Дисертації з теми "Extremal range"

Thesis (Ph. D.)--Ohio State University, 2003.
Title from first page of PDF file. Document formatted into pages; contains x, 81 p.; also includes graphics (some col.). Includes abstract and vita. Advisor: Bostwick Wyman, Dept. of Mathematics. Includes bibliographical references (p. 80-81).

L'ensemble d'excursion EX(u) d'un champ aléatoire réel X sur R^d à un niveau de seuil u ∈ R est le sous-ensemble du domaine R^d où X dépasse u. Ainsi, l'ensemble d'excursion est aléatoire, et sa distribution à un niveau fixe u est déterminée par la distribution de X. Étant des sous-ensembles de R^d, les ensembles d'excursions peuvent être étudiés en termes de leurs propriétés géométriques comme moyen d'obtenir des informations partielles sur les propriétés de distribution des champs aléatoires sous-jacents.Cette thèse examine :(a) comment les mesures géométriques d'un ensemble d'excursion peuvent être déduites à partir d'un échantillon discret de l'ensemble d'excursion, et(b) comment ces mesures peuvent être liées aux propriétés distributionnelles du champ aléatoire à partir duquel l'ensemble d'excursion a été obtenu. Chacun de ces points est examiné en détail dans le Chapitre 1, qui fournit un aperçu global des résultats trouvés tout au long du reste de ce manuscrit. Les mesures géométriques que nous étudions (pour les ensembles d'excursion et les sous-ensembles déterministes de R^d) lors de l'adressage du point (a) sont la mesure de la surface de dimension (d−1), le reach, et le rayon de r-convexité. Chacune de ces quantités peut être liée à la régularité de la frontière de l'ensemble, ce qui est souvent difficile à déduire à partir d'échantillons discrets de points.Pour résoudre ce problème, nous apportons les contributions suivantes au domaine de la géométrie computationnelle :- Dans le Chapitre 2, nous identifions le facteur de biais qui correspond aux algorithmes de comptage local pour calculer la mesure de la surface de dimension (d − 1) des ensembles d'excursion sur une grande classe de pavages de R^d. Le facteur de biais dépend uniquement de la dimension d et non de la géométrie précise du pavage.- Dans le Chapitre 3, nous introduisons un algorithme de comptage pseudo-local pour calculer le périmètre des ensembles d'excursion en deux dimensions. L'algorithme proposé est convergent multigrille (multigrid convergent en anglais) et comporte un hyper paramètre réglable pouvant être choisi automatiquement à partir d'informations accessibles.- Dans le Chapitre 4, nous introduisons le β-reach en tant que généralisation du reach, et l'utilisons pour prouver la cohérence d'un estimateur du reach des sous-ensembles fermés de R^d. De même, nous définissons un estimateur cohérent du rayon de r-convexité des sous-ensembles fermés de R^d. De nouvelles relations théoriques sont établies entre le reach et le rayon de r-convexité. Nous étudions également comment ces mesures géométriques des ensembles d'excursion sont liées à la distribution du champ aléatoire.- Dans le Chapitre 5, nous introduisons l'extremal range : une statistique géométrique locale qui caractérise l'étendue spatiale des dépassements de seuil à un niveau fixe u ∈ R. La distribution de l'extremal range est entièrement déterminée par la distribution de l'ensemble d'excursion au niveau u. Nous montrons comment l'extremal range est liée distributionnellement aux volumes intrinsèques de l'ensemble d'excursion. De plus, le comportement limite de l'extremal range aux grands seuils est étudié en relation avec la stabilité des peaks-over-threshold du champ aléatoire sous-jacent. Enfin, la théorie est appliquée à des données climatiques réelles pour mesurer le degré d'indépendance asymptotique présent et sa variation dans l'espace.Des perspectives sur la manière dont ces résultats peuvent être améliorés et étendus sont fournies dans le Chapitre 6
The excursion set EX(u) of a real-valued random field X on R^d at a threshold level u ∈ R is the subset of the domain R^d on which X exceeds u. Thus, the excursion set is random, and its distribution at a fixed level u is determined by the distribution of X. Being subsets of R^d, excursion sets can be studied in terms of their geometrical properties as a means of obtaining partial information about the distributional properties of the underlying random fields.This thesis investigates(a) how the geometric measures of an excursion set can be inferred from a discrete sample of the excursion set, and(b) how these measures can be related back to the distributional properties of the random field from which the excursion set was obtained.Each of these points are examined in detail in Chapter 1, which provides a broad overview of the results found throughout the remainder of this manuscript. The geometric measures that we study (for both excursion sets and deterministic subsets of R^d) when addressing point (a) are the (d − 1)-dimensional surface area measure, the reach, and the radius of r-convexity. Each of these quantities can be related to the smoothness of the boundary of the set, which is often difficult to infer from discrete samples of points. To address this problem, we make the following contributions to the field of computational geometry:• In Chapter 2, we identify the bias factor in using local counting algorithms for computing the (d − 1)-dimensional surface area of excursion sets over a large class of tessellations of R^d. The bias factor is seen to depend only on the dimension d and not on the precise geometry of the tessellation.• In Chapter 3, we introduce a pseudo-local counting algorithm for computing the perimeter of excursion sets in two-dimensions. The proposed algorithm is multigrid convergent, and features a tunable hyperparameter that can be chosen automatically from accessible information.• In Chapter 4, we introduce the β-reach as a generalization of the reach, and use it to prove the consistency of an estimator for the reach of closed subsets of R^d. Similarly, we define a consistent estimator for the radius of r-convexity of closed subsets of R^d. New theoretical relationships are established between the reach and the radius of r-convexity.We also study how these geometric measures of excursion sets relate to the distribution of the random field.• In Chapter 5, we introduce the extremal range: a local, geometric statistic that characterizes the spatial extent of threshold exceedances at a fixed level threshold u ∈ R. The distribution of the extremal range is completely determined by the distribution of the excursion set at the level u. We show how the extremal range is distributionally related to the intrinsic volumes of the excursion set. Moreover, the limiting behavior of the extremal range at large thresholds is studied in relation to the peaks-over-threshold stability of the underlying random field. Finally, the theory is applied to real climate data to measure the degree of asymptotic independence present, and its variation throughout space.Perspectives on how these results may be improved and expanded upon are provided in Chapter 6

