Дисертації з теми "Markov noise"
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Beattie, Valerie L. "Hidden Markov Model state-based noise compensation." Thesis, University of Cambridge, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.259519.
Повний текст джерелаBai, Jiongjun. "Adaptive hidden Markov noise modelling for speech enhancement." Thesis, Imperial College London, 2013. http://hdl.handle.net/10044/1/11158.
Повний текст джерелаGales, Mark John Francis. "Model-based techniques for noise robust speech recognition." Thesis, University of Cambridge, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.319311.
Повний текст джерелаParanchych, David W. "Markov modelling of digital symbol synchronizers in noise and interference." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/nq20576.pdf.
Повний текст джерелаWhalen, Nicholas J. "The capacity-cost function of channels with additive Markov noise." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk2/tape15/PQDD_0028/MQ31270.pdf.
Повний текст джерелаSkeen, Matthew E. (Matthew Edward). "Maximum likelihood estimation of fractional Brownian motion and Markov noise parameters." Thesis, Massachusetts Institute of Technology, 1991. http://hdl.handle.net/1721.1/42527.
Повний текст джерелаCALVIA, ALESSANDRO. "Optimal control of pure jump Markov processes with noise-free partial observation." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2018. http://hdl.handle.net/10281/199013.
Повний текст джерелаThis thesis is concerned with an infinite horizon optimal control problem for a pure jump Markov process with noise-free partial observation. We are given a pair of stochastic processes, named unobserved or signal process and observed or data process. The signal process is a continuous-time pure jump Markov process, taking values in a complete and separable metric space, whose controlled rate transition measure is known. The observed process takes values in another complete and separable metric space and is of noise-free type. With this we mean that its values at each time t are given as a function of the corresponding values at time t of the unobserved process. We assume that this function is a deterministic and, without loss of generality, surjective map between the state spaces of the signal and data processes. The aim is to control the dynamics of the unobserved process, i.e. its controlled rate transition measure, through a control process, taking values in the set of Borel probability measures on a compact metric space, named set of control actions. We take as admissible controls for our problem all the processes of this kind that are also predictable with respect to the natural filtration of the data process. The control process is chosen in this class to minimize a discounted cost functional on infinite time horizon. The infimum of this cost functional among all admissible controls is the value function. In order to study the value function a preliminary step is required. We need to recast our optimal control problem with partial observation into a problem with complete observation. This is done studying the filtering process, a measure-valued stochastic process providing at each time t the conditional law of the unobserved process given the available observations up to time t (represented by the natural filtration of the data process at time t). We show that the filtering process satisfies an explicit stochastic differential equation and we characterize it as a Piecewise Deterministic Markov Process, in the sense of Davis. To treat the filtering process as a state variable, we study a separated optimal control problem. We introduce it as a discrete-time one and we show that it is equivalent to the original one, i.e. their respective value functions are linked by an explicit formula. We also show that admissible controls of the original problem and admissible policies of the separated one have a specific structure and there is a precise relationship between them. Next, we characterize the value function of the separated control problem (hence, indirectly, the value function of the original control problem) as the unique fixed point of a contraction mapping, acting from the space of bounded continuous function on the state space of the filtering process into itself. Therefore, we prove that the value function is bounded and continuous. The special case of a signal process given by a finite-state Markov chain is also studied. In this setting, we show that the value function of the separated control problem is uniformly continuous on the state space of the filtering process and that it is the unique constrained viscosity solution (in the sense of Soner) of a Hamilton-Jacobi-Bellman equation. We also prove that an optimal ordinary control exists, i.e. a control process taking values in the set of control actions, and that this process is a piecewise open-loop control in the sense of Vermes.
Kuckländer, Nina. "Synchronization via correlated noise and automatic control in ecological systems." Phd thesis, Universität Potsdam, 2006. http://opus.kobv.de/ubp/volltexte/2006/1082/.
Повний текст джерелаThe first part is motivated by field studies on feral sheep populations on two islands of the St. Kilda archipelago, which revealed strong correlations due to environmental noise. For a linear system the population correlation equals the noise correlation (Moran effect). But there exists no systematic examination of the properties of nonlinear maps under the influence of correlated noise. Therefore, in the first part of this thesis the noise-induced correlation of logistic maps is systematically examined. For small noise intensities it can be shown analytically that the correlation of quadratic maps in the fixed-point regime is always smaller than or equal to the noise correlation. In the period-2 regime a Markov model explains qualitatively the main dynamical characteristics. Furthermore, two different mechanisms are introduced which lead to a higher correlation of the systems than the environmental correlation. The new effect of "correlation resonance" is described, i. e. the correlation yields a maximum depending on the noise intensity.
