3  - Zbornik radova sa XXIX Simpozijuma Društva za zaštitu od zračenja Srbije i Crne Gore, 27–29. septembar, 2017, Srebrno jezero, Srbija
T1  - Merenje izlaganja sunčevom ultravioletnom zračenju: Stara Planina, Srbija i Val Soni, Francuska
T1  - Measurements Of Solar Ultraviolet Exposure: Stara Planina, Serbia And Val Cenis, France
SP  - 600
EP  - 608
UR  - https://hdl.handle.net/21.15107/rcub_veterinar_2374
ER  - 

@conference{
author = "Ajtić, Jelena and Blesić, Suzana and Allen, Martin W. and Wright, Caradee Y. and Stratimirović, Đorđe",
year = "2017",
abstract = "Izlaganje sunčevom ultravioletnom (UV) zračenju analizirano je za dve grupe skijaša:
jedna grupa merila je izlaganje tokom 1-7. januara 2017. na skijalištu Stara Planina,
Srbija, a druga od 29. januara do 3. februara 2017. u skijalištu Val Soni, Francuska.
Izlaganje je mereno ličnim monitorima UV zračenja. U Val Soniju, dva monitora merila
su spoljašnje UV zračenje koje je uzeto kao referentna tačka za izmerena lična
izlaganja. Metodom vejvlet transformacije (VT) izračunate su spektralne funkcije
izmerenih podataka kako bi se ustanovili pojedinačni obrasci ponašanja skijaša i nivo
individualne izloženosti UV zračenju. Rezultati ne pokazuju razliku u srednjem nivou
grupne izloženosti na različitim lokacijama, jer se u oba slučaja dobija srednja vrednost
nagiba VT spektra snage signala približno jednaka jedan. Ova vrednost govori o
visokom stepenu izlaganja sunčevom UV zračenju, koja je kod skijaša najverovatnije
posledica dugotrajnog kontinuiranog boravka na suncu. Obrasci ponašanja skijaša,
međutim, pojedinačno se razlikuju u oba skijališta, što se ogleda u nagibu VT
spektralnih funkcija koji se kreće u rasponu od (0,50±0,02) do (1,44±0,02). U VT
spektralnim funkcijama uočeni su karakteristični maksimumi koji mogu da ukažu na
dužinu ukupnog kontinuiranog pojedinačnog izlaganja UV zračenju kod skijaša. Ovaj
kvantitativni podatak može poslužiti u budućim procenama potrebe za korigovanjem
pojedinačnog ponašanja na suncu., Exposure to solar ultraviolet (UV) radiation is analysed for two groups of skiers. One
group measured UV exposure over 1-7 January 2017 in the StaraPlanina ski resort in
Serbia, while the other performed measurements between 29 January and 3 February
2017 in the Val Cenis ski resort in France. Exposure was measured using personal UV
monitors. In Val Cenis, two monitors recorded ambient UV radiation which is taken as
a reference point for the measured personal exposures. To establish personal patterns
of behaviour and a level of individual exposure to solar UV, wavelet transform (WT) is
used to calculate spectral functions of the obtained data. The results show no significant
difference in the mean levels of group exposure at different locations, as the mean slope
of the WT spectra is approximately one in both cases. This value implies a high UV
exposure which most likely results from prolonged periods of time spent in the sun. On
the other hand, the individual slopes of the WT spectral functions range between
(0.50±0.02) and (1.44±0.02), and thusindicate personal differences in behavioural
patterns of the skiers. Further, the WT spectral functions show characteristic peaks that
demonstrate the duration of the total continual individual UV exposure in skiers, and
this result could be used in future assessments and recommendations for modification of
personal behaviour in the sun.",
publisher = "Institut za nuklearne nauke „Vinča“, Društvo za zaštitu od zračenja Srbije i Crne Gore",
journal = "Zbornik radova sa XXIX Simpozijuma Društva za zaštitu od zračenja Srbije i Crne Gore, 27–29. septembar, 2017, Srebrno jezero, Srbija",
title = "Merenje izlaganja sunčevom ultravioletnom zračenju: Stara Planina, Srbija i Val Soni, Francuska, Measurements Of Solar Ultraviolet Exposure: Stara Planina, Serbia And Val Cenis, France",
pages = "600-608",
url = "https://hdl.handle.net/21.15107/rcub_veterinar_2374"
}

