Dissertations / Theses on the topic 'Estimation des valeurs initiales'
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Wang, Zhibo. "Estimations non-asymptotiques et robustes basées sur des fonctions modulatrices pour les systèmes d'ordre fractionnaire." Electronic Thesis or Diss., Bourges, INSA Centre Val de Loire, 2023. http://www.theses.fr/2023ISAB0003.
Full textThis thesis develops the modulating functions method for non-asymptotic and robust estimations for fractional-order nonlinear systems, fractional-order linear systems with accelerations as output, and fractional-order time-delay systems. The designed estimators are provided in terms of algebraic integral formulas, which ensure non-asymptotic convergence. As an essential feature of the designed estimation algorithms, noisy output measurements are only involved in integral terms, which endows the estimators with robustness against corrupting noises. First, for fractional-order nonlinear systems which are partially unknown, fractional derivative estimation of the pseudo-state is addressed via the modulating functions method. Thanks to the additive index law of fractional derivatives, the estimation is decomposed into the fractional derivatives estimation of the output and the fractional initial values estimation. Meanwhile, the unknown part is fitted via an innovative sliding window strategy. Second, for fractional-order linear systems with accelerations as output, fractional integral estimation of the acceleration is firstly considered for fractional-order mechanical vibration systems, where only noisy acceleration measurements are available. Based on the existing numerical approaches addressing the proper fractional integrals of accelerations, our attention is primarily restricted to estimating the unknown initial values using the modulating functions method. On this basis, the result is further generalized to more general fractional-order linear systems. In particular, the behaviour of fractional derivatives at zero is studied for absolutely continuous functions, which is quite different from that of integer order. Third, for fractional-order time-delay systems, pseudo-state estimation is studied by designing a fractional-order auxiliary modulating dynamical system, which provides a more general framework for generating the required modulating functions. With the introduction of the delay operator and the bicausal generalized change of coordinates, the pseudo-state estimation of the considered system can be reduced to that of the corresponding observer normal form. In contrast to the previous work, the presented scheme enables direct estimation for the pseudo-state rather than estimating the fractional derivatives of the output and a bunch of fractional initial values. In addition, the efficiency and robustness of the proposed estimators are verified by numerical simulations in this thesis. Finally, a summary of this work and an insight into future work were drawn
Toulemonde, Gwladys. "Estimation et tests en théorie des valeurs extrêmes." Phd thesis, Université Pierre et Marie Curie - Paris VI, 2008. http://tel.archives-ouvertes.fr/tel-00348589.
Full textAyvazyan, Vigen. "Etude de champs de température séparables avec une double décomposition en valeurs singulières : quelques applications à la caractérisation des propriétés thermophysiques des matérieux et au contrôle non destructif." Thesis, Bordeaux 1, 2012. http://www.theses.fr/2012BOR14671/document.
Full textInfrared thermography is a widely used method for characterization of thermophysical properties of materials. The advent of the laser diodes, which are handy, inexpensive, with a broad spectrum of characteristics, extend metrological possibilities of infrared cameras and provide a combination of new powerful tools for thermal characterization and non destructive evaluation. However, this new dynamic has also brought numerous difficulties that must be overcome, such as high volume noisy data processing and low sensitivity to estimated parameters of such data. This requires revisiting the existing methods of signal processing, adopting new sophisticated mathematical tools for data compression and processing of relevant information.New strategies consist in using orthogonal transforms of the signal as a prior data compression tools, which allow noise reduction and control over it. Correlation analysis, based on the local cerrelation study between partial derivatives of the experimental signal, completes these new strategies. A theoretical analogy in Fourier space has been performed in order to better understand the «physical» meaning of modal approaches.The response to the instantaneous point source of heat, has been revisited both numerically and experimentally. By using separable temperature fields, a new inversion technique based on a double singular value decomposition of experimental signal has been introduced. In comparison with previous methods, it takes into account two or three-dimensional heat diffusion and therefore offers a better exploitation of the spatial content of infrared images. Numerical and experimental examples have allowed us to validate in the first approach our new estimation method of longitudinal thermal diffusivities. Non destructive testing applications based on the new technique have also been introduced.An old issue, which consists in determining the initial temperature field from noisy data, has been approached in a new light. The necessity to know the thermal diffusivities of an orthotropic medium and the need to take into account often three-dimensional heat transfer, are complicated issues. The implementation of the double singular value decomposition allowed us to achieve interesting results according to its ease of use. Indeed, modal approaches are statistical methods based on high volume data processing, supposedly robust as to the measurement noise
Makhoul-Karam, Noha. "Time-slicing, rescaling and ratio-based parallel time integration." Rennes 1, 2010. http://www.theses.fr/2010REN1S156.
Full textIn this thesis, we propose a Ratio-based Parallel Time Integration (RaPTI) algorithm for solving initial value problems, in a time-parallel way. RaPTI algorithm uses a time-slicing and rescaling technique, with some resulting similarity properties, for generating a coarse grid and providing ratio-based predictions of the starting values at the onset of every time-slice. The correction procedure is performed on a fine grid and in parallel, yielding some gaps on the coarse grid. Then, the predictions are updated and the process is iterated, until all the gaps are within a given tolerance. RaPTI algorithm is applied to three problems: a membrane problem, a reaction-diffusion problem and a satellite trajectory in a J2-perturbed motion. In some rare cases of invariance, it yields a perfect parallelism. In the more general cases of similarity, it yields good speed-ups
Lekina, Alexandre. "Estimation non-paramétrique des quantiles extrêmes conditionnels." Phd thesis, Université de Grenoble, 2010. http://tel.archives-ouvertes.fr/tel-00529476.