In the second part of the thesis an automatic control method is presented which synchronizes different systems in a robust way. This method is inspired by phase-locked loops and is based on a feedback loop with a differential control scheme, which allows to change the phases of the controlled systems. The effectiveness of the approach is demonstrated for controlled phase synchronization of regular oscillators and foodweb models.
Gegenstand der Arbeit ist die Möglichkeit der Synchronisierung von nichtlinearen Systemen durch korreliertes Rauschen und automatische Kontrolle. Die Arbeit gliedert sich in zwei Teile.
Der erste Teil ist motiviert durch Feldstudien an wilden Schafspopulationen auf zwei Inseln des St. Kilda Archipels, die starke Korrelationen aufgrund von Umwelteinflüssen zeigen. In einem linearen System entspricht die Korrelation der beiden Populationen genau der Rauschkorrelation (Moran-Effekt). Es existiert aber noch keine systematische Untersuchung des Verhaltens nichtlinearer Abbildungen unter dem Einfluss korrelierten Rauschens. Deshalb wird im ersten Teils dieser Arbeit systematisch die rauschinduzierte Korrelation zweier logistischer Abbildungen in den verschiedenen dynamischen Bereichen untersucht. Für kleine Rauschintensitäten wird analytisch gezeigt, dass die Korrelation von quadratischen Abbildungen im Fixpunktbereich immer kleiner oder gleich der Rauschkorrelation ist. Im Periode-2 Bereich beschreibt ein Markov-Modell qualitativ die wichtigsten dynamischen Eigenschaften. Weiterhin werden zwei unterschiedliche Mechanismen vorgestellt, die dazu führen, dass die beiden ungekoppelten Systeme stärker als ihre Umwelt korreliert sein können. Dabei wird der neue Effekt der "correlation resonance" aufgezeigt, d. h. es ergibt sich eine Resonanzkurve der Korrelation in Abbhängkeit von der Rauschstärke.
Im zweiten Teil der Arbeit wird eine automatische Kontroll-Methode präsentiert, die es ermöglicht sehr unterschiedliche Systeme auf robuste Weise in Phase zu synchronisieren. Die Methode ist angelehnt an Phase-locked-Loops und basiert auf einer Rückkopplungsschleife durch einen speziellen Regler, der es erlaubt die Phasen der kontrollierten Systeme zu ändern. Die Effektivität dieser Methode zur Kontrolle der Phasensynchronisierung wird an regulären Oszillatoren und an Nahrungskettenmodellen demonstriert.
Bennett, Casey. "Channel Noise and Firing Irregularity in Hybrid Markov Models of the Morris-Lecar Neuron." Case Western Reserve University School of Graduate Studies / OhioLINK, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=case1441551744.
Повний текст джерелаSetiawan, Panji. "Exploration and optimization of noise reduction algorithms for speech recognition in embedded devices /." Aachen : Shaker, 2009. http://d-nb.info/99453583X/04.
Повний текст джерелаDamian, Camilla, Zehra Eksi-Altay, and Rüdiger Frey. "EM algorithm for Markov chains observed via Gaussian noise and point process information: Theory and case studies." De Gruyter, 2018. http://dx.doi.org/10.1515/strm-2017-0021.
Повний текст джерелаZhu, Ying. "Signal detection on two-dimensional intersymbol interference channels correlated sources and reduced complexity algorithms /." [Pullman, Wash.] : Washington State University, 2008. http://www.dissertations.wsu.edu/Dissertations/Fall2008/y_zhu_081408.pdf.
Повний текст джерелаTitle from PDF title page (viewed on Sept. 23, 2008) "School of Electrical Engineering and Computer Science." Includes bibliographical references (p. 83-90).
Mohammadiha, Nasser. "Speech Enhancement Using Nonnegative MatrixFactorization and Hidden Markov Models." Doctoral thesis, KTH, Kommunikationsteori, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-124642.
Повний текст джерелаQC 20130916
Rusudan, Kevkhishvili. "A Study of Approximations and Transformations of Markov Processes and their Applications to Credit Risk Analysis." Kyoto University, 2019. http://hdl.handle.net/2433/242462.