This paper includes a study of the mutual fund market investors during a selected time period. The reader is given a descriptive picture of how people in different age groups have  acted  in  conjunction  with  the  last  major  financial  crisis.  It  has  been  studied whether people in the different age categories have saved, purchased or sold during this time  period  based  on  theories  and  analytic  material  from  one  of  the  largest  fund operators in Sweden. The result enlightens people’s activity and risk appetite in relation to the fund market. The essay results in an explanation of the underlying cause of the behavior        of         the         people         in         the         different         age         categories. The paper assumes that the market is cyclical and that more crises will occur in the future. The most recent crisis developed during the years 2007-2008 and has therefore been  selected  to  represent  the  analyzed  period.  Among  other  things,  a  general hypothesis  was  applicable  to  recurring  tendency  of  nonprofessional  retail  client  in extreme market situations to buy fund shares at a high value and sell them at low value in the market. The starting point was to criticize this hypothesis, which clearly turned out   to   be   in   favor   for   one   of   the   mutual   funds   that   have   been   observed. The result shows that more people in the middle age save more than those in their young years as well as those in the retirement age. The conclusion of the study shows that when this crisis occurred there were no major withdrawals from any of the mutual funds. In fact the sales transaction was reduced in the period of time from the peak of the stock market in 2007 to the time market touched the ground in 2008.
I denna uppsats undersöks fondmarknadens investerare under en vald tidsperiod. Läsaren ges en beskrivande bild av hur personer i olika ålderskategorier har agerat i samband med den senaste stora finanskrisen. Det har studerats, med stöd av teorier och analysmaterial från en av Sveriges största fondaktörer, huruvida personer i de olika ålderskategorierna har sparat under denna period. Resultatet belyser personers aktivitet och riskbenägenhet i förhållande till fondmarknaden. Uppsatsen mynnar ut i en förklaring till vad som är och kan vara bakomliggande orsaker till beteendet hos personerna i de olika ålderskategorierna. Undersökningen utgår från att marknaden är cyklisk och att fler kriser kommer uppkomma i framtiden. Den senaste krisen ägde rum under år 2007-2008 och har därför valts ut för att representera den tidsperiod som avser att analyseras. Bland annat har en generell hypotes testats gällande att icke-professionella kunder har en återkommande tendens att i extrema marknadslägen köpa vid uppgång och sälja vid nedgång i de utvalda tillväxtmarknadsfonderna. Utgångspunkten var i detta hänseende att förkasta denna hypotes, vilket tydligt visade sig stämma i en av de fonder som studerats. Resultatet visar i korthet att fler personer i medelåldern investerar mer än de i ungdomens år och pensionsåldern. Slutsatsen av undersökningen visar på att när detta krisläge uppstod skedde inga större uttag ur någon av fonderna. De facto minskar säljtransaktionerna överlag från toppnoteringen på börsen under år 2007 till bottennoteringen år 2008.