Full textRietsch, Théo. "Théorie des valeurs extrêmes et applications en environnement." Phd thesis, Université de Strasbourg, 2013. http://tel.archives-ouvertes.fr/tel-00876217.
Full textPham, Quang Khoai. "Estimation non paramétrique adaptative dans la théorie des valeurs extrêmes : application en environnement." Thesis, Lorient, 2015. http://www.theses.fr/2015LORIS361/document.
Full textThe objective of this PhD thesis is to develop statistical methods based on the theory of extreme values to estimate the probabilities of rare events and conditional extreme quantiles. We consider independent random variables $X_{t_1},…,X_{t_n}$ associated to a sequence of times $0 ≤t_1 <… < t_n ≤ T_{\max}$ where $X_{t_i}$ has distribution function $F_{t_i}$ and $F_t$ is the conditional distribution of $X$ given $T = t \in [0,T_{\max}]$. For each $ t \in [0, T {\max}]$, we propose a nonparametric adaptive estimator for extreme quantiles of $F_t$. The idea of our approach is to adjust the tail of the distribution function $F_t$ with a Pareto distribution of parameter $\theta {t,\tau}$ starting from a threshold $\tau$. The parameter $\theta {t,\tau}$ is estimated using a nonparametric kernel estimator of bandwidth $h$ based on the observations larger than $\tau$. We propose a sequence testing based procedure for the choice of the threshold $\tau$ and we determine the bandwidth $h$ by two methods: cross validation and an adaptive procedure. Under some regularity assumptions, we prove that the adaptive estimator of $\theta {t, \tau}$ is consistent and we determine its rate of convergence. We also propose a method to choose simultaneously the threshold $\tau$ and the bandwidth $h$. Finally, we study the proposed procedures by simulation and on real data set to contribute to the survey of aquatic systems
Kachour, Maher. "Une nouvelle classe de modèles autorégressifs à valeurs entières." Rennes 1, 2009. https://tel.archives-ouvertes.fr/tel-00442146.
Full textIn many practical situations we deal with integer-valued time series. The analysis of such a time series present some difficulties, namely where the analysis is based on some stochastic models. These models must reflect the integer peculiarity of the observed series. Many attempts have been made to define some models which can be used to describe integer-valued time series. Most of the proposed models are based on the thinning operator and they have the same properties as the real-valued models well-known in the literature. The aim of this thesis is to study the integer-valued autoregressive models. We introduce a new class of models based on the rounding operator. Compared to the existent models, the new class has several advantages : simple innovation structure, autoregressive coefficients with arbitrary signs, possible negative values for time series and for the autocorrelation function. We study the stationarity of the models and the strong consistency of the least squares estimator proposed to estimate the parameters. We analyze some well-known time series with the introduced models
Côte, Raphaël. "Construction et propriétés de solutions pour des équations dispersives focalisantes." Cergy-Pontoise, 2006. http://www.theses.fr/2006CERG0298.
Full textIn this work we study sorne properties of solutions to dispersive focalizing partial differential equations. We study two types of equations. In chapters 2 to 4, we study the generalized Korteweg-de Vries equations (gKdV). Given a solution to the linear Korteweg-de Vries equation, we construct a solution to (gKdV) which behaves like this for large times. Given N solitons solutions (stationnary wave solutions to (gKdV)), we construct in the L2-critieal and sub-critieal cases, a solution to (gKdV) which behaves like the sum of these solitons and of the linear solution. In chapter 5, we are interested in the wave map system in critical dimension (1+2) : this is a simple model for the wave equation in a geometrieal background. We prove that harmonie functions (stationnary wave maps) are instable in the energy space, in a strong sense, for this system
Albert, Clément. "Estimation des limites d'extrapolation par les lois de valeurs extrêmes. Application à des données environnementales." Thesis, Université Grenoble Alpes (ComUE), 2018. http://www.theses.fr/2018GREAM079/document.
Full textThis thesis takes place in the extreme value statistics framework. It provides three main contributions to this area. The extreme quantile estimation is a two step approach. First, it consists in proposing an extreme value based quantile approximation. Then, estimators of the unknown quantities are plugged in the previous approximation leading to an extreme quantile estimator.The first contribution of this thesis is the study of this previous approximation error. These investigations are carried out using two different kind of estimators, both based on the well-known Generalized Pareto approximation: the Exponential Tail estimator dedicated to the Gumbel maximum domain of attraction and the Weissman estimator dedicated to the Fréchet one.It is shown that the extrapolation error can be interpreted as the remainder of a first order Taylor expansion. Necessary and sufficient conditions are then provided such that this error tends to zero as the sample size increases. Interestingly, in case of the so-called Exponential Tail estimator, these conditions lead to a subdivision of Gumbel maximum domain of attraction into three subsets. In constrast, the extrapolation error associated with Weissmanestimator has a common behavior over the whole Fréchet maximum domain of attraction. First order equivalents of the extrapolation error are thenderived and their accuracy is illustrated numerically.The second contribution is the proposition of a new extreme quantile estimator.The problem is addressed in the framework of the so-called ``log-Generalized Weibull tail limit'', where the logarithm of the inverse cumulative hazard rate function is supposed to be of extended regular variation. Based on this model, a new estimator of extreme quantiles is proposed. Its asymptotic normality is established and its behavior in practice is illustrated on both real and simulated data.The third contribution of this thesis is the proposition of new mathematical tools allowing the quantification of extrapolation limits associated with a real dataset. To this end, we propose estimators of extrapolation errors associated with the Exponentail Tail and the Weissman approximations. We then study on simulated data how these two estimators perform. We finally use these estimators on real datasets to show that, depending on the climatic phenomena,the extrapolation limits can be more or less stringent
Pan, Cihui. "Diffraction électromagnétique par des réseaux et des surfaces rugueuses aléatoires : mise en œuvre deméthodes hautement efficaces pour la résolution de systèmes aux valeurs propres et de problèmesaux conditions initiales." Thesis, Université Paris-Saclay (ComUE), 2015. http://www.theses.fr/2015SACLV020/document.