Повний текст джерелаOkimura, Rodrigo Takashi. "Controle ótimo multi-período de média-variância para sistemas lineares sujeitos a saltos Markovianos e ruídos multiplicativos." Universidade de São Paulo, 2009. http://www.teses.usp.br/teses/disponiveis/3/3139/tde-05062009-094823/.
Повний текст джерелаThis thesis focuses on the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the nal value of the expectation and variance of the output. In the first problem it is desired to minimize the nal variance of the output subject to a restriction on its nal expectation, in the second one it is desired to maximize the nal expectation of the output subject to a restriction on its nal variance, and in the third one it is considered a performance criterion composed by a linear combination of the nal variance and expectation of the output of the system. The optimal control strategies are obtained from a set of interconnected Riccati dierence equations and explicit sufficient conditions are presented for the existence of an optimal control strategy for these problems, generalizing previous results in the literature. Numerical simulations of investment portfolios and asset liabilities management models for pension funds with regime switching are presented.
Unver, Alper. "Determination Of Stochastic Model Parameters Of Inertial Sensors." Phd thesis, METU, 2013. http://etd.lib.metu.edu.tr/upload/12615548/index.pdf.
Повний текст джерелаnver, Alper PhD, Department of Electric Electronic Engineering Supervisor: Prof. Dr. Mü
beccel Demirekler January 2013, 82 pages Gyro and accelerometer systematic errors due to biases, scale factors, and misalignments can be compensated via an on-board Kalman filtering approach in a Navigation System. On the other hand, sensor random noise sources such as Quantization Noise (QN), Angular Random Walk (ARW), Flicker Noise (FN), and Rate Random Walk (RRW) are not easily estimated by an on-board filter, due to their random characteristics. In this thesis a new method based on the variance of difference sequences is proposed to compute the powers of the above mentioned noise sources. The method is capable of online or offline estimation of stochastic model parameters of the inertial sensors. Our aim in this study is the estimation of ARW, FN and RRW parameters besides the quantization and the Gauss-Markov noise parameters of the inertial sensors. The proposed method is tested both on the simulated and the real sensor data and the results are compared with the Allan variance method. Comparison shows very satisfactory results for the performance of the method. Computational load of the new method is less than the computational load of the Allan variance on the order of tens. One of the usages of this method is the individual noise characterization. A noise, whose power spectral density has a constant slope, can be identified accurately by the proposed method. In addition to this, the parameters of the GM noise can also be determined. Another idea developed here is to approximate the overall error source as a combination of ARW and some number of GM sources only. The reasons of selecting such a structure is the feasibility of using these models in a Kalman filter framework for error propagation as well as their generality of modeling other noise sources.
Leong, Alex Seak Chon. "Performance of estimation and detection algorithms in wireless networks." Connect to thesis, 2007. http://repository.unimelb.edu.au/10187/2229.
Повний текст джерелаWe first look at the hidden Markov model (HMM) filter with random measurement losses. The loss process is governed by another Markov chain. In the two-state case we derive analytical expressions to compute the probability of error. In the multi-state case we derive approximations that are valid at high signal-to-noise ratio (SNR). Relationships between the error probability and parameters of the loss process are investigated.
We then consider the problem of detecting two-state Markov chains in noise, under the Neyman-Pearson formulation. Our measure of performance here is the error exponent, and we give methods for computing this, firstly when channels are time-invariant, and then for time-varying fading channels. We also characterize the behaviour of the error exponent at high SNR.
We will look at the fixed lag Kalman smoother with random measurement losses. We investigate both the notion of estimator stability via expectation of the error covariance, and a probabilistic constraint on the error covariance. A comparison with the Kalman filter where lost measurements are retransmitted is made.
Finally we consider the distributed estimation of scalar linear systems using multiple sensors under the analog forwarding scheme. We study the asymptotic behaviour of the steady state error covariance as the number of sensors increases. We formulate optimization problems to minimize the sum power subject to error covariance constraints, and to minimize the error covariance subject to sum power constraints. We compare between the performance of multi-access and orthogonal access schemes, and for fading channels the effects of various levels of channel state information (CSI).
Rekašius, Tomas. "Evoliucinis neinformatyvių genetinių sekų modelis." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2007. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2007~D_20070320_145727-37540.
