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1
Ragusa, Giuseppe. "Essays on moment conditions models econometrics /". Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2005. http://wwwlib.umi.com/cr/ucsd/fullcit?p3170252.
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Benigni, Lucas. "Dynamics of eigenvectors of random matrices and eigenvalues of nonlinear models of matrices". Thesis, Sorbonne Paris Cité, 2019. http://www.theses.fr/2019USPCC003/document.
Testo completoAbstract (sommario):
Cette thèse est constituée de deux parties indépendantes. La première partie concerne l'étude des vecteurs propres de matrices aléatoires de type Wigner. Dans un premier temps, nous étudions la distribution des vecteurs propres de matrices de Wigner déformées, elles consistent en une perturbation d'une matrice de Wigner par une matrice diagonale déterministe. Si les deux matrices sont du même ordre de grandeur, il a été prouvé que les vecteurs propres se délocalisent complètement et les valeurs propres rentrent dans la classe d'universalité de Wigner-Dyson-Mehta. Nous étudions ici une phase intermédiaire où la perturbation déterministe domine l'aléa: les vecteurs propres ne sont pas totalement délocalisés alors que les valeurs propres restent universelles. Les entrées des vecteurs propres sont asymptotiquement gaussiennes avec une variance qui les localise dans une partie explicite du spectre. De plus, leur masse est concentrée autour de cette variance dans le sens d'une unique ergodicité quantique. Ensuite, nous étudions des corrélations de différents vecteur propres. Pour se faire, une nouvelle observable sur les moments de vecteurs propres du mouvement brownien de Dyson est étudiée. Elle suit une équation parabolique close qui est un pendant fermionique du flot des moments de vecteurs propres de Bourgade-Yau. En combinant l'étude de ces deux observables, il est possible d'analyser certaines corrélations.La deuxième partie concerne l'étude de la distribution des valeurs propres de modèles non-linéaires de matrices aléatoires. Ces modèles apparaissent dans l'étude de réseaux de neurones aléatoires et correspondent à une version non-linéaire de matrice de covariance dans le sens où une fonction non-linéaire, appelée fonction d'activation, est appliquée entrée par entrée sur la matrice. La distribution des valeurs propres convergent vers une distribution déterministe caractérisée par une équation auto-consistante de degré 4 sur sa transformée de Stieltjes. La distribution ne dépend de la fonction que sur deux paramètres explicites et pour certains choix de paramètres nous retrouvons la distribution de Marchenko-Pastur qui reste stable après passage sous plusieurs couches du réseau de neuronesThis thesis consists in two independent parts. The first part pertains to the study of eigenvectors of random matrices of Wigner-type. Firstly, we analyze the distribution of eigenvectors of deformed Wigner matrices which consist in a perturbation of a Wigner matrix by a deterministic diagonal matrix. If the two matrices are of the same order of magnitude, it was proved that eigenvectors are completely delocalized and eigenvalues belongs to the Wigner-Dyson-Mehta universality class. We study here an intermediary phase where the deterministic perturbation dominates the randomness of the Wigner matrix : eigenvectors are not completely delocalized but eigenvalues are still universal. The eigenvector entries are asymptotically Gaussian with a variance which localize them onto an explicit part of the spectrum. Moreover, their mass is concentrated around their variance in a sense of a quantum unique ergodicity property. Then, we consider correlations of different eigenvectors. To do so, we exhibit a new observable on eigenvector moments of the Dyson Brownian motion. It follows a closed parabolic equation which is a fermionic counterpart of the Bourgade-Yau eigenvector moment flow. By combining the study of these two observables, it becomes possible to study some eigenvector correlations.The second part concerns the study of eigenvalue distribution of nonlinear models of random matrices. These models appear in the study of random neural networks and correspond to a nonlinear version of sample covariance matrices in the sense that a nonlinear function, called the activation function, is applied entrywise to the matrix. The empirical eigenvalue distribution converges to a deterministic distribution characterized by a self-consistent equation of degree 4 followed by its Stieltjes transform. The distribution depends on the function only through two explicit parameters. For a specific choice of these parameters, we recover the Marchenko-Pastur distribution which stays stable after going through several layers of the network
3
Gabriel, Christian [Verfasser], Jörg [Akademischer Betreuer] Laitenberger e Claudia [Akademischer Betreuer] Becker. "Bond yields : models and moments / Christian Gabriel. Betreuer: Jörg Laitenberger ; Claudia Becker". Halle, Saale : Universitäts- und Landesbibliothek Sachsen-Anhalt, 2015. http://d-nb.info/1072072807/34.
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Gabriel, Christian Verfasser], Jörg [Akademischer Betreuer] [Laitenberger e Claudia [Akademischer Betreuer] Becker. "Bond yields : models and moments / Christian Gabriel. Betreuer: Jörg Laitenberger ; Claudia Becker". Halle, Saale : Universitäts- und Landesbibliothek Sachsen-Anhalt, 2015. http://nbn-resolving.de/urn:nbn:de:gbv:3:4-14548.
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Podosinnikova, Anastasia. "Sur la méthode des moments pour l'estimation des modèles à variables latentes". Thesis, Paris Sciences et Lettres (ComUE), 2016. http://www.theses.fr/2016PSLEE050/document.
Testo completoAbstract (sommario):
Les modèles linéaires latents sont des modèles statistique puissants pour extraire la structure latente utile à partir de données non structurées par ailleurs. Ces modèles sont utiles dans de nombreuses applications telles que le traitement automatique du langage naturel et la vision artificielle. Pourtant, l'estimation et l'inférence sont souvent impossibles en temps polynomial pour de nombreux modèles linéaires latents et on doit utiliser des méthodes approximatives pour lesquelles il est difficile de récupérer les paramètres. Plusieurs approches, introduites récemment, utilisent la méthode des moments. Elles permettent de retrouver les paramètres dans le cadre idéalisé d'un échantillon de données infini tiré selon certains modèles, mais ils viennent souvent avec des garanties théoriques dans les cas où ce n'est pas exactement satisfait. Dans cette thèse, nous nous concentrons sur les méthodes d'estimation fondées sur l'appariement de moment pour différents modèles linéaires latents. L'utilisation d'un lien étroit avec l'analyse en composantes indépendantes, qui est un outil bien étudié par la communauté du traitement du signal, nous présentons plusieurs modèles semiparamétriques pour la modélisation thématique et dans un contexte multi-vues. Nous présentons des méthodes à base de moment ainsi que des algorithmes pour l'estimation dans ces modèles, et nous prouvons pour ces méthodes des résultats de complexité améliorée par rapport aux méthodes existantes. Nous donnons également des garanties d'identifiabilité, contrairement à d'autres modèles actuels. C'est une propriété importante pour assurer leur interprétabilitéLatent linear models are powerful probabilistic tools for extracting useful latent structure from otherwise unstructured data and have proved useful in numerous applications such as natural language processing and computer vision. However, the estimation and inference are often intractable for many latent linear models and one has to make use of approximate methods often with no recovery guarantees. An alternative approach, which has been popular lately, are methods based on the method of moments. These methods often have guarantees of exact recovery in the idealized setting of an infinite data sample and well specified models, but they also often come with theoretical guarantees in cases where this is not exactly satisfied. In this thesis, we focus on moment matchingbased estimation methods for different latent linear models. Using a close connection with independent component analysis, which is a well studied tool from the signal processing literature, we introduce several semiparametric models in the topic modeling context and for multi-view models and develop moment matching-based methods for the estimation in these models. These methods come with improved sample complexity results compared to the previously proposed methods. The models are supplemented with the identifiability guarantees, which is a necessary property to ensure their interpretability. This is opposed to some other widely used models, which are unidentifiable
6
Augustine-Ohwo, Odaro. "Estimating break points in linear models : a GMM approach". Thesis, University of Manchester, 2016. https://www.research.manchester.ac.uk/portal/en/theses/estimating-break-points-in-linear-models-a-gmm-approach(804d83e3-dad8-4cda-b1e1-fbfce7ef41b8).html.
Testo completoAbstract (sommario):
In estimating econometric time series models, it is assumed that the parameters remain constant over the period examined. This assumption may not always be valid when using data which span an extended period, as the underlying relationships between the variables in these models are exposed to various exogenous shifts. It is therefore imperative to examine the stability of models as failure to identify any changes could result in wrong predictions or inappropriate policy recommendations. This research proposes a method of estimating the location of break points in linear econometric models with endogenous regressors, estimated using Generalised Method of Moments (GMM). The proposed estimation method is based on Wald, Lagrange Multiplier and Difference type test statistics of parameter variation. In this study, the equation which sets out the relationship between the endogenous regressor and the instruments is referred to as the Jacobian Equation (JE). The thesis is presented along two main categories: Stable JE and Unstable JE. Under the Stable JE, models with a single and multiple breaks in the Structural Equation (SE) are examined. The break fraction estimators obtained are shown to be consistent for the true break fraction in the model. Additionally, using the fixed break approach, their $T$-convergence rates are established. Monte Carlo simulations which support the asymptotic properties are presented. Two main types of Unstable JE models are considered: a model with a single break only in the JE and another with a break in both the JE and SE. The asymptotic properties of the estimators obtained from these models are intractable under the fixed break approach, hence the thesis provides essential steps towards establishing the properties using the shrinking breaks approach. Nonetheless, a series of Monte Carlo simulations conducted provide strong support for the consistency of the break fraction estimators under the Unstable JE. A combined procedure for testing and estimating significant break points is detailed in the thesis. This method yields a consistent estimator of the true number of breaks in the model, as well as their locations. Lastly, an empirical application of the proposed methodology is presented using the New Keynesian Phillips Curve (NKPC) model for U.S. data. A previous study has found this NKPC model is unstable, having two endogenous regressors with Unstable JE. Using the combined testing and estimation approach, similar break points were estimated at 1975:2 and 1981:1. Therefore, using the GMM estimation approach proposed in this study, the presence of a Stable or Unstable JE does not affect estimations of breaks in the SE. A researcher can focus directly on estimating potential break points in the SE without having to pre-estimate the breaks in the JE, as is currently performed using Two Stage Least Squares.