Full textWe study the electromagnetic diffraction by gratings and random rough surfaces. The C-method is an exact method developed for this aim. It is based on Maxwell’s equations under covariant form written in a nonorthogonal coordinate system. The C-method leads to an eigenvalue problem, the solution of which gives the diffracted field.We focus on the numerical aspect of the C-method, trying to develop an efficient application of this exact method. For gratings, we have developed a new version of C-method which leads to a differential system with initial conditions. This new version of C-method can be used to study multilayer gratings with homogeneous medium.We implemented high performance algorithms to the original versions of C-method. Especially, we have developed a specifically designed parallel QR algorithm for the C- method and spectral projection method to solve the eigenvalue problem more efficiently. Experiments have shown that the computation time can be reduced significantly
TORKI, MOUNIR. "Valeurs propres de matrices symetriques : analyses de la sensibilite d'ordre superieur et formulations variationnelles pour leur estimation." Toulouse 3, 1999. http://www.theses.fr/1999TOU30175.
Full textMazo, Gildas. "Construction et estimation de copules en grande dimension." Thesis, Grenoble, 2014. http://www.theses.fr/2014GRENM058/document.
Full textIn the last decades, copulas have been more and more used in statistical modeling. Their popularity owes much to the fact that they allow to separate the analysis of the margins from the analysis of the dependence structure induced by the underlying distribution. This renders easier the modeling of non Gaussian distributions, and, in particular, it allows to take into account non linear dependencies between random variables. Finance and hydrology are two examples of scientific fields where the use of copulas is nowadays standard. However, while many bivariate families exist in the literature, multivariate/high dimensional copulas are much more difficult to construct. This thesis presents three contributions to copula modeling and inference, with an emphasis on high dimensional problems. The first model writes as a product of bivariate copulas and is underlain by a tree structure where each edge represents a bivariate copula. Hence, we are able to model different pairs with different dependence properties. The second one is a factor model built on a nonparametric class of bivariate copulas. It exhibits a good balance between tractability and flexibility. This thesis also deals with the parametric inference of copula models in general. Indeed, the asymptotic properties of a weighted least-squares estimator based on dependence coefficients are established. The models and methods have been applied to hydrological data (flow rates and rain falls)
Collet, Jérôme. "Les Processus Longue Mémoire : Prévisions, Estimations et Valeurs Extrêmes." Reims, 2003. http://www.theses.fr/2003REIMS010.
Full textThis thesis deals with the long memory (LM hereafter) processes. After recalling the concept of LM, we present, in Chapter 1, the LM Gegenbauer process. Some properties of these processes and standard results on forecasting and estimation are recalled. In Chapter 2, we examine the non Gaussian LM processes. A method of construction of these processes is presented and used to make estimations and forecasting of time series. In Chapter 3, we investigate different problems encountered in modelling time series with Gegenbauer processes, such as under-fitting. In Chapter 4, we study the extreme behaviour of processes using the methods developed in Chapter 2. After recalling some properties of extreme behaviour of independent and stationary processes,we give some properties of the extremal index for these series
Debbabi, Nehla. "Approche algébrique et théorie des valeurs extrêmes pour la détection de ruptures : Application aux signaux biomédicaux." Thesis, Reims, 2015. http://www.theses.fr/2015REIMS025/document.
Full textThis work develops non supervised techniques for on-line detection and location of change-points in noisy recorded signals. These techniques are based on the combination of an algebraic approach with the Extreme Value Theory (EVT). The algebraic approach offers an easy identification of the change-points. It characterizes them in terms of delayed Dirac distributions and their derivatives which are easily handled via operational calculus. This algebraic characterization, giving rise to an explicit expression of the change-points locations, is completed with a probabilistic interpretation in terms of extremes: a change point is seen as a rare and extreme event. Based on EVT, these events are modeled by a Generalized Pareto Distribution.Several hybrid multi-components models are proposed in this work, modeling at the same time the mean behavior (noise) and the extremes ones (change-points) of the signal after an algebraic processing. Non supervised algorithms are proposed to evaluate these hybrid models, avoiding the problems encountered with classical estimation methods which are graphical ad hoc ones. The change-points detection algorithms developed in this thesis are validated on generated data and then applied on real data, stemming from different phenomenons, where change-points represent the information to be extracted
Schorgen, Antoine. "Valeurs extrêmes : covariables et cadre bivarié." Phd thesis, Université de Strasbourg, 2012. http://tel.archives-ouvertes.fr/tel-00814559.
Full textDusson, Geneviève. "Estimation d'erreur pour des problèmes aux valeurs propres linéaires et non-linéaires issus du calcul de structure électronique." Thesis, Paris 6, 2017. http://www.theses.fr/2017PA066238/document.