La théorie spatiale des valeurs extrêmes permet de modéliser et prédire la fréquence d'évènements extrêmes ayant une étendue spatiale comme, par exemple, des pluies ou des températures extrêmes, ou encore de fortes concentrations de pollution atmosphérique. Elle s'adapte bien aux données temporelles, lorsque le phénomène spatial étudié est observé plusieurs fois dans le temps. Cependant, nous n'avons parfois pas accès à de telles données: seulement un ou quelques enregistrements sont disponibles. C'est le cas, par exemple, des études sur l'estimation des ressources minières ou sur l'évaluation de la pollution des sols et plus généralement de toute recherche dont l'objet d'étude varie très peu au cours du temps ou pour lequel le coût d'échantillonnage est trop élevé. Ce cas de figure est très peu abordé par la communauté des extrêmes. Au contraire, c'est un cadre d'analyse auquel la Géostatistique s'intéresse particulièrement. Les travaux réalisés au cours de cette thèse ont pour objectif d'établir des connexions mathématiques entre ces deux disciplines afin de mieux appréhender les évènements extrêmes, lorsque le phénomène spatial sous-jacent n'est observé qu'une seule fois.Nous nous intéressons, dans un premier temps, au concept de portée intégrale. Intrinsèquement lié aux propriétés d'ergodicité et de mélange, ce paramètre issu de la théorie géostatistique caractérise les fluctuations statistiques, à large échelle, d'un champ aléatoire stationnaire. Lorsque ce dernier est un champ max-stable, nous montrons que sa fonction coefficient extrémal (ECF) est fortement liée à la portée intégrale du champ des excès, au dessus d'un certain seuil, correspondant. Cette approche permet de retrouver et de compléter des résultats précédemment établis dans un contexte de risque spatialisé. Elle met également en évidence une nouvelle expression de la fonction coefficient extrémal qui dépend du variogramme du champ des excès.À partir de cette formule, nous proposons un nouvel estimateur non-paramétrique de l'ECF. Ses propriétés asymptotiques sont établies lorsqu'il est évalué à partir d'une unique réalisation, partiellement observée, d'un champ stationnaire max-stable. En particulier, lorsque le nombre d'observations se densifie en même temps que le champ d'observation grandit, et sous certaines hypothèses concernant la portée intégrale susmentionnée, nous montrons qu'il est consistent et asymptotiquement normal. Il est donc pertinent d'utiliser les outils géostatistiques pour enrichir l'analyse des valeurs extrêmes.Finalement, nous développons un nouvel algorithme permettant de simuler, en continu, des processus aléatoires tempête pour lesquels la fonction de forme est déterministe. Il se distingue donc de la plupart des algorithmes existants qui s'utilisent exclusivement lorsque le domaine de simulation est composé d'un nombre fini de points. À cet égard, il permet d'étudier plus facilement la géométrie des réalisations de tels processus. Cela est particulièrement intéressant quand la caractéristique géométrique étudiée mêle différentes échelles d'observation
Spatial extreme value theory helps model and predict the frequency of extreme events in a spatial context like, for instance, extreme precipitations, extreme temperatures. It is well adapted to time series. However, in some cases, such types of data cannot be accessed: only one or just a few records are made available. This is the case, for instance in soil contamination evaluation. This situation is rarely addressed in the spatial extremes community, contrary to Geostatistics,which typically deals with such issues. The aim of this thesis is to make some connections between both disciplines,in order to better handle the study of spatial extreme events, and especially their spatial dependence structure, when having only one set of spatial observations. A link is first established through the concept of integral range. It is a geostatistical parameter that characterizes the statistical fluctuations of a stationary random field at large scale. When the latter is max-stable, we show that its extremal coefficient function (ECF), which is a measure of spatial dependence, is closely related to the integral range of the corresponding exceedance field above a threshold. From this, we move toproposing a new nonparametric estimator of the ECF. Its asymptotic properties are derived when it is computed from a single and partially observed realization of a stationary max-stable random field. Specifically, under some assumptions on the aforementioned integral range, we prove that it is consistent and asymptotically normal. Finally, we develop a novel algorithm to perform exact simulations in a continuous domain of storm processes with deterministic shape function. It distinguishes itself from most existing procedures, which apply to simulation domains made of a finite number of points. Most part of the algorithm are designed to be parallelizable

This thesis comprehensively describes the computational design, fabrication and characterisation of multilayer mirrors intended as key reflective elements for the X-ray and extreme ultraviolet radiation ranges. The first central theme was to present various designs for the requirements of soft X-ray microprobes, EUVL lithography systems and high harmonic generation sources, i.e. monochromator, broad-angle supermirror, broadband intensity and polarising beamsplitters and order-selecting mirror. The particle swarm optimisation method was successfully applied in a global search of materials for the structure of mirrors. The robust designs made possible are considered to alleviate fabrication difficulties, such as control of layer thickness errors. The second important theme was to analyse the interfacial and surface imperfections in multilayer mirrors. This work is crucial in improving the fabrication technology and in : understanding the basic growth status at the interfaces. Transmission electron microscopy, X-ray diffraction and atomic force microscopy were used in these experiments. The analyses are based on innovative methods, namely time series analysis and wavelet analysis. The evolution tendencies of the layer thicknesses, interfacial roughness and interdiffusion were determined, as were correlated growth, structural uniformity, surface stress damage and surface roughness. The final theme was to test a multilayer monochromator for use in a soft X-ray microprobe for radiobiological studies on pathological cells and tissue. The source spectrum was determined using different incidence angles on multilayer mirrors and some suggestions for improvement were presented.