7
Peterson, Kevin G. "Rolling moments and aerodynamic time scales for a model with a moving nose stagnation point". Thesis, Georgia Institute of Technology, 1996. http://hdl.handle.net/1853/12048.
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Smith, Nigel Stuart Allen. "Development of the conditional moment closure method for modelling turbulent combustion". Phd thesis, Department of Mechanical and Mechatronic Engineering, 1994. http://hdl.handle.net/2123/8917.
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Osypenko, Volodymyr, e Gregory Ivachnenko. "Algorithm for intelligent prediction of failure moments in computer systems". Thesis, Київський національний університет технологій та дизайну, 2021. https://er.knutd.edu.ua/handle/123456789/19177.
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Marmin, Arthur. "Rational models optimized exactly for solving signal processing problems". Electronic Thesis or Diss., université Paris-Saclay, 2020. http://www.theses.fr/2020UPASG017.
Testo completoAbstract (sommario):
Une vaste classe de problèmes d'optimisation non convexes est celle de l'optimisation rationnelle. Cette dernière apparaît naturellement dans de nombreux domaines tels que le traitement du signal ou le génie des procédés. Toutefois, trouver les optima globaux pour ces problèmes est difficile. Une approche récente, appelée la hiérarchie de Lasserre, fournit néanmoins une suite de problèmes convexes assurée de converger vers le minimum global. Cependant, cette approche représente un défi calculatoire du fait de la très grande dimension de ses relaxations. Dans cette thèse, nous abordons ce défi pour divers problèmes de traitement du signal.Dans un premier temps, nous formulons la reconstruction de signaux parcimonieux en un problème d'optimisation rationnelle. Nous montrons alors que ce dernier possède une structure que nous exploitons afin de réduire la complexité des relaxations associées. Nous pouvons ainsi résoudre plusieurs problèmes pratiques comme la restoration de signaux de chromatographie. Nous étendons également notre méthode à la restoration de signaux dans différents contextes en proposant plusieurs modèles de bruit et de signal. Dans une deuxième partie, nous étudions les relaxations convexes générées par nos problèmes et qui se présentent sous la forme de problèmes d'optimisation semi-définie positive de très grandes dimensions. Nous considérons plusieurs algorithmes basés sur les opérateurs proximaux pour les résoudre efficacement.La dernière partie de cette thèse est consacrée au lien entre les problèmes d'optimisation polynomiaux et la décomposition de tenseurs symétriques. En effet, ces derniers peuvent être tous deux vus comme une instance du problème des moments. Nous proposons ainsi une méthode de détection de rang et de décomposition pour les tenseurs symétriques basée sur les outils connus en optimisation polynomiale. Parallèlement, nous proposons une technique d'extraction robuste des solutions d'un problème d'optimisation poylnomiale basée sur les algorithmes de décomposition de tenseurs. Ces méthodes sont illustrées sur des problèmes de traitement du signalA wide class of nonconvex optimization problem is represented by rational optimization problems. The latter appear naturally in many areas such as signal processing or chemical engineering. However, finding the global optima of such problems is intricate. A recent approach called Lasserre's hierarchy provides a sequence of convex problems that has the theoretical guarantee to converge to the global optima. Nevertheless, this approach is computationally challenging due to the high dimensions of the convex relaxations. In this thesis, we tackle this challenge for various signal processing problems.First, we formulate the reconstruction of sparse signals as a rational optimization problem. We show that the latter has a structure that we wan exploit in order to reduce the complexity of the associated relaxations. We thus solve several practical problems such as the reconstruction of chromatography signals. We also extend our method to the reconstruction of various types of signal corrupted by different noise models.In a second part, we study the convex relaxations generated by our problems which take the form of high-dimensional semi-definite programming problems. We consider several algorithms mainly based on proximal operators to solve those high-dimensional problems efficiently.The last part of this thesis is dedicated to the link between polynomial optimization and symmetric tensor decomposition. Indeed, they both can be seen as an instance of the moment problem. We thereby propose a detection method as well as a decomposition algorithm for symmetric tensors based on the tools used in polynomial optimization. In parallel, we suggest a robust extraction method for polynomial optimization based on tensor decomposition algorithms. Those methods are illustrated on signal processing problems
11
Herrmann, Klaus [Verfasser]. "Maximum Entropy Models for Time-Varying Moments applied to Daily Financial Returns / Klaus Herrmann". Aachen : Shaker, 2011. http://d-nb.info/1074087976/34.
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Tartakovsky, Daniel. "Prediction of transient flow in random porous media by conditional moments". Diss., The University of Arizona, 1996. http://etd.library.arizona.edu/etd/GetFileServlet?file=file:///data1/pdf/etd/azu_e9791_1996_263_sip1_w.pdf&type=application/pdf.
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Tao, Ji. "Spatial econometrics models, methods and applications /". Connect to this title online, 2005. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1118957992.
Testo completoAbstract (sommario):
Thesis (Ph. D.)--Ohio State University, 2005.Title from first page of PDF file. Document formatted into pages; contains x, 140 p. Includes bibliographical references (p. 137-140). Available online via OhioLINK's ETD Center
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Glossop, Matthew T. "Theoretical studies of Anderson impurity models". Thesis, University of Oxford, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.365734.
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Roux, Hannaline. "Construction and parameter estimation of wrapped normal models". Diss., University of Pretoria, 2019. http://hdl.handle.net/2263/77880.
Testo completoAbstract (sommario):
If a known distribution on a real line is given, it can be wrapped on the circumference
of a unit circle. This research entails the study of a univariate skew-normal distribution
where the skew-normal distribution is generalised for the case of bimodality. Both
the skew-normal and
exible generalised skew-normal distributions are wrapped onto
a unit circle, consequently referred to as a wrapped skew-normal and a wrapped
exible
generalised skew-normal distribution respectively. For each of these distributions a
simulation study is conducted, where the performance of maximum likelihood estimation
is evaluated. Skew scale mixtures of normal distributions with the wrapped version
of these distributions are proposed and graphical representations are provided. These
distributions are also compared in an application to wind direction data.Dissertation (MSc)--University of Pretoria, 2019.
Statistics
MSc
Unrestricted
16
Qin, Lihai. "Development of Reduced-Order Models for Lift and Drag on Oscillating Cylinders with Higher-Order Spectral Moments". Diss., Virginia Tech, 2004. http://hdl.handle.net/10919/29542.
Testo completoAbstract (sommario):
An optimal solution of vortex-induced vibrations of structures would be a time-domain numerical simulation that simultaneously solves the fluid flow and structural response. Yet, the requirements in terms of computing power remains a major obstacle for implementing such a simulation. On the other hand, lower- or reduced-order models provide an alternative for determining structural response to forcing by fluid flow. The objective of this thesis is to provide a consistent approach for the development of reduced-order models for the lift and drag on oscillating cylinders and the identification of their parameters. Amplitudes and phases of higher-order spectral moments of the lift and drag coefficients data are combined with approximate solutions of the representative models to determine their parameters. The results show that the amplitude and phase of the trispectrum could be used to model the lift on the oscillating cylinder under different excitation conditions. Moreover, the amplitude and phase of the cross-bispectrum could be used to establish the lift-drag relation for oscillating cylinders. A forced van der Pol equation is used to represent the lift on a transversely oscillating cylinder, and a parametrically excited van der Pol equation is used to model the lift coefficient on an inline oscillating cylinder. All cases of excitations lead to close values for the damping and nonlinear parameters in the van der Pol equation. Consequently, and as shown in this thesis, different excitation cases could be used to identify the parameters in the governing equations. Moreover, the results show that the drag coefficient could be derived from the lift coefficient through a square relation that takes into account the effects of the forced motions.Ph. D.
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Liu, Xiaodong. "Econometrics on interactions-based models methods and applications /". Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1180283230.
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Maússe, Celestino Fernando. "Use of artificial neural network models to derive particle size distributions and their moments from chord length distributions". Master's thesis, University of Cape Town, 2006. http://hdl.handle.net/11427/5296.
Testo completoAbstract (sommario):
Includes bibliographical references (leaves 121-123).The objective of this study was to develop a method for in-lie measurement of a particle size distribution (PSD) of suspended solids and its moments. This was part of a wider study, the aim of which was to develop a system for controlling a crystallisation process. The control strategy to be used is dependent on kinetic models of the process. These are in turn dependent on the zeroth to fifth moments of the particle size distribution and the supersaturation levels of the solution. In order to apply advanced control to a process, continuous monitoring of the process to provice real time information for the process model is required.
