Dissertations / Theses on the topic 'Linear Performance Model'
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1
Sandberg, Henrik. "Model Reduction for Linear Time-Varying Systems." Doctoral thesis, Lund University, Department of Automatic Control, 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-74698.
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The thesis treats model reduction for linear time-varying systems. Time-varying models appear in many fields, including power systems, chemical engineering, aeronautics, and computational science. They can also be used for approximation of time-invariant nonlinear models. Model reduction is a topic that deals with simplification of complex models. This is important since it facilitates analysis and synthesis of controllers. The thesis consists of two parts. The first part provides an introduction to the topics of time-varying systems and model reduction. Here, notation, standard results, examples, and some results from the second part of the thesis are presented. The second part of the thesis consists of four papers. In the first paper, we study the balanced truncation method for linear time-varying state-space models. We derive error bounds for the simplified models. These bounds are generalizations of well-known time-invariant results, derived with other methods. In the second paper, we apply balanced truncation to a high-order model of a diesel exhaust catalyst. Furthermore, we discuss practical issues of balanced truncation and approximative discretization. In the third paper, we look at frequency-domain analysis of linear time-periodic impulse-response models. By decomposing the models into Taylor and Fourier series, we can analyze convergence properties of different truncated representations. In the fourth paper, we use the frequency-domain representation developed in the third paper, the harmonic transfer function, to generalize Bode's sensitivity integral. This result quantifies limitations for feedback control of linear time-periodic systems.QC 20120206
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Modin, Larsson Jim. "Predictive Accuracy of Linear Models with Ordinal Regressors." Thesis, Uppsala universitet, Statistiska institutionen, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-273958.
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This paper considers four approaches to ordinal predictors in linear regression to evaluate how these contrast with respect to predictive accuracy. The two most typical treatments, namely, dummy coding and classic linear regression on assigned level scores are compared with two improved methods; penalized smoothed coefficients and a generalized additive model with cubic splines. A simulation study is conducted to assess all on the basis of predictive performance. Our results show that the dummy based methods surpass the numeric at low sample sizes. Although, as sample size increases, differences between the methods diminish. Tendencies of overfitting are identified among the dummy methods. We conclude by stating that the choice of method not only ought to be context driven, but done in the light of all characteristics.
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Li, Xiying. "Linear Quadratic Tracking Optimum Controller Model Design to Optimize High Frequency Power Supply Performance." Youngstown State University / OhioLINK, 1999. http://rave.ohiolink.edu/etdc/view?acc_num=ysu997902765.
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Dormehl, Shilo John. "A longitudinal modelling approach for the progression of sub-elite youth swimming performance." Thesis, University of Exeter, 2016. http://hdl.handle.net/10871/25995.
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Formal long-term athlete development programmes emerged at the turn of the century and, despite some fierce criticisms, have evolved significantly since their inception. The first generation of athletes to grow up with these systems are now coming of age. The purpose of this thesis was to track a population of adolescent school-level swimmers between the ages of 12 and 18 years over an 8-year period so as to assess their performance progression as they matured under these athlete development programmes. The first study aimed to track the performances of the sub-elite athletes at an annual international school championship and to compare their progression with those of both junior elite and elite-level swimmers. In addition to narrowing the gender gap, the records of the sub-elite swimmers have continued to improve. In contrast, both of these factors remained relatively stable for junior elite and elite-level swimmers over the same period. Swimming affords athletes the possibility of within-sport specialisation. This almost unique aspect of swimming led to the two investigations of the second study. Firstly, the paired stroke combinations preferred by swimmers were determined using Cohen’s Kappa tests in a cross-sectional design. Secondly, the stability in the event selection of each swimmer during their adolescent years was explored longitudinally. Both males (33.9±5.8%) and females (36.9±6.5%) preferred to swim the 50 and 100 m freestyle events together over any other paired stroke combination. The majority of swimmers preferred to specialise in specific stroke techniques over distance specialisms with breaststroke being the only stroke in which swimmers of both sexes chose to specialise early. Most notable was that females specialised earlier than males. Studies three (males, n = 446) and four (females, n = 514) utilised mixed linear modelling to determine the quadratic functions of the performance progressions of adolescent swimmers (between the ages of 12 and 19 y) in seven individual competition events. Males progressed at more than twice the rate of females (3.5 and 1.7% per year, respectively) in all strokes over this age range. This was likely due to the fact that females reach puberty before males. Thresholds of peak performance occurred between the ages of 18.5±0.1 y (50 m freestyle and the 200 m individual medley) and 19.8±0.1 y (100 m butterfly) for males, but between the wider range of 16.8±0.2 y (200 m individual medley) and 20.6±0.1 y (100 m butterfly) for females. Using an independent sample of Dutch Junior national swimmers (n = 13), the fifth and final study aimed to evaluate the efficacy of the models developed in studies three and four as both target setting and talent identification tools. This was achieved through a mixed-methods approach where quantitative and qualitative data confirmed the applicability of the models for adolescent swimmers of any skill level. This thesis demonstrates that sub-elite swimmers have probably benefitted from first generation athlete development models. Longitudinal modelling of their data provides a valuable platform from which all adolescent swimmers can be compared and used to inform the next generation of bespoke swimming-specific youth development programmes.
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Gomes, David José. "Certificações de qualidade nos centros hospitalares portugueses : determinantes e consequências da sua adopção." Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/4513.
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Mestrado em Contabilidade, Fiscalidade e Finanças EmpresariaisA saúde é assumida como um bem público de extrema importância para os cidadãos portugueses que o contemplam na sua Constituição. Contudo a actual crise económica vivida na Europa, põe em causa a continuidade dos serviços prestados de forma tendencialmente gratuita e a sua qualidade. Neste sentido torna-se pertinente saber quais as formas de maximizar os recursos, a qualidade e a performance com os recursos disponíveis. O presente estudo debruça-se sobre as certificações de qualidade, procurando saber se estas provocam impactos positivos a nível financeiro e operacional nas unidades de saúde portuguesas. Foram abrangidas pelo estudo unidades de saúde públicas e privadas e utilizados inquéritos a directores de serviço hospitalar. Para aumentar a abrangência do estudo, foi estudada a performance das unidades de saúde através de um modelo DEA e de uma regressão linear. Quanto aos impactos financeiros foram submetidos a uma regressão linear rácios de liquidez, estrutura de capitais e rendibilidade. O estudo conclui que a resistência à mudança e os custos elevados são os maiores obstáculos à implementação de certificações de qualidade. Quanto ao maior benefício inerente a essa implementação é considerada a redução de desperdícios. Constata-se igualmente que existem algumas diferenças na maneira como as unidades de saúde EPE's e privadas encaram a problemática das certificações de qualidade. As certificações de qualidade provocam ainda melhorias na eficiência dos serviços hospitalares.
Health is viewed as a public good of great importance to the Portuguese citizens who contemplate it in its Constitution. However, the current economic crisis experienced in Europe, calls into question the continuation of underlying free services its quality. In this sense it becomes pertinent to know the ways to maximize resources, quality and performance with the available resources. This study focuses on quality certifications, wondering if they had a positive impact in financial and operational health units in Portugal. The study was covered by private and public health units and the opinion surveys to hospital service's directors. To increase the scope of the study, it was to study the health care unit's performance with a DEA model and a linear regression. For the financial impacts, some liquidity, capital structure and profitability ratios were subjected to a linear regression. The study concludes that resistance to change and the high costs are the biggest obstacles to the quality certifications implementation. As for the greatest benefit inherent in the implementation and considered waste reduction. It is also noted that there are some differences in how EPE's and private health units face the problem of quality certifications. Quality certifications also cause improvements in the hospital service's efficiency.
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Macdonald, George T. "The Performance of the Linear Logistic Test Model When the Q-Matrix is Misspecified: A Simulation Study." Scholar Commons, 2013. https://scholarcommons.usf.edu/etd/5065.
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A simulation study was conducted to explore the performance of the linear logistic test model (LLTM) when the relationships between items and cognitive components were misspecified. Factors manipulated included percent of misspecification (0%, 1%, 5%, 10%, and 15%), form of misspecification (under-specification, balanced misspecification, and over-specification), sample size (20, 40, 80, 160, 320, 640, and 1280), Q-matrix density (60% and 46%), number of items (20, 40, and 60 items), and skewness of person ability distribution (-0.5, 0, and 0.5). Statistical bias, root mean squared error, confidence interval coverage, confidence interval width, and pairwise cognitive components correlations were computed. The impact of the design factors were interpreted for cognitive components, item difficulty, and person ability parameter estimates.
The simulation provided rich results and selected key conclusions include (a) SAS works superbly when estimating LLTM using a marginal maximum likelihood approach for cognitive components and an empirical Bayes estimation for person ability, (b) parameter estimates are sensitive to misspecification, (c) under-specification is preferred to over-specification of the Q-matrix, (d) when properly specified the cognitive components parameter estimates often have tolerable amounts of root mean squared error when the sample size is greater than 80, (e) LLTM is robust to the density of Q-matrix specification, (f) the LLTM works well when the number of items is 40 or greater, and (g) LLTM is robust to a slight skewness of the person ability distribution. In sum, the LLTM is capable of identifying conceptual knowledge when the Q-matrix is properly specified, which is a rich area for applied empirical research.
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Han, Jianfeng, and 韩剑峰. "Comparing the performance of SARIMA and dynamic linear model in forecasting monthly cases of mumps in Hong Kong." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hdl.handle.net/10722/193789.
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Background
To provide a reliable forecast of a disease is one of the main purpose of public health surveillance system. Basic information obtained from data collection can provide the nature knowledge of and the history pattern of a disease.
In public health surveillance system, a lot of data are time series, especially for infectious diseases. SARIMA method and DLM method are both applicable tools for time series data analysis.
Hong Kong has a relative low mumps prevalence. And the prevalence followed an increasing trend until 2004and kept stable after 2006. However, outbreaks may be also occurred occasionally in developed countries.
Method
This paper constructs SARIMA models and DLM models of monthly cases of mumps in Hong Kong based on 7 different modeling periods respectively. Then these models were used to predicting the mumps cases in each corresponding forecasting period. The forecasting performance of SARIMA models and DLM models are compared with visualization of the predicting values and three forecasting error measures: MAD, MSE, and MAPE.
A forecasting of mumps cases during 2013. 07 and 2014.06 will be made with the method with better forecasting performance of mumps cases in Hong Kong
Result
For intervals 2009. 01 to 2009. 02, 2011. 01 to 2011. 12, and 2012. 01 to 2012. 12, the forecasts of DLM models have smaller forecasting error measures and are more closely to the real observed values. And the visualization predicting values of SARIMA and DLM models are closely for forecasting intervals 2008 and 2010, where SARIMA forecasts own smaller forecasting error measures.
Compare with that based on fitting period 1997 to 2012, the forecasts obtained by the SARIMA model based on fitting period 2006 to 2012 are more close to the real observations.
Both SARIMA models and DLM models based on fitting period 1997 to 2003 underestimate the observed value of 2004. 05 to 2004. 12.
Conclusion
DLM modeling method presents a better performance on forecasting the monthly cases of mumps in Hong Kong. And DLM method is more appropriate to be applied on the analysis of time series with count data and the research of diseases with small counts. And both SARIMA and DLM method are appropriate for analyses based on long time trend. But they are not appropriate to be applied as short time monitor tools.
From the result of time series decomposition analysis result the mumps cases had a seasonal pattern, and shows that between July and the next January, the seasonal impact will contribute to the increase of case number of mumps. So it is highly suggest to recommend people under risk to practice more prevention measures to protect them against mumps infectious during that period.published_or_final_version
Public Health
Master
Master of Public Health
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Webber, Michael L. "Phase Shift Control: Application and Performance Limitations With Respect to Thermoacoustic Instabilities." Thesis, Virginia Tech, 2003. http://hdl.handle.net/10919/36418.