Ajtić, J., Blesić, S., Allen, M. W., Wright, C. Y.,& Stratimirović, Đ.. (2017). Merenje izlaganja sunčevom ultravioletnom zračenju: Stara Planina, Srbija i Val Soni, Francuska. in Zbornik radova sa XXIX Simpozijuma Društva za zaštitu od zračenja Srbije i Crne Gore, 27–29. septembar, 2017, Srebrno jezero, Srbija
Institut za nuklearne nauke „Vinča“., 600-608.
https://hdl.handle.net/21.15107/rcub_veterinar_2374

Ajtić J, Blesić S, Allen MW, Wright CY, Stratimirović Đ. Merenje izlaganja sunčevom ultravioletnom zračenju: Stara Planina, Srbija i Val Soni, Francuska. in Zbornik radova sa XXIX Simpozijuma Društva za zaštitu od zračenja Srbije i Crne Gore, 27–29. septembar, 2017, Srebrno jezero, Srbija. 2017;:600-608.
https://hdl.handle.net/21.15107/rcub_veterinar_2374 .

Ajtić, Jelena, Blesić, Suzana, Allen, Martin W., Wright, Caradee Y., Stratimirović, Đorđe, "Merenje izlaganja sunčevom ultravioletnom zračenju: Stara Planina, Srbija i Val Soni, Francuska" in Zbornik radova sa XXIX Simpozijuma Društva za zaštitu od zračenja Srbije i Crne Gore, 27–29. septembar, 2017, Srebrno jezero, Srbija (2017):600-608,
https://hdl.handle.net/21.15107/rcub_veterinar_2374 .

TY  - CONF
AU  - Stratimirović, Đorđe
AU  - Blesić, Suzana
AU  - Sarvan, Darko
AU  - Miljković, Vladimir
PY  - 2016
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/2751
AB  - We have analyzed cyclical behavior of the three types of stock market indexes (SMI) time series: data belonging to stock markets of developed economies, emerging economies, and of the underdeveloped or transitional economies. We have used two techniques of data analysis to obtain and verify our findings: the wavelet transformation (WT) spectral analysis to study SMI returns data, and the Hurst exponent formalism to study local behavior around market cycles and trends. We calculated WT power spectra for all our SMI series, and have searched for characteristic peaks (local maxima) that point to existence of cycles in our data. We found cyclical behavior in all SMI data sets that we have analyzed. Moreover, the positions and the boundaries of cyclical intervals that we found seem to be common for all markets in our dataset. We differentiated nine such periods in our SMI data. Our results show that measures like the relative WT energy content and the relative WT amplitude for the peaks in the small scales region could be used to partially differentiate levels of growth and/or maturity of market economies in our dataset. Finally, we propose a way to quantify and compare the level of development of a stock market, based on the Hurst scaling exponent approach. From the local scaling exponents calculated for our nine peak regions we have defined what we named the Development Index (HDI), which proved, at least in the case of our dataset, to be suitable to rank the SMI series that we have analyzed in three distinct groups. Further verification of this method remains open for future research.
C3  - Presentations and Abstracts Data Science Challenges, July 8–11, 2016, Matera, Italy
T1  - Analysis of cyclical behavior and quantification of the level of development from time series of stock market returns
UR  - https://hdl.handle.net/21.15107/rcub_veterinar_2751
ER  - 

@conference{
author = "Stratimirović, Đorđe and Blesić, Suzana and Sarvan, Darko and Miljković, Vladimir",
year = "2016",
abstract = "We have analyzed cyclical behavior of the three types of stock market indexes (SMI) time series: data belonging to stock markets of developed economies, emerging economies, and of the underdeveloped or transitional economies. We have used two techniques of data analysis to obtain and verify our findings: the wavelet transformation (WT) spectral analysis to study SMI returns data, and the Hurst exponent formalism to study local behavior around market cycles and trends. We calculated WT power spectra for all our SMI series, and have searched for characteristic peaks (local maxima) that point to existence of cycles in our data. We found cyclical behavior in all SMI data sets that we have analyzed. Moreover, the positions and the boundaries of cyclical intervals that we found seem to be common for all markets in our dataset. We differentiated nine such periods in our SMI data. Our results show that measures like the relative WT energy content and the relative WT amplitude for the peaks in the small scales region could be used to partially differentiate levels of growth and/or maturity of market economies in our dataset. Finally, we propose a way to quantify and compare the level of development of a stock market, based on the Hurst scaling exponent approach. From the local scaling exponents calculated for our nine peak regions we have defined what we named the Development Index (HDI), which proved, at least in the case of our dataset, to be suitable to rank the SMI series that we have analyzed in three distinct groups. Further verification of this method remains open for future research.",
journal = "Presentations and Abstracts Data Science Challenges, July 8–11, 2016, Matera, Italy",
title = "Analysis of cyclical behavior and quantification of the level of development from time series of stock market returns",
url = "https://hdl.handle.net/21.15107/rcub_veterinar_2751"
}

