Dissertations / Theses on the topic 'Higher-order term'

Different versions of complex, simple, and running tests of immediate memory span were compared in their ability to predict fluid intelligence (gF). Conditions across memory tasks differed in terms of whether or not a secondary cognitive task was interleaved between to-be-remembered items (complex versus other span tasks), whether or not more items were presented than were ultimately to-be-remembered (running versus other span tasks), and whether presentation rate was relatively fast or slow (running and simple span tasks). Regressions indicated that up to 42.6% of variance in general fluid gF was explained by the memory span measures entered in different combinations. Across comparisons, shared relationships among span tasks accounted for a plurality of total variance in gF. Results indicate that in spite of procedural differences and resulting intra-individual variance in memory performance, the present memory tasks captured largely the same inter-individual variance in working memory capacity, insofar as this is important for higher-order cognition.

La rationalité parfaite des investisseurs, base de l'hypothèse d'efficience desmarchés, est de plus en plus discutée. Ceci a conduit au développement de la financecomportementale. Le sentiment de marché, qui en est issu, est l'objet de cette étude.Après l'avoir mis en relation avec la rationalité et défini, ses modes de mesure courantset une évaluation de leur capacité à anticiper les rentabilités sont présentés. Ensuite, autravers de deux recherches largement indépendantes, nous (1) montrons de manièreempirique, essentiellement à partir de modèles multi-agents et d'une modélisation del'impact des chocs d'information sur la distribution des rentabilités, que les skewness etkurtosis de la distribution des rentabilités peuvent être utilisés comme indicateurs dusentiment de marché ; (2) mettons en évidence la présence de mémoire sur de nombreuxindicateurs de sentiment, ce qui invalide les modalités habituelles de leur utilisation,dans le cadre de stratégies contrarian.

The presented dissertation thesis is focused, as the title suggests, on the analysis of stress state aspects of quasi-brittle fracture. That means the fracture of composite materials with cement matrix (such as concrete, mortar, plaster, etc.), ceramics and other composites. Used methods are based on the theory of multi-parameter linear elastic fracture mechanics, which highlights the importance of considering of several initial terms of Williams power series, approximating the stress and displacement fields in a cracked body, within conducted fracture analyses. Determination of values of coefficients of terms of this series, recalculated into the shape functions serving in most of the conducted stress state analyses, is performed via the so called over-deterministic method. Another tool for the problem solving is nonlinear fracture mechanics, represented primarily by the cohesive crack model, namely the crack band model implemented in the used ATENA software. For the backward reconstruction of stress field in the cracked bodies the application ReFraPro is used. The analytical part deals with various aspects of wedge-splitting test – from the boundary conditions, though various possibilities of nodal selection (required as input variables for the over-deterministic method) up to the advanced (automated) analysis of numerical model. Special chapter includes atypical test specimens designed for adjusting of various levels of constraint of stress and deformation at the propagating crack tip. The study of this geometry and also the subsequent detail analysis reveals important information for real experiments. Backward reconstruction of stress field presents analysis on suitable possibilities of nodal selections as inputs into the procedure of approximation of the crack tip fields and answers the question of the necessity of application of the multi-parameter linear elastic fracture mechanics for certain fracture analyses of specimens from quasi-brittle materials. The th

碩士
國立成功大學
電機工程研究所
81
A higher order statistics approach is attempted to improve the accuracy of conventional ARMA (AutoRegression Moving Average) model in short term power system load forecasting. Due to the assumption of Gaussian process on the time series of load, the model structure determination, the parameter estimation and the model validation of conventional approach are all based on the calculation of ACF (Auto Correlation Function) and PACF (Partial Auto Correlation Function), as in the well known Box and Jenkins method. In a strict sense, the conventional approach should be confined to the system of linearity, minimum phase and Gaussianity. However, the problem of short term load forecasting does not adhere to these limitations. The assumptions of the conventional method on the short term load forecasting need to be further investigated. This thesis employs higher order statistics (i.e., cumulants) of the load time series to extract maximum information contained in the data, and thus to improve the accuracy of the short term load forecasting. Since the higher order statistics approach can be applicable to the problems of nonlinearity, non-Gaussianity, nonminimum phase and colored noise, the power system load studied in this thesis comprises different statistic patterns of the whole system and the local load demands. The local load demand includes those of the main transformer and the feeder at a substation. A number of methods have been developed to obtain the structure and parameters of the higher order statistics model. Besides, the Monte Carlo simulation is used to validate the method and computer programs developed.