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Izadi, Saeed. "Optimal Point Charge Approximation: from 3-Atom Water Molecule to Million-Atom Chromatin Fiber". Diss., Virginia Tech, 2016. http://hdl.handle.net/10919/81539.
Testo completoAbstract (sommario):
Atomistic modeling and simulation methods enable a modern molecular approach to bio-medical research. Issues addressed range from structure-function relationships to structure-based drug design. The ability of these methods to address biologically relevant problems is largely determined by their accurate treatment of electrostatic interactions in the target biomolecular structure. In practical molecular simulations, the electrostatic charge density of molecules is approximated by an arrangement of fractional "point charges" throughout the molecule. While chemically intuitive and straightforward in technical implementation, models based exclusively on atom-centered charge placement, a major workhorse of the biomolecular simulations, do not necessarily provide a sufficiently detailed description of the molecular electrostatic potentials for small systems, and can become prohibitively expensive for large systems with thousands to millions of atoms. In this work, we propose a rigorous and generally applicable approach, Optimal Point Charge Approximation (OPCA), for approximating electrostatic charge distributions of biomolecules with a small number of point charges to best represent the underlying electrostatic potential, regardless of the distance to the charge distribution. OPCA places a given number of point charges so that the lowest order multipole moments of the reference charge distribution are optimally reproduced. We provide a general framework for calculating OPCAs to any order, and introduce closed-form analytical expressions for the 1-charge, 2-charge and 3-charge OPCA. We demonstrate the advantage of OPCA by applying it to a wide range of biomolecules of varied sizes. We use the concept of OPCA to develop a different, novel approach of constructing accurate and simple point charge water models. The proposed approach permits a virtually exhaustive search for optimal model parameters in the sub-space most relevant to electrostatic properties of the water molecule in liquid phase. A novel rigid 4-point Optimal Point Charge (OPC) water model constructed based on the new approach is substantially more accurate than commonly used models in terms of bulk water properties, and delivers critical accuracy improvement in practical atomistic simulations, such as RNA simulations, protein folding, protein-ligand binding and small molecule hydration. We also apply our new approach to construct a 3-point version of the Optimal Point Charge water model, referred to as OPC3. OPCA can be employed to represent large charge distributions with only a few point charges. We use this capability of OPCA to develop a multi-scale, yet fully atomistic, generalized Born approach (GB-HCPO) that can deliver up to 2 orders of magnitude speedup compared to the reference MD simulation. As a practical demonstration, we exploit the new multi-scale approach to gain insight into the structure of million-atom 30-nm chromatin fiber. Our results suggest important structural details consistent with experiment: the linker DNA fills the core region and the H3 histone tails interact with the linker DNA. OPC, OPC3 and GB-HCPO are implemented in AMBER molecular dynamics software package.Ph. D.
20
Rudberg, Olov, e Daniel Bezaatpour. "Regional Rainfall Frequency Analysis". Thesis, Stockholms universitet, Statistiska institutionen, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-186813.
Testo completoAbstract (sommario):
Frequency analysis is a vital tool when nding a well-suited probability distributionin order to predict extreme rainfall. The regional frequency approach have beenused for determination of homogeneous regions, using 11 sites in Skane, Sweden. Todescribe maximum annual daily rainfall, the Generalized Logistic (GLO), GeneralizedExtreme Value (GEV), Generalized Normal (GNO), Pearson Type III (PE3),and Generalized Pareto (GPA) distributions have been considered. The method ofL-moments have been used in order to nd parameter estimates for the candidatedistributions. Heterogeneity measures, goodness-of-t tests, and accuracy measureshave been executed in order to accurately estimate quantiles for 1-, 5-, 10-, 50- and100-year return periods. It was found that the whole province of Skane could beconsidered as homogeneous. The GEV distribution was the most consistent withthe data followed by the GNO distribution and they were both used in order toestimate quantiles for the return periods. The GEV distribution generated the mostprecise estimates with the lowest relative RMSE, hence, it was concluded to be thebest-t distribution for maximum annual daily rainfall in the province.
21
Mattila, Robert. "Hidden Markov models : Identification, control and inverse filtering". Licentiate thesis, KTH, Reglerteknik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-223683.
Testo completoAbstract (sommario):
The hidden Markov model (HMM) is one of the workhorse tools in, for example, statistical signal processing and machine learning. It has found applications in a vast number of fields, ranging all the way from bioscience to speech recognition to modeling of user interactions in social networks. In an HMM, a latent state transitions according to Markovian dynamics. The state is only observed indirectly via a noisy sensor – that is, it is hidden. This type of model is at the center of this thesis, which in turn touches upon three main themes. Firstly, we consider how the parameters of an HMM can be estimated from data. In particular, we explore how recently proposed methods of moments can be combined with more standard maximum likelihood (ML) estimation procedures. The motivation for this is that, albeit the ML estimate possesses many attractive statistical properties, many ML schemes have to rely on local-search procedures in practice, which are only guaranteed to converge to local stationary points in the likelihood surface – potentially inhibiting them from reaching the ML estimate. By combining the two types of algorithms, the goal is to obtain the benefits of both approaches: the consistency and low computational complexity of the former, and the high statistical efficiency of the latter. The filtering problem – estimating the hidden state of the system from observations – is of fundamental importance in many applications. As a second theme, we consider inverse filtering problems for HMMs. In these problems, the setup is reversed; what information about an HMM-filtering system is exposed by its state estimates? We show that it is possible to reconstruct the specifications of the sensor, as well as the observations that were made, from the filtering system’s posterior distributions of the latent state. This can be seen as a way of reverse engineering such a system, or as using an alternative data source to build a model. Thirdly, we consider Markov decision processes (MDPs) – systems with Markovian dynamics where the parameters can be influenced by the choice of a control input. In particular, we show how it is possible to incorporate prior information regarding monotonic structure of the optimal decision policy so as to accelerate its computation. Subsequently, we consider a real-world application by investigating how these models can be used to model the treatment of abdominal aortic aneurysms (AAAs). Our findings are that the structural properties of the optimal treatment policy are different than those used in clinical practice – in particular, that younger patients could benefit from earlier surgery. This indicates an opportunity for improved care of patients with AAAs.QC 20180301
22
Dias, Daniel Alexandre Baptista. "Testes de especificação ao modelo de Hazard proporcional". Master's thesis, Instituto Superior de Economia e Gestão, 2005. http://hdl.handle.net/10400.5/13257.
Testo completoAbstract (sommario):
Mestrado em Econometria Aplicada e PrevisãoO estudo dos factores que influenciam o tempo entre dois acontecimentos é um tópico comum a vários ramos das ciências económicas. Na literatura, este tipo de análise é conhecida por "Análise da Duração n e os modelos estatísticos/econométricos que lhe estão associados são os "Modelos de Duroção". No trabalho que se segue iremos apresentar mn conjunto de testes de especificação ao modelo de Hazard Pro porcional assim como iremos analisar as propriedades de amostras finitas de testes de especificação gerais, em particular, testes de momentos condicionais.
The analysis of factors inflnencing the time between evento; is a topic common to severa!areas of the economic sciences. ln the literature, this type of ana1ysis is known as Duration Analysis and the inherent econometric models are the Duration Models. ln this work, we will present some specification tests of the Proportional Hazard model and we will also analyse the finite sample properties of general specification tests, in particular, conditional moments tests
info:eu-repo/semantics/publishedVersion
23
Badinger, Harald, e Peter Egger. "Estimation and Testing of Higher-Order Spatial Autoregressive Panel Data Error Component Models". Springer, 2013. http://epub.wu.ac.at/5468/1/JoGS_2012.pdf.
Testo completoAbstract (sommario):
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S). We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM) estimation procedure of the spatial autoregressive parameters of the disturbance process and define a generalized two-stage least squares estimator for the regression parameters of the model. We prove consistency of the proposed estimators, derive their joint asymptotic distribution, and provide Monte Carlo evidence on their small sample performance.
24
Xu, Xingbai Xu. "Asymptotic Analysis for Nonlinear Spatial and Network Econometric Models". The Ohio State University, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=osu1461249529.
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Vigier, Thomas. "Méthodes numériques préservant l’asymptotique pour des modèles aux moments de la physique des plasmas". Electronic Thesis or Diss., Bordeaux, 2024. http://www.theses.fr/2024BORD0477.