More than 1100 debris flows were mobilized from shallow landslides during a rainstorm from 9 to 13 September 2013 in the Colorado Front Range, with the vast majority initiating on sparsely vegetated, south facing terrain. To investigate the physical processes responsible for the observed aspect control, we made measurements of soil properties on a densely forested north facing hillslope and a grassland-dominated south facing hillslope in the Colorado Front Range and performed numerical modeling of transient changes in soil pore water pressure throughout the rainstorm. Using the numerical model, we quantitatively assessed interactions among vegetation, rainfall interception, subsurface hydrology, and slope stability. Results suggest that apparent cohesion supplied by roots was responsible for the observed connection between debris flow initiation and slope aspect. Results suggest that future climate-driven modifications to forest structure could substantially influence landslide hazards throughout the Front Range and similar water-limited environments where vegetation communities may be more susceptible to small variations in climate.

The distribution, social structure, epidermal lesions and population size of the bottlenose dolphin population in the Moray Firth off the coast of Scotland were studied between 1990 and 1993. Dolphins were seen in the inner Moray Firth all year round: numbers were low in winter by rose in late spring to peak in summer. All parts of the inner Moray Firth were frequented, but three areas, at narrows which had deep water and strong currents, were favoured. Areas used by the dolphins varied seasonally: in winter the outer parts of the inner Moray Firth were occupied, whilst in summer all areas were used. The spring increase in numbers and changes in distribution occurred together as part of a general redistribution of individuals (demonstrated using photo-identification methods) in the inner Moray Firth. Animals entering the inner Moray Firth from outside stayed further towards the open sea than previously resident animals. Seasonal migrations of fish, elevated temperatures and sheltered waters may explain the summer increase in use, whilst social factors between groupings may have maintained the horizontal separation of different segments of the dolphin population. Individuals ranged widely (average range 123 km²) and rapid, long distance movements, across the Moray Firth, were observed (190 km in 120 hrs). The dolphins were highly social, with 99% being seen in schools. These ranged in size from 2 to 46 individuals (median 4.5). School sizes were not unusual compared with other populations. They were found to be bigger in winter and in more open sea environments. Average levels of social cohesion between individuals were low. Close bonds occurred only between females and their calves and lasted for at least four years after birth. Each female loosely associated with a network of other females. The associates of each female remained similar over at least three years and were the result of preferential associations rather than coincident ranges.

Thesis (Ph. D.)--University of California, Riverside, 2009.
Includes abstract. Available via ProQuest Digital Dissertations. Title from first page of PDF file (viewed March 16, 2010). Includes bibliographical references. Also issued in print.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
The genera Tupinambis comprises the largest lizards of America, which could reach 500 mm of corporal length. Two species possess wide distribution in South America (T. teguixin and T. merianae), while the others are restricted the specific biome (Amazonian Forest, Savannah and Chaco). The species T. merianae have the widest distribution of the gender, from the south of the Amazonian Forest to the north of Patagonia, at the east of Andes. In the present study, 640 h of sampling were accomplished (320 h of observations in the area to analyses of behavior; 320 h of observation along transects), in the total of 64 days. In the summer, there were no registrations of active lizards before 7:37 in the morning, nor after 17:43 of the afternoon. The use of community hibernacula was registered for the winter dormancy, being the burrows dug in cemented constructions used more frequently in the observation area. As for the seasonal activity, the first individuals emerged in August and the last ones returned to the dormancy in April. The emergency of the population demonstrated to be protandric, with adults emerging before juvenile. In the period after emergency, the males were basking in aggregations of up to 13 individuals, which changed of positions through audible resonant signs. Besides, sibilated sounds can be emitted in stress situations or agonistic interactions. There was significant difference of activity among the different certain periods in this study, along the months (F = 16.6; p <0.01), being October and December the months with registration of the individuals' larger activity. There was fluctuation in the population size and in the activity of the different age classes along the months. The minimum home range for three males and two females (variation from 0.05 to 20.29) were registered. The area of use of the animals did not differ along the months, but it was possible to observe gregarious behavior during the nine months of study.
No gênero Tupinambis estão representados os maiores sáurios das Américas, podendo atingir 500 mm de comprimento corporal. Duas espécies possuem ampla distribuição na América do Sul (T. teguixin e T. merianae), enquanto as demais são restritas a biomas específicos (Floresta Amazônica, Cerrado e Chaco). A espécie T. merianae possui a distribuição mais ampla do gênero, ocorrendo do sul da Amazônia ao norte da Patagônia, ao leste dos Andes. No presente estudo foram realizadas 640 h de amostragem (320 h de observações na área de análises de atos comportamentais; 320 h de observação ao longo de transectos), no total de 64 dias. No verão, não houve registros de lagartos ativos antes das 7:37 da manhã, nem após 17:43 da tarde. Foi registrada a utilização de hibernáculos comunitários para a dormência de inverno, sendo as tocas escavadas em artefatos de concreto, utilizadas com maior freqüência na área de observação. Quanto à atividade sazonal, os primeiros indivíduos emergiram em agosto e os últimos retornaram à dormência em abril. A emergência da população demonstrou ser protândrica, com adultos emergindo antes dos juvenis. No período pósemergência, os machos termorregularam em agregações de até 13 indivíduos, os quais trocavam de posições através de sinais sonoros audíveis. Além disso, sons sibilares podem ser emitidos em situações de stress ou interações agonísticas. Houve diferença significativa de atividade entre os diferentes períodos determinados neste estudo, ao longo dos meses (F = 16.6; p < 0.01), sendo outubro e dezembro os meses com registro de maior atividade dos indivíduos. Foi registrada flutuação no tamanho populacional e na atividade das diferentes classes etárias ao longo dos meses. A área mínima de vida para três machos e duas fêmeas (variação de 0.05 a 20.29) é apresentada. A área de utilização dos animais não diferiu ao longo dos meses e foi possível observar comportamento gregário durante os nove meses de estudo.