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Lean premixed fuel-air conditions in large gas turbines are used to improve efficiency and reduce emissions. These conditions give rise to large undamped pressure oscillations at the combustor's natural frequencies which reduce the turbine's longevity and reliability. Active control of the pressure oscillations, called thermoacoustic instabilities, has been sought as passive abatement of these instabilities does not provide adequate damping and is often impractical on a large scale. Phase shift control of the instabilities is perhaps the simplest and most popular technique employed but often does not provide good performance in that controller induced secondary instabilities are generated with increasing loop gain.
This thesis investigates the general underlying cause of the secondary instabilities and shows that high average group delay through the frequency region of the instability is the root of the problem. This average group delay is then shown to be due not only the controller itself but can also be associated with other components and inherent characteristics of the control loop such as actuators and time delay, respectively. An "optimum" phase shift controller, consisting of an appropriate shift in phase and a low order, wide bandwidth bandpass filter, is developed for a Rijke tube combustor and shown to closely match the response of an LQG controller designed only for system stabilization. Both the optimal phase shifter and the LQG controller are developed based on a modified model of the thermoacoustic loop which takes into account the change in density of the combustion reactants at the flame location. Additionally, the system model is coupled with a model of the control loop and then validated by comparison of simulated results to experimental results using nearly identical controllers.
Master of Science
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Zhao, Zhanlue. "Performance Appraisal of Estimation Algorithms and Application of Estimation Algorithms to Target Tracking." ScholarWorks@UNO, 2006. http://scholarworks.uno.edu/td/394.
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This dissertation consists of two parts. The first part deals with the performance appraisal of estimation algorithms. The second part focuses on the application of estimation algorithms to target tracking. Performance appraisal is crucial for understanding, developing and comparing various estimation algorithms. In particular, with the evolvement of estimation theory and the increase of problem complexity, performance appraisal is getting more and more challenging for engineers to make comprehensive conclusions. However, the existing theoretical results are inadequate for practical reference. The first part of this dissertation is dedicated to performance measures which include local performance measures, global performance measures and model distortion measure. The second part focuses on application of the recursive best linear unbiased estimation (BLUE) or lineae minimum mean square error (LMMSE) estimation to nonlinear measurement problem in target tracking. Kalman filter has been the dominant basis for dynamic state filtering for several decades. Beyond Kalman filter, a more fundamental basis for the recursive best linear unbiased filtering has been thoroughly investigated in a series of papers by Dr. X. Rong Li. Based on the so-called quasirecursive best linear unbiased filtering technique, the constraints of the Kalman filter Linear-Gaussian assumptions can be relaxed such that a general linear filtering technique for nonlinear systems can be achieved. An approximate optimal BLUE filter is implemented for nonlinear measurements in target tracking which outperforms the existing method significantly in terms of accuracy, credibility and robustness.
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Fan, Meng. "Stability of Academic Performance Across Science Subjects Among Chinese Students." UKnowledge, 2013. http://uknowledge.uky.edu/edp_etds/15.
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With data describing 110,520 eighth grade students from 592 junior high (middle) schools in China, a three-level hierarchical linear model was developed in this study to create a multivariate multilevel environment to examine (a) the effects of student-level and school-level variables on science achievement in four subject areas (science inquiry skills, biology, earth science, and physics) and (b) the consistency or stability of academic achievement across the four subject areas among students and among schools. Results indicated that (a) student characteristics, including gender, parental SES, time spent in learning, and the type of family separation, were related to high academic achievement in each of the four science subject areas, (b) no school characteristics were found to be significant factors to affect students’ academic performance in any of the four science subject areas, (c) both students and schools with high academic achievement in one subject area also showed high academic achievement in other subject areas, and (d) the consistency or stability of science performance over the four subject areas did not depend on student characteristics and school characteristics.
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Udayashankara, V. "DSP Techniques for Performance Enhancement of Digital Hearing Aid." Thesis, Indian Institute of Science, 1995. http://hdl.handle.net/2005/156.
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Hearing impairment is the number one chronic disability affecting people in the world. Many people have great difficulty in understanding speech with background noise. This is especially true for a large number of elderly people and the sensorineural impaired persons. Several investigations on speech intelligibility have demonstrated that subjects with sensorineural loss may need a 5-15 dB higher signal-to-noise ratio than the normal hearing subjects. While most defects in transmission chain up to cochlea can nowadays be successfully rehabilitated by means of surgery, the great majority of the remaining inoperable cases are sensorineural hearing impaired, Recent statistics of the hearing impaired patients applying for a hearing aid reveal that 20% of the cases are due to conductive losses, more than 50% are due to sensorineural losses, and the rest 30% of the cases are of mixed origin. Presenting speech to the hearing impaired in an intelligible form remains a major challenge in hearing-aid research today. Even-though various methods have been suggested in the literature for the minimization of noise from the contaminated speech signals, they fail to give good SNR improvement and intelligibility improvement for moderate to-severe sensorineural loss subjects. So far, the power and capability of Newton's method, Nonlinear adaptive filtering methods and the feedback type artificial neural networks have not been exploited for this purpose. Hence we resort to the application of all these methods for improving SNR and intelligibility for the sensorineural loss subjects. Digital hearing aids frequently employ the concept of filter banks. One of the major drawbacks of this techniques is the complexity of computation requiring more number of multiplications. This increases the power consumption. Therefore this Thesis presents the new approach to speech enhancement for the hearing impaired and also the construction of filter bank in Digital hearing aid with minimum number of multiplications. The following are covered in this thesis.
One of the most important application of adaptive systems is in noise cancellation using adaptive filters. The ANC setup requires two input signals (viz., primary and reference). The primary input consists of the sum of the desired signal and noise which is uncorrelated. The reference input consists of mother noise which is correlated in Some unknown way with noise of primary input. The primary signal is obtained by placing the omnidirectional microphone just above one ear on the head of the KEMAR mannikan and the reference signal is obtained by placing the hypercardioid microphone at the center of the vertebral column on the back. Conventional speech enhancement techniques use linear schemes for enhancing speech signals. So far Nonlinear adaptive filtering techniques are not used in hearing aid applications. The motivation behind the use of nonlinear model is that it gives better noise suppression as compared to linear model. This is because the medium through which signals reach the microphone may be highly nonlinear. Hence the use of linear schemes, though motivated by computational simplicity and mathematical tractability, may be suboptimal. Hence, we propose the use of nonlinear models to enhance the speech signals for the hearing impaired: We propose both Linear LMS and Nonlinear second order Volterra LMS schemes to enhance speech signals. Studies conducted for different environmental noise including babble, cafeteria and low frequency noise show that the second-order Volterra LMS performs better compared to linear LMS algorithm. We use measures such as signal-to-noise ratio (SNR),
time plots, and intelligibility tests for performance comparison.
We also propose an ANC scheme which uses Newton's method to enhance speech signals. The main problem associated with LMS based ANC is that their convergence is slow and hence their performance becomes poor for hearing aid applications. The reason for choosing Newton's method is that they have high performance adaptive-filtering methods that often converge and track faster than LMS method. We propose two models to enhance speech signals: one is conventional linear model and the other is a nonlinear model using a second order Volterra function. Development of Newton's type algorithm for linear mdel results in familiar Recursive least square (RLS) algorithm. The performance of both linear and non-linear Newton's algorithm is evaluated for babble, cafeteria and frequency noise. SNR, timeplots and intelligibility tests are used for performance comparison. The results show that Newton's method using Volterra nonlinearity performs better than RLS method.
ln addition to the ANC based schemes, we also develop speech enhancement for the hearing impaired by using the feedback type neural network (FBNN). The main reason is that here we have parallel algorithm which can be implemented directly in hardware. We translate the speech enhancement problem into a neural network (NN) framework by forming an appropriate energy function. We propose both linear and nonlinear FBNN for enhancing the speech signals. Simulated studies on different environmental noise reveal that the FBNN using the Volterra nonlinearity is superior to linear FBNN in enhancing speech signals. We use SNR, time plots, and intelligibility tests for performance comparison.
The design of an effective hearing aid is a challenging problem for sensorineural hearing impaired people. For persons with sensorineural losses it is necessary that the frequency response should be optimally fitted into their residual auditory area. Digital filter enhances the performance of the hearing aids which are either difficult or impossible to realize using analog techniques. The major problem in digital hearing aid is that of reducing power consumption. Multiplication is one of the most power consuming operation in digital filtering. Hence a serious effort has been made to design filter bank with minimum number of multiplications, there by minimizing the power consumption. It is achieved by using Interpolated and complementary FIR filters. This method gives significant savings in the number of arithmetic operations.
The Thesis is concluded by summarizing the results of analysis, and suggesting scope for further investigation
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Lundström, Ina. "Gymnasiebehörighet och sociala faktorer med linjär regression / The Influence of Social Factors on School Performance using the Linear Regression Model." Thesis, KTH, Matematisk statistik, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-105757.
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I det här arbetet har linjär regression använts för att undersöka om olika sociala faktorer påverkar om elever får gymnasiebehörighet. Unders ökningen gjordes med kommunvis aggregerad data och faktorerna som undersöktes var utländsk bakgrund, försörjningsstöd, utbildningsnivå, arbetsl öshet, disponibel inkomst, lärartäthet, andel lärare med pedagogisk examen och skolornas kostnad. Statistiskt signikanta resultat erhölls för utländsk bakgrund, försörjningsst öd, utbildningsnivå, disponibel inkomst och lärartäthet. Enligt undersökningen påverkar utländsk bakgrund och försörjningsstöd gymnasiebeh örigheten negativt. Utbildningsnivå och disponibel inkomst påverkar den positivt. Lärartätheten påverkar gymnasiebehörigheten positivt om andelen lärare i svenska som andraspråk och modersmål inte överstiger 10,4 %. Resultaten för resten av de undersökta faktorerna var inte statistiskt signikanta och därför kan inget sägas säkert om dem utifrån den här undersökningen. Observera att inga slutsatser kan dras på individnivå. Det som kan sägas utifrån undersökningen är att i kommuner där en stor andel av befolkningen t.ex. får försörjningsstöd tenderar andelen elever som får gymnasiebehörighet att vara lägre.
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Townsend, Benjamin William. "Characterization and Lifetime Performance Modeling of Acrylic Foam Tape for Structural Glazing Applications." Thesis, Virginia Tech, 2008. http://hdl.handle.net/10919/35233.
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This thesis presents the results of testing and modeling conducted to characterize the performance of 3M⠢ VHB⠢ structural glazing tape in both shear and tension. Creep rupture testing results provided the failure time at a given static load and temperature, and ramp-to-fail testing results provided the ultimate load resistance at a given rate of strain and temperature. Parallel testing was conducted on three structural silicone sealants to compare performance. Using the time temperature superposition principle, master curves of VHB tape storage and loss moduli in shear and tension were developed with data from a dynamic mechanical analyzer (DMA). The thermal shift factors obtained from these constitutive tests were successfully applied to the creep rupture and ramp-to-fail data collected at 23°C, 40°C, and 60°C (73°F, 104°F, and 140°F), resulting in master curves of ramp-to-fail strength and creep rupture durability in shear and tension. A simple linear damage accumulation model was then proposed to examine the accumulation of wind damage if VHB tape is used to attach curtain wall glazing panels to building facades. The purpose of the model was to investigate the magnitude of damage resulting from the accumulation of sustained wind speeds that are less than the peak design wind speed. The model used the equation derived from tensile creep rupture testing, extrapolated into the range of stresses that would typically be generated by wind loading. This equation was applied to each individual entry in the data files of several real wind speed histories, and the fractions of life used at each entry were combined into a total percentage of life used. Although the model did not provide evidence that the established design procedure is unsafe, it suggested that the accumulation of damage from wind speeds below the peak wind speed could cause a VHB tape mode of failure that merits examination along with the more traditional peak wind speed design procedure currently recommended by the vendor.Master of Science
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Johnston, Jeremy M. "An activity-based non-linear regression model of Sopite syndrome and its effects on crew performance in high-speed vessel operations." Thesis, Monterey, Calif. : Naval Postgraduate School, 2009. http://edocs.nps.edu/npspubs/scholarly/theses/2009/Mar/09Mar%5FJohnston.pdf.