Testo completoAbstract (sommario):
Dans le cadre de la recherche pour la production d’énergie par fusion par confinement inertiel, le développement de nouvelles méthodes numériques est primordial. En effet, les simulations permettent non seulement d’affiner la compréhension des phénomènes physiques complexes ayant lieu sous les conditions thermodynamiques extrêmes nécessaires à la fusion, mais aussi d’aider à la conception de nouveaux dispositifs expérimentaux. Au sein des simulations numériques pour la fusion, le calcul du flux de chaleur des électrons est un enjeu central. Du fait des conditions extrêmes de la matière, la théorie usuelle de Spitzer-Härm devient insuffisante pour décrire la conduction thermique. Aussi pour restituer les effets cinétiques à moindre coût, des modèles aux moments à l’échelle mésoscopique sont utilisés à la place pour décrire le comportement des électrons. Ce manuscrit de thèse se concentre sur la résolution numérique de ces modèles aux moments ; tout d’abord dans le cadre simplifié du transport linéaire puis dans celui du transport électronique. La nature multi-échelle de ces modèles complique l’élaboration de schémas numériques, capables de correctement résoudre tous les régimes : pour ce faire, une classe particulière de méthodes, dites préservant l’asymptotique, a émergé. Une des plus récentes et des plus prometteuses est l’Unified Gas Kinetic Scheme (UGKS) : ce schéma volumes finis pour les équations cinétiques de type relaxation s’appuie sur la solution intégrale obtenue à partir de la méthode des caractéristiques. Dans ce manuscrit, une méthode est proposée pour obtenir des schémas cinétiques préservant l’asymptotique pour des modèles aux moments à partir d’UGKS. L’idée principale introduite est d’appliquer une fermeture à l’échelle numérique dans les flux d’UGKS. Dans les deux cas d’application étudiés, cette nouvelle méthode se révèle particulièrement performante et la poursuite de son développement semble pertinent dans l’objectif de résoudre des modèles physiques plus complexes. De plus, son caractère générique et sa flexibilité en font une alternative intéressante aux schémas usuels préservant l’asymptotique. Des premiers résultats de stabilité sont notamment démontrés sur ce nouveau schéma et une extension sur maillage non structuré est proposéeAs part of the research on energy production through inertial confinement fusion, the development of new numerical methods is crucial. Indeed, simulations not only allow to refine the understanding of complex physical phenomena occurring under the extreme thermodynamic conditions necessary for fusion but also permit to assist in the design of new experimental devices. Within numerical simulations for fusion, the calculation of the electron heat flux is a central issue. Due to the extreme conditions of matter, the conventional Spitzer-Härm theory becomes insufficient to describe thermal conduction. Thus, to capture kinetic effects at a lower computational cost, moment models at the mesoscopic scale are used instead to describe the electron behaviour. This thesis manuscript focuses on the numerical resolution of these moment models, first in the simplified framework of linear transport and then in the context of electronic transport. The multi-scale nature of these models complicates the development of numerical schemes, which must accurately resolve all regimes : to do this, a particular class of methods, known as asymptoticpreserving methods, has emerged. One of the most recent and promising one is the Unified Gas Kinetic Scheme (UGKS) : this finite volume scheme for relaxation-type kinetic equations relies on the integral solution obtained from the method of characteristics. In this manuscript, a method is proposed to derive asymptotic-preserving kinetic schemes for moment models based on UGKS. The main idea which is introduced is to apply a closure at the numerical scale in the UGKS fluxes. In the two studied application cases, this new method reveals to be particularly effective and continuing its development seems relevant in order to solve more complex physical models. Moreover, its generic nature and flexibility make it a pertinent alternative to conventional asymptotic-preserving schemes. Moreover, some stability results are also demonstrated for this new scheme, and an extension to unstructured meshes is proposed
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Tranchida, Julien. "Multiscale description of dynamical processes in magnetic media : from atomistic models to mesoscopic stochastic processes". Thesis, Tours, 2016. http://www.theses.fr/2016TOUR4027/document.
Testo completoAbstract (sommario):
Les propriétés magnétiques détaillées des solides peuvent être vu comme le résultat de l'interaction de plusieurs sous-systèmes: celui des spins effectifs, portant l'aimantation, celui des électrons et celui du réseau crystallin. Différents processus permettent à ces sous-systèmes d'échanger de l'énergie. Parmis ceux-ci, les phénomènes de relaxation jouent un rôle prépondérants. Cependant, la complexité de ces processus en rend leur modélisation ardue. Afin de prendre en compte ces interactions de façon abordable aux calculs, l'approche de Langevin est depuis longtemps appliquée à la dynamique d'aimantation, qui peut être vue comme la réponse collective des spins. Elle consiste à modéliser les interactions entre les trois sous-systèmes par des interactions effectives entre le sous-système d'intérêt, les spins, et un bain thermique, dont seulement la densité de probabilité constituerait une quantité pertinente. Après avoir présenté cette approche, nous verrons en quoi elle permet de bâtir une dynamique atomique de spin. Une fois son implémentation détaillée, cette méthodologie sera appliquée à un exemple tiré de la littérature et basé sur le superparamagnétisme de nanoaimants de ferDetailed magnetic properties of solids can be regarded as the result of the interaction between three subsystems: the effective spins, that will be our focus in this thesis, the electrons and the crystalline lattice. These three subsystems exchange energy, in many ways, in particular, through relaxation processes. The nature of these processes remains extremely hard to understand, and even harder to simulate. A practical approach, for performing such simulations, involves adapting the description of random processes by Langevin to the collective dynamics of the spins, usually called the magnetization dynamics. It consists in describing the, complicated, interactions between the subsystems, by the effective interactions of the subsystem of interest, the spins, and a thermal bath, whose probability density is only of relevance. This approach allows us to interpret the results of atomistic spin dynamics simulations in appropriate macroscopic terms. After presenting the numerical implementation of this methodology, a typical study of a magnetic device based on superparamagnetic iron monolayers is presented, as an example. The results are compared to experimental data and allow us to validate the atomistic spin dynamics simulations
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Withers, Ian Michael. "A computer simulation study of tilted smectic mesophases". Thesis, Sheffield Hallam University, 2000. http://shura.shu.ac.uk/20557/.
Testo completoAbstract (sommario):
Results are presented from a series of simulations undertaken to determine the effect of a novel form of molecular biaxiality upon the phase behaviour of the well established Gay-Berne (GB) liquid crystal model. Firstly, the simulation of a bulk system interacting via the Internally-Rotated Gay-Berne (IRGB) potential, which offers a single-site representation of a molecule rigidly constrained into a zig-zag conformation, is presented. The results of simulations performed for systems of IRGB particles with an aspect ratio of 3:1 confirm that the introduction of biaxiality into the model results in the destabilisation of the orientationally ordered phases. For particles with a sufficiently pronounced zig-zag conformation, this results in the complete destabilisation of the smectic A phase and the smectic B phase being replaced by the tilted smectic J phase. Following these observations, the effect upon the phase behaviour of increasing molecular elongation is also considered, with an increase in the aspect ratio from 3:1 to 4:1 resulting in the nematic and smectic J phases being replaced by smectic A and smectic G phases respectively. Secondly, a version of the IRGB potential modified to include a degree of molecular flexibility is considered. Results obtained from bulk systems interacting via the flexible IRGB for 3:1 and 4:1 molecules show that the introduction of flexibility results in the destabilisation of the smectic A phase and the stabilisation of the nematic and tilted hexatic phases. Finally, the effect upon the phase behaviour of the rigid IRGB model of the inclusion of a longitudinal linear quadrupole is examined. These results show that increasing quadrupole moment results in the destabilisation of the tilted hexatic phase, although the biaxial order parameter is increased with increasing quadrupole moment. There is no clear correlation between quadrupole magnitude and the other observed phase transitions, with the nematic and smectic A phases being variously stabilised and destabilised with increasing quadrupole magnitude. For the 4:1 molecules with large quadrupole moments, buckled smectic layers are observed where some molecules are tilted with respect to a local layer normal. Of all the systems considered here, this buckled structure is the one which most closely resembles the elusive smectic C phase.
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Thurston, David Curtis. "A generalized method of moments comparison of several discrete time stochastic models of the term structure in the Heath-Jarrow-Morton arbitrage-based framework". Diss., The University of Arizona, 1992. http://hdl.handle.net/10150/185902.
Testo completoAbstract (sommario):
This paper tests a new methodology; the discrete time no arbitrage-based model of Heath, Jarrow and Morton (HJM). From within Ho and Lee's framework, HJM's model is shown to encompass Ho and Lee's AR model as a special case. Several discrete stochastic models of the term structure based on restrictions placed on the variance of the forward rate process are discussed. These models are tested in HJM's no arbitrage-based framework. For testing, it is necessary to use current bond prices to substitute out for the market price of risk implied in the initial term structure. In this way, additional current bond prices appear in the pricing formulas, but the market price of risk does not. Several sets of forward rate models are tested. To avoid measurement errors associated with fitting splines to coupon-bearing bonds, coupon-free data are used. Weekly T-bill quotes over a twenty-three year period, starting in 1968 are split into two equal sets about the structural break of October 7, 1979 following the shift in the Federal Reserve's monetary policy. These two data sets are split in half for further testing. Hansen's Generalized Method of Moments (GMM) is employed to estimate the models' parameters with a minimum of assumptions. Because the models are not nested, the resulting J statistics are not suitable for model comparisons. As an alternative, "simulated residuals" resulting from the imposition of the parameter values obtained from the GMM estimation are calculated. The model generating the set of simulated residuals with the smallest variance is assumed to have the best fit. The F test is used for pairwise comparisons of the models. The sets of simulated residuals are not normally distributed. However, unless two samples are from radically different distributions, the F test is quite robust to the assumption of sample normality and can still be used to perform an informal comparison of two similar samples.
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Badinger, Harald, e Peter Egger. "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances". WU Vienna University of Economics and Business, 2014. http://epub.wu.ac.at/4126/1/wp173.pdf.