L’objectif principal de cette thèse est de s’intéresser aux fortes pluies dans les Monts Métallifères (OM) et les Vosges (VG) en Europe centrale. La méthode Weather Extremity Index a été appliquée sur les données de précipitation journalière de 167 stations dans les OM et 168 stations dans les VG et a permis de sélectionner les 54 plus forts évenements des précipitations extrêmes (EPEs) dans OM et VG. Plusieurs aspects des EPEs ont été examinés. Les résultats ont montré que les EPEs sont le plus souvent de courte durée (1—2 jours) dans les deux régions. Ils affectent une plus grande partie des OM que des VG. Les EPEs dans les VG apparaissent majoritairement lors de la situation synoptique d’un front froid ondulant ; dans les OM lors des cyclones générés par une goutte d’air froid isolé et dont le trajet est souvent qualifié de « Vb » (c.a.d. allant de la Méditerranée vers le nord-est). Toutefois deux des dix plus forts EPEs des VG sont apparus lors de situations de cyclones Vb
The thesis focuses on extreme precipitation in the Ore Mountains (OM) and the Vosges Mountains (VG) in Central Europe. The Weather Extremity Index (WEI) was employed on daily precipitation totals from 167 stations in OM and 168 stations in VG. The WEI enabled to select the 54 strongest extreme precipitation events (EPEs) in OM and VG. Many characteristics of the EPEs were investigated in the thesis. The results showed that the EPEs lasted mostly 1—2 days in both regions, whereas affected a larger part of OM as compared to VG. Stationary fronts occurred most frequently during EPEs in VG, while lows in OM. Lows in OM during EPEs often originated from cold air cut-off and most of them had Vb track from Mediterranean towards the northeast. Even during two of the ten strongest EPEs in VG, the extreme precipitation was related to Vb lows, this time strongly deflected westwards