Full textThe objective of this thesis is to provide error bounds for linear and nonlinear eigenvalue problems arising from electronic structure calculation. We focus on ground-state calculations based on Density Functional Theory, including Kohn-Sham models. Our bounds mostly rely on a posteriori error analysis. More precisely, we start by studying a phenomenon of discretization error cancellation for a simple linear eigenvalue problem, for which analytical solutions are available. The mathematical study is based on an a priori analysis for the energy error. Then, we present an a posteriori analysis for the Laplace eigenvalue problem discretized with finite elements. For simple eigenvalues of the Laplace operator and their corresponding eigenvectors , we provide guaranteed, fully computable and efficient error bounds. Thereafter, we focus on nonlinear eigenvalue problems. First, we provide an a posteriori analysis for the Gross-Pitaevskii equation. The error bounds are valid under assumptions that can be numerically checked, and can be separated in two components coming respectively from the discretization and the iterative algorithm used to solve the nonlinear eigenvalue problem. Balancing these error components allows to optimize the computational resources. Second, we present a post-processing method for the Kohn-Sham problem, which improves the accuracy of planewave computations of ground state orbitals at a low computational cost. The post-processed solutions can be used either as a more precise solution of the problem, or used for computing an estimation of the discretization error. This estimation is not guaranteed, but in practice close to the real error
Usseglio-Carleve, Antoine. "Estimation de mesures de risque pour des distributions elliptiques conditionnées." Thesis, Lyon, 2018. http://www.theses.fr/2018LYSE1094/document.
Full textThis PhD thesis focuses on the estimation of some risk measures for a real random variable Y with a covariate vector X. For that purpose, we will consider that the random vector (X,Y) is elliptically distributed. In a first time, we will deal with the quantiles of Y given X=x. We thus firstly investigate a quantile regression model, widespread in the litterature, for which we get theoretical results that we discuss. Indeed, such a model has some limitations, especially when the quantile level is said extreme. Therefore, we propose another more adapted approach. Asymptotic results are given, illustrated by a simulation study and a real data example.In a second chapter, we focus on another risk measure called expectile. The structure of the chapter is essentially the same as that of the previous one. Indeed, we first use a regression model that is not adapted to extreme expectiles, for which a methodological and statistical approach is proposed. Furthermore, highlighting the link between extreme quantiles and expectiles, we realize that other extreme risk measures are closely related to extreme quantiles. We will focus on two families called Lp-quantiles and Haezendonck-Goovaerts risk measures, for which we propose extreme estimators. A simulation study is also provided. Finally, the last chapter is devoted to the case where the size of the covariate vector X is tall. By noticing that our previous estimators perform poorly in this case, we rely on some high dimensional estimation methods to propose other estimators. A simulation study gives a visual overview of their performances
De, Moliner Anne. "Estimation robuste de courbes de consommmation électrique moyennes par sondage pour de petits domaines en présence de valeurs manquantes." Thesis, Bourgogne Franche-Comté, 2017. http://www.theses.fr/2017UBFCK021/document.
Full textIn this thesis, we address the problem of robust estimation of mean or total electricity consumption curves by sampling in a finite population for the entire population and for small areas. We are also interested in estimating mean curves by sampling in presence of partially missing trajectories.Indeed, many studies carried out in the French electricity company EDF, for marketing or power grid management purposes, are based on the analysis of mean or total electricity consumption curves at a fine time scale, for different groups of clients sharing some common characteristics.Because of privacy issues and financial costs, it is not possible to measure the electricity consumption curve of each customer so these mean curves are estimated using samples. In this thesis, we extend the work of Lardin (2012) on mean curve estimation by sampling by focusing on specific aspects of this problem such as robustness to influential units, small area estimation and estimation in presence of partially or totally unobserved curves.In order to build robust estimators of mean curves we adapt the unified approach to robust estimation in finite population proposed by Beaumont et al (2013) to the context of functional data. To that purpose we propose three approaches : application of the usual method for real variables on discretised curves, projection on Functional Spherical Principal Components or on a Wavelets basis and thirdly functional truncation of conditional biases based on the notion of depth.These methods are tested and compared to each other on real datasets and Mean Squared Error estimators are also proposed.Secondly we address the problem of small area estimation for functional means or totals. We introduce three methods: unit level linear mixed model applied on the scores of functional principal components analysis or on wavelets coefficients, functional regression and aggregation of individual curves predictions by functional regression trees or functional random forests. Robust versions of these estimators are then proposed by following the approach to robust estimation based on conditional biais presented before.Finally, we suggest four estimators of mean curves by sampling in presence of partially or totally unobserved trajectories. The first estimator is a reweighting estimator where the weights are determined using a temporal non parametric kernel smoothing adapted to the context of finite population and missing data and the other ones rely on imputation of missing data. Missing parts of the curves are determined either by using the smoothing estimator presented before, or by nearest neighbours imputation adapted to functional data or by a variant of linear interpolation which takes into account the mean trajectory of the entire sample. Variance approximations are proposed for each method and all the estimators are compared to each other on real datasets for various missing data scenarios
Bouquiaux, Christel. "Semiparametric estimation for extreme values." Doctoral thesis, Universite Libre de Bruxelles, 2005. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210910.
Full textDoctorat en sciences, Orientation statistique
info:eu-repo/semantics/nonPublished
Ayari, Samia. "Nonparametric estimation of the dependence function for multivariate extreme value distributions." Thesis, Aix-Marseille, 2016. http://www.theses.fr/2016AIXM4078.