Testo completoAbstract (sommario):
This paper develops a unified framework for fixed and random effects estimation of higher-order spatial autoregressive panel data models with spatial autoregressive
disturbances and heteroskedasticity of unknown form in the idiosyncratic error component. We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM) estimation procedure of the spatial autoregressive parameters of the disturbance process and define both a random effects and a fixed effects spatial generalized two-stage least squares estimator for the regression parameters of the model. We prove consistency of the proposed estimators and derive their joint asymptotic distribution, which is robust to heteroskedasticity of unknown form in the idiosyncratic error component. Finally, we derive a robust Hausman-test of the spatial random against the spatial fixed effects model. (authors' abstract)Series: Department of Economics Working Paper Series
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Escrihuela, Marc Canton. "Calculations of proton chemical shifts in olefins and aromatics". Thesis, University of Liverpool, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.367025.
Testo completo
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Broizat, Damien. "Existence, unicité, approximations de solutions d'équations cinétiques et hyperboliques". Phd thesis, Université Nice Sophia Antipolis, 2013. http://tel.archives-ouvertes.fr/tel-00916993.
Testo completoAbstract (sommario):
Les travaux de cette thèse s'inscrivent dans le contexte des systèmes de particules. Nous considérons différents systèmes physiques, décrits de manière continue, et dont la dynamique est modélisée par des équations aux dérivées partielles décrivant l'évolution temporelle de certaines quantités macroscopiques ou microscopiques, selon l'échelle de description envisagée. Dans une première partie, nous nous intéressons à une équation de type coagulation-fragmentation cinétique. Nous obtenons un résultat d'existence globale en temps, dans le cadre des solutions renormalisées de DiPerna-Lions, pour toute donnée initiale vérifiant les estimations naturelles et possédant une norme L1 et une norme Lp (p > 1) finies. La deuxième partie traite de méthodes de moments. L'objectif de ces méthodes est d'approcher un modèle cinétique par un nombre fini d'équations portant sur des quantités dépendant uniquement de la variable d'espace, et la question est de savoir comment fermer le système obtenu pour obtenir une bonne approximation de la solution du modèle cinétique. Dans un cadre linéaire, nous obtenons une méthode de fermeture explicite conduisant à un résultat de convergence rapide. Enfin, dans une troisième partie, nous travaillons sur la modélisation du trafic routier avec prise en compte de la congestion à l'aide d'un système hyperbolique avec contraintes, issu de la dynamique des gaz sans pression. En modifiant convenablement ce système, nous parvenons à modéliser des phénomènes de trafic routier "multi-voies", comme l'accélération, et la création de zones de vide. Un résultat d'existence et de stabilité des solutions de ce modèle modifié est démontré.
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Saeed, Usman. "Adaptive numerical techniques for the solution of electromagnetic integral equations". Diss., Georgia Institute of Technology, 2011. http://hdl.handle.net/1853/41173.
Testo completoAbstract (sommario):
Various error estimation and adaptive refinement techniques for the solution of electromagnetic integral equations were developed. Residual based error estimators and h-refinement implementations were done for the Method of Moments (MoM) solution of electromagnetic integral equations for a number of different problems. Due to high computational cost associated with the MoM, a cheaper solution technique known as the Locally-Corrected Nyström (LCN) method was explored. Several explicit and implicit techniques for error estimation in the LCN solution of electromagnetic integral equations were proposed and implemented for different geometries to successfully identify high-error regions. A simple p-refinement algorithm was developed and implemented for a number of prototype problems using the proposed estimators. Numerical error was found to significantly reduce in the high-error regions after the refinement. A simple computational cost analysis was also presented for the proposed error estimation schemes. Various cost-accuracy trade-offs and problem-specific limitations of different techniques for error estimation were discussed. Finally, a very important problem of slope-mismatch in the global error rates of the solution and the residual was identified. A few methods to compensate for that mismatch using scale factors based on matrix norms were developed.
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Knichel, Lukas Daniel [Verfasser], Peter [Gutachter] Eichelsbacher e Michael [Gutachter] Voit. "Fine asymptotics for models with gamma type moments and rates of convergence on Wiener space / Lukas Daniel Knichel ; Gutachter: Peter Eichelsbacher, Michael Voit ; Fakultät für Mathematik". Bochum : Ruhr-Universität Bochum, 2019. http://d-nb.info/118268226X/34.
Testo completo
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Knichel, Lukas [Verfasser], Peter [Gutachter] Eichelsbacher e Michael [Gutachter] Voit. "Fine asymptotics for models with gamma type moments and rates of convergence on Wiener space / Lukas Daniel Knichel ; Gutachter: Peter Eichelsbacher, Michael Voit ; Fakultät für Mathematik". Bochum : Ruhr-Universität Bochum, 2019. http://d-nb.info/118268226X/34.
Testo completo
35
Naylor, Guilherme Lima. "O impacto das instituições na renda dos países : uma abordagem dinâmica para dados em painel". Master's thesis, Instituto Superior de Economia e Gestão, 2021. http://hdl.handle.net/10400.5/21704.
Testo completoAbstract (sommario):
Mestrado em Econometria Aplicada e PrevisãoAs diferenças nos níveis de renda entre os países vêm sendo estudadas há muito tempo na economia. O capital humano, a produtividade, as instituições e outros fatores foram tidos como determinantes para as discrepâncias verificadas. Este trabalho segue a linha institucionalista ao procurar medir e relacionar o modo como as instituições impactam o nível de renda dos países.Primeiro, faz-se necessário rever brevemente a literatura sobre os modelos de crescimento econômico. Posteriormente, delimita-se o conceito de instituição e descreve-se seu processo de evolução ao longo do tempo. Esse preâmbulo é importante, pois fornece base teórica para os modelos econométricos estimados, que visam a medir os efeitos de diferentes características das instituições sobre o nível de renda dos países. O método escolhido para a análise é a estimação de modelos dinâmicos, por meio da abordagem do estimador do Método dos Momentos Generalizados de Sistema de Blundell e Bond.
Differences in income levels between countries have long been studied in economics. Human capital, productivity, institutions and other factors were taken as determinants for the discrepancies found. This work follows the institutionalist line in seeking to measure and relate how institutions impact the income level of countries.First, it is necessary to briefly review the literature on economic growth models. Subsequently, the concept of institution is delimited and its evolution process over time is descripted. This preamble is important because it provides a theoretical basis for the estimated econometric models, which aim to measure the effects of different characteristics of institutions on the income level of countries. The method chosen for the analysis is the estimation of dynamic models, using the Blundell & Bond Generalized Method of Moments System estimator approach.
info:eu-repo/semantics/publishedVersion
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Santos, Rute Andrade dos. "Engajamento no trabalho em um momento de reestruturação organizacional: composições e confrontos entre ordens sociais em uma concessionária de energia elétrica". Universidade Federal do Tocantins, 2017. http://hdl.handle.net/11612/668.
Testo completoAbstract (sommario):
Um novo modelo de acumulação de capital surgiu a partir da década de 1970, a “acumulação flexível”, utilizado por Harvey (1996) para definir o regime econômico da década referida, em que se assenta a perpetuação do capitalismo. Se propõe a discutir que não houve mudanças na personificação do capitalismo, já que seu fulcro permaneceu. Surgiram novas formas de capturar os sujeitos para a obtenção dos lucros, o chamado “novo espírito do capitalismo”, assim como relata Boltanski e Chiapello (2009). A partir de novas práticas e novos discursos o “novo espírito” seduz os trabalhadores contemporâneos, imbricadas em novas formas de controles. Boltanski e Chiapello (2009) propõem a identificação destas novas práticas a partir de um modelo de “Ordem Social”, provenientes da Sociologia Pragmática. A partir dessa teoria, este estudo teve como objeto empírico a concessionária de energia elétrica do estado do Tocantins, Energisa TO. Este trabalho teve como seu norteador a pergunta de pesquisa: Qual é a ordem social utilizada pelos agentes mobilizadores da empresa Energisa TO para justificar o engajamento dos empregados no trabalho durante o período de implantação no Tocantins de 2014 a 2016. Como método de pesquisa, utilizou-se a investigação social. Foram realizadas 12 entrevistas nesta pesquisa, sendo que 1 foi realizada com o membro do Sindicato dos Trabalhadores Eletricitários do Estado do Tocantins (STEET) e as demais com os empregados do nível intermediário da Energisa TO. Além das entrevistas de profundidade, foram coletados materiais internos que corroboraram na análise desta pesquisa. A análise dos dados foi realizada a partir da teoria do conceito de Mundos Sociais de Boltanski e Chiapello (2009). Para análise dos momentos críticos foram também utilizadas técnicas de visibilidade como árvore de associação de ideias. Como resultado chegou-se a identificação das normas norteadoras utilizadas pelos agentes mobilizadores da Energisa TO e a identificação dos momentos de crises surgidas a partir de tais ordens.A new model of capital accumulation emerged from the 1970s, defined as "flexible accumulation". This term is used by Harvey (1996) to define the economic regime of the Seventies, which is based on the perpetuation of capitalism. This study proposes to discuss this new model and argues that that there was no change in the personification of capitalism, per say, since its fulcrum has remained. Boltanski and Chiapello's (2009) report states that new forms are created to attract the subjects to obtain profits, in what the authors defined as the "new spirit of capitalism". From these new practices and new discourses, the "new spirit" seduces the present-day workers, intertwined in new forms of controls. Boltanski and Chiapello (2009) propose the identification of these new practices from a model of "Social Order" from Pragmatic Sociology. Based on this theory, this thesis investigated, as it empirical object, the electric power concessionaire of the state of Tocantins, Energisa TO, in Brazil. The argument of this study was: what is the social order used by the mobilizing agents of the company Energisa TO to justify the engagement of employees in the work during the implementation period in Tocantins during the period of 2014-2016? A social Social research was the method used.Twelve interviews were conducted in this research: one with the agent of the Union – Sindicato dos Eletricitários do Estado do Tocantins (STEET) and the others with the employees of the intermediate level of Energisa TO. In addition to the in-depth interviews, internal materials were collected that corroborated the analysis of this research. The analysis of the data was based on Boltanski and Chiapello’s (2009) concept of Social Worlds. To analyze the critical moments, visibility techniques were used as a tree of association of ideas. As a result the identification of the direction standards used of the mobilizing agents of Energisa TO and the moments of crises from such orders.