Повний текст джерелаConstant, Camille. "Modélisation stochastique et analyse statistique de la pulsatilité en neuroendocrinologie." Thesis, Poitiers, 2019. http://www.theses.fr/2019POIT2330.
Повний текст джерелаThe aim of this thesis is to propose several models representing neuronal calcic activity and unsderstand its applicatition in the secretion of GnRH hormone. This work relies on experience realised in INRA Centre Val de Loire. Chapter 1 proposes a continuous model, in which we examine a Markov process of shot-noise type. Chapter 2 studies a discrete model type AR(1), based on a discretization of the model from Chapter 1 and proposes a first estimation of the parameters. Chapter 3 proposes another dicrete model, type AR(1), in which the innovations are the sum of a Bernouilli variable and a Gaussian variable representing a noise, and taking into account a linear drift . Estimations of the parameters are given in order to detect spikes in neuronal paths. Chapter 4 studies a biological experience involving 33 neurons. With the modelisation of Chapter 3, we detect synchronization instants (simultaneous spkike of a high proportion of neurons of the experience) and then, using simulations, we test the quality of the method that we used and we compare it to an experimental approach
Galetti, Erica. "Seismic interferometry and non-linear tomography." Thesis, University of Edinburgh, 2015. http://hdl.handle.net/1842/10506.
Повний текст джерелаTsao, Yu. "An ensemble speaker and speaking environment modeling approach to robust speech recognition." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/26540.
Повний текст джерелаCommittee Chair: Lee, Chin-Hui; Committee Member: Anthony Joseph Yezzi; Committee Member: Biing-Hwang (Fred) Juang; Committee Member: Mark Clements; Committee Member: Ming Yuan. Part of the SMARTech Electronic Thesis and Dissertation Collection.
Zelinka, Petr. "Zvyšování účinnosti strojového rozpoznávání řeči." Doctoral thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2012. http://www.nusl.cz/ntk/nusl-233578.
Повний текст джерелаBuot, de l’Épine Yorick. "Identification de l’impédance d’un traitement en présence d’un écoulement." Thesis, Compiègne, 2017. http://www.theses.fr/2017COMP2369/document.
Повний текст джерелаLocally reactive acoustic liners such as honeycomb structures with perforated panels can be modeled with a surface impedance in standard numerical models. However, the characterization of this impedance is not always straightforward. Empirical models or standing wave tube measurements are generally used to get the behavior of these acoustic treatments. Unfortunately, these methods provide only an evaluation of the impedance under specific conditions. Moreover, the conditions of use can change significantly the acoustic liners behavior as grazing flow conditions or oblique incident waves. A characterization of locally reactive acoustic liners is presented here. Starting from a set of parameters and represents a surface impedance using empirical model, an inverse method based on Bayesian approach is used to return the surface impedance taking in consideration the real conditions of use. A rectangular duct treated by a liner on its upper face is considered and these conditions are similar to the experiment present at the Université de Technologie de Compiègne. This inverse method requires a direct model to predict the pressure at some microphone positions with any surface impedance. The model used in the following is based on the Mode-Matching method. From the direct analytical model, the Bayes'rule is then used to get the posterior probability density function of the estimated impedance. An Evolutionary Monte Carlo by Markov chain (EMCMC) method is used to sample this posterior probability density. This method provides not only the best set of parameters but also some statistical information for each parameter
Oliveira, Alexandre de. "Controle ótimo de sistemas lineares com saltos Markovianos e ruídos multiplicativos sob o critério de média variância ao longo do tempo." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/3/3139/tde-16042012-101655/.
Повний текст джерелаIn this work we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under two criterions. First, we consider an unconstrained multiperiod mean-variance trade-off performance criterion. In the sequence, we consider a multiperiod minimum variance criterion subject to constraints on the minimum expected output along the time. We present explicit necessary and sufficient conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. The optimal control law is written as a state feedback added with a deterministic sequence. This solution is derived from a set of coupled generalized Riccati difference equations interconnected with a set of coupled linear recursive equations. As an application, we present some practical numerical examples on a multiperiod portfolio selection problem with regime switching, including an Asset and Liability Management strategy. In this problem it is desired to nd the best portfolio allocation in order to optimize its risk-return performance in every time step along the investment horizon, under one of the two criterions stated above.In this work we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under two criterions. First, we consider an unconstrained multiperiod mean-variance trade-off performance criterion. In the sequence, we consider a multiperiod minimum variance criterion subject to constraints on the minimum expected output along the time. We present explicit necessary and sufficient conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. The optimal control law is written as a state feedback added with a deterministic sequence. This solution is derived from a set of coupled generalized Riccati difference equations interconnected with a set of coupled linear recursive equations. As an application, we present some practical numerical examples on a multiperiod portfolio selection problem with regime switching, including an Asset and Liability Management strategy. In this problem it is desired to nd the best portfolio allocation in order to optimize its risk-return performance in every time step along the investment horizon, under one of the two criterions stated above.