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Thesis (M.S. in Operations Research)--Naval Postgraduate School, March 2009.Thesis Advisor(s): McCauley, Michael E. "March 2009." Description based on title screen as viewed on April 23, 2009. Author(s) subject terms: Sopite syndrome, motion sickness, wrist actigraphy Includes bibliographical references (p. 77-82). Also available in print.
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Lucena, Igor Macedo de. "What characteristics influence the future performance of the investment funds of shares in Brazil?" Universidade Federal do CearÃ, 2014. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12523.
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nÃo hÃSegundo Jensen (1968), a indÃstria de fundos mÃtuos de investimento, cuja expansÃo està prevista teoricamente pelo Teorema da SeparaÃÃo enunciado em Sharpe (1964), teria limitaÃÃes no sentido de bater o mercado em termos de performance risco-retorno mensurada pelo alfa de Jensen. Nesta ampla discussÃo, esta dissertaÃÃo se posiciona em sugerir um exercÃcio empÃrico aplicado a um cross-section contendo 243 fundos de investimentos em aÃÃes, categoria Ibovespa Ativo, o qual visa identificar que variÃveis financeiras, contÃbeis e administrativas se mostram capazes de prever no ano seguinte o sinal e a significÃncia do alfa de Jensen. Foram extraÃdos retornos diÃrios para todos os fundos nos anos de 2011 e 2012, e calculadas mÃtricas clÃssicas de retorno, risco e performance, bem como os 24 balancetes mensais e informaÃÃes administrativas do perÃodo em questÃo. Metodologicamente, as variÃveis explicativas consistem em estatÃsticas descritivas obtidas a partir de dados financeiros diÃrios e contÃbeis mensais, enquanto as performances a serem modeladas sÃo estimadas por meio do Capital Asset Pricing Model (CAPM). Dessa maneira, foi possÃvel ordenar os fundos em trÃs grupos, composto por Loosers, Draw e Winners, de acordo com suas performances em relaÃÃo ao Ãndice Ibovespa. Sendo assim, foi identificado que apenas 71 dos fundos foram capazes de performar melhor que o Ãndice Ibovespa durante o ano de 2012. Os resultados obtidos com a estimaÃÃo do arcabouÃo de Probit ordenado sugerem que fundos com maiores performances mensuradas pelos alfa de Jensen e Ãndices de Calmar e Sortino, associados a menores taxas de administraÃÃo, tendem a bater o mercado no ano seguinte. Entretanto, mÃtricas clÃssicas como desvio-padrÃo, taxa de performance e Ãndice de Sharpe (1964) nÃo se mostraram significantes. O modelo sugere, tambÃm, que a variÃvel Drawdown seja apresentada como mÃtrica eficiente de mensuraÃÃo de risco.
According to Jensen (1968), the mutual funds industry expansion is theoretically predicted by the Separation Theorem stated by Sharpe (1964), however with limitations in order to exceed the market in terms of risk-return performance measured by Jensen's alpha. In this broad discussion, this dissertation suggest an empirical exercise applied to a cross-section containing 243 stock funds, within the Ibovespa Active category, which aims to identify which financial, accounting and administrative variables are capable to predict the next year's value and the significance of the Jensen's alpha. Daily returns were extracted for all funds in 2011 and 2012, and were calculated classic metrics such as return, risk and performance. There were also extracted 24 monthly accounting balances and administrative informations for the period in question. Methodologically, the explanatory variables consist of descriptive statistics obtained from daily financial data and monthly accounting data, while the performances to be modeled are estimated using the Capital Asset Pricing Model (CAPM). Using this technic it was possible divide the funds into three groups, consisting of Loosers, Draw and Winners, according to their performances in relation to the Ibovespa index. Thus, it was discovered that only 71 funds were able to perform better than the Ibovespa Index during the year 2012. The estimation results of the ordered probit framework suggests that funds with higher performances measured by the Jensen's Alpha and with higher Sortino and Calmar ratios, associated with lower management fees tend to surpass the market in the next year. However, classical metrics like standard deviation, performance fees and Sharpe ratio (1964) were not significant. The model also suggests that the drawdown variable should be used as an efficient risk metric.
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Olabode, John A. "Analysis of the performance of an optimization model for time-shiftable electrical load scheduling under uncertainty." Thesis, Monterey, California: Naval Postgraduate School, 2016. http://hdl.handle.net/10945/51591.
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Approved for public release; distribution is unlimitedTo ensure sufficient capacity to handle unexpected demands for electric power, decision makers often over-estimate expeditionary power requirements. Therefore, we often use limited resources inefficiently by purchasing more generators and investing in more renewable energy sources than needed to run power systems on the battlefield. Improvement of the efficiency of expeditionary power units requires better managing of load requirements on the power grids and, where possible, shifting those loads to a more economical time of day. We analyze the performance of a previously developed optimization model for scheduling time-shiftable electrical loads in an expeditionary power grids model in two experiments. One experiment uses model data similar to the original baseline data, in which expected demand and expected renewable production remain constant throughout the day. The second experiment introduces unscheduled demand and realistic fluctuations in the power production and the demand distributions data that more closely reflect actual data. Our major findings show energy grid power production composition affects which uncertain factor(s) influence fuel con-sumption, and uncertainty in the energy grid system does not always increase fuel consumption by a large amount. We also discover that the generators running the most do not always have the best load factor on the grid, even when optimally scheduled.
Lieutenant Commander, United States Navy
17
FRANTZ, REMY. "Processeurs optiques d'algebre lineaire : etude de synthese, description fonctionnelle et simulation numerique d'une maquette de coprocesseur." Université Louis Pasteur (Strasbourg) (1971-2008), 1989. http://www.theses.fr/1989STR13030.
Full textAbstract:
Description du fonctionnement d'un processeur vectoriel optique et etablissement de son modele physique. Par simulation numerique, les limites de son fonctionnement sont analysees et ses performances determinees
18
Van, Staden Surette. "Reading between the lines : contributing factors that affect Grade 5 learner reading performance." Thesis, University of Pretoria, 2010. http://hdl.handle.net/2263/24944.
Full textAbstract:
This study aims to identify and explain relationships between some major factors associated with successful reading at Grade 5 level in South African primary schools. In South Africa, grave concerns with regards to low levels of student achievement pervade research initiatives and educational debates. Despite considerable investments in educational inputs (such as policy and resources) and processes (such as curriculum provision and teacher support), outcomes (such as student achievement) remain disappointingly low. The South African population is characterized by great diversity and variation. With 11 official languages, current educational policy in South Africa advocates an additive bilingualism model and students in Grade 1 to 3 are taught in their mother tongue. Thereafter, when these students progress to Grade 4, the language of learning and teaching changes to a second language, which in most cases is English. At this key developmental stage students are also expected to advance from learning to read to a stage where they can use reading in order to learn. With this complexity of issues in mind, Hierarchical Linear Modeling (HLM) was used to determine the effect of a number of explanatory variables at learner and school level on reading achievement as outcome variable, while controlling for language using the South African Progress in International Reading Literacy Study (PIRLS) 2006 data. As an international comparative evaluation of reading literacy involving more than 40 countries, PIRLS 2006 was the second, after PIRLS 2001, in a series of planned five-year cycles of assessment to measure trends in children’s reading literacy achievement, policy and practices related to literacy. Grade 5 learners in South African primary schools who participated in PIRLS 2006 were not able to achieve satisfactory levels of reading competence. The gravity of this finding is exacerbated by the fact that these learners were tested in the language in which they had been receiving instruction during the Foundation Phase of schooling. This study found most significant factors associated with reading literacy at learner-level, but this does not mean that the existence of teacher- and school-level factors is not of importance. While some explanatory factors at learner-level can more easily become the target of reading interventions, the higher level effect of the classroom and school are not diminished by this study. Creemers’ Comprehensive Model of Educational Effectiveness was utilized as theoretical point of departure. Creemers’ model was adapted for the purposes of this study to reflect a South African model of reading effectiveness in contrast with Creemers’ original use of it as a model of school effectiveness. Evidence was provided that the conceptual framework was inadequate in identifying factors affecting reading achievement for all South African language groupings. More specifically, the adapted South African reading effectiveness model was only appropriate in explaining reading achievement scores for the Afrikaans and English language groupings than for those from African language groupings.Thesis (PhD)--University of Pretoria, 2011.
Science, Mathematics and Technology Education
unrestricted
19
Sánchez, Sánchez Almudena. "Modelling the evolution dynamics of the academic performance in high school in Spain. Probabilistic predictions of future trends and their economical consequences." Doctoral thesis, Universitat Politècnica de València, 2013. http://hdl.handle.net/10251/32280.
Full textAbstract:
En esta tesis, se utilizan t ecnicas matem atico-epidemiol ogicas para modelar el
rendimiento acad emico en Espa~na (prestando especial atenci on en el fracaso escolar) para comprender mejor los mecanismos detr as de esta importante cuesti on, as
como para predecir c omo evolucionar an los resultados acad emicos en el Bachillerato espa~nol en los pr oximos a~nos. El nivel educativo de Bachillerato en Espa~na
est a formado por los dos ultimos cursos antes de acceder a la universidad o al
mercado de trabajo y corresponde a los estudiantes de 16 18 a~nos. Este nivel
educativo es muy importante para la formaci on de los estudiantes ya que representa un periodo en el que deber an tomar importantes decisiones sobre el futuro
acad emico y profesional.
En primer lugar, en el Cap tulo 2, se presenta un modelo determinista donde se
analiza el rendimiento acad emico asumiendo que la actitud negativa de los alumnos
de Bachillerato puede ser debida a su comportamiento aut onomo y la in
uencia de
compa~neros con malos resultados acad emicos. Luego, en el Cap tulo 3, se mejora el
modelo basado en la idea de que no s olo los malos h abitos acad emicos se transmiten
socialmente sino tambi en los buenos h abitos de estudio. Adem as, descomponemos
los par ametros de transmisi on de h abitos acad emicos con el n de analizar con
m as detalle qu e grupos de estudiantes son m as susceptibles a ser in
uenciados
por compa~neros con buenos o malos h abitos acad emicos. El abandono escolar
tambi en han sido incluido en este modelo. El enfoque adoptado permite proporcionar predicciones deterministas y con intervalos de con anza de la evoluci on del
rendimiento escolar (incluyendo las tasas de abandono) en Bachillerato en Espa~na
en los pr oximos a~nos. Este enfoque, adem as, nos permite modelar el rendimiento
acad emico en otros niveles educativos del sistema acad emico espa~nol o de fuera
de Espa~na tal y como se muestra en el Cap tulo 4, donde el modelo se aplica satisfactoriamente al sistema acad emico actual de la regi on alemana de Renania del
Norte-Westfalia.
Para concluir esta tesis, proporcionamos una estimaci on de los costes relacionados
con el rendimiento acad emico espa~nol basado en nuestras predicciones. Esta estimaci on representa la inversi on en Bachillerato por parte del Gobierno espa~nol y las
familias en los pr oximos a~nos, con especial atenci on en los grupos de estudiantes
que no promocionan y abandonan en los diferentes cursos acad emicos.In this dissertation, we use epidemiologic-mathematical techniques to model the academic performance in Spain (paying special attention on the academic underachievement) to understand better the mechanisms behind this important issue as well as to predict how academic results will evolve in the Spanish Bachillerato over the next few years. The Spanish Bachillerato educational level is made up of the last courses before accessing to the university or to the work market and corresponds to students of 16¿18 years old. This educational level is a milestone in the career training of students because it represents a period to make important decisions about academic and professional future. In a rst step, in the Chapter 2 we will present a deterministic model where academic performance is analyzed assuming the negative attitude of Bachillerato students may be due to their autonomous behavior and the in uence of classmates with bad academic results. Then, in the Chapter 3, the model is improved based on the idea that not only the bad academic habits are socially transmitted but also the good study habits. Besides, we decompose the transmission academic habits into good and bad academic habits, in order to analyze with more detail which group of students are more susceptible to be in uenced by good or bad academic students. The consideration of quantifying the abandon rates is also a new issue dealt with in it. The adopted approach allow to provide both punctual and con dence intervals predictions to the evolution of academic performance (including the abandon rates) in Bachillerato in Spain over the next few years. The adopted approach allows us to model academic performance in academic levels other than Bachillerato and/or beyond the Spanish academic system. This issue is assessed in Chapter 4, where the model is satisfactorily applied to the current academic system of the German region of North Rhine-Westphalia. To conclude this dissertation, we provide an estimation of the cost related to the Spanish academic underachievement based on our predictions. This estimation represents the investment in the Spanish Bachillerato from the Spanish Government and families over the next few years, paying special attention on the groups of students who do not promote and abandon during their corresponding academic year.