Full textIn this thesis, we investigate the nonparametric estimation of the dependence function for multivariate extreme value distributions. Firstly, we assume independent and identically distributed random variables (i.i.d). Several nonparametric estimators are compared for a trivariate dependence function of logistic type in two different cases. In a first analysis, we suppose that marginal functions are generalized extreme value distributions. In a second investigation, we substitute the marginal function by the empirical distribution function. Monte Carlo simulations show that the Gudendorf-Segers (Gudendorf and Segers, 2011) estimator outperforms the other estimators for different sample sizes. Secondly, we drop the i.i.d assumption as it’s not verified in time series analysis. Considering the univariate framework, we examine the extremal behavior of a stationary Gaussian autoregressive process. In the multivariate setting, we prove the asymptotic consistency of the Pickands dependence function estimator. This theoretical finding is confirmed by empirical investigations in the asymptotic independence case as well as the asymptotic dependence case. Finally, the Gudendorf-Segers estimator is used to model the dependence structure of extreme ozone concentrations in locations that record several exceedances for both guideline and limit values of the Tunisian air quality standard NT.106.04
Dernis, Mathieu. "Modélisation et estimation des valeurs apportées au pays hôte pour aider à la décision dans l’élaboration des stratégies In-Country-Value." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLC030/document.
Full textOur research focus on the problem of choosing among value-creation strategies in the context of Oil and Gas development project. The objective is to offer tools to a decision maker to improve his understanding of the problem and to aid to decision. The thesis is structured around a decision-making process adapted to the Oil and Gas context and three research questions: 1. How to model the sustainable values brought by complex projects in a hostcountry? 2. How to furnish to a company a method to estimate local values brought, taking into account indirect and induced effects? 3. How to aid to select among strategies that impact multiple systems? To answer, we took into account the specificities of local content in the Oil and Gas. We brought metholodologies from industrial engineering and multicriteria decision aid. We propose a modeling of the value-added brought to a host country. This allows us to introduce an estimation methodology for the impacts of a strategy. Finally, we suggest a procedure for making recommendations to a decision maker
Ribatet, Mathieu. "Consolidation de l'information hydrologique disponible localement et régionalement pour l'estimation probabiliste du régime des crues." Phd thesis, Grenoble INPG, 2007. http://tel.archives-ouvertes.fr/tel-00232772.
Full textAubert, Yoann. "Estimation des valeurs extrêmes de débit par la méthode Shyreg : réflexions sur l'équifinalité dans la modélisation de la transformation pluie en débit." Paris 6, 2012. http://www.theses.fr/2012PA066002.
Full textSince 1995, French law has been requesting municipalities to achieve flood prevention plans thanks to flood frequency analysis (FFA). For hydraulic works (like bridges or dams spillways), the French legislation requires the building companies to design their infrastructure by taking into account the vulnerability of the surrounding and downstream areas for different return periods. The Cemagref, now IRSTEA – French National Research Institute of Science and Technology for Environment and Agriculture – has developed an original flood prediction method based upon simulation. It implements: - a hourly rainfall generator which consists of a stochastic rainfall model (based upon the geometric description of temporal rainfall signals), - a lumped conceptual rainfall-runoff model. The parameters of the rainfall generator and the rainfall runoff model are regionalized at the spatial resolution of 1 km2 thus allowing the implementation of both models in each 1 km2 pixel in the regionalized version, called Shyreg. Frequency distributions are then derived in each pixel from the simulated events. The results can be shown as maps of statistical estimates of rainfall and flood discharge of various duration (up to 72 hours) and return periods (from 2 to 1000 years). In order to estimate the flood discharge quantiles at the outlet of catchment, we need to aggregate this distributed statistical hydrological data thanks to a Discharge Areal Reduction Factor (DARF) function. This aggregation combines two distinct hydrological phenomena: the areal reduction of rainfall and the discharge attenuation in the channel network. The aim of this PhD thesis was to test different hypothesis on the hydrological model and to make improvement in the rainfall-runoff modelling. Two questions are discussed: - what is the geographical validity domain of the method? - what is the validity of the method in flood frequency extrapolation? Several assumptions used in the method have interaction with each other, making their study difficult. So, we have dispatched the hypotheses on the parameters in function of their link to the catchment: independent or dependant of catchment. The independent parameters mean we don’t need to calibrate the method on each catchment. The dependent parameters mean we must determine their values on each catchment. Our work has enabled to improve the method on the following points: - the first improvement was to assess the DARF function for all sizes of French watersheds. We have calibrated this function with sizes of catchment ranging from 2 km² to 110 000 km². - the second improvement consisted of taking account the base flow in the hydrological modelling. - our third improvement goal was to study and reduce the problem of equifinality, i. E. To determine the parameters able to modelise the catchments behaviours for current events as well as for extreme ones. As no observation data are available for such low frequency events, we used two validation criteria. The first criterion is based on statistical tests (reliability and robustness) and the second criterion is based on the model saturation for extreme events. We have used in the thesis, two set of data. The first set is a large sample of catchments evenly located over the French metropolitan territory, with sizes ranging from 2 km² and 110 000 km². The second set of data consists of discharge quantiles (from current to extreme frequency) derived from the application of other methods (QdF, Gradex), which we have compared with the Shyreg discharge quantiles
Dede, Sophie. "Théorèmes limites fonctionnels et estimation de la densité spectrale pour des suites stationnaires." Phd thesis, Université Pierre et Marie Curie - Paris VI, 2009. http://tel.archives-ouvertes.fr/tel-00440850.
Full textWintenberger, Olivier. "Contributions à la statistique des processus : estimation, prédiction et extrêmes." Habilitation à diriger des recherches, Université Paris Dauphine - Paris IX, 2012. http://tel.archives-ouvertes.fr/tel-00757756.
Full textHoayek, Anis. "Estimation des paramètres pour des modèles adaptés aux séries de records." Thesis, Montpellier, 2016. http://www.theses.fr/2016MONTT336/document.