Orientadores: Luiza Sumiko Kinoshita, George John Sheperd
Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Biologia
Made available in DSpace on 2018-08-14T12:28:48Z (GMT). No. of bitstreams: 1 Yamamoto_LeilaFumiyo_D.pdf: 7410663 bytes, checksum: 7ba57dd8ddc064caa0cb306774dc6f38 (MD5) Previous issue date: 2009
Resumo: Foi realizado um levantamento florístico e fitossociológico de espécies arbóreas, ao longo de um gradiente altitudinal nas duas faces da Serra do Lopo, localizada no extremo sul da Serra da Mantiqueira, entre os estados de Minas Gerais e São Paulo. Este trabalho teve como objetivo, conhecer a composição florística e caracterizar a estrutura das espécies arbóreas da floresta em estudo; verificar se há diferenças na composição e na estrutura fitossociológica entre a face sudeste e a face noroeste, e ao longo do gradiente altitudinal; saber com qual formação florestal a face sudeste e a face noroeste apresentam maior similaridade florística. As coletas foram feitas entre maio de 2002 e junho de 2006. No levantamento florístico foram feitas coletas de todos os indivíduos lenhosos com mais de 3 m de altura com flores e/ou frutos. Para o estudo fitossociológico foram incluídos os indivíduos arbóreos com DAP=5 cm. Também foram incluídos, na amostragem fitossociológica os samambaiaçus e os indivíduos mortos com DAP=5 e os bambus. Foram instaladas cinco parcelas de 10 X 10 m (distando 50 m de uma de outra) nas seguintes cotas de altitudes: 1650 m, 1550 m, 1450 m, 1350 m, 1250 m e 1150 m em ambas as faces, sendo 30 na face noroeste (Extrema/MG) e 30 na face sudeste (Joanópolis/ SP), totalizando 60 parcelas. Foram, também, incluídos na listagem florística, os espécimes coletados no levantamento fitossociológico. (...continua)
Abstract: A floristic and phytosociological survey of the woody species along an altitudinal gradient on the two faces of the Serra do Lopo has been performed. The Serra do Lopo is located at the south end of the Serra da Mantiqueira, between the states of Minas Gerais and São Paulo. This paper aimed knowing the floristic composition and characterizing the structure of the woody species of the forest under study, as well as verifying if there are differences in the composition and phytosociology structure between the southwest face and northwest face, and along an altitudinal gradient. Moreover, it also aimed knowing which forestry formation the southwest and northwest face present more floristic resemblance. Collections were made between May 2002 and June 2006. For floristic study all woody individuals greater than 3 m were collected (with flowers and/or fruits). For the phytosociological study all woody individuals with DAP5 cm were included. Bamboos, tree ferns and dead individuals were also included. Five 10 X 10 m plots (50 m apart) were set up at the following altitudes: 1650 m, 1550 m, 1450 m, 1350 m, 1250 m and 1150 m on both faces, giving a total of 30 on the northwestern face (Extrema/MG) and 30 on the southeastern face (Joanópolis/ SP), totaling 60 plots. The specimens collected in the phytosociological survey were also included in the floristic list. (..continue)
Doutorado
Doutor em Biologia Vegetal

L’objectif de cette thèse est de mener une réflexion sur les systèmes de couverture des risques de catastrophes naturelles en accordant une place particulière à la perception que les agents économiques ont des caractéristiques de ces risques. Il s’agit d’une part de mieux comprendre les déterminants des systèmes de couverture existant dans le monde et des comportements individuels, et d’autre part de comparer les différentes formes d’intervention publique face à ces risques. Nos travaux, essentiellement empiriques, s’appuient sur des données statistiques issues d’organismes internationaux et de centres de recherche sur les risques, mais aussi sur des données comportementales issue d’une expérience contrôlée. La typologie des systèmes d’assurance contre le risque d’inondation dans le monde que nous élaborons montre que le système public est globalement dominant et surtout appliqué dans les pays à faible revenu et à forte exposition au risque, le système mixte public/privé étant principalement appliqué dans des pays riches et relativement peu exposés. Concernant la demande d’assurance, ladisponibilité à payer pour s’assurer contre les risques naturels est significativement plus faible que celle pour les autres risques et ce, indépendamment des probabilités et des montants de perte. En comparant différents systèmes d’intervention publique, nous montrons que la mesure la plus efficace semble être une subvention de la prime d’assurance, mais qui peut être très coûteuse si la population est majoritairement composée d’individus présentant de forts biais dans la perception des risques
The objective of this thesis is to better understand the determinants of natural catastrophe insurance systems in the world, as well as of individual behavior towards these risks. We also compare the efficiency of different public intervention forms in catastrophe risk management. Our data come from international organizations, research centers and one controlled experiment. From the typology of countries in terms of flood insurance that we elaborate it appears that the publicly provided flood insurance system is globally dominant and mainly applied in low-income countries with high risk exposure. Mixed public / private system are mainly applied in rich countries with low risk exposure. Concerning insurance demand, the willingness to pay for insurance is significantly lower for catastrophe risks than for other, standard risks, regardless of probability and amount of loss. Comparing different public intervention systems, we show that the most efficient measure is insurance premium subsidy but its costs can be very high for individual whose risk perception is biased