Sánchez Sánchez, A. (2013). Modelling the evolution dynamics of the academic performance in high school in Spain. Probabilistic predictions of future trends and their economical consequences [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/32280
TESIS
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Silva, Wandermon CorrÃa. "Sorte versus habilidade na anÃlise de desempenho de fundos de investimento em aÃÃes no Brasil." Universidade Federal do CearÃ, 2012. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=10979.
Full textAbstract:
nÃo hÃEsta dissertaÃÃo visa contribuir ao mainstream da Teoria de ApreÃamento de Ativos, ao analisar o desempenho dos fundos de investimento em aÃÃes no Brasil, a partir de um painel composto por 75 fundos do tipo ANBIMA Ibovespa Ativo, sobreviventes no perÃodo de janeiro de 1998 a dezembro de 2008, identificando aqueles cujo resultado se deve simplesmente à sorte ou ao azar e aqueles cujo resultado se deve à habilidade ou à falta de habilidade dos seus gestores. Seguindo a metodologia desenvolvida em Fama & French (1992, 1993) e o trabalho elaborado por Matos e Silva (2010), construÃram-se fatores, os quais consistem em zero cost equal weighted portfolios compostos apenas por fundos, capazes de captar os efeitos tamanho e ganho acumulado destes ativos, sendo os mesmos usados em diversas aplicaÃÃes em uma versÃo estendida do Capital Asset Pricing Model (CAPM). Os efeitos tamanho e ganho acumulado, evidenciados pela inadequaÃÃo do CAPM em modelar fundos com maior patrimÃnio lÃquido e ganhos acumulados muito altos ou baixos, parecem ser muito bem acomodados quando da incorporaÃÃo dos fatores, os quais se mostraram significativos conjuntamente em 50% dos 75 fundos analisados. As principais evidÃncias obtidas a partir de regressÃes temporais individuais sÃo corroboradas quando do teste em painel com efeitos aleatÃrios em que ambos os efeitos sÃo indispensÃveis na explicaÃÃo dos retornos dos fundos de investimento em aÃÃes no Brasil. Para a anÃlise de performance dos fundos, seguiu-se a metodologia proposta por Fama & French (2010), na qual, por meio de tÃcnicas de bootstrap, modela-se o estudo transversal do desempenho dos fundos de investimento. Para a maioria dos fundos que apresentaram outperformance significativa, com base nos alfas estimados nas regressÃes individuais, identificou-se desempenho devido ao acaso. No modelo de fatores proposto, somente trÃs fundos apresentaram real desempenho superior devido à habilidade de seus gestores, todos esses vinculados a instituiÃÃes financeiras privadas. O modelo de fatores se mostrou mais criterioso na caracterizaÃÃo da aleatoriedade de performance.
This dissertation aims to contribute to the mainstream in Asset Pricing Theory, to analyze the performance of stock mutual funds in Brazil, for a panel with 75 mutual funds type ANBIMA Active Ibovespa which have survived during the period between Jan-1998 and Dec-2008, identifying those whose result is simply due to good luck or bad luck and those whose result is due to the skill or lack of skill of their managers. Following the methodology developed in Fama and French (1992, 1993), we built two factors, mutual funds zero cost equal weighted portfolios, able to accommodate the size and performance effects observed for these assets, which are used in some applications in an extended version of Capital Asset Pricing Model (CAPM). Both effects, which seem to play a relevant role due to the inefficiency of the CAPM model to price big funds with huge relative performance (very high or very low), are partially accommodated when one adds factors, which are significant jointly in 50% of the 75 funds analyzed. The main evidences obtained running individual time series regressions are corroborated if one uses the panel technique estimation with random effects, where both factors seem to be vital if one intends to better understand the returns of the mutual funds in Brazil. To analyze the performance of the funds, the methodology developed in Fama and French (2010) was used, in which, by bootstrap techniques, the cross-section of the performance of investment funds are modeled. For most of the funds that had significant outperformance, based on the estimated alphas in individual regressions, performance due to chance was identified. In the factors model proposed, only three funds really outperformed due to the ability of their managers, all those linked to private financial institutions. The factor model proved to be more accurate in characterizing the randomness of performance with the appropriate criteria.
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Chu, Yijing, and 褚轶景. "Resursive local estimation: algorithm, performance and applications." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B49799320.
Full textAbstract:
Adaptive filters are frequently employed in many applications, such as, system identification, adaptive echo cancellation (AEC), active noise control (ANC), adaptive beamforming, speech signal processing and other related problems, in which the statistic of the underlying signals is either unknown a priori, or slowly-varying.
Given the observed signals under study, we shall consider, in this dissertation, the time-varying linear model with Gaussian or contaminated Gaussian (CG) noises. In particular, we focus on recursive local estimation and its applications in linear systems. We base our development on the concept of local likelihood function (LLF) and local posterior probability for parameter estimation, which lead to efficient adaptive filtering algorithms. We also study the convergence performance of these algorithms and their applications by theoretical analyses. As for applications, another important one is to utilize adaptive filters to obtain recursive hypothesis testing and model order selection methods.
It is known that the maximum likelihood estimate (MLE) may lead to large variance or ill-conditioning problems when the number of observations is limited. An effective approach to address these problems is to employ various form of regularization in order to reduce the variance at the expense of slightly increased bias. In general, this can be viewed as adopting the Bayesian estimation, where the regularization can be viewed as providing a certain prior density of the parameters to be estimated. By adopting different prior densities in the LLF, we derive the variable regularized QR decomposition-based recursive least squares (VR-QRRLS) and recursive least M-estimate (VR-QRRLM) algorithms. An improved state-regularized variable forgetting factor QRRLS (SR-VFF-QRRLS) algorithm is also proposed. By approximating the covariance matrix in the RLS, new variable regularized and variable step-size transform domain normalized least mean square (VR-TDNLMS and VSS-TDNLMS) algorithms are proposed. Convergence behaviors of these algorithms are studied to characterize their performance and provide useful guidelines for selecting appropriate parameters in practical applications.
Based on the local Bayesian estimation framework for linear model parameters developed previously, the resulting estimate can be utilized for recursive nonstationarity detection. This can be cast under the problem of hypothesis testing, as the hypotheses can be viewed as two competitive models between stationary and nonstationary to be selected. In this dissertation, we develop new regularized and recursive generalized likelihood ratio test (GLRT), Rao’s and Wald tests, which can be implemented recursively in a QRRLS-type adaptive filtering algorithm with low computational complexity. Another issue to be addressed in nonstationarity detection is the selection of various models or model orders. In particular, we derive a recursive method for model order selection from the Bayesian Information Criterion (BIC) based on recursive local estimation.
In general, the algorithms proposed in this dissertation have addressed some of the important problems in estimation and detection under the local and recursive Bayesian estimation framework. They are intrinsically connected together and can potentially be utilized for various applications. In this dissertation, their applications to adaptive beamforming, ANC system and speech signal processing, e.g. adaptive frequency estimation and nonstationarity detection, have been studied. For adaptive beamforming, the difficulties in determining the regularization or loading factor have been explored by automatically selecting the regularization parameter. For ANC systems, to combat uncertainties in the secondary path estimation, regularization techniques can be employed. Consequently, a new filtered-x VR-QRRLM (Fx-VR-QRRLM) algorithm is proposed and the theoretical analysis helps to address challenging problems in the design of ANC systems. On the other hand, for ANC systems with online secondary-path modeling, the coupling effect of the ANC controller and the secondary path estimator is thoroughly studied by analyzing the Fx-LMS algorithm. For speech signal processing, new approaches for recursive nonstationarity detection with automatic model order selection are proposed, which provides online time-varying autoregressive (TVAR) parameter estimation and the corresponding stationary intervals with low complexity.published_or_final_version
Electrical and Electronic Engineering
Doctoral
Doctor of Philosophy
22
Helber, Stefan. "Performance analysis of flow lines with non-linear flow of material /." Berlin : Springer, 1999. http://opac.nebis.ch/cgi-bin/showAbstract.pl?u20=3540659544.
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Zhang, Ying, and Hailun Wu. "A comparison of the prediction performances by the linear models and the ARIMA model : Take AUD/JPY as an example." Thesis, Umeå University, Umeå School of Business, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1047.
Full textAbstract:
With the development of the financial markets, the foreign exchange market has become more and more important for investors. The daily volume of business dealt with on the foreign exchange markets in 1998 was estimated to be over $2.5 trillion dollars (the daily volume on New York Stock Exchanges is about $20 billion). Today (2006) it may be about $5 trillion dollars. More and more people notice the foreign exchange market, and more and more sophisticated investors research such markets. The purpose of this thesis is to compare different methods to forecast the exchange rate of the money pair AUD/JPY. Firstly we studied the relationship between the AUD/JPY exchange rate and some economic fundamentals by using a regression model. Secondly, we tested whether the AUD/JPY exchange rate had any relationship with its historical records by using an ARIMA model. Finally, we compared the two model forecasting performance. A secondary purpose is to test whether the Market Efficiency Hypothesis works on the money pair AUD/JPY. In the study, data from January 1986 to June 2006 were chosen. To test which method produces better forecasts, we chose data from January 1986 to December 2002 to build up the prediction functions. Then we used the data from January 2003 to 2006 June to evaluate which predicting method was closer to the reality. In the comparison of the forecasting performances, two approaches dealing with the unknown future fundamentals were used. Firstly we assumed that we could do perfect predictions of these regressors, that was, our predictions of these regressors were the same as the actual future outcomes. So we put the real data for the fundamentals from January 2003 to June 2006 into the regression function. Secondly we assumed that we were in real life situation, and we had to predict the regressors first in order to get the predictions of the exchange rate. The results of the comparison were that the AUD/JPY exchange rate could to some extent be predictable, and that the predictions by the ARIMA model were more accurate.
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Fontinele, Humberto Ãcaro Pinto. "Local models for inverse kinematics approximation of redundant robots: a performance comparison." Universidade Federal do CearÃ, 2015. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=16727.
Full textAbstract:
nÃo hÃIn this dissertation it is reported the results of a comprehensive comparative study involving six local models applied to the task of learning the inverse kinematics of three redundant robotic arm (planar, PUMA 560 and Motoman HP6). The evaluated algorithms are the following ones: radial basis functions network (RBFN), local model network (LMN), SOMbased local linear mapping (LLM), local linear mapping over k-winners (K-SOM), local weighted regression (LWR) and counter propagation (CP). Each algorithm is evaluated with respect to its accuracy in estimating the joint angles given the cartesian coordinates which comprise end-effector trajectories within the robot workspace. A comprehensive evaluation of the performances of the aforementioned algorithms is carried out based on correlation analysis of the residuals. Finally, hypothesis testing procedures are also executed in order to verifying if there are significant differences in performance among the best algorithms.
Nesta dissertaÃÃo sÃo reportados os resultados de um amplo estudo comparativo envolvendo seis modelos locais aplicados à tarefa de aproximaÃÃo do modelo cinemÃtico inverso de 3 robÃs manipuladores (planar, PUMA 560 e Motoman HP6). Os modelos avaliados sÃo os seguintes: rede de funÃÃes de base radial (RBFN), rede de modelos locais (LMN), mapeamento linear local baseado em SOM (LLM), mapeamento linear local usando K vencedores (KSOM), regressÃo local ponderada (LWR) e rede counterpropagation (CP). Estes algoritmos sÃo avaliados quanto à acurÃcia na estimaÃÃo dos Ãngulos das juntas dos robÃs manipuladores em experimentos envolvendo a geraÃÃo de vÃrios tipos de trajetÃrias no espaÃo de trabalho dos referidos robÃs. Uma avaliaÃÃo abrangente do desempenho de cada algoritmo à feita com base na anÃlise dos resÃduos e testes de hipÃteses sÃo realizados para verificar a semelhanÃa estatistica entre os desempenhos dos melhores algoritmos.