Haykal, Vanessa. "Modélisation des séries temporelles par apprentissage profond." Thesis, Tours, 2019. http://www.theses.fr/2019TOUR4019.
Повний текст джерелаTime series prediction is a problem that has been addressed for many years. In this thesis, we have been interested in methods resulting from deep learning. It is well known that if the relationships between the data are temporal, it is difficult to analyze and predict accurately due to non-linear trends and the existence of noise specifically in the financial and electrical series. From this context, we propose a new hybrid noise reduction architecture that models the recursive error series to improve predictions. The learning process fusessimultaneouslyaconvolutionalneuralnetwork(CNN)andarecurrentlongshort-term memory network (LSTM). This model is distinguished by its ability to capture globally a variety of hybrid properties, where it is able to extract local signal features, to learn long-term and non-linear dependencies, and to have a high noise resistance. The second contribution concerns the limitations of the global approaches because of the dynamic switching regimes in the signal. We present a local unsupervised modification with our previous architecture in order to adjust the results by adapting the Hidden Markov Model (HMM). Finally, we were also interested in multi-resolution techniques to improve the performance of the convolutional layers, notably by using the variational mode decomposition method (VMD)
Clavelli, Tony. "Your silver nose." Morgantown, W. Va. : [West Virginia University Libraries], 2010. http://hdl.handle.net/10450/11084.
Повний текст джерелаIttiwattana, Waraporn. "A Method for Simulation Optimization with Applications in Robust Process Design and Locating Supply Chain Operations." The Ohio State University, 2002. http://rave.ohiolink.edu/etdc/view?acc_num=osu1030366020.
Повний текст джерелаBarbieri, Fabio. "Linear systems with Markov jumps and multiplicative noises: the constrained total variance problem." Universidade de São Paulo, 2016. http://www.teses.usp.br/teses/disponiveis/3/3139/tde-17032017-100317/.
Повний текст джерелаNeste trabalho, estudamos o problema do controle ótimo estocástico de sistemas lineares em tempo discreto sujeitos a saltos Markovianos e ruídos multiplicativos. Consideramos a otimização multiperíodo, com horizonte de tempo finito, de um funcional da média-variância sob um novo critério. Neste novo problema, maximizamos o valor esperado da saída do sistema ao mesmo tempo em que limitamos a sua variância total ponderada pelo seu parâmetro de risco. A lei de controle ótima é obtida através de um conjunto de equações de diferenças de Riccati interconectadas, estendendo resultados anteriores da literatura. São apresentadas simulações numéricas para uma carteira de investimentos com ações e um ativo de risco para exemplificarmos a aplicação de nossos resultados.
Mehraei, Golbarg. "Auditory brainstem response latency in noise as a marker of cochlear synaptopathy." Thesis, Massachusetts Institute of Technology, 2016. http://hdl.handle.net/1721.1/103440.
Повний текст джерелаThis electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.
Cataloged from student-submitted PDF version of thesis.
Includes bibliographical references (pages 107-117).
Communication in environments with multiple competing sound sources can be challenging, even for listeners with normal hearing thresholds (NHT). This difficulty in "normal" listeners is thought to arise from central sites of the auditory system with the assumption that sound encoding at the auditory nerve (AN) is robust. Despite this assumption, growing evidence from animal and human studies suggests that acoustic exposure, too modest to elevate hearing thresholds, can nonetheless cause "hidden hearing loss" that interferes with coding of supra-threshold sound. In animal studies, such noise exposure leads to cochlear synaptopathy (death of auditory nerve fibers or ANFs); however, there is no clinical test of synaptopathy in humans. In animals, synaptopathy reduces the amplitude of auditory brainstem response (ABR) wave-I. Unfortunately, ABR wave-I is difficult to measure in humans, limiting its clinical use. Here, using behavioral, otoacoustic, and electrophysiological measures in humans and mice in conjunction with computational models of sound processing by the auditory periphery and brainstem, we show that the effect of masking noise on the latency of the more robust ABR wave-V mirrors changes in ABR wave-I amplitude. In our human cohort, the effect of noise on wave-V latency predicts perceptual temporal sensitivity. Further, we show evidence that ABR wave-V latency in forward masking may be affected by ANF loss and is predictive of a listener's performance in a perceptual task related to speech intelligibility in noise. Our results suggest that measures of the effects of masking on ABR wave-V latency can be used to diagnose ANF survival in humans.
by Golbarg Mehraei.