Full textIn a time series, an observation is called a record at time «t» if its value is greater than all previous values. As «t» increases, consider the sequence of records and the sequence of indices of occurrence of the records.The stochastic properties of sequences of record values have been much studied in the case where the observations are independent and identically distributed (iid) random variables. It turns out that many of these properties are universal, i.e. they hold for any cumulative distribution function for the underlying observations. In particular, records have a tendency to become further separated in time as «t» increases. However, this is not what is observed in many real data sets. This has lead to the development of more comprehensive models to provide better prediction.One of the simplest and popular model for a series of records extracted from independent but not identically distributed observations is the linear drift model (LDM). This model has been studied by many authors and found to be in agreement with some data sets where the iid assumption does not hold. However, for its uses in practical situations, the LDM requires the specification of the drift parameter of the model and this brings the problem into the realm of statistics.There are similarities between records and censored data in e.g. survival analysis. In particular, all observations that fall between two consecutive records and beyond the last record, can be seen as censored, by the last observed record. To highlight these similarities, consider the sequence of record indicators which are 1 if the observation is a record and 0 otherwise.Another popular model is the Yang-Nevzorov model. This model is interesting because it has the structure of a proportional hazard model, which have been shown to provide good fit to many data sets in survival analysis. However, to the best of our knowledge, statistical inference for the Yang- Nevzorov model has been little developed.The goal of this work is to introduce some estimators of the parameters in LDM and Yang’s model respectively and derive their statistical properties. It is shown that the censoring mechanism is informative for certain parameters. This justifies investigating the usefulness of estimators that can be extracted from record indicators. We give some exact and asymptotic properties of these estimators. It turns out that in a Yang’s model, the behavior of these estimators is distribution-free, i.e. does not involve the underlying CDF. Note that our estimators can be used even when the exact value of the records are themselves unavailable or of poor quality and only the indicators of their occurrence are available or trustworthy. Also, it is shown that distribution-free goodness-of-fit tests for Yang’s model can be derived from these indicators. These tests even have some diagnostic capabilities that can help in suggesting corrections to the model.Still in the context of a Yang’s model, we study the stochastic behavior of the inter-record time and give its asymptotic distribution regardless of the choice of the underlying distribution. In addition, we apply our theoretical results to a previously analyzed data set.Finally, we turn to the use of all available data (record values and indices/indicators) in order to calculate, by several methods, estimators of parameters in LDM and Yang-Nevzorov’s model. In addition, we introduce statistical tests that help us to check the conformity of the choice of the underlying distribution and to choose between LDM and Yang
Ribereau, Pierre. "Quelques contributions à la statistique théorique et appliquée." Paris 6, 2005. http://www.theses.fr/2005PA066164.
Full textLe, Bihan Nicolas. "Contributions au traitement des signaux à valeurs sur des structures algébriques non-commutatives." Habilitation à diriger des recherches, Université de Grenoble, 2011. http://tel.archives-ouvertes.fr/tel-00606665.
Full textBlandin, Vassili. "Estimation de paramètres pour des processus autorégressifs à bifurcation." Phd thesis, Université Sciences et Technologies - Bordeaux I, 2013. http://tel.archives-ouvertes.fr/tel-00842856.
Full textFarhat, Ahmad. "Détection, localisation et estimation de défauts : application véhicule." Thesis, Université Grenoble Alpes (ComUE), 2016. http://www.theses.fr/2016GREAT056/document.
Full textModern vehicles are increasingly equipped with new mechanisms to improve safety, comfort and ecological impact. These active systems employ sensors, actuators and automatic control systems. However, in case of failure of one these components, the consequences for the vehicle and the passengers safety could be dramatic. In order to ensure a higher level of reliability within on board diagnosis, new methodologies for sensor or actuator fault detection, location and estimation are proposed. These model based approaches are extended for robust synthesis for switched uncertain systems. In addition, a method for detecting critical stability situation is presented. The validation of the different methods is illustrated with simulations using CarSim, and application on real vehicle data within the INOVE project
Godin, Alexandre. "Estimation sur des bases orthogonales des propriétés thermiques de matériaux hétérogènes à propriétés constantes par morceaux." Phd thesis, Université Sciences et Technologies - Bordeaux I, 2013. http://tel.archives-ouvertes.fr/tel-00821884.
Full textLiu, Shuyan. "Lois stables et processus ponctuels : liens et estimation des paramètres." Phd thesis, Université des Sciences et Technologie de Lille - Lille I, 2009. http://tel.archives-ouvertes.fr/tel-00463817.
Full textJbilou, Asma. "Équations hessiennes complexes sur des variétés kählériennes compactes." Nice, 2010. http://www.theses.fr/2010NICE4006.
Full textOn a compact connected 2m-dimensional Kähler manifold with Kähler form !, given a volume form 2 [!]m and an integer 1 < k < m, we want to solve uniquely in [!] the equation ˜!k ^!m−k = , relying on the notion of k-positivity for ˜! 2 [!] (the extreme cases are solved : k = m by Yau, k = 1 trivially). We solve by the continuity method the corresponding complex elliptic k-th Hessian equation under the assumption that the holomorphicbisectionalcurvatureofthemanifoldisnon-negative,requiredhereonlyto deriveanapriorieigenvaluespinching
Kouzayha, Salam. "Estimations géométriques de fonctionnelles spectrales pour le laplacien avec condition de Robin au bord." Electronic Thesis or Diss., Tours, 2019. http://www.theses.fr/2019TOUR4004.
Full textThe aim of my thesis is to give some estimations for the eigenvalues of the Laplacian with Robin boundary conditions the principal results are divided in two categories. The first result is based on an algebric method and give an estimation of the eigenvalues in euclidean spaces and homogeneous manifolds. The second result is an estimation of the egenvalues in terms of the Ricci curvature of the manifold
Garrido, Myriam. "Modélisation des évènements rares et estimation des quantiles extrêmes , méthodes de sélection de modèles pour les queues de distribution." Phd thesis, Université Joseph Fourier (Grenoble), 2002. http://tel.archives-ouvertes.fr/tel-00004666.