Stratimirović, Đ., Blesić, S., Sarvan, D.,& Miljković, V.. (2016). Analysis of cyclical behavior and quantification of the level of development from time series of stock market returns. in Presentations and Abstracts Data Science Challenges, July 8–11, 2016, Matera, Italy.
https://hdl.handle.net/21.15107/rcub_veterinar_2751

Stratimirović Đ, Blesić S, Sarvan D, Miljković V. Analysis of cyclical behavior and quantification of the level of development from time series of stock market returns. in Presentations and Abstracts Data Science Challenges, July 8–11, 2016, Matera, Italy. 2016;.
https://hdl.handle.net/21.15107/rcub_veterinar_2751 .

Stratimirović, Đorđe, Blesić, Suzana, Sarvan, Darko, Miljković, Vladimir, "Analysis of cyclical behavior and quantification of the level of development from time series of stock market returns" in Presentations and Abstracts Data Science Challenges, July 8–11, 2016, Matera, Italy (2016),
https://hdl.handle.net/21.15107/rcub_veterinar_2751 .

TY  - JOUR
AU  - Blesić, Suzana
AU  - Stratimirović, Đorđe
AU  - Ajtić, Jelena
AU  - Wright, Caradee
AU  - Allen, Martin W.
PY  - 2016
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/1426
AB  - Personal sun exposure measurements provide important information to guide the development of sun awareness and disease prevention campaigns. We assess the scaling properties of personal ultraviolet radiation (pUVR) sun exposure measurements using the wavelet transform (WT) spectral analysis to process long-range, high-frequency personal recordings collected by electronic UVR dosimeters designed to measure erythemal UVR exposure. We analysed the sun exposure recordings of school children, farmers, marathon runners and outdoor workers in South Africa, and construction workers and work site supervisors in New Zealand. We found scaling behaviour in all the analysed pUVR data sets. We found that the observed scaling changes from uncorrelated to long-range correlated with increasing duration of sun exposure. Peaks in the WT spectra that we found suggest the existence of characteristic times in sun exposure behaviour that were to some extent universal across our data set. Our study also showed that WT measures enable group classification, as well as distinction between individual UVR exposures, otherwise unattainable by conventional statistical methods.
PB  - Nature Publishing Group, New York
T2  - Journal of Exposure Science and Environmental Epidemiology
T1  - Novel approach to analysing large data sets of personal sun exposure measurements
VL  - 26
IS  - 6
SP  - 613
EP  - 620
DO  - 10.1038/jes.2016.43
ER  - 

@article{
author = "Blesić, Suzana and Stratimirović, Đorđe and Ajtić, Jelena and Wright, Caradee and Allen, Martin W.",
year = "2016",
abstract = "Personal sun exposure measurements provide important information to guide the development of sun awareness and disease prevention campaigns. We assess the scaling properties of personal ultraviolet radiation (pUVR) sun exposure measurements using the wavelet transform (WT) spectral analysis to process long-range, high-frequency personal recordings collected by electronic UVR dosimeters designed to measure erythemal UVR exposure. We analysed the sun exposure recordings of school children, farmers, marathon runners and outdoor workers in South Africa, and construction workers and work site supervisors in New Zealand. We found scaling behaviour in all the analysed pUVR data sets. We found that the observed scaling changes from uncorrelated to long-range correlated with increasing duration of sun exposure. Peaks in the WT spectra that we found suggest the existence of characteristic times in sun exposure behaviour that were to some extent universal across our data set. Our study also showed that WT measures enable group classification, as well as distinction between individual UVR exposures, otherwise unattainable by conventional statistical methods.",
publisher = "Nature Publishing Group, New York",
journal = "Journal of Exposure Science and Environmental Epidemiology",
title = "Novel approach to analysing large data sets of personal sun exposure measurements",
volume = "26",
number = "6",
pages = "613-620",
doi = "10.1038/jes.2016.43"
}

Blesić, S., Stratimirović, Đ., Ajtić, J., Wright, C.,& Allen, M. W.. (2016). Novel approach to analysing large data sets of personal sun exposure measurements. in Journal of Exposure Science and Environmental Epidemiology
Nature Publishing Group, New York., 26(6), 613-620.
https://doi.org/10.1038/jes.2016.43

Blesić S, Stratimirović Đ, Ajtić J, Wright C, Allen MW. Novel approach to analysing large data sets of personal sun exposure measurements. in Journal of Exposure Science and Environmental Epidemiology. 2016;26(6):613-620.
doi:10.1038/jes.2016.43 .