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Miller, James. "Changes in Sprint Kinematics Between Phase Potentiation and Linear PRogressive Models of Resistance Training." Digital Commons @ East Tennessee State University, 2017. https://dc.etsu.edu/etd/3309.
Full textAbstract:
Fifteen well-trained males, mid-thigh pull peak force (IPF 4403.61 ± 664.69N) and isometric peak force allometrically scaled (IPFa 226.04 ± 25.81) were assigned to two groups: repetition maximum training (RM) and relative intensity training (RI) for a twelve-week training intervention. The main effect of time showed a statistically significant difference in mean sprint performance and IPFa at the different time points (p < 0.001). There was a larger magnitude of within-subject effect with respect to sprint performance pre – post with the RI group (ES = 1.06, 7.19%) as compared to the RM group (ES = 0.567, 4.23%, p < 0.001), as well as a larger magnitude of within-subject effect with respect to IPFa pre – post with the RI group (ES = 0.426, 7.51%) as compared to the RM group (ES = 0.270, 13.29%). Furthermore, there was a non-statistically significant, moderate between-group difference in the change in IPFa from pre-post in favor of the RI group (ES=.75), and a large between-group difference in the change in sprint performance pre-post in favor of the RI group (ES=1.50). Results lead investigators to suggest the utilization of RI training tactics for the development of sprint performance when minimal sprint skill training is available.
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Horn, Sandra L. "Aggregating Form Accuracy and Percept Frequency to Optimize Rorschach Perceptual Accuracy." University of Toledo / OhioLINK, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=toledo1449513233.
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Ozmen, Semih. "Linear Static Analysis Of Large Structural Models On Pc Clusters." Master's thesis, METU, 2009. http://etd.lib.metu.edu.tr/upload/2/12610763/index.pdf.
Full textAbstract:
This research focuses on implementing and improving a parallel solution framework for
the linear static analysis of large structural models on PC clusters. The framework
consists of two separate programs where the first one is responsible from preparing data
for the parallel solution that involves partitioning, workload balancing, and equation
numbering. The second program is a fully parallel nite element program that utilizes
substructure based solution approach with direct solvers.
The first step of data preparation is partitioning the structure into substructures.
After creating the initial substructures, the estimated imbalance of the substructures
is adjusted by iteratively transferring nodes from the slower substructures to the faster
ones. Once the final substructures are created, the solution phase is initiated. Each
processor assembles its substructure's stiffness matrix and condenses it to the interfaces. The interface equations are then solved in parallel with a block-cyclic dense matrix solver. After computing the interface unknowns, each processor calculates the internal displacements and element stresses or forces. Comparative tests were done to demonstrate the performance of the solution framework.
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Buehrer, Gregory T. "Scalable mining on emerging architectures." Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1198866625.
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Berberovic, Adnan, and Alexander Eriksson. "A Multi-Factor Stock Market Model with Regime-Switches, Student's T Margins, and Copula Dependencies." Thesis, Linköpings universitet, Produktionsekonomi, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-143715.
Full textAbstract:
Investors constantly seek information that provides an edge over the market. One of the conventional methods is to find factors which can predict asset returns. In this study we improve the Fama and French Five-Factor model with Regime-Switches, student's t distributions and copula dependencies. We also add price momentum as a sixth factor and add a one-day lag to the factors. The Regime-Switches are obtained from a Hidden Markov Model with conditional Student's t distributions. For the return process we use factor data as input, Student's t distributed residuals, and Student's t copula dependencies. To fit the copulas, we develop a novel approach based on the Expectation-Maximisation algorithm. The results are promising as the quantiles for most of the portfolios show a good fit to the theoretical quantiles. Using a sophisticated Stochastic Programming model, we back-test the predictive power over a 26 year period out-of-sample. Furthermore we analyse the performance of different factors during different market regimes.
30
Kahaei, Mohammad Hossein. "Performance analysis of adaptive lattice filters for FM signals and alpha-stable processes." Thesis, Queensland University of Technology, 1998. https://eprints.qut.edu.au/36044/7/36044_Digitised_Thesis.pdf.
Full textAbstract:
The performance of an adaptive filter may be studied through the behaviour
of the optimal and adaptive coefficients in a given environment. This thesis
investigates the performance of finite impulse response adaptive lattice filters for
two classes of input signals: (a) frequency modulated signals with polynomial
phases of order p in complex Gaussian white noise (as nonstationary signals),
and (b) the impulsive autoregressive processes with alpha-stable distributions (as
non-Gaussian signals).
Initially, an overview is given for linear prediction and adaptive filtering. The
convergence and tracking properties of the stochastic gradient algorithms are discussed
for stationary and nonstationary input signals. It is explained that the
stochastic gradient lattice algorithm has many advantages over the least-mean
square algorithm. Some of these advantages are having a modular structure,
easy-guaranteed stability, less sensitivity to the eigenvalue spread of the input autocorrelation
matrix, and easy quantization of filter coefficients (normally called
reflection coefficients).
We then characterize the performance of the stochastic gradient lattice algorithm
for the frequency modulated signals through the optimal and adaptive
lattice reflection coefficients. This is a difficult task due to the nonlinear dependence
of the adaptive reflection coefficients on the preceding stages and the input
signal. To ease the derivations, we assume that reflection coefficients of each
stage are independent of the inputs to that stage. Then the optimal lattice filter
is derived for the frequency modulated signals. This is performed by computing
the optimal values of residual errors, reflection coefficients, and recovery errors.
Next, we show the tracking behaviour of adaptive reflection coefficients for
frequency modulated signals. This is carried out by computing the tracking model
of these coefficients for the stochastic gradient lattice algorithm in average. The
second-order convergence of the adaptive coefficients is investigated by modeling
the theoretical asymptotic variance of the gradient noise at each stage. The
accuracy of the analytical results is verified by computer simulations.
Using the previous analytical results, we show a new property, the polynomial
order reducing property of adaptive lattice filters. This property may be used to
reduce the order of the polynomial phase of input frequency modulated signals.
Considering two examples, we show how this property may be used in processing
frequency modulated signals. In the first example, a detection procedure in carried
out on a frequency modulated signal with a second-order polynomial phase
in complex Gaussian white noise. We showed that using this technique a better
probability of detection is obtained for the reduced-order phase signals compared
to that of the traditional energy detector. Also, it is empirically shown that
the distribution of the gradient noise in the first adaptive reflection coefficients
approximates the Gaussian law. In the second example, the instantaneous frequency
of the same observed signal is estimated. We show that by using this
technique a lower mean square error is achieved for the estimated frequencies at
high signal-to-noise ratios in comparison to that of the adaptive line enhancer.
The performance of adaptive lattice filters is then investigated for the second
type of input signals, i.e., impulsive autoregressive processes with alpha-stable
distributions . The concept of alpha-stable distributions is first introduced. We
discuss that the stochastic gradient algorithm which performs desirable results
for finite variance input signals (like frequency modulated signals in noise) does
not perform a fast convergence for infinite variance stable processes (due to using
the minimum mean-square error criterion). To deal with such problems, the
concept of minimum dispersion criterion, fractional lower order moments, and
recently-developed algorithms for stable processes are introduced.
We then study the possibility of using the lattice structure for impulsive stable
processes. Accordingly, two new algorithms including the least-mean P-norm
lattice algorithm and its normalized version are proposed for lattice filters based
on the fractional lower order moments. Simulation results show that using the
proposed algorithms, faster convergence speeds are achieved for parameters estimation
of autoregressive stable processes with low to moderate degrees of impulsiveness
in comparison to many other algorithms. Also, we discuss the effect of
impulsiveness of stable processes on generating some misalignment between the
estimated parameters and the true values. Due to the infinite variance of stable
processes, the performance of the proposed algorithms is only investigated using
extensive computer simulations.
31
Carmichael, Colin S. "Modelling student performance in a tertiary preparatory course." University of Southern Queensland, Faculty of Sciences, 2006. http://eprints.usq.edu.au/archive/00003577/.
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[Abstract]: In this dissertation a review of the literature as it applies to the modelling of educational performance data is undertaken. Statistical linear models, including the novel Beta, Tweedie and Tobit regression models, are then applied to the performance data of students who have undertaken a preparatory mathematics course. These models are then critically reviewed and compared with the commonly used standard linear regression model.Issues that arise from the application of statistical linear models to educational performance data are then explored. For example, the effects of non-Normality, which characterizes educational performance data, and thepresence of large numbers of students who fail to complete the course (a characteristic of this particular context), are examined and reported. Both of these effects can violate the underlying assumptions of the standard linearregression model. Simulation studies are then used to assess the appropriateness of the linear model when it is applied under the condition of non-Normality and the presence of large numbers of missing observations.Findings from this study indicate that issues relating to model effectiveness are clouded in the educational context by typically large values of the error variance (high noise) and the difficulty in finding suitable performancepredictors. Educational models of performance typically lack statistical power, so that in many instances it doesn’t matter what model is applied to the data. Nevertheless, the study highlights many reasons why modelsalternative to the standard linear regression model should be applied to such data. For example, in situations where the effect is not constant over the entire domain of the explanatory variable, a linear model based upon the betadistribution will be much more appropriate. Similarly, in situations where the performance data contains exact zeros (for example the performance of students who withdraw from the course without providing any measure of achievement) it is more appropriate to use a Tweedie linear model than the standard linear regression model.
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Wong, King Jye. "Moisture absorption characteristics and effects on mechanical behaviour of carbon/epoxy composite : application to bonded patch repairs of composite structures." Phd thesis, Université de Bourgogne, 2013. http://tel.archives-ouvertes.fr/tel-00949293.
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Le travail présenté dans ce mémoire avait pour objectif d'étudier le processus de la pénétration d'eau dans les composites en carbone/époxyde dans un premier temps, et dans un deuxième temps, d'étudier l'effet de la prise en eau par ces matériaux sur les performances mécaniques des composites et leur joints collés. L'intégration de ces phénomènes physiques dans la modélisation numérique est d'une grande importance dans la prédiction de la durabilité d'une structure en composite subissant un vieillissement hygrothermique. Par conséquent, ce travail consiste non seulement en des observations expérimentales, mais aussi en des simulations numériques. Des corrélations entre les résultats obtenus permettent d'une part de mieux comprendre ce qui se passe dans un système composite avec l'assemblage collé soumis à des charges mécaniques, de l'initiation d'endommagement jusqu'à la rupture finale ; d'autre part, de valider un modèle numérique robuste dans le but de la conception et de l'optimisation. Les originalités de ce travail se situent à différents niveaux en proposant : 1. un nouveau modèle de diffusion à deux-phases permettant de mieux décrire l'effet de l'épaisseur des stratifiés sur la pénétration de l'eau; 2. un nouveau modèle RPM " Residual Property Model " afin de prévoir la dégradation des propriétés mécaniques due à la prise en eau ; 3. une nouvelle loi de traction-séparation linéaire-exponentiel pour décrire la courbe-R observée dans les essais DCB en mode I pur sur les composites stratifiés afin de les intégrer plus facilement dans les modèles numériques
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Olsson, Jakob. "Measuring the Technical and Process Benefits of Test Automation based on Machine Learning in an Embedded Device." Thesis, KTH, Programvaruteknik och datorsystem, SCS, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-231785.