Full textMarushkevych, Dmytro. "Asymptotic study of covariance operator of fractional processes : analytic approach with applications." Thesis, Le Mans, 2019. http://www.theses.fr/2019LEMA1010/document.
Full textEigenproblems frequently arise in theory and applications of stochastic processes, but only a few have explicit solutions. Those which do are usually solved by reduction to the generalized Sturm-Liouville theory for differential operators.The more general eigenproblems are not solvable in closed form and the subject of this thesis is the asymptotic spectral analysis of the fractional Gaussian processes and its applications.In the first part, we develop methodology for the spectral analysis of the fractional type covariance operators, corresponding to an important family of processes that includes the fractional Ornstein-Uhlenbeck process, the integrated fractional Brownian motion and the mixed fractional Brownian motion. We obtain accurate second order asymptotic approximations for both the eigenvalues and the eigenfunctions. In Chapter 2 we consider the covariance eigenproblem for Gaussian bridges. We show how the spectral asymptotics of a bridge can bederived from that of its base process, considering, as an example, the case of the fractional Brownian bridge. In the final part we consider three representative applications of the developed theory: filtering problem of fractional Gaussian signals in white noise, large deviation properties of the maximum likelihood drift parameter estimator for the Ornstein-Uhlenbeck process driven by mixed fractional Brownian motion and small ball probabilities for the fractional Gaussian processes
Fries, Sébastien. "Anticipative alpha-stable linear processes for time series analysis : conditional dynamics and estimation." Thesis, Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLG005/document.
Full textIn the framework of linear time series analysis, we study a class of so-called anticipative strictly stationary processes potentially depending on all the terms of an independent and identically distributed alpha-stable errors sequence.Focusing first on autoregressive (AR) processes, it is shown that higher order conditional moments than marginal ones exist provided the characteristic polynomials admits at least one root inside the unit circle. The forms of the first and second order moments are obtained in special cases.The least squares method is shown to provide a consistent estimator of an all-pass causal representation of the process, the validity of which can be tested by a portmanteau-type test. A method based on extreme residuals clustering is proposed to determine the original AR representation.The anticipative stable AR(1) is studied in details in the framework of bivariate alpha-stable random vectors and the functional forms of its first four conditional moments are obtained under any admissible parameterisation.It is shown that during extreme events, these moments become equivalent to those of a two-point distribution charging two polarly-opposite future paths: exponential growth or collapse.Parallel results are obtained for the continuous time counterpart of the AR(1), the anticipative stable Ornstein-Uhlenbeck process.For infinite alpha-stable moving averages, the conditional distribution of future paths given the observed past trajectory during extreme events is derived on the basis of a new representation of stable random vectors on unit cylinders relative to semi-norms.Contrary to the case of norms, such representation yield a multivariate regularly varying tails property appropriate for prediction purposes, but not all stable vectors admit such a representation.A characterisation is provided and it is shown that finite length paths of a stable moving average admit such representation provided the process is "anticipative enough".Processes resulting from the linear combination of stable moving averages are encompassed, and the conditional distribution has a natural interpretation in terms of pattern identification
Dejean-Viellard, Catherine. "Etude des techniques de régularisation en radiothérapie conformationnelle avec modulation d'intensité et évaluation quantitative des distributions de dose optimales." Toulouse 3, 2003. http://www.theses.fr/2003TOU30195.
Full textRoizman, Violeta. "Flexible clustering algorithms for heterogeneous datasets." Electronic Thesis or Diss., université Paris-Saclay, 2021. http://www.theses.fr/2021UPASG002.
Full textThe goal of the clustering task is to find groups of elements that are homogeneous with respect to a chosen distance. Given its unsupervised nature, clustering can be applied to any kind of data and there is no need to proceed to the costly labelling process. One of the most popular clustering algorithms is the one built on the Gaussian Mixture Model (GMM). This algorithm is very intuitive and works well when the clusters have an elliptical shape.Regardless of its popularity, the GMM model has a poor performance when the data points do not fulfil a basic assumption: Gaussian distributed clusters. The model performance can be strongly degraded by the non-robustness of the classical estimators implicated in the model fitting when the data contains outliers or noise.In this thesis, we give an alternative approach to the robustification of the GMM-EM method. We adopt a model based on Elliptical Symmetric distributions that manages to describe a more general range of distributions. Besides, we introduce extra parameters that increase the flexibility of our model and lead to generalizations of classical robust estimators. In order to support the robust claims about our algorithm, we provide theoretical and practical analyses that help to understand the general character of the proposal.Afterwards, we tackle the outlier rejection task. We consider a robust version of the Mahalanobis distance and study its distribution. Knowing the distribution helps us setting a rejection threshold.Finally, we address two applications related to radar images through a clustering perspective. First, we consider the image segmentation task. In the end, we apply our flexible algorithm to solve the change detection problem for image time series
Appert, Damien. "Conception et évaluation de techniques d'interaction non visuelle optimisées pour de la transmission d'information." Thesis, Toulouse 3, 2016. http://www.theses.fr/2016TOU30095/document.