Blesić, Suzana, Stratimirović, Đorđe, Ajtić, Jelena, Wright, Caradee, Allen, Martin W., "Novel approach to analysing large data sets of personal sun exposure measurements" in Journal of Exposure Science and Environmental Epidemiology, 26, no. 6 (2016):613-620,
https://doi.org/10.1038/jes.2016.43 . .

TY  - CONF
AU  - Ajtić, Jelena
AU  - Maletić, Dimitrije
AU  - Stratimirović, Đorđe
AU  - Blesić, Suzana
AU  - Nikolić, Jelena
AU  - Đurđević, Vladimir S.
AU  - Todorović, Dragana
PY  - 2015
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/1286
AB  - Dependence of the lead-210 activity concentration in surface air on meteorological variables and teleconnection indices is investigated using multivariate analysis, which gives the Boosted Decision Trees method as the most suitable for variable analysis. A mapped functional behaviour of the lead-210 activity concentration is further obtained, and used to test predictability of lead-210 in surface air. The results show an agreement between the predicted and measured values. The temporal evolution of the measured activities is satisfactorily matched by the prediction. The largest qualitative differences are obtained for winter months.
PB  - RAD Association
C3  - Rad 2015: The Third International Conference on Radiation and Applications in Various Fields of Rese
T1  - Predictability of lead-210 in surface air based on multivariate analysis
SP  - 317
EP  - 322
UR  - https://hdl.handle.net/21.15107/rcub_veterinar_1286
ER  - 

@conference{
author = "Ajtić, Jelena and Maletić, Dimitrije and Stratimirović, Đorđe and Blesić, Suzana and Nikolić, Jelena and Đurđević, Vladimir S. and Todorović, Dragana",
year = "2015",
abstract = "Dependence of the lead-210 activity concentration in surface air on meteorological variables and teleconnection indices is investigated using multivariate analysis, which gives the Boosted Decision Trees method as the most suitable for variable analysis. A mapped functional behaviour of the lead-210 activity concentration is further obtained, and used to test predictability of lead-210 in surface air. The results show an agreement between the predicted and measured values. The temporal evolution of the measured activities is satisfactorily matched by the prediction. The largest qualitative differences are obtained for winter months.",
publisher = "RAD Association",
journal = "Rad 2015: The Third International Conference on Radiation and Applications in Various Fields of Rese",
title = "Predictability of lead-210 in surface air based on multivariate analysis",
pages = "317-322",
url = "https://hdl.handle.net/21.15107/rcub_veterinar_1286"
}

Ajtić, J., Maletić, D., Stratimirović, Đ., Blesić, S., Nikolić, J., Đurđević, V. S.,& Todorović, D.. (2015). Predictability of lead-210 in surface air based on multivariate analysis. in Rad 2015: The Third International Conference on Radiation and Applications in Various Fields of Rese
RAD Association., 317-322.
https://hdl.handle.net/21.15107/rcub_veterinar_1286

Ajtić J, Maletić D, Stratimirović Đ, Blesić S, Nikolić J, Đurđević VS, Todorović D. Predictability of lead-210 in surface air based on multivariate analysis. in Rad 2015: The Third International Conference on Radiation and Applications in Various Fields of Rese. 2015;:317-322.
https://hdl.handle.net/21.15107/rcub_veterinar_1286 .

Ajtić, Jelena, Maletić, Dimitrije, Stratimirović, Đorđe, Blesić, Suzana, Nikolić, Jelena, Đurđević, Vladimir S., Todorović, Dragana, "Predictability of lead-210 in surface air based on multivariate analysis" in Rad 2015: The Third International Conference on Radiation and Applications in Various Fields of Rese (2015):317-322,
https://hdl.handle.net/21.15107/rcub_veterinar_1286 .