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Learning-based testing is a testing paradigm that combines model-based testing with machine learning algorithms to automate the modeling of the SUT, test case generation, test case execution and verdict construction. A tool that implements LBT been developed at the CSC school at KTH called LBTest. LBTest utilizes machine learning algorithms with off-the-shelf equivalence- and model-checkers, and the modeling of user requirements by propositional linear temporal logic. In this study, it is be investigated whether LBT may be suitable for testing a micro bus architecture within an embedded telecommunication device. Furthermore ideas to further automate the testing process by designing a data model to automate user requirement generation are explored.Inlärningsbaserad testning är en testningsparadigm som kombinerar model-baserad testning med maskininlärningsalgoritmer för att automatisera systemmodellering, testfallsgenering, exekvering av tester och utfallsbedömning. Ett verktyg som är byggt på LBT är LBTest, utvecklat på CSC skolan på KTH. LBTest nyttjar maskininlärningsalgoritmer med färdiga ekvivalent- och model-checkers, och modellerar användarkrav med linjär temporal logik. I denna studie undersöks det om det är lämpat att använda LBT för att testa en mikrobus arkitektur inom inbyggda telekommunikationsenheter. Utöver det undersöks även hur testprocessen skulle kunna ytterligare automatiseras med hjälp av en data modell för att automatisera generering av användarkrav.
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Hewson, Paul James. "On the uses of generalised linear mixed models for the simultaneous investigation of multiple performance indicators." Thesis, University of Exeter, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.418464.
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Wellhagen, Gustaf. "Predictability and performance of different non-linear mixed-effects models for HbA1c in patients with type 2 diabetes mellitus." Thesis, Uppsala universitet, Institutionen för farmaceutisk biovetenskap, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-218843.
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To accurately predict the outcome of a late phase study, pharmacometric models can help in drug development. Making informed decision on which models to use will also facilitate drug development. This can depend on the mechanism of action for the drug as well as stability and runtime factors. This is an investigation of four published semi-mechanistic pharmacometric models to predict glycosylated red blood cells (HbA1c) in a late phase study of an anti-diabetic drug together with an assessment of their stability and power to detect drug effects. Mean plasma glucose (MPG), fasting plasma glucose (FPG) or FPG and fasting serum insulin (FSI) are used together with HbA1c as drivers for change in the models. We find that less complex models, with fewer differential equations, are quicker to run and more stable, and that MPG alone is superior to FPG or FPG and FSI to detect a drug effect. The findings are useful for drug development in the anti-diabetic area, and show that a less mechanistic model performs well under these conditions.
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Vasconcelos, Priscila Elida de Medeiros. "Estudo da relação entrevariáveis térmicas e o desempenho de estudantes da Academia de Polícia Militar do Estado da Paraíba." Universidade Federal da Paraíba, 2013. http://tede.biblioteca.ufpb.br:8080/handle/tede/5240.
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Previous issue date: 2013-04-23Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
Air temperature is regarded as an environmental factor with greatest influence on worker performance. However, little information exists about its influence on academic environment. Therefore, this study aims to analyze the effects caused by thermal discomfort on students performance. Thus, students of Military Police Academic Center of Paraíba were subjected to a series of psychometric tests that assessed their reasoning skills in five specific areas: verbal, abstract, mechanical, spatial and numerical reasoning; on three sessions under different temperatures: 20 ° C, 24 ° C and 30 ° C. The optimal temperatures found to thermal sensations and thermal comfort neutrality were approximately 23 ° C and 21 ° C, respectively, which reflects a relatively low thermal preference, compared to that provided by ISO 7730/2005 standard. The performance of students varied according to the nature of the tests. They demonstrated motivation to perform the tests, regardless of which thermal conditions that were subjected. However, with the aid of generalized linear models (GLM), it was found that the dry bulb temperature, globe temperature, and relative humidity influence the overall performance of the students (pseudo-R ² = 0.8497).
A temperatura do ar é considerada um dos fatores ambientais com maior influência sobre o desempenho do trabalhador. Entretanto, existe pouca informação sobre a influência da mesma em ambiente escolar. Com isso, este estudo pretende analisar os efeitos causados pelo desconforto térmico sobre o desempenho de estudantes. Para tanto, cadetes da Polícia Militar da Paraíba foram submetidos a uma série de testes psicométricos que avaliaram seu raciocínio em cinco áreas específicas: raciocínio verbal, abstrato, mecânico, espacial e numérico. Os testes foram aplicados durante três sessões sob diferentes temperaturas: 20°C, 24°C e 30°C. As temperaturas ideais para as sensações de neutralidade térmica e conforto térmicoencontrados foram de aproximadamente 23°C e 21°C, respectivamente, que reflete numa preferência térmica relativamente baixa, se comparado ao previsto pela norma ISO 7730/2005. O desempenho dos estudantes em relação à temperatura variou de acordo com a natureza dos testes. Os mesmos se demonstram motivados para realizar os testes, independente das condições térmicas às quais estavam submetidos. Entretanto, com o auxílio de Modelos lineares generalizados (MLG), foi possívelconstatar que as temperaturas de bulbo seco, temperatura de globo e umidade relativa do ar exercem influênciano desempenho geral dos cadetes (pseudo-R² = 0,8497).
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Ahmed, Abubeker Worake. "Mechanistic-Empirical Modelling of Flexible Pavement Performance : Verifications Using APT Measurements." Doctoral thesis, KTH, Väg- och banteknik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-145136.
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Mechanistic-Empirical (M-E) pavement design procedures are composed of a reliable response model to estimate the state of stress in the pavement and distress models in order to predict the different types of pavement distresses due to the prevailing traffic and environmental conditions. One of the main objectives of this study was to develop a response model based on multilayer elastic theory (MLET) with improved computational performance by optimizing the time consuming parts of the MLET processes. A comprehensive comparison of the developed program with two widely used programs demonstrated excellent agreement and improved computational performance. Moreover, the program was extended to incorporate the viscoelastic behaviour of bituminous materials through elastic-viscoelastic correspondence principle. A procedure based on collocation of linear viscoelastic (LVE) solutions at selected key time durations was also proposed that improved the computational performance for LVE analysis of stationary and moving loads. A comparison of the LVE responses with measurements from accelerated pavement testing (APT) revealed a good agreement. Furthermore the developed response model was employed to evaluate permanent deformation models for bound and unbound granular materials (UGMs) using full scale APTs. The M-E Pavement Design Guide (MEPDG) model for UGMs and two relatively new models were evaluated to model the permanent deformation in UGMs. Moreover, for bound materials, the simplified form of the MEPDG model for bituminous bound layers was also evaluated. The measured and predicted permanent deformations were in general in good agreement, with only small discrepancies between the models. Finally, as heavy traffic loading is one of the main factors affecting the performance of flexible pavement, three types of characterizations for heavy traffic axle load spectrum for M-E analysis and design of pavement structures were evaluated. The study recommended an improved approach that enhanced the accuracy and computational performance.QC 20140512
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Torres, Manoel Geronimo Lino. "Conforto térmico e desempenho nos ambientes de ensino com inovações tecnológicas - estudo de multicasos no nordeste brasileiro." Universidade Federal da Paraíba, 2016. http://tede.biblioteca.ufpb.br:8080/handle/tede/9928.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES
Introduction: The global warming has severe environmental impacts and reach different areas and localities, in particular the least developed countries in the tropical region. In Brazil, the regions that suffer most impacts, with such changes will be the Amazon and Northeast. With the development of modern society, it is observed that individuals are consuming much of their time indoors, so, numerous studies have sought to study environmental comfort conditions to assist in the execution of activities and maximize human performance. One of the many changes that took place is in the learning environment, which is different compared to years ago. Technological resources in the classroom have made this a more versatile environment, allowing students and teachers to interact with other institutions, providing greater flexibility in the use of tools that extend their cognitive abilities. However, these tools can both facilitate communication and versatility of teaching and learning as increase the thermal load in the environment that already suffers direct influence of the external environment. In this sense, important to investigate how it is the variables of thermal comfort affect students' performance in climate-controlled learning environments provided these technologies. Objective: We analyzed the relationship between thermal comfort and performance of students in environments with technological innovations in areas of northeastern Brazil. Materials and Methods: Data were obtained during the experiments in the two institutions classrooms (A and B) of higher education located in Northeast Brazil. The Institution A is a private university in the city of João Pessoa- PB and the institution B is a public university in city of Teresina-PI. A total of 103 students of the engineering course participated, with one session per day, per class, on three consecutive days. The air temperature through the air conditioning was adjusted to 20ºC and 24ºC; the last day and is turned off the device to try to reach the value of 30 ° C. By heat stress meter TGD400 and microclimate station Babuc A, positioned in the center of the room recorded the parameters of the thermal environment. Cognitive abilities were assessed by the five events that make up the BPR-5 instrument, broken down for the three days of the experiment. Subjective and personal variables were evaluated in accordance with ISO7730/2005, through check list (thermal resistance of clothing) and scales of 4 points (Comfort) and 7 points (Sensation and Desire). With the results and data obtained were carried out simulations using the Generalized Linear Models (GLM) to verify the relationship between thermal comfort and performance. Results: At the institution A 42,9% of the first day of collection, where the temperature was in it 21,49ºC, indicated to be feeling slightly warm environment (+1) and 51,9% said that the place was comfortable (1). The PMV index of ISO7730/2005 indicated that the room was cold, with 57% of the vote between -1,5 and -2,5. On the second day, with an average temperature was 23,24ºC, about 58,1% of the students felt the thermally neutral environment (0) and 55,4% rated it as comfortable (1). The PMV index, on the second day, indicated that the room was slightly cold, with 87,8% of the vote between -0,5 and -1,5. On the third day the mean temperature was 27,49ºC and 41,9% of the rated as hot environment (+2) and finally, 35.1% VII of the evaluated local rated as slightly uncomfortable (2). The Middle Foretold vote indicated that the room was slightly hot on the third day, with 60.8% of votes ranging from +0,5 to +1,5. The institution B, on the first day of collection whose average temperature was 20,07ºC, about 50% of students reported feeling that the environment was slightly cold (-1) and 61.5% of students rated the environment as comfortable (1). The PMV index indicated that the environment was cold with 92% of the vote results were between -1,5 and -2,5. On the second day the average temperature was 33,72ºC and 59,3% of students said they felt the warm environment (+2) and 66,7% rated it as uncomfortable (3). Regarding the PMV 100% of the frequency of the votes indicated that the environment was rated as very hot (PMV> +2.5). On the third day with the average temperature 22,95ºC, about 73,3% of the students indicated that the thermal sensation was neutral (0) and the place was rated by 96,2% of the students as comfortable (1). The PMV index showed that 88,5% of the calculated votes of the students indicated that the site was slightly cold (-0,5
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Gomez, Elisa Valderas. "Performance of the Kenward-Project when the Covariance Structure is Selected Using AIC and BIC." Diss., CLICK HERE for online access, 2004. http://contentdm.lib.byu.edu/ETD/image/etd431.pdf.
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Almeida, Karine Souza de. "An?lise da performance de sistemas de comunica??o sem fio baseados em OFDM utilizando um modelo de propaga??o na ?rea urbana de S?o Paulo - SP." Universidade Estadual de Feira de Santana, 2016. http://localhost:8080/tede/handle/tede/361.
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Funda??o de Amparo ? Pesquisa do Estado da Bahia - FAPEB
By using the Orthogonal Frequency Division Multiplexing (OFDM), it is possible to transmit by a channel a more robust signal and less susceptible to interferences. When such technique, based on orthogonal subcarriers, is combined with the use of propagation models, which are relevant tools for simulating the signal behavior in respect to environmental parameters and antenna configurations, it is feasible to have an evaluation about the performance of these systems, improving their project phase. Therefore, this work presents the use of OFDM technique applied to two propagation models: a two-ray geometric model and a microcellular model adapted to the Paulista Avenue, S?o Paulo, SP, having as objective the analysis of a mobile communication system through Bit Error Rate (BER). In the developed application using the MAtrix LABoratory (MATLAB) software, the mobile communication system based on OFDM admits several scenarios during the simulation, so that scenarios are related to positioning of the antennas, heights, type of modulation, size of the bit sequence to be sent, and others. The adopted OFDM architecture has been the IFFT/FFT and based on it, the system performs the transmission and reception of a bit set through a channel with interference by using different digital modulations, making appropriate comparisons.