The research presented in this thesis addresses different aspects of dynamic portfolio construction and portfolio risk measurement. It brings the research on dynamic portfolio optimization, replicating portfolio construction, dynamic portfolio risk measurement and volatility forecast together. The overall aim of this research is threefold. First, it is aimed to examine the portfolio construction and risk measurement performance of a broad set of volatility forecast and portfolio optimization model. Second, in an effort to improve their forecast accuracy and portfolio construction performance, it is aimed to propose new models or new formulations to the available models. Third, in order to enhance the replication performance of hedge fund returns, it is aimed to introduce a replication approach that has the potential to be used in numerous applications, in investment management. In order to achieve these aims, Chapter 2 addresses risk measurement in dynamic portfolio construction. In this chapter, further evidence on the use of multivariate conditional volatility models in hedge fund risk measurement and portfolio allocation is provided by using monthly returns of hedge fund strategy indices for the period 1990 to 2009. Building on Giamouridis and Vrontos (2007), a broad set of multivariate GARCH models, as well as, the simpler exponentially weighted moving average (EWMA) estimator of RiskMetrics (1996) are considered. It is found that, while multivariate GARCH models provide some improvements in portfolio performance over static models, they are generally dominated by the EWMA model. In particular, in addition to providing a better risk-adjusted performance, the EWMA model leads to dynamic allocation strategies that have a substantially lower turnover and could therefore be expected to involve lower transaction costs. Moreover, it is shown that these results are robust across the low - volatility and high-volatility sub-periods. Chapter 3 addresses optimization in dynamic portfolio construction. In this chapter, the advantages of introducing alternative optimization frameworks over the mean-variance framework in constructing hedge fund portfolios for a fund of funds. Using monthly return data of hedge fund strategy indices for the period 1990 to 2011, the standard mean-variance approach is compared with approaches based on CVaR, CDaR and Omega, for both conservative and aggressive hedge fund investors. In order to estimate portfolio CVaR, CDaR and Omega, a semi-parametric approach is proposed, in which first the marginal density of each hedge fund index is modelled using extreme value theory and the joint density of hedge fund index returns is constructed using a copula-based approach. Then hedge fund returns from this joint density are simulated in order to compute CVaR, CDaR and Omega. The semi-parametric approach is compared with the standard, non-parametric approach, in which the quantiles of the marginal density of portfolio returns are estimated empirically and used to compute CVaR, CDaR and Omega. Two main findings are reported. The first is that CVaR-, CDaR- and Omega-based optimization offers a significant improvement in terms of risk-adjusted portfolio performance over mean-variance optimization. The second is that, for all three risk measures, semi-parametric estimation of the optimal portfolio offers a very significant improvement over non-parametric estimation. The results are robust to as the choice of target return and the estimation period. Chapter 4 searches for improvements in portfolio risk measurement by addressing volatility forecast. In this chapter, two new univariate Markov regime switching models based on intraday range are introduced. A regime switching conditional volatility model is combined with a robust measure of volatility based on intraday range, in a framework for volatility forecasting. This chapter proposes a one-factor and a two-factor model that combine useful properties of range, regime switching, nonlinear filtration, and GARCH frameworks. Any incremental improvement in the performance of volatility forecasting is searched for by employing regime switching in a conditional volatility setting with enhanced information content on true volatility. Weekly S&P500 index data for 1982-2010 is used. Models are evaluated by using a number of volatility proxies, which approximate true integrated volatility. Forecast performance of the proposed models is compared to renowned return-based and range-based models, namely EWMA of Riskmetrics, hybrid EWMA of Harris and Yilmaz (2009), GARCH of Bollerslev (1988), CARR of Chou (2005), FIGARCH of Baillie et al. (1996) and MRSGARCH of Klaassen (2002). It is found that the proposed models produce more accurate out of sample forecasts, contain more information about true volatility and exhibit similar or better performance when used for value at risk comparison. Chapter 5 searches for improvements in risk measurement for a better dynamic portfolio construction. This chapter proposes multivariate versions of one and two factor MRSACR models introduced in the fourth chapter. In these models, useful properties of regime switching models, nonlinear filtration and range-based estimator are combined with a multivariate setting, based on static and dynamic correlation estimates. In comparing the out-of-sample forecast performance of these models, eminent return and range-based volatility models are employed as benchmark models. A hedge fund portfolio construction is conducted in order to investigate the out-of-sample portfolio performance of the proposed models. Also, the out-of-sample performance of each model is tested by using a number of statistical tests. In particular, a broad range of statistical tests and loss functions are utilized in evaluating the forecast performance of the variance covariance matrix of each portfolio. It is found that, in terms statistical test results, proposed models offer significant improvements in forecasting true volatility process, and, in terms of risk and return criteria employed, proposed models perform better than benchmark models. Proposed models construct hedge fund portfolios with higher risk-adjusted returns, lower tail risks, offer superior risk-return tradeoffs and better active management ratios. However, in most cases these improvements come at the expense of higher portfolio turnover and rebalancing expenses. Chapter 6 addresses the dynamic portfolio construction for a better hedge fund return replication and proposes a new approach. In this chapter, a method for hedge fund replication is proposed that uses a factor-based model supplemented with a series of risk and return constraints that implicitly target all the moments of the hedge fund return distribution. The approach is used to replicate the monthly returns of ten broad hedge fund strategy indices, using long-only positions in ten equity, bond, foreign exchange, and commodity indices, all of which can be traded using liquid, investible instruments such as futures, options and exchange traded funds. In out-of-sample tests, proposed approach provides an improvement over the pure factor-based model, offering a closer match to both the return performance and risk characteristics of the hedge fund strategy indices.