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Lin, Xu. "Essays on theories and applications of spatial econometric models". Columbus, Ohio : Ohio State University, 2006. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1147892372.
Testo completo
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Boaretto, Gilberto Oliveira. "Estimação de modelos DSGE usando verossimilhança empírica e mínimo contraste generalizados". Universidade de São Paulo, 2018. http://www.teses.usp.br/teses/disponiveis/96/96131/tde-29032018-161321/.
Testo completoAbstract (sommario):
O objetivo deste trabalho é investigar o desempenho de estimadores baseados em momentos das famílias verossimilhança empírica generalizada (GEL) e mínimo contraste generalizado (GMC) na estimação de modelos de equilíbrio geral dinâmico e estocástico (DSGE), com enfoque na análise de robustez sob má-especificação, recorrente neste tipo de modelo. Como benchmark utilizamos método do momentos generalizado (GMM), máxima verossimilhança (ML) e inferência bayesiana (BI). Trabalhamos com um modelo de ciclos reais de negócios (RBC) que pode ser considerado o núcleo de modelos DSGE, apresenta dificuldades similares e facilita a análise dos resultados devido ao menor número de parâmetros. Verificamos por meio de experimentos de Monte Carlo se os estimadores estudados entregam resultados satisfatórios em termos de média, mediana, viés, erro quadrático médio, erro absoluto médio e verificamos a distribuição das estimativas geradas por cada estimador. Dentre os principais resultados estão: (i) o estimador verossimilhança empírica (EL) - assim como sua versão com condições de momento suavizadas (SEL) - e a inferência bayesiana (BI) foram, nesta ordem, os que obtiveram os melhores desempenhos, inclusive nos casos de especificação incorreta; (ii) os estimadores continous updating empirical likelihood (CUE), mínima distância de Hellinger (HD), exponential tilting (ET) e suas versões suavizadas apresentaram desempenho comparativo intermediário; (iii) o desempenho dos estimadores exponentially tilted empirical likelihood (ETEL), exponential tilting Hellinger distance (ETHD) e suas versões suavizadas foi bastante comprometido pela ocorrência de estimativas atípicas; (iv) as versões com e sem suavização das condições de momento dos estimadores das famílias GEL/GMC apresentaram desempenhos muito similares; (v) os estimadores GMM, principalmente no caso sobreidentificado, e ML apresentaram desempenhos consideravelmente abaixo de boa parte de seus concorrentesThe objective of this work is to investigate the performance of moment-based estimators of the generalized empirical likelihood (GEL) and generalized minimum contrast (GMC) families in the estimation of dynamic stochastic general equilibrium (DSGE) models, focusing on the robustness analysis under misspecification, recurrent in this model. As benchmark we used generalized method of moments (GMM), maximum likelihood (ML) and Bayesian inference (BI). We work with a real business cycle (RBC) model that can be considered the core of DSGE models, presents similar difficulties and facilitates the analysis of results due to lower number of parameters. We verified, via Monte Carlo experiments, whether the studied estimators presented satisfactory results in terms of mean, median, bias, mean square error, mean absolute error and we verified the distribution of the estimates generated by each estimator. Among the main results are: (i) empirical likelihood (EL) estimator - as well as its version with smoothed moment conditions (SEL) - and Bayesian inference (BI) were, in that order, the ones that obtained the best performances, even in misspecification cases; (ii) continuous updating empirical likelihood (CUE), minimum Hellinger distance (HD), exponential tilting (ET) estimators and their smoothed versions exhibit intermediate comparative performance; (iii) performance of exponentially tilted empirical likelihood (ETEL), exponential tilting Hellinger distance (ETHD) and its smoothed versions was seriously compromised by atypical estimates; (iv) smoothed and non-smoothed GEL/GMC estimators exhibit very similar performances; (v) GMM, especially in the over-identified case, and ML estimators had lower performance than their competitors
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Queiroz, Manoel Moisés Ferreira de. "Análise de cheias anuais segundo distribuição generalizada". Universidade de São Paulo, 2002. http://www.teses.usp.br/teses/disponiveis/18/18138/tde-29032016-112620/.
Testo completoAbstract (sommario):
A análise de freqüência de cheias através da distribuição de probabilidade generalizada de valores extremos-GEV tem crescido nos últimos anos. A estimação de altos quantis de cheias é comumente praticada extrapolando o ajuste, representado por uma das 3 formas inversas de distribuição GEV, para períodos de retorno bem superiores ao período dos dados observados. Eventos hidrológicos ocorrem na natureza com valores finitos, tal que, seus valores máximos seguem a forma assintótica da GEV limitada. Neste trabalho estuda-se a estimabilidade da distribuição GEV através de momentos LH, usando séries de cheias anuais com diferentes características e comprimentos, obtidas de séries de vazões diária gerada de diversas formas. Primeiramente, sequências estocásticas de vazões diárias foram obtidas da distribuição limitada como subjacente da distribuição GEV limitada. Os resultados da estimação dos parâmetros via momentos-LH, mostram que o ajuste da distribuição GEV as amostras de cheias anuais com menos de 100 valores, pode indicar qualquer forma de distribuição de valores extremos e não somente a forma limitada como seria esperado. Também, houve grande incerteza na estimação dos parâmetros obtidos de 50 séries geradas de uma mesma distribuição. Ajustes da distribuição GEV às séries de vazões anuais, obtidas séries de fluxo diários gerados com 4 modelos estocásticos disponíveis na literatura e calibrados aos dados dos rio Paraná e dos Patos, resultaram na forma de Gumbel. Propõe-se um modelo de geração diária que simula picos de vazões usando a distribuição limitada. O ajuste do novo modelo às vazões diárias do rio Paraná reproduziu as estatísticas diárias, mensais, anuais, assim como os valores extremos da série histórica. Além disso, a série das cheias anuais com longa duração, foi adequadamente descrita pela forma da distribuição GEV limitada.Frequency analysis of floods by Generalized Extreme Value probability distribution has multiplied in the last few years. The estimations of high quantile floods is commonly practiced extrapolating the adjustment represented by one of the three forms of inverse GEV distribution for the return periods much greater than the period of observation. The hydrologic events occur in nature with finite values such that their maximum values follow the asymptotic form of limited GEV distribution. This work studies the identifiability of GEV distribution by LH-moments using annual flood series of different characteristics and lengths, obtained from daily flow series generated by various methods. Firstly, stochastic sequences of daily flows were obtained from the limited distribution underlying the GEV limited distribution. The results from the LH-moment estimation of parameters show that fitting GEV distribution to annual flood samples of less than 100 values may indicate any form of extreme value distribution and not just the limited form as one would expect. Also, there was great uncertainty noticed in the estimated parameters obtained for 50 series generated from the some distribution. Fitting GEV distribution to annual flood series, obtained from daily flow series generated by 4 stochastic model available in literature calibrated for the data from Paraná and dos Patos rivers, indicated Gumbel distribution. A daily flow generator is proposed which simulated the high flow pulses by limited distribution. It successfully reproduced the statistics related to daily, monthly and annual values as well as the extreme values of historic data. Further, annual flood series of long duration are shown to follow the form of asymptotic limited GEV distribution.
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Yau, Wai Chee, e waichee@ieee org. "Video Analysis of Mouth Movement Using Motion Templates for Computer-based Lip-Reading". RMIT University. Electrical and Computer Engineering, 2008. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20081209.162504.