Atrav?s da utiliza??o da t?cnica de Multiplexa??o por Divis?o de Frequ?ncias Ortogonais (OFDM, do ingl?s, Orthogonal Frequency Division Multiplexing), ? poss?vel transmitir por um canal um sinal mais robusto e menos propenso a interfer?ncias. Quando tal t?cnica, baseada na utiliza??o de subportadoras ortogonais, ? aliada ao uso de modelos de propaga??o, que s?o ferramentas relevantes para a simula??o do comportamento do sinal em rela??o aos par?metros do ambiente e as configura??es das antenas, ? poss?vel ter uma avalia??o a respeito do desempenho desses sistemas, melhorando a fase de projeto dos mesmos. Sendo assim, este trabalho apresenta o uso da t?cnica OFDM aplicada a dois modelos de propaga??o: um modelo geom?trico de dois raios e um modelo microcelular adaptado para a Avenida Paulista, S?o Paulo, SP, possuindo como objetivo a an?lise de um sistema de comunica??o m?vel atrav?s do c?lculo da Taxa de Erro de Bit (BER, do ingl?s, Bit Error Rate). Na aplica??o desenvolvida utilizando o software MATLAB (MATrix LABoratory), o sistema de comunica??o m?vel baseado em OFDM assume diversos cen?rios durante as simula??es, de forma que esses cen?rios s?o relacionados ao posicionamento das antenas, alturas, tipo de modula??o, tamanho da sequ?ncia de bits a ser enviada, entre outras. A arquitetura OFDM adotada foi a IFFT/FFT e baseado nela, o sistema realiza a transmiss?o e a recep??o de um conjunto de bits por um canal com interfer?ncias utilizando diferentes modula??es digitais, fazendo as devidas compara??es.
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Wang, Yuancheng. "Performance of supertree methods for estimating species trees." Thesis, University of Canterbury. Mathematics and Statistics, 2010. http://hdl.handle.net/10092/4644.
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Phylogenetics is the research of ancestor-descendant relationships among different groups of organisms, for example, species or populations of interest. The datasets involved are usually sequence alignments of various subsets of taxa for various genes.
A major task of phylogenetics is often to combine estimated gene trees from many loci sampled from the genes into an overall estimate species tree topology. Eventually, one can construct the tree of life that depicts the ancestor-descendant relationships for all known species around the world. If there is missing data or incomplete sampling in the datasets, then supertree methods can be used to assemble gene trees with different subsets of taxa into an estimated overall species tree topology.
In this study, we assume that gene tree discordance is solely due to incomplete lineage sorting under the multispecies coalescent model (Degnan and Rosenberg, 2009). If there is missing data or incomplete sampling in the datasets, then supertree methods can be used to assemble gene trees with different subsets of taxa into an estimated species tree topology. In addition, we examine the performance of the most commonly used supertree method (Wilkinson et al., 2009), namely matrix representation with parsimony (MRP), to explore its statistical properties in this setting. In particular, we show that MRP is not statistically consistent. That is, an estimated species tree topology other than the true species tree topology is more likely to be returned by MRP as the number of gene trees increases. For some situations, using longer branch lengths, randomly deleting taxa or even introducing mutation can improve the performance of MRP so that the matching species tree topology is recovered more often.
In conclusion, MRP is a supertree method that is able to handle large amounts of conflict in the input gene trees. However, MRP is not statistically consistent, when using gene trees arise from the multispecies coalescent model to estimate species trees.
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Ojeda, Barrionuevo Jean Paul, and Pizarro Juan Américo López. "Desempeño sísmico de una edificación de concreto armado dual mediante el análisis no lineal en el tiempo ubicado en el distrito de Lince, departamento de Lima-Perú." Bachelor's thesis, Universidad Peruana de Ciencias Aplicadas (UPC), 2021. http://hdl.handle.net/10757/655183.
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El tema de esta investigación aborda el desempeño sismorresistente de un edificio en Lima aplicando el análisis dinámico no lineal “Tiempo historia”. Por ello, la hipótesis plantea que el desempeño sísmico de un edificio destinado a vivienda en la ciudad de Lima debido a un sismo moderado y severo, cumple con lo indicado en la Norma Peruana Sismorresistente E-030 respecto a sus objetivos del no daño estructural y el no colapso respectivamente, si los puntos de desempeño obtenidos al comparar la curva de Capacidad con la curva de Demanda de la Norma E-030 se encuentran dentro del rango de desempeño establecido según el código de la Agencia Federal para el Manejo de Emergencias (FEMA). Consecuentemente, la investigación está dividida en 5 capítulos. En el primero, se presenta la descripción de la estructura a analizar, que abarca sus características arquitectónicas y estructurales. En el segundo, se expone una serie de conceptos fundamentales plasmados en el marco teórico, para entender el desempeño sísmico y todo lo relacionado con este análisis. En el tercero y cuarto, se realiza la evaluación del desempeño sismorresistente aplicando el Análisis Dinámico No lineal Tiempo Historia. Finalmente, se verificará si el desempeño sismorresistente de un edificio de albañilería confinada en la ciudad de Lima cumple o no con los objetivos de la Norma Peruana Sismorresistente E-030 2019.The subject of this research deals with the seismic performance of a building in Lima applying the non-linear dynamic analysis "Time History". Therefore, the hypothesis states that the seismic performance of a building intended for housing in the city of Lima due to a moderate and severe earthquake, complies with the provisions of the Peruvian Seismic E-030 Standard regarding its objectives of structural and non-structural damage. the non-collapse respectively, if the performance points obtained when comparing the Capacity curve with the Demand curve of the E-030 Standard are within the performance range established according to the code of the Federal Emergency Management Agency (FEMA). Consequently, the investigation is divided into 5 chapters. In the first one, the description of the structure to be analyzed is presented, which covers its architectural and structural characteristics. In the second, a series of fundamental concepts embodied in the theoretical framework is exposed to understand the seismic performance and everything related to this analysis. In the third and fourth, the evaluation of the seismic performance is performed applying the dynamic nonlinear analysis Time History. Finally, it will be verified if the seismic performance of a reinforced concrete building in the city of Lima complies or not with the objectives of the Peruvian Seismic Standard E-030 2019.
Tesis
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Alexis, Naudin. "Exploration of Explanatory Variables in the Creation of Linear Regression Models and Logistic Regression Models to Predict the Performance of Preservice Teachers on the Science Portion of the EC-6 TExES Certification Examination." Thesis, University of North Texas, 2019. https://digital.library.unt.edu/ark:/67531/metadc1609094/.
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The purpose of this study was to analyze the current and pre-service conditions that can affect student teachers' preparedness to pass the science portion of the EC-6 Texas Examinations for Educator Standards (TExES), one of the mandatory certification exam to become a teacher in Texas. Two types of prediction models were employed in this study: binomial logistic regression and multiple linear regression. The independent variables used in this study were: final grade in BIOL 1082, classification of students, transfer status, taken college biology, taken college chemistry, taken college physics, taken college environmental science, taken college earth science, attending college part-time, number of credits taken during the semester, first-generation college student, relatives with degree in education, and current GPA. The dependent variable of this study was the posttest score on science portion of the EC-6 TExES practice exam. A total of 170 preservice teachers participated this study. This study used students enrolled in BIOL 1082, who volunteered to take a Biology for Educators QualtricsTM survey and the EC-6 TExES practice exam in a pretest (start of semester) and posttest (end of semester) form. The findings of this study revealed that the single best predictor of preservice teachers' performance on the science portion of EC-6 TExES practice certification examination was the Grade in BIOL 1082.
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Matias, Stephane Paul Jordão. "Análise paramétrica do consumo de electricidade e água para o comércio alimentar a retalho e grossista." Master's thesis, Instituto Superior de Economia e Gestão, 2012. http://hdl.handle.net/10400.5/10327.
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Mestrado em Decisão Económica e EmpresarialOs consumos de electricidade e água têm sido alvo de vários estudos, com o interesse de perceber o que os influencia e encontrar soluções que promovam a melhoria do desempenho económico e ambiental das organizações. Neste sentido, o presente trabalho pretende elaborar uma análise paramétrica, utilizando o modelo de regressão linear, para detectar as variáveis das quais dependem os consumos de água e electricidade para os formatos de comércio a retalho e grossista. Esta análise permitiu estudar a relevância de algumas variáveis para explicar os respectivos consumos nos vários estabelecimentos do grupo Jerónimo Martins como também detectar os estabelecimentos com consumos extremos.
The electricity and water consumptions has been the subject of several studies which envisage the evaluation of their influences and finding solutions that promote the improvement of the organizations' economic and environmental performance. In this sense, the present work aims to develop a parametric analysis, using the linear regression model, to detect the variables of which depend the consumptions of water and electricity for the retail and cash & carry sectors. This analysis allowed to study the relevance of some variables in explaining the mentioned consumptions of various establishments of the group Jerónimo Martins and to detect the establishments with extreme consumptions.
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Anselmo, Estevao. "Modelo de gestão não-linear: a teoria do caos e complexidade aplicada à gestão de empresas de alto crescimento em ambientes dinâmicos e imprevisíveis." Universidade de São Paulo, 2005. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-06092007-155707/.
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Este estudo aborda a aplicação da teoria do caos e complexidade na gestão de empresas que operam em ambientes dinâmicos e imprevisíveis. O objetivo geral do estudo consiste no desenvolvimento conceitual de um modelo de gestão não-linear, tendo como base os conceitos da teoria do caos e complexidade. Os objetivos específicos consistem em avaliar o grau de ajustamento dos princípios e das técnicas de gestão utilizados pelas empresas que operam em ambientes dinâmicos e imprevisíveis ao modelo de gestão não-linear proposto, e como esse grau de ajustamento se relaciona com o desempenho dessas empresas a longo prazo. O método de pesquisa utilizado é o do estudo de casos múltiplos com replicação teórica. O estudo analisa três pares de empresas pertencentes aos setores de construção pesada, softwares de gestão empresarial e cosméticos sendo que, em cada par, compara os modelos de gestão e os desempenhos da empresa nacional líder e de uma empresa nacional comparável. A análise dos casos evidenciou que em cada setor estudado as empresas apresentam graus diferenciados de ajustamento ao modelo de gestão não-linear proposto, e que aquelas com maiores graus de ajustamento ao modelo apresentam melhores desempenhos em termos de crescimento das vendas. O estudo conclui que, para os casos estudados, há evidências de que o grau de ajustamento dos princípios e das técnicas de gestão utilizados pelas empresas ao modelo de gestão não-linear proposto guarda uma relação direta com suas taxas de crescimento das vendas de longo prazo. Os resultados observados validaram as proposições teóricas iniciais do estudo, e indicam a possibilidade da utilização dos conceitos da teoria do caos e complexidade na gestão e melhoria do desempenho de empresas que operam em ambientes dinâmicos e imprevisíveis.This study is about the use of the chaos and complexity theory on the managing of companies operating in dynamic and unforeseeable environments. The general purpose of this study is the conceptual development of a nonlinear management model, based on the chaos and complexity theory. The specifics purposes of this study are to evaluate the adjustment degree of managerial principles and techniques used by those companies operating in dynamic and unforeseeable environments to the nonlinear management model proposed and how this adjustment degree relates to the long term performance of such companies. The research design used is a multiple-case study with theoretical replication. The study analyses three pairs of companies in the heavy construction, corporate management software and cosmetics industries. For each pair of companies, the leading and a following national company are compared as regards their management models and performances. The results showed that for each industry, the companies have different adjustment degrees to the nonlinear management model proposed, and those companies showing a higher adjustment to the model present better performance level, as regard sales growth. The study concludes that for cases studied there are evidences that the adjustment degree of managerial principles and techniques applied by companies to the nonlinear management model are directly related to the long term sales growth. The observed results validate the initial theoretical propositions of the study, and indicate the possibility to use the chaos and complexity theory?s concepts for management and performance improvement of companies operating in dynamic and unforeseeable environments.
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Jamal, Aygul. "A parallel iterative solver for large sparse linear systems enhanced with randomization and GPU accelerator, and its resilience to soft errors." Thesis, Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLS269/document.