TY  - CONF
AU  - Stratimirović, Đorđe
AU  - Blesić, Suzana
AU  - Wright, Caradee
AU  - Allen, Martin
AU  - Ajtić, Jelena
PY  - 2015
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/1253
AB  - Scaling properties of personal solar ultraviolet radiation exposure (pUVR) recordings are investigated using the Wavelet Transform (WT) spectral analysis. Personal UVR recordings are collected by UVR monitors designed to measure erythemal UVR. Sun exposure recordings of a school child, farmer, marathon runner and outdoor worker in South Africa are analyzed. A scaling behavior in all analyzed pUVR datasets is found. The scaling behavior changes from uncorrelated to long-range correlated as duration of a person’s solar exposure increases. The slopes of calculated WT power vary from 0, in the uncorrelated case for persons with erratic activities in reference to their UVR exposure, to close to 1 in the case of long-range correlated pUVR data, for persons spending longer periods in the sun. Peaks in the WT power spectra are also found, pointing to the existence of characteristic times in sun exposure behavior. Characteristic peaks at approximately 15 minutes, half an hour and an hour are present in all pUVR data, while persons with longer sun exposure have additional peaks at longer periods.
PB  - RAD Association
C3  - Rad 2015: The Third International Conference on Radiation and Applications in Various Fields of Rese
T1  - Wavelet analysis of personal solar UVR exposure
SP  - 443
EP  - 446
UR  - https://hdl.handle.net/21.15107/rcub_veterinar_1253
ER  - 

@conference{
author = "Stratimirović, Đorđe and Blesić, Suzana and Wright, Caradee and Allen, Martin and Ajtić, Jelena",
year = "2015",
abstract = "Scaling properties of personal solar ultraviolet radiation exposure (pUVR) recordings are investigated using the Wavelet Transform (WT) spectral analysis. Personal UVR recordings are collected by UVR monitors designed to measure erythemal UVR. Sun exposure recordings of a school child, farmer, marathon runner and outdoor worker in South Africa are analyzed. A scaling behavior in all analyzed pUVR datasets is found. The scaling behavior changes from uncorrelated to long-range correlated as duration of a person’s solar exposure increases. The slopes of calculated WT power vary from 0, in the uncorrelated case for persons with erratic activities in reference to their UVR exposure, to close to 1 in the case of long-range correlated pUVR data, for persons spending longer periods in the sun. Peaks in the WT power spectra are also found, pointing to the existence of characteristic times in sun exposure behavior. Characteristic peaks at approximately 15 minutes, half an hour and an hour are present in all pUVR data, while persons with longer sun exposure have additional peaks at longer periods.",
publisher = "RAD Association",
journal = "Rad 2015: The Third International Conference on Radiation and Applications in Various Fields of Rese",
title = "Wavelet analysis of personal solar UVR exposure",
pages = "443-446",
url = "https://hdl.handle.net/21.15107/rcub_veterinar_1253"
}

Stratimirović, Đ., Blesić, S., Wright, C., Allen, M.,& Ajtić, J.. (2015). Wavelet analysis of personal solar UVR exposure. in Rad 2015: The Third International Conference on Radiation and Applications in Various Fields of Rese
RAD Association., 443-446.
https://hdl.handle.net/21.15107/rcub_veterinar_1253

Stratimirović Đ, Blesić S, Wright C, Allen M, Ajtić J. Wavelet analysis of personal solar UVR exposure. in Rad 2015: The Third International Conference on Radiation and Applications in Various Fields of Rese. 2015;:443-446.
https://hdl.handle.net/21.15107/rcub_veterinar_1253 .

Stratimirović, Đorđe, Blesić, Suzana, Wright, Caradee, Allen, Martin, Ajtić, Jelena, "Wavelet analysis of personal solar UVR exposure" in Rad 2015: The Third International Conference on Radiation and Applications in Various Fields of Rese (2015):443-446,
https://hdl.handle.net/21.15107/rcub_veterinar_1253 .