博士
國立交通大學
電信工程系所
92
This dissertation studies microstrip transmission line syntheses for quasi-transverse electromagnetic (Quasi-TEM, EH0) mode and the first higher-order (EH1) mode. The dissertation mainly consists of two parts, investigating a new synthetic transmission line for miniaturizing microwave passive circuits and presenting a novel synthetic beam-steering leaky-wave antenna. The first part presents a synthetic two-dimensional transmission line (2-D TL) that supports quasi-TEM propagation mode and reduces problems associated with compacted meandering of microstrip (MS) on propagation constants and the characteristic impedances commonly observed in conventional one-dimensional MSs. The proposed 2-D TL comprises two layers of metallic surfaces on either side of a dielectric substrate. The top metal surface is a meandered connection of a unit cell with a central patch and connecting arms. The bottom surface is a meshed 2-D periodical ground plane, whose etched portion complements the patch portion of the top surface, forming a complementary-conducting-strip (CCS) TL, enabling a combination of an MS and MS with the tuning septa in a unit cell. Both theoretical and experimental investigations of the CCS TL agree well and demonstrate that it is much less susceptible to the effects of meanderings on the propagation constant and characteristic impedance than an MS for the same meandered pattern, where the synthetic CCS TL can provide wider choice of characteristic impedance and flatter propagation characteristic. Two design examples are presented to demonstrate the potential for a CCS TL for miniaturizing microwave passive circuits with minimal losses. The first example involves a 5.4-GHz CCS four-port rat-race hybrid realized in RO4003 and reduces the area of original MS design by 87 %. The second example illustrates the applicability of a CCS TL to a monolithic RF integrated circuit using a first-pass design of a 5.2-GHz CMOS oscillator incorporating a CCS TL as a resonator with an area totaling 500x600 um2 including pads base on Taiwan Semiconductor Manufacturing Company's 0.25-um 1P5M CMOS process techniques. In the second part of the dissertation a novel synthetic beam-steering leaky-wave antenna that uses reactive loading capacitors along the leaky line is presented. The reactive loading varies the phase constant of the leaky line, altering direction of the main beam. A prototype was constructed and tested, demonstrating that a beam scanning angle of 23-degree is obtained by periodically loading the 0.06527-pF capacitors along the leaky line at 4 GHz. A compacted, electronic beam-steering antenna of scanning angle 13-degree was established by replacing the 79 MIM capacitors with four varactors.

Cette thèse est organisée en trois chapitres. Dans le premier chapitre, qui est co-écrit avec Ilze Kalnina, nous proposons un test statistique pour évaluer l’adéquation de la volatilité idiosyncratique comme mesure du risque idioyncratique. Nous proposons un test statistique qui est basé sur l’idée qu’un bon proxy du risque idiosyncratique devrait être non correélé à travers les actifs financiers. Nous démontrons que l’estimation de la volatililité est sujet à des erreurs qui rendent le test non standard. Nous proposons un modèle à facteurs qui permet de réduire sinon éliminer les corrélations dans la volatilité idiosyncratique, avec comme ultime but d’ aboutir à un facteur qui satisfait mieux aux critères souhaités du risque idiosyncratique. Dans le deuxième chapitre de ma thèse, qui est co-écrit avec Christian Dorion et Pierre Chaigneau, nous proposons une méthodologie pour étudier l’importance des risques d’ordres supérieurs dans la valorisation des actifs financiers. A la suite de Kraus and Litzenberger (1976) et Harvey and Siddique (2000a), beaucoup d’études ont analysé l’aversion aux risques de skewness et kurtosis de façon inconditionnelle. Dans ce chapitre, nous proposons une méthodogie qui permet de faire une analyse conditionnelle assez précise de l’aversion au risques d’ordres superieurs. Notre étude complémente la littérature dans la mesure ou nous étudions aussi la valuation des risques d’ordre plus élevé que la kurtosis à savoir l’hyperskewness et l’hyperkurtosis qui sont théoriquement valorisés dans certaines fonction d’utilité comme le CRRA. Dans le dernier chapitre de ma thése, j’étudie la structure à terme de la prime de risque pour le risque de co-skewness, un risque qui mesure l’asymmétrie systématique dans les actions individuelles. Nous y proposons une méthode assez générale qui permet de faire une analyze mutli-horizon contrairement à la plupart des études existantes.
This thesis is organized in three chapters. In the first chapter (which is co-authored with Ilze Kalnina), we propose a statistical test to assess the adequacy of the most popular measure of idiosyncratic risk, which is the idiosyncratic volatility. Our test statistic exploits the idea that a “good" measure of the idiosyncratic risk should be uncorrelated in the cross-section. Using in-fill asymptotics, we study the theoretical properties of the test and find that it has a non-standard behaviour due to various biases induced by the latency of the idiosyncratic volatility. Moreover, we propose a regression model that can be used to reduce if not eliminate the cross-sectional dependences in assets idiosyncratic volatilities. The second chapter of my thesis is the fruit of a colaboration with Christian Dorion and Pierre Chaigneau. In this chapter, we study the relevance of higher-order risk aversion in asset pricing. The evidence in Kraus and Litzenberger (1976) and Harvey and Siddique (2000a) has spurred the literature on the estimation of the risk premiums attached to skewness and kurtosis risk in addition to the standard variance risk. However, most of these studies focus on the estimation of unconditional premiums or average premiums. In this chapter, we propose a methodology that allows to accurately estimate the time-varying higher-order risk aversions using options prices. Our study complements the literature as we also study the higher-order risks beyond the kurtosis such as hyperskewness and hyperkurtosis risks which are valued by a CRRA investor. . In my third chapter, I study the term-structure of price of co-skewness risk. Co-Skewness risk captures the portion of the stock returns asymmetry that arises as a result of market returns asymmetry. I propose a general methodology that allows to study the multi-horizon pricing of this risk in contrast to many existing studies.