Testo completoAbstract (sommario):
This thesis presents a novel lip-reading approach to classifying utterances from video data, without evaluating voice signals. This work addresses two important issues which are the efficient representation of mouth movement for visual speech recognition the temporal segmentation of utterances from video. The first part of the thesis describes a robust movement-based technique used to identify mouth movement patterns while uttering phonemes. This method temporally integrates the video data of each phoneme into a 2-D grayscale image named as a motion template (MT). This is a view-based approach that implicitly encodes the temporal component of an image sequence into a scalar-valued MT. The data size was reduced by extracting image descriptors such as Zernike moments (ZM) and discrete cosine transform (DCT) coefficients from MT. Support vector machine (SVM) and hidden Markov model (HMM) were used to classify the feature descriptors. A video speech corpus of 2800 utterances was collected for evaluating the efficacy of MT for lip-reading. The experimental results demonstrate the promising performance of MT in mouth movement representation. The advantages and limitations of MT for visual speech recognition were identified and validated through experiments. A comparison between ZM and DCT features indicates that th e accuracy of classification for both methods is very comparable when there is no relative motion between the camera and the mouth. Nevertheless, ZM is resilient to rotation of the camera and continues to give good results despite rotation but DCT is sensitive to rotation. DCT features are demonstrated to have better tolerance to image noise than ZM. The results also demonstrate a slight improvement of 5% using SVM as compared to HMM. The second part of this thesis describes a video-based, temporal segmentation framework to detect key frames corresponding to the start and stop of utterances from an image sequence, without using the acoustic signals. This segmentation technique integrates mouth movement and appearance information. The efficacy of this technique was tested through experimental evaluation and satisfactory performance was achieved. This segmentation method has been demonstrated to perform efficiently for utterances separated with short pauses. Potential applications for lip-reading technologies include human computer interface (HCI) for mobility-impaired users, defense applications that require voice-less communication, lip-reading mobile phones, in-vehicle systems, and improvement of speech-based computer control in noisy environments.
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Pichard, Teddy. "Mathematical modelling for dose depositon in photontherapy". Thesis, Bordeaux, 2016. http://www.theses.fr/2016BORD0177/document.
Testo completoAbstract (sommario):
Les traitements en radiothérapie consistent à irradier le patient avec desfaisceaux de particules énergétiques (typiquement des photons) ciblant la tumeur. Cesparticules sont transporté à travers le milieu et y dépose de l'énergie. Cette énergiedéposée, appelée la dose, est responsable des effets biologiques des radiations.Ce travail a pour but de développer des méthodes numériques de calcul etd'optimisation de la dose qui sont compétitives en termes de coût de calcul et de précisionpar rapport à des méthodes de référence.Le mouvement des particules est d'abord étudié via un système d'équationscinétiques linéaires. Cependant, résoudre directement ces systèmes est numériquementtrop coûteux pour des applications médicales. Pour palier ce coût de calcul, la méthodemoment, et en particulier les modèles Mn, est utilisée. Ces équations aux moments sontnon linéaires et valides sous une condition appelée réalisabilité.Les schémas numériques standards pour les équations aux moments sontcontraints par des conditions de stabilité qui se trouvent être très restrictives lorsque lemilieu contient des zones sous-denses. Des schémas numériques inconditionnellementstables et adaptés aux équations aux moments (préservant la réalisation) sontdéveloppés. Ces schémas se révèlent compétitifs en termes de coûts de calcul par rapportaux approches de référence. Finalement, ces méthodes sont appliquées dans uneprocédure d'optimisation visant à maximiser la dose dans la tumeur et la minimiser dansles tissus sainsRadiotherapy treatments consists in irradiating the patient with beams ofenergetic particles (typically photons) targeting the tumor. Such particles are transportedthrough the medium and deposit energy in the medium. This deposited energy is the socalleddose, responsible for the biological effect of the radiations.The present work aim to develop numerical methods for dose computation andoptimization that are competitive in terms of computational cost and accuracy compared toreference method.The motion of particles is first studied through a system of linear transport equationsat the kinetic level. However, solving directly such systems is numerically too costly formedical application. Instead, the moment method is used with a special focus on the Mnmodels. Those moment equations are non-linear and valid under a condition calledrealizability.Standard numerical schemes for moment equations are constrained by stabilityconditions which happen to be very restrictive when the medium contains low densityregions. Inconditionally stable numerical schemes adapted to moment equations(preserving the realizability property) are developped. Those schemes are shown to becompetitive in terms of computational costs compared to reference approaches. Finallythey are applied to in an optimization procedure aiming to maximize the dose in the tumorand to minimize the dose in healthy tissues
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Guisset, Sébastien. "Modélisation et méthodes numériques pour l'étude du transport de particules dans un plasma chaud". Thesis, Bordeaux, 2016. http://www.theses.fr/2016BORD0117/document.
Testo completoAbstract (sommario):
Les modèles aux moments angulaires constituent des descriptions intermédiaires entre les modèles cinétiques et les modèles fluides. Dans ce manuscrit, les modèles aux moments angulaires basés sur un principe de minimisation d'entropie sont étudiés pour des applications en physique des plasmas. Ce mémoire se découpe en trois parties. La première est une contribution à la modélisation en physique des plasmas à travers le formalisme des modèles aux moments angulaires. Dans celle-ci, le domaine de validité de ces modèles est étudié en régimes non-collisionels. Il est également montré que les opérateurs de collisions proposés pour le modèle M1 permettent de retrouver des coefficients de transport plasma précis. La deuxième partie de ce document concerne la dérivation de méthodes numériques pour l'étude du transport de particules en temps long. Dans ce cadre, des schémas numériques appropriés pour le modèle M1, préservant l'asymptotique, sont construits et validés numériquement. La troisième partie représente un premier pas significatif vers la modélisation multi-espèces. Ici, le modèle aux moments angulaire M1, construit dans un référentiel mobile, est appliqué à la dynamique des gaz raréfiés. Les propriétés de ce modèle sont détaillées, un schéma numérique est proposé et une validation numérique est menéeAngular moments models represent alternative descriptions situated in between the kinetic and the fluid models. In this work, angular moments models based on an entropy minimisation principle are considered for plasma physics applications. This manuscript is organised in three parts. The first one is a contribution to plasma physics modelling within the formalism of angular moments models. The validity domain of angular moments models in collisionless regimes is studied. It is also shown that the collisional operators proposed for the M1 angular moments model enable to recover accurate plasma transport coefficients. The second part of this document deals with the derivation of numerical methods for the long timescales particle transport. Appropriate asymptotic-preserving numerical schemes are designed for the M1 angular moments model and numerical validations are performed. The third part represents a first important step toward multi-species modelling. The M1 angular moments model in a moving frame is introduced and applied to rarefied gas dynamics. The model properties are highlighted, a numerical scheme is proposed and a numerical validation is carried out
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Hasala, Ivo. "Nosná železobetonová konstrukce prodejny a skladu sportovního vybavení". Master's thesis, Vysoké učení technické v Brně. Fakulta stavební, 2014. http://www.nusl.cz/ntk/nusl-226726.
Testo completoAbstract (sommario):
In my master´s thesis I deal with static solution of basic elements of reinforced concrete building with two abovegrounds and one underground storey. The selected elements are piles, roof board D1, column S1 in 2NP, stairway SK1 in 1NP, beam Z1 in 2NP, wall ST6 in 2NP, exterier board near the steel stairway. The component of my master´s thesis is comparing of my own calculation of moments and computer calculation of roof board D1. In the last point I compare a behavior of the structure with solid support and with piles.
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Santos, George de Conto. "Electron and muon anomalous magnetic dipole moment in the 3-3-1 model with heavy leptons". Universidade Estadual Paulista (UNESP), 2018. http://hdl.handle.net/11449/153288.
Testo completoAbstract (sommario):
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Nós calculamos, no contexto do modelo 3-3-1 com léptons pesados carregados, vínculos sobre alguns dos parâmetros das partículas extras do modelo ao impor que suas contribuições aos fatores (g-2) do elétron e do múon estejam de acordo com os dados experimentais dentro de 1 sigma - 3 sigma. Para obter resultados realistas nós consideramos algumas das possíveis soluções das matrizes unitárias esquerda e direita que diagonalizam as matrizes de massa leptônicas, dando as massas leptônicas observadas e ao mesmo tempo acomodando a matriz de mistura de Pontecorvo-Maki-Nakagawa-Sakata (PMNS). Nós mostramos que, ao menos até a ordem de 1-loop, na faixa de parâmetros explorada, não é possível acomodar simultaneamente os fatores (g-2) do elétron e do múon a não ser que um dos léptons extras tenha massa da ordem de 20-40 GeVs e a escala de energia da simetria 331 esteja em torno de 60-80 TeVs.
We calculate, in the context of the 3-3-1 model with heavy charged leptons, constraints on some parameters of the extra particles in the model by imposing that their contributions to both the electron and muon (g-2) factors are in agreement with experimental data up to 1 sigma - 3 sigma. In order to obtain realistic results we use some of the possible solutions of the left- and right- unitary matrices that diagonalize the lepton mass matrices, giving the observed lepton masses and at the same time allowing to accommodate the Pontecorvo-Maki-Nakagawa-Sakata (PMNS) mixing matrix. We show that, at least up to 1-loop order, in the particular range of the space parameter that we have explored, it is not possible to fit the observed electron and muon (g-2) factors at the same time unless one of the extra leptons has a mass of the order of 20-40 GeVs and the energy scale of the 331 symmetry to be of around 60-80 TeVs.
152740/2014-7
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Wollny, Alexander. "Fractional Moments and Singular Field Response". Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2017. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-219916.
Testo completoAbstract (sommario):
In this PhD thesis, the physics of vacancies in two-dimensional ordered Heisenberg antiferromagnets is investigated. We use semi-classical methods to study the influence of a single vacancy in long-range ordered states, with a focus on non-collinear order. Here, on a classical level, a magnetic distortion is created as the spins readjust in response to the vacancy.