TY  - CONF
AU  - Stratimirović, Đorđe
AU  - Blesić, Suzana
AU  - Miljković, Vladimir
AU  - Sarvan, Darko
PY  - 2014
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/2704
AB  - In this paper we have analyzed scaling properties of time
series of stock market indices (SMIs) of developing economies
of Western Balkans, and have compared the results we have
obtained with the results from more developed economies. We
have used three different techniques of data analysis to obtain
and verify our findings: Detrended Fluctuation Analysis
(DFA) method, Detrended Moving Average (DMA) method,
and Wavelet Transformation (WT) analysis.
Following extensive research in the area of econophysics of
national and international stock markets, we were interested
to contribute to this body of knowledge by analyzing the
dynamics of market behavior of transitional economies in the
Western Balkans, and to compare data from these emerging
economies with data from more economically developed
countries. Analyzes of stock market behavior of the emerging
economies of South America, or the developing Asian or
African markets have shown that the values of scaling exponents,
calculated from the time series of stock market indices,
could be used to estimate the efficiency of markets in question.
With that in mind, by applying the theoretical approach of
statistical physics, we aim to offer a new perspective on stock
market dynamics in the Western Balkans and contribute
to better understanding of the development process in the
region's economies.
We have found scaling behavior in all SMI data sets that
we have analyzed. Scaling of SMI series changes from
long-range correlated to slightly anti-correlated behavior,
i.e. the appropriate scaling exponents decrease in value with
the increase in growth and/or maturity of the economy the
stock market is embedded in. Scaling exponents α, H, and
β, corresponding to the DFA, DMA, and WT technique, all
cross the 0.5 (and zero) line, marking this alteration.
We also report the presence of effects of potential periodic-like
influences on the SMI data that we have analyzed. One
such influence is visible in all our SMI series, and appears
at a period Tp ≈ 90 days. We propose that the existence
of various periodic-like influences on SMI data may partially
explain the observed difference in types of correlated
behavior of corresponding scaling functions. The application
of time-dependent scaling analysis (tdDMA) proved
that these influences are of a complex type, that is, they
can not be easily distinguished from a local correlations profile.
C3  - International Conference on Statistical Physics (SigmaPhi2014), Rhodes, 7-11 July 2014
T1  - Scaling analysis of time series of stock market indices of transitional economies in the Western Balkans
UR  - https://hdl.handle.net/21.15107/rcub_veterinar_2704
ER  - 

@conference{
author = "Stratimirović, Đorđe and Blesić, Suzana and Miljković, Vladimir and Sarvan, Darko",
year = "2014",
abstract = "In this paper we have analyzed scaling properties of time
series of stock market indices (SMIs) of developing economies
of Western Balkans, and have compared the results we have
obtained with the results from more developed economies. We
have used three different techniques of data analysis to obtain
and verify our findings: Detrended Fluctuation Analysis
(DFA) method, Detrended Moving Average (DMA) method,
and Wavelet Transformation (WT) analysis.
Following extensive research in the area of econophysics of
national and international stock markets, we were interested
to contribute to this body of knowledge by analyzing the
dynamics of market behavior of transitional economies in the
Western Balkans, and to compare data from these emerging
economies with data from more economically developed
countries. Analyzes of stock market behavior of the emerging
economies of South America, or the developing Asian or
African markets have shown that the values of scaling exponents,
calculated from the time series of stock market indices,
could be used to estimate the efficiency of markets in question.
With that in mind, by applying the theoretical approach of
statistical physics, we aim to offer a new perspective on stock
market dynamics in the Western Balkans and contribute
to better understanding of the development process in the
region's economies.
We have found scaling behavior in all SMI data sets that
we have analyzed. Scaling of SMI series changes from
long-range correlated to slightly anti-correlated behavior,
i.e. the appropriate scaling exponents decrease in value with
the increase in growth and/or maturity of the economy the
stock market is embedded in. Scaling exponents α, H, and
β, corresponding to the DFA, DMA, and WT technique, all
cross the 0.5 (and zero) line, marking this alteration.
We also report the presence of effects of potential periodic-like
influences on the SMI data that we have analyzed. One
such influence is visible in all our SMI series, and appears
at a period Tp ≈ 90 days. We propose that the existence
of various periodic-like influences on SMI data may partially
explain the observed difference in types of correlated
behavior of corresponding scaling functions. The application
of time-dependent scaling analysis (tdDMA) proved
that these influences are of a complex type, that is, they
can not be easily distinguished from a local correlations profile.",
journal = "International Conference on Statistical Physics (SigmaPhi2014), Rhodes, 7-11 July 2014",
title = "Scaling analysis of time series of stock market indices of transitional economies in the Western Balkans",
url = "https://hdl.handle.net/21.15107/rcub_veterinar_2704"
}

Stratimirović, Đ., Blesić, S., Miljković, V.,& Sarvan, D.. (2014). Scaling analysis of time series of stock market indices of transitional economies in the Western Balkans. in International Conference on Statistical Physics (SigmaPhi2014), Rhodes, 7-11 July 2014.
https://hdl.handle.net/21.15107/rcub_veterinar_2704

Stratimirović Đ, Blesić S, Miljković V, Sarvan D. Scaling analysis of time series of stock market indices of transitional economies in the Western Balkans. in International Conference on Statistical Physics (SigmaPhi2014), Rhodes, 7-11 July 2014. 2014;.
https://hdl.handle.net/21.15107/rcub_veterinar_2704 .