碩士
國立中央大學
物理學系
102
High-harmonic generation (HHG) has been demonstrated as a reliable ultra-short coherent light sources. By focusing intense laser pulses into gas targets, photons ranging from extreme ultraviolet to soft x-ray are produced. we demonstrate the harmonic emission from 24 nm to 38 nm. The output is maximized by adjusting the gas length, gas density, ionization ratio, and the focusing geometry. Phase matching is achieved by the balance of the argon gas dispersion, plasma dispersion, and the geometrical phase shift between the driving laser field and the emitted harmonic field. Such an ultrafast coherent EUV source would be very useful for EUV nonlinear optics and EUV photoelectron spectroscopy.

碩士
淡江大學
財務金融學系碩士班
94
Volatility plays an important role in finance. If we can capture the characteristics of the motions of assets precisely, we could make good portfolios and control risks efficiently. GARCH models have been used in the forecast of volatilities generally, and performed well in many empirical studies. However, Chou(2005) proposed the CARR model and compared in the CARR model and traditional GARCH model based on the data of S&P 500 index. CARR is better in the volatility forecasting. This paper tests and verifies the forecasting power of the CARR model based on the Gold price and the stock price index of NASDAQ. We choose the Gold price and the stock price index of NASDAQ to compare the CARR and GARCH models in out-of-sample forecast. And then we apply GARCH, GARCH-M and AR(1)-GARCH models to test which model is the best. Our empirical results show that the CARR model is preferable to the GARCH model only in the data of NASDAQ.

博士
國立臺灣大學
光電工程學研究所
106
Using extreme ultraviolet (EUV) radiation for nanoscale imaging has recently seen much interest. As actinic patterned mask inspection tools are not available, chipmakers must rely on wafer inspection to identify mask defects. The current 193 nm-based technologies have their limitations in terms of extending to 7 nm and beyond. Hence, there is a need to reduce the wavelength of the inspection tools. An EUV source (13.5 nm) with high brightness, stability (spatial and temporal) and cost effectiveness is needed. The laser-produced plasma (LPP) EUV source has shown promise to be the source of the mask inspection tools. In a LPP EUV system, a high-intensity laser beam is focused onto a target material to form a plasma, which emits ultraviolet light. The main advantage of such a EUV source is the small plasma volume. Compared with the discharge-produced plasma (DPP) EUV system, LPP EUV allows for fewer fragments or particles generation, higher light collection efficiency, and better power scalability. A compact and wavelength-calibration-free interferometric scheme was numerically and experimentally investigated using a LPP EUV source. A Michelson-type interferometer with a common path, formed by a Si/Mo-multilayer-based beam splitter and mirror, was utilized to achieve system compactness. Based on the Wiener–Khinchin theorem, an accurate EUV spectrum was obtained by numerically analyzing the measured signal autocorrelation without performing wavelength calibration. The achieved spectral resolution of 30 pm was comparable to those of flat-field spectrometers. The issues related to the multilayer mirror used in the interferometer are also discussed. A noninvasive method for characterizing Si/Mo thin-film stack thickness and its complex transfer function using common-path optical coherence tomography (OCT) is proposed, analyzed and experimentally demonstrated. The measured complex transfer function of the Si/Mo stack was verified near the pristine 13.5 nm wavelength range. In addition to, the image quality is highly dependent on its signal-to-noise ratio (SNR). The SNR of this common-path OCT is discussed. Having these knowledge and accomplishments, the novel EUV based OCT using both the LPP EUV source and common-path design has shown promise to be a nondestructive tomographic method for mask inspection.

碩士
國立中興大學
電機工程學系所
104
This thesis presents a new structure to calculate the weight for Exposure Fusion, in order to synthesize HDR images. Exposure Fusion is a method which mix differently exposed images and completely presents all the details of the scene. Previously, the method use the definition set in advance: contrast, saturation, and well-exposedness to decide the weight for Exposure Fusion. We found that these criteria remain to be improved for deciding the weights with Exposure Fusion. Hence, we combine the Online Sequential Extreme Learning Machine and Structure Similarity and train a net to help us estimate the weights for Exposure Fusion more precisely. Besides, after the structure finishes training, the parameters in the structure can also be modified based on different user’s photos in the future. Thus form a better calculation structure for every single user. Using the image database we build, the experiments show that the fused images have better performance in both quality values and eyes’ judgment. For the application, it can also raise the similarity between the sign in the fused image and the sample sign, thus increase the degree of success for recognition.