We use the non-collinear $120^\\circ$ state on the frustrated triangular lattice as an example, where we determine the impurity contributions to the magnetization and susceptibility. An important discovery is the vacancy moment not being quantized due to non-universal partial screening. The resulting effective moment $m_0 \\ll S$ can be observed as a fractional prefactor to an impurity-induced Curie response $m_0^2/(3k_BT)$ at finite temperature. This is in sharp contrast to collinearly ordered states. Here the moment is always quantized to the bulk spin value, $m_0=S$.
Furthermore, we present a detailed analysis of the vacancy-induced distortion cloud. Due to Goldstone modes, it decays algebraically as $r^{-3}$ with distance $r$ to the vacancy. Using leading-order $1/S$-expansion, we determine the quantum corrections to both size and direction of the distorted magnetic moments.
Secondly, we study the same problem in the presence of an external magnetic field $h$, both for the square and triangular lattice. For the triangular lattice we use a biquadratic exchange term $K$ to stabilize a unique ground state from a degenerate manifold. The finite-field vacancy moment $m(h)$ is generated by field-dependent screening clouds, as different non-collinear bulk states evolve with increasing field. These distortion clouds decay exponentially on a magnetic length scale $l_h\\propto 1/h$. Most importantly, we find that the magnetic-field linear-response limit $h \\rightarrow 0^+$ is generically singular for $SU(2)$ ordered local-moment antiferromagnets, as the vacancy moment in zero field differs fundamentally from even an infinitesimal but finite field, $m(h \\rightarrow 0^+)\\neq m_0$.
Moreover, a part of the screening cloud itself becomes universally singular. Particularly for spin-flop states, this leads to a semi-classical version of perfect screening. We present general arguments to support these claims, as well as microscopic calculations. Another remarkable result is an impurity-induced quantum phase transition for overcompensated vacancies in the $M=1/3$ plateau phase on the triangular lattice with $K<0$. We close our analysis with a discussion about important limits for finite vacancy concentrations, as well as a possible experimental verification of our predictions.
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Hung, Chi-Hsiou. "CAPM, higher co-moment asset pricing models of stock returns and size, value and momentum strategies". Thesis, Lancaster University, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.429975.
Testo completo
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Vasconcelos, Gabriel Filipe Rodrigues. "Precificação de ativos sob qualquer distribuição de retornos: a derivação e aplicação do Omega Capital Asset Pricing Model (OCAPM)". Universidade Federal de Juiz de Fora (UFJF), 2013. https://repositorio.ufjf.br/jspui/handle/ufjf/2402.
Testo completoAbstract (sommario):
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CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
Esta dissertação propõe uma nova versão para o CAPM, denominada Ômega CAPM. Este novo modelo trabalha com uma condição suficiente mais simples do que a eficiência do mercado em termos de média e variância. Consequentemente, restrições na utilidade e nas distribuições de retornos não são necessárias, podendo os ativos ter distribuições diferentes entre si. Além disso, todos os momentos das distribuições de retornos são considerados de forma indireta, ou seja, não precisam ser calculados e observados pelos investidores. O OCAPM mantem a forma simples de um único fator do CAPM, bem como seu rigor teórico. Empiricamente o OCAPM mostrou-se superior ao CAPM, não sendo rejeitado em um número maior de vezes, além de obter coeficientes mais coerentes com a teoria. Além disso, foi mostrado que o OCAPM adiciona novas informações sobre os retornos esperados não consideradas pelo CAPM. Entretanto, este trabalho não rejeita nenhum dos dois modelos, ele apenas aponta a superioridade do OCAPM.
This dissertation proposes a new version for the well-known CAPM, the Omega CAPM. This new model has a simpler sufficient condition than the mean-variance efficiency required on the CAPM. Thus, restriction regarding utility functions and returns distributions are not required. Besides that, our model allows assets to have different distribution amongst themselves. The OCAPM considers all superior moments indirectly, i.e. they do not have to be calculated or observed by investors and it maintains the single factor simplicity and the theoretical rigor of the original model. On an empirical point of view, the OCAPM was superior to the CAPM, the model obtained coefficients which ware more consistent with the theory. Moreover, we showed that the OCAPM adds information of the expected returns that are not considered by the CAPM. Nevertheless, we do not reject any of the models, we just show that the OCAPM is superior.
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Palevičius, Valdemaras. "Žingsninio variklio dinamikos tyrimas". Master's thesis, Lithuanian Academic Libraries Network (LABT), 2006. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2006~D_20060623_121553-25440.
Testo completoAbstract (sommario):
In work research of dynamics of the step motor is executed. Types step motor, ways of management, a design and parameters are described. Сonsistent to requirements and inquiries the software package „Mathlab R6.5“ is chosen. Using a software package „Mahtlab R6.5“ the model of the motor has been made and many experiments are executed. Schedules of transient and the frequency characteristic are considered, changing factor of attenuation and the moment of inertia of the step motor. The conclusion and theoretical results show opportunities of functioning of the step motor. Structure: introduction, analytical part, investigation part, conclusions and suggestions, references.
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Roelofse, Emmalinde. "M3 strategic decision-making under uncertainty : modes, models, & momentum". Thesis, University of Newcastle upon Tyne, 2017. http://hdl.handle.net/10443/3909.
Testo completoAbstract (sommario):
The M3 theory contributes to new knowledge through original research and advanced scholarship by introducing a descriptive framework for strategic decision-making in uncertain and changing environments. Aided by the introduction of a Social Realism epistemology into management literature it is differentiated its ability to present complex strategic positions as essentialist (via modes), relative (via models), and dynamic (via momentum) to plot the dynamic trajectory of innovation emergence, change, adaptation and transformation over time. At a fundamental level, the M3 theory identifies a consistent set of rules that decision-makers intentionally or unintentionally engage with or ignore to take strategic positions based on four integrated yet polarized pairs of modes: systematic (+S) vs. responsive (+R) strategies, and conforming (+C), vs. differentiating (+D) strategies. Systematic strategies (+S) is the mode dedicated to increasingly sophisticated rational cognitive processes; these processes plan, purposefully compartmentalize, and regulate emotions. Responsive strategies (+R) conversely, is the mode dedicated to increasingly sensitized intuitive processes; these processes are reflective, associative, action-orientated and emotionally expressive. The second pair of modes intersects with the two aforementioned modes with conforming strategies (+C) moving towards convergence by adapting or conveying socially perceived superior norms; these processes include the exploitation of existing power. In contrast, differentiating strategies (+D) represents the mode dedicated to diverging from traditional norms with empowerment for exploration. These processes include novelty-seeking, sabotage, risk-taking, experimentation, play, flexibility, discovery, and higher levels of innovation. Finally, the dynamic (momentum) component informs how strategic modes and models under uncertainty improve and adjust in sophistication under the pressure and demands of the four drives (+L). The M3 theory is informed by three distinct but interrelated and simultaneous empirical streams of data: (i) field data from five ethnographic case studies, with research participant feedback loops; (ii) the mapping of 200+ peer reviewed decision-making models; and (iii) prototyping the principles in the construction of the emergent M3 theory.
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Nakamura, Gilberto Medeiros. "Teoria do momento angular em sistemas complexos". Universidade de São Paulo, 2017. http://www.teses.usp.br/teses/disponiveis/59/59135/tde-27072017-102616/.
Testo completoAbstract (sommario):
A emergência de fenômenos coletivos e correlações de longo alcance impossibilitam a inferência de propriedades de sistemas como um todo a partir de suas partes componentes. A modelagem destes sistemas frequentemente ocorre mediante emprego de operadores de spin localizados em grafos com topologias não-triviais. Aqui, mostramos que o operador de momento angular de muitos corpos une o estudo de diversos sistemas complexos, desde a sistemas epidêmicos até cadeias magnéticas de spin. Para o modelo epidêmico SIS, determinamos a matriz de transição do processo estocástico correspondente e mostramos suas soluções para grafos regulares e aleatórios, por meio de técnicas geralmente empregadas em sistemas fortemente correlacionados. Já no modelo de Dicke, identificamos o vínculo que explica a relevância e o efeito finito de operadores anti-girantes para duas espécies atômicas confinadas numa cavidade óptica que interagem com radiação eletromagnética. Por fim, o papel do momento angular também é identificado para duas cadeias quânticas de spin 1/2 acopladas, as quais modelam nanoestruturas magnéticas heterogêneas. A estrutura de bandas é calculada, enquanto efeitos espúrios de superfície são removidos pela introdução de quasipartículas dotadas de grau de liberdade de spin adicionalThe emergence of collective phenomena and long range correlations makes it impossible to infer the properties of whole systems from their components. Their modeling often occurs through the use of localized spin operators, taking place within graphs with non-trivial topologies. Here, we show that the many-body angular momentum operator connects the study of several complex systems, ranging from epidemic systems to magnetic spinchains. For the SIS epidemic model, we calculate the transition matrix of the corresponding stochastic process and show the corresponding solutions for regular and random graphs, using techniques generally employed in strongly correlated systems. For the Dicke model we identify the constraint that explains the relevance and finite size effect of anti-rotating operators, for two atomic species, confined within an optical cavity, and interacting with electromagnetic radiation. Finally, the role of angular momentum is also identified for two coupled quantum spinchains 1/2 which model heterogeneous magnetic nanostructures. The band structure is calculated, while spurious surface effects are removed due to the introduction of quasiparticles with an additional spin degree of freedom.