Stratimirović, Đorđe, Blesić, Suzana, Miljković, Vladimir, Sarvan, Darko, "Scaling analysis of time series of stock market indices of transitional economies in the Western Balkans" in International Conference on Statistical Physics (SigmaPhi2014), Rhodes, 7-11 July 2014 (2014),
https://hdl.handle.net/21.15107/rcub_veterinar_2704 .

TY  - JOUR
AU  - Sarvan, Darko
AU  - Stratimirović, Đorđe
AU  - Blesić, Suzana
AU  - Miljković, Vladimir
PY  - 2014
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/2684
AB  - In this paper we have analyzed scaling properties of time series of stock market indices (SMIs) of developing economies of Western Balkans, and have compared the results we have obtained with the results from more developed economies. We have used three different techniques of data analysis to obtain and verify our findings: detrended fluctuation analysis (DFA) method, detrended moving average (DMA) method, and wavelet transformation (WT) analysis. We have found scaling behavior in all SMI data sets that we have analyzed. The scaling of our SMI series changes from long-range correlated to slightly anti-correlated behavior with the change in growth or maturity of the economy the stock market is embedded in. We also report the presence of effects of potential periodic-like influences on the SMI data that we have analyzed. One such influence is visible in all our SMI series, and appears at a period T p ≈ 90 days. We propose that the existence of various periodic-like influences on SMI data may partially explain the observed difference in types of correlated behavior of corresponding scaling functions.
PB  - SpringerOpen
PB  - Società Italiana di Fisica
PB  - EDP Sciences
T2  - The European Physical Journal B (EPJ B)
T1  - Scaling analysis of time series of daily prices form stock markets of transitional economies in the Western Balkans
VL  - 87
IS  - 297
DO  - 10.1140/epjb/e2014-50655-5
ER  - 

@article{
author = "Sarvan, Darko and Stratimirović, Đorđe and Blesić, Suzana and Miljković, Vladimir",
year = "2014",
abstract = "In this paper we have analyzed scaling properties of time series of stock market indices (SMIs) of developing economies of Western Balkans, and have compared the results we have obtained with the results from more developed economies. We have used three different techniques of data analysis to obtain and verify our findings: detrended fluctuation analysis (DFA) method, detrended moving average (DMA) method, and wavelet transformation (WT) analysis. We have found scaling behavior in all SMI data sets that we have analyzed. The scaling of our SMI series changes from long-range correlated to slightly anti-correlated behavior with the change in growth or maturity of the economy the stock market is embedded in. We also report the presence of effects of potential periodic-like influences on the SMI data that we have analyzed. One such influence is visible in all our SMI series, and appears at a period T p ≈ 90 days. We propose that the existence of various periodic-like influences on SMI data may partially explain the observed difference in types of correlated behavior of corresponding scaling functions.",
publisher = "SpringerOpen, Società Italiana di Fisica, EDP Sciences",
journal = "The European Physical Journal B (EPJ B)",
title = "Scaling analysis of time series of daily prices form stock markets of transitional economies in the Western Balkans",
volume = "87",
number = "297",
doi = "10.1140/epjb/e2014-50655-5"
}

Sarvan, D., Stratimirović, Đ., Blesić, S.,& Miljković, V.. (2014). Scaling analysis of time series of daily prices form stock markets of transitional economies in the Western Balkans. in The European Physical Journal B (EPJ B)
SpringerOpen., 87(297).
https://doi.org/10.1140/epjb/e2014-50655-5

Sarvan D, Stratimirović Đ, Blesić S, Miljković V. Scaling analysis of time series of daily prices form stock markets of transitional economies in the Western Balkans. in The European Physical Journal B (EPJ B). 2014;87(297).
doi:10.1140/epjb/e2014-50655-5 .

Sarvan, Darko, Stratimirović, Đorđe, Blesić, Suzana, Miljković, Vladimir, "Scaling analysis of time series of daily prices form stock markets of transitional economies in the Western Balkans" in The European Physical Journal B (EPJ B), 87, no. 297 (2014),
https://doi.org/10.1140/epjb/e2014-50655-5 . .