Full textIn situations where the visual perception is strongly constraint or deficient, it is necessary to make perceptible the information with a "not visual form" while taking into account human sensory and mnesic capacities. For example, a blind person wishing to acquaint an itinerary must read it under a non visual form and memorize it. However, besides the material aspect, the implementation of alternatives (non-visual) still faces to the cognitive abilities of the user (comprehension, memorization, integration of various information, etc.). The purpose of this thesis is to contribute to the design of interaction techniques allowing to optimize the transmission not visual of the information. For these purposes, I explored the feature of multimodality as a means of optimization, allowing of exceeding the memorization limits. I focused on the study of interaction techniques based on auditory and tactile modalities and by minimizing the use of the speech, in order to develop techniques for different environments (flexibility), optimize the use of perceptual channels (operating the properties of sound in audio messages to transmit more information, for example), avoid limiting my techniques by the language barrier or understanding and finally, to explore alternatives to the synthesised voice alone. The works of my thesis led to the design, to the implementation and to the evaluation of interaction techniques "non-visual" and "multiform", in answer to different contexts, whom in particular those of the information transmission of type , (pair of coordinates) and (sequence of couples direction-distance). To achieve design my interactions, I have made a review of literature in order to extract the main factors of design of interaction techniques dedicated to the transmission not visual of the information. Then, I have organized these factors in an analytical framework on which I have relied to design each of my techniques. Three separate experiments were led to evaluate the influence of design factors on the effectiveness of interactions and satisfaction towards users of technology. I can give some of them, the involvement of users (active or passive), the presence of explicit help, the transmission of several information in parallel, the main modality used and the type of coding in which is encoded the information
Passemier, Damien. "Inférence statistique dans un modèle à variances isolées de grande dimension." Phd thesis, Université Rennes 1, 2012. http://tel.archives-ouvertes.fr/tel-00780492.
Full textOuld, Aboubecrine Mohamed Mahmoud. "Sur l'estimation basée sur les records et la caractérisation des populations." Le Havre, 2011. http://www.theses.fr/2011LEHA0004.
Full textIn the first part of this work, we consider a number of k-record values from independent and identically distributed random variables with a continuous distribution function F, ou aim is to predict future k-record values under suitable assumptions on the tail of F. In the second part, we consider finite populations and investigate their characterization by regressions of order statistics under sampling without replacement. We also give some asymptotic results when the size of the population goes to infinity
Mahamat, Hisseine Saad. "Estimation de la volatilité des données financières à haute fréquence : une approche par le Modèle Score-GARCH." Thesis, Montpellier, 2017. http://www.theses.fr/2017MONTD023/document.
Full textThe main objective of this thesis is to estimate the volatility of high-frequency financial data by the Score-GARCH model in the context of the recent financial crisis (2007-2008). The actual contribution of our thesis covers three major axes. First, we have highlighted the stylized facts observed empirically in high-frequency financial data, in the case of four CAC40 financial assets. This study allowed us to analyze the dynamics and asymmetry of the returns of high-frequency financial assets. Second, given the stylized facts in relation to the behavior of volatility, we have modeled the volatility of high-frequency financial assets by the Score-GARCH model, and compared it with the classic asymmetric GARCH models (reference models ). The third axis proposes intraday market risk measures (VaR) in the particular context of high frequency data regularly spaced over time (every five minutes)
Chautru, Emilie. "Statistiques multivariées pour l'analyse du risque alimentaire." Thesis, Paris, ENST, 2013. http://www.theses.fr/2013ENST0045/document.
Full textAt a crossroads of economical, sociological, cultural and sanitary issues, dietary analysis is of major importance for public health institutes. When international trade facilitates the transportation of foodstuffs produced in very different environmental conditions, when conspicuous consumption encourages profitable strategies (GMO, pesticides, etc.), it is necessary to quantify the sanitary risks engendered by such economic behaviors. We are interested in the evaluation of chronic types of exposure (at a yearly scale) to food contaminants, the long-term toxicity of which is already well documented. Because dietary risk and benefit is not limited to the abuse or the avoidance of toxic substances, nutritional intakes are also considered. Our work is thus organized along three main lines of research. We first consider the statistical analysis of very high long-term types of exposure to one or more chemical elements present in the food, adopting approaches in keeping with extreme value theory. Then, we adapt classical techniques borrowed from the statistical learning field concerning minimum volume set estimation in order to identify dietary habits that realize a compromise between toxicological risk and nutritional benefit. Finally, we study the asymptotic properties of a number of statistics that can assess the characteristics of the distribution of individual exposure, which take into account the possible survey scheme from which the data originate
Akkari, Nissrine. "Etude mathématique de la sensibilité POD (Proper orthogonal decomposition)." Phd thesis, Université de La Rochelle, 2012. http://tel.archives-ouvertes.fr/tel-01066073.
Full textPicard, Christophe. "ÉTUDE EXPÉRIMENTALE DE L'IDENTIFICATION DES SOURCES ACOUSTIQUES DANS LES JETS PAR L'ANALYSE DE LA FLUCTUATION DE PRESSION EN CHAMP PROCHE." Phd thesis, Université de Poitiers, 2001. http://tel.archives-ouvertes.fr/tel-00133829.
Full textCharron, Jacques-Olivier. "La relation entre estimation de la valeur fondamentale des sociétés cotées et évolution de leur cours : une contribution basée sur des études de cas." Phd thesis, Conservatoire national des arts et metiers - CNAM, 2010. http://tel.archives-ouvertes.fr/tel-00646347.
Full textJaunet, Vincent. "Etude d'un jet rectangulaire supersonique à nombre de Mach 1.45 vectorisé par actionneur fluidique." Phd thesis, Université de Poitiers, 2010. http://tel.archives-ouvertes.fr/tel-00569333.
Full textJbilou, Asma. "Equations hessiennes complexes sur des variétés kählériennes compactes." Phd thesis, Université de Nice Sophia-Antipolis, 2010. http://tel.archives-ouvertes.fr/tel-00463111.
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