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Dans cette thèse de doctorat, nous abordons trois défis auxquels sont confrontés les solveurs d'algèbres linéaires dans la perspective des futurs systèmes exascale: accélérer la convergence en utilisant des techniques innovantes au niveau algorithmique, en profitant des accélérateurs GPU (Graphics Processing Units) pour améliorer le calcul sur plusieurs systèmes, en évaluant l'impact des erreurs due à l'augmentation du parallélisme dans les superordinateurs. Nous nous intéressons à l'étude des méthodes permettant d'accélérer la convergence et le temps d'exécution des solveurs itératifs pour les grands systèmes linéaires creux. Le solveur plus spécifiquement considéré dans ce travail est le “parallel Algebraic Recursive Multilevel Solver (pARMS)” qui est un soldeur parallèle sur mémoire distribuée basé sur les méthodes de sous-espace de Krylov.Tout d'abord, nous proposons d'intégrer une technique de randomisation appelée “Random Butterfly Transformations (RBT)” qui a été proposée avec succès pour éliminer le coût du pivotage dans la résolution des systèmes linéaires denses. Notre objectif est d'appliquer cette technique dans le préconditionneur ARMS de pARMS pour résoudre plus efficacement le dernier système Complément de Schur dans l'application du processus à multi-niveaux récursif. En raison de l'importance considérable du dernier Complément de Schur pour certains problèmes de test, nous proposons également d'utiliser une variante creux de RBT suivie d'un solveur direct creux (SuperLU). Les résultats expérimentaux sur certaines matrices de la collection de Davis montrent une amélioration de la convergence et de la précision par rapport aux implémentations existantes.Ensuite, nous illustrons comment une approche non intrusive peut être appliquée pour implémenter des calculs GPU dans le solveur pARMS, plus particulièrement pour la phase de préconditionnement locale qui représente une partie importante du temps pour la résolution. Nous comparons les solveurs purement CPU avec les solveurs hybrides CPU / GPU sur plusieurs problèmes de test issus d'applications physiques. Les résultats de performance du solveur hybride CPU / GPU utilisant le préconditionnement ARMS combiné avec RBT, ou le préconditionnement ILU(0), montrent un gain de performance jusqu'à 30% sur les problèmes de test considérés dans nos expériences.Enfin, nous étudions l'effet des défaillances logicielles variable sur la convergence de la méthode itérative flexible GMRES (FGMRES) qui est couramment utilisée pour résoudre le système préconditionné dans pARMS. Le problème ciblé dans nos expériences est un problème elliptique PDE sur une grille régulière. Nous considérons deux types de préconditionneurs: une factorisation LU incomplète à double seuil (ILUT) et le préconditionneur ARMS combiné avec randomisation RBT. Nous considérons deux modèle de fautes logicielles différentes où nous perturbons la multiplication du vecteur matriciel et la phase de préconditionnement, et nous comparons leur impact potentiel sur la convergenceIn this PhD thesis, we address three challenges faced by linear algebra solvers in the perspective of future exascale systems: accelerating convergence using innovative techniques at the algorithm level, taking advantage of GPU (Graphics Processing Units) accelerators to enhance the performance of computations on hybrid CPU/GPU systems, evaluating the impact of errors in the context of an increasing level of parallelism in supercomputers. We are interested in studying methods that enable us to accelerate convergence and execution time of iterative solvers for large sparse linear systems. The solver specifically considered in this work is the parallel Algebraic Recursive Multilevel Solver (pARMS), which is a distributed-memory parallel solver based on Krylov subspace methods.First we integrate a randomization technique referred to as Random Butterfly Transformations (RBT) that has been successfully applied to remove the cost of pivoting in the solution of dense linear systems. Our objective is to apply this method in the ARMS preconditioner to solve more efficiently the last Schur complement system in the application of the recursive multilevel process in pARMS. The experimental results show an improvement of the convergence and the accuracy. Due to memory concerns for some test problems, we also propose to use a sparse variant of RBT followed by a sparse direct solver (SuperLU), resulting in an improvement of the execution time.Then we explain how a non intrusive approach can be applied to implement GPU computing into the pARMS solver, more especially for the local preconditioning phase that represents a significant part of the time to compute the solution. We compare the CPU-only and hybrid CPU/GPU variant of the solver on several test problems coming from physical applications. The performance results of the hybrid CPU/GPU solver using the ARMS preconditioning combined with RBT, or the ILU(0) preconditioning, show a performance gain of up to 30% on the test problems considered in our experiments.Finally we study the effect of soft fault errors on the convergence of the commonly used flexible GMRES (FGMRES) algorithm which is also used to solve the preconditioned system in pARMS. The test problem in our experiments is an elliptical PDE problem on a regular grid. We consider two types of preconditioners: an incomplete LU factorization with dual threshold (ILUT), and the ARMS preconditioner combined with RBT randomization. We consider two soft fault error modeling approaches where we perturb the matrix-vector multiplication and the application of the preconditioner, and we compare their potential impact on the convergence of the solver
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Zhang, Yi. "High performance DSP-based servo drive control for a limited-angle torque motor." Thesis, Loughborough University, 1997. https://dspace.lboro.ac.uk/2134/6768.
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This thesis describes the analysis, design and implementation of a high performance DSP-based servo drive for a limited-angle torque motor used in thermal imaging applications. A limited-angle torque motor is an electromagnetic actuator based on the Laws' relay principle, and in the present application the rotation required was from - 10° to + 10° in 16 ms, with a flyback period of 4 ms. To ensure good quality picture reproduction, an exceptionally high linearity of ±0.02 ° was necessary throughout the forward sweep. In addition, the drive voltage to the exciting winding of the motor should be less than the +35 V ceiling of the drive amplifier. A research survey shows that little literature was available, probably due to the commercial sensitivity of many of the applications for torque motors. A detailed mathematical model of the motor drive, including high-order linear dynamics and the significant nonlinear characteristics, was developed to provide an insight into the overall system behaviour. The proposed control scheme uses a multicompensator, multi-loop linear controller, to reshape substantially the motor response characteristic, with a non-linear adaptive gain-scheduled controller to compensate effectively for the nonlinear variations of the motor parameters. The scheme demonstrates that a demanding nonlinear control system may be conveniently analysed and synthesised using frequency-domain methods, and that the design techniques may be reliably applied to similar electro-mechanical systems required to track a repetitive waveform. A prototype drive system was designed, constructed and tested during the course of the research. The drive system comprises a DSP-based digital controller, a linear power amplifier and the feedback signal conditioning circuit necessary for the closed-loop control. A switch-mode amplifier was also built, evaluated and compared with the linear amplifier. It was shown that the overall performance of the linear amplifier was superior to that of the switch-mode amplifier for the present application. The control software was developed using the structured programming method, with the continuous controller converted to digital form using the bilinear transform. The 6- operator was used rather than the z-operator, since it is more advantageous for high speed sampling systems. The gain-scheduled control was implemented by developing a schedule table, which is controlled by the DSP program to update continuously the controller parameters in synchronism with the periodic scanning of the motor. The experimental results show excellent agreement with the simulated results, with linearity of ±0.05 ° achieved throughout the forward sweep. Although this did not quite meet the very demanding specifications due to the limitations of the experimental drive system, it clearly demonstrates the effectiveness of the proposed control scheme. The discrepancies between simulated and experimental results are analyzed and discussed, the control design method is reviewed, and detailed suggestions are presented for further work which may improve the drive performance.
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Moraes, Edmilson Alves de. "Análise da decomposição do desempenho de empresas brasileiras utilizando modelos lineares mistos e de componentes de variância." reponame:Repositório Institucional do FGV, 2005. http://hdl.handle.net/10438/2548.
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Previous issue date: 2005-09-27T00:00:00ZA determinação e a mensuração da importância das principais fontes de vantagem competitiva, ainda é um tema em discussão na área de Estratégia. Uma linha de pesquisa, iniciada em meados dos anos 80, tem seu foco principal na determinação e quantificação da importância dos fatores que poderiam explicar as diferenças no desempenho de um grupo de empresas, utilizando a decomposição da variância dos valores do desempenho através das técnicas de Regressão Linear ou de Componentes de Variância. Nesta linha de pesquisa, desenvolveram-se uma série de trabalhos empíricos cujo propósito principal é quantificar, entre outros fatores, qual a importância do setor industrial em que a empresa atua, qual a importância do ano, qual a importância de se fazer parte de um grupo econômico e qual a importância dos fatores idiossincráticos da empresa na explicação do desempenho apresentado em determinados períodos. Dos resultados destes trabalhos surgiram discussões importantes sobre o papel da estratégia corporativa e sobre a importância relativa de tais fatores na determinação da vantagem competitiva. Este trabalho se insere nesta linha de pesquisa, cujo objetivo é, utilizando uma base de dados brasileira muito mais abrangente e completa que os estudos anteriores, quer nacionais e internacionais, primeiramente verificar se a realidade apontada nos estudos internacionais se assemelha à do Brasil. Em segundo lugar, contribuir com um refinamento teórico, refazendo estas análises utilizando modelos lineares mistos, mais apropriados para estes conjuntos de dados, que os modelos de componentes de variância. Em terceiro lugar, utilizando dois tipos de matriz de covariância, verifica se o desempenho de um determinado ano influi no desempenho dos anos imediatamente subseqüentes, verificando, assim, a possível existência de medidas repetidas para a variável ano. Finalmente, analisa se parte da variabilidade do desempenho das empresas brasileiras pode ser atribuído ao fato da empresa se localizar em determinada Unidade da Federação
The delimitation of the main sources of competitive advantage and the quantification of their importance, are still relevant issues in the strategy field of studies. At the middle of the 80´s, a new stream of research emerged, focusing in determining and quantifying the importance of the factors which could explain the differences among the performance of a set of firms, through the decomposition of factors variance using linear regression or variance components. In this set of works, there was developed several empirical researches whose main purpose was to quantify the importance of factors as industrial sector, year, corporate affiliation and idiosyncratic issues in explaining the firm performance. From the results presented in these papers several discussions raised about the hole of corporate strategy and about the relative importance of those factors in the determination of the competitive advantage. The investigation developed in this work, which is aligned with this set of researches, uses a broad and complete data base of Brazilians´ firms, first, to verify if the findings about international firms are similar to Brazilian firms. Second, develop new analysis using linear mixed models, which are theoretically more appropriate for this type of analysis. Third, by the use of two types of covariance matrices, test the existence of repeated measures for the variable year, to verify if the results of performance of a year influence the performance of the subsequent years. Finally, it is analyzed if being established in a specific Brazilian State impacts the firm performance.
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Vestin, Albin, and Gustav Strandberg. "Evaluation of Target Tracking Using Multiple Sensors and Non-Causal Algorithms." Thesis, Linköpings universitet, Reglerteknik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-160020.
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Today, the main research field for the automotive industry is to find solutions for active safety. In order to perceive the surrounding environment, tracking nearby traffic objects plays an important role. Validation of the tracking performance is often done in staged traffic scenarios, where additional sensors, mounted on the vehicles, are used to obtain their true positions and velocities. The difficulty of evaluating the tracking performance complicates its development. An alternative approach studied in this thesis, is to record sequences and use non-causal algorithms, such as smoothing, instead of filtering to estimate the true target states. With this method, validation data for online, causal, target tracking algorithms can be obtained for all traffic scenarios without the need of extra sensors. We investigate how non-causal algorithms affects the target tracking performance using multiple sensors and dynamic models of different complexity. This is done to evaluate real-time methods against estimates obtained from non-causal filtering. Two different measurement units, a monocular camera and a LIDAR sensor, and two dynamic models are evaluated and compared using both causal and non-causal methods. The system is tested in two single object scenarios where ground truth is available and in three multi object scenarios without ground truth. Results from the two single object scenarios shows that tracking using only a monocular camera performs poorly since it is unable to measure the distance to objects. Here, a complementary LIDAR sensor improves the tracking performance significantly. The dynamic models are shown to have a small impact on the tracking performance, while the non-causal application gives a distinct improvement when tracking objects at large distances. Since the sequence can be reversed, the non-causal estimates are propagated from more certain states when the target is closer to the ego vehicle. For multiple object tracking, we find that correct associations between measurements and tracks are crucial for improving the tracking performance with non-causal algorithms.
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Lin, Chan-Yi, and 林展毅. "Fuzzy Linear Regression Model with Better Estimation Performance." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/77180007036105753239.
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