TY  - CONF
AU  - Ajtić, Jelena
AU  - Stratimirović, Đorđe
AU  - Đurđević, V.
AU  - Todorović, Dragana
AU  - Nikolić, J.
PY  - 2014
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/1130
AB  - Activities of beryllium-7 and lead-210 are monitored in ground level air in Belgrade, Serbia. The measuring sites are located at the Institute of Nuclear Sciences Vinča. The activities are determined on HPGe detectors by standard gamma spectrometry. Five teleconnection indices of large scale atmospheric circulation: North Atlantic Oscillation, East Atlantic Pattern, East Atlantic/West Russia Pattern, Scandinavia Pattern, and Polar/Eurasia Pattern are obtained from the data archive of the United States National Oceanic and Atmospheric Administration's Climate Prediction Center. The collected time series consist of monthly values and span more than two decades: beryllium-7 since 1991, lead-210 since 1985, and the teleconnection indices since 1950, thus offering data arrays of sufficient lengths for wavelet spectral analysis. A relation between the radionuclides' activities and the indices is first investigated using Pearson's correlation coefficients. The computed coefficients do not indicate a linear relationship between the variables. However, the wavelet spectral analysis shows a number of common characteristic frequencies in the data arrays. The annual cycle of all the variables is clearly evident. A common time period of two to three years is also found, as well as a higher frequency variability corresponding to five to six months.
PB  - RAD Association
C3  - RAD Conference Proceedings
T1  - Wavelet spectral analysis of teleconnection indices and activities of beryllium-7 and lead-210 in ground level air in Belgrade, Serbia
SP  - 53
EP  - 56
UR  - https://hdl.handle.net/21.15107/rcub_veterinar_1130
ER  - 

@conference{
author = "Ajtić, Jelena and Stratimirović, Đorđe and Đurđević, V. and Todorović, Dragana and Nikolić, J.",
year = "2014",
abstract = "Activities of beryllium-7 and lead-210 are monitored in ground level air in Belgrade, Serbia. The measuring sites are located at the Institute of Nuclear Sciences Vinča. The activities are determined on HPGe detectors by standard gamma spectrometry. Five teleconnection indices of large scale atmospheric circulation: North Atlantic Oscillation, East Atlantic Pattern, East Atlantic/West Russia Pattern, Scandinavia Pattern, and Polar/Eurasia Pattern are obtained from the data archive of the United States National Oceanic and Atmospheric Administration's Climate Prediction Center. The collected time series consist of monthly values and span more than two decades: beryllium-7 since 1991, lead-210 since 1985, and the teleconnection indices since 1950, thus offering data arrays of sufficient lengths for wavelet spectral analysis. A relation between the radionuclides' activities and the indices is first investigated using Pearson's correlation coefficients. The computed coefficients do not indicate a linear relationship between the variables. However, the wavelet spectral analysis shows a number of common characteristic frequencies in the data arrays. The annual cycle of all the variables is clearly evident. A common time period of two to three years is also found, as well as a higher frequency variability corresponding to five to six months.",
publisher = "RAD Association",
journal = "RAD Conference Proceedings",
title = "Wavelet spectral analysis of teleconnection indices and activities of beryllium-7 and lead-210 in ground level air in Belgrade, Serbia",
pages = "53-56",
url = "https://hdl.handle.net/21.15107/rcub_veterinar_1130"
}

Ajtić, J., Stratimirović, Đ., Đurđević, V., Todorović, D.,& Nikolić, J.. (2014). Wavelet spectral analysis of teleconnection indices and activities of beryllium-7 and lead-210 in ground level air in Belgrade, Serbia. in RAD Conference Proceedings
RAD Association., 53-56.
https://hdl.handle.net/21.15107/rcub_veterinar_1130

Ajtić J, Stratimirović Đ, Đurđević V, Todorović D, Nikolić J. Wavelet spectral analysis of teleconnection indices and activities of beryllium-7 and lead-210 in ground level air in Belgrade, Serbia. in RAD Conference Proceedings. 2014;:53-56.
https://hdl.handle.net/21.15107/rcub_veterinar_1130 .

Ajtić, Jelena, Stratimirović, Đorđe, Đurđević, V., Todorović, Dragana, Nikolić, J., "Wavelet spectral analysis of teleconnection indices and activities of beryllium-7 and lead-210 in ground level air in Belgrade, Serbia" in RAD Conference Proceedings (2014):53-56,
https://hdl.handle.net/21.15107/rcub_veterinar_1130 .