Ph. D.
Ibnrubbian, Abdullah K. "Effect of regulation, Islamic law and noise traders on the Saudi stock market." Thesis, Brunel University, 2012. http://bura.brunel.ac.uk/handle/2438/6546.
Повний текст джерелаChoo, Eunjun. "Noise Traders in Large-cap and Small-cap Portfolios: Impact of Sentiments on the Mispricing." Oberlin College Honors Theses / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=oberlin1589593719514782.
Повний текст джерелаYevstihnyeyev, Roman. "Estimation of Asset Volatility and Correlation Over Market Microstructure Noise in High-Frequency Data." Thesis, Harvard University, 2015. http://nrs.harvard.edu/urn-3:HUL.InstRepos:14398547.
Повний текст джерелаRincé, Romain. "Behavior recognition on noisy data-streams constrained by complex prior knowledge." Thesis, Nantes, 2018. http://www.theses.fr/2018NANT4085/document.
Повний текст джерелаComplex Event Processing (CEP) consists of the analysis of data-streams in order to extract particular patterns and behaviours described, in general, in a logical formalism. In the classical approach, data of a stream – or events – are supposed to be the complete and perfect observation of the system producing these events. However, in many cases, the means for collecting such data, such as sensors, are not infallible and may miss the detection of a particular event or on the contrary produce. In this thesis, we have studied the possible models of representation of uncertainty and, thus, to offer the CEP a robustness to this uncertainty as well as the necessary tools to allow the recognition of complex behaviours based on the chronicle formalism. In this perspective, three approaches have been considered. The first one is based on Markov logical networks to represent the structure of the chronicles under a set of logical formulas of a confidence value. We show that this model, although widely applied in the literature, is inapplicable for a realistic application with regard to the dimensions of such a problem. The second approach is based on techniques from the SAT community to enumerate all possible solutions of a given problem and thus to produce a confidence value for the recognition of a chronicle expressed, again, under a logical structure. Finally, we propose a last approach based on the Markov chains to produce a set of samples explaining the evolution of the model in agreement with the observed data. These samples are then analysed by a recognition system to count the occurrences of a particular chronicle
Sàágua, João Guilherme Martins Borges. "Exploring the predictive power of Google searches over the US stock market." Master's thesis, NSBE - UNL, 2014. http://hdl.handle.net/10362/11694.
Повний текст джерелаThis paper takes search intensity for stock tickers in Google (SVI) as a direct measure of retail investor attention and assesses whether it holds predictive power over short-term market outcomes. In a sample of the most representative US stocks, during the period 2005 – 2008, I provide evidence that (1) surges of investor attention forecast higher stock liquidity and volatility; (2) depending severely on what is considered an abnormal level of SVI, retail investor attention can also be priced; and (3) SVI does not relate to firm-specific features, such as size and value. Furthermore, I extend the investigation to the aggregate market level, finding that investor attention to the market index predicts greater market liquidity, volatility and return.
Gao, Xi. "Eliciting and Aggregating Truthful and Noisy Information." Thesis, Harvard University, 2014. http://nrs.harvard.edu/urn-3:HUL.InstRepos:13067680.
Повний текст джерелаEngineering and Applied Sciences
Clements, Adam. "The impact and measurement of the intensity of noise in stock returns." Thesis, Queensland University of Technology, 2002.
Знайти повний текст джерелаJesus, Eliana Maria de. "Estratégias conversacionais na interação de Dois perdidos numa noite suja, de Plínio Marcos." Pontifícia Universidade Católica de São Paulo, 2007. https://tede2.pucsp.br/handle/handle/14475.
Повний текст джерелаSecretaria do Estado e Educação
From the theme Estratégias conversacionais na interação de Dois perdidos numa noite suja , de Plínio Marcos, this research puts in matter questions related to verbal interactions, particularly, the ones that are related to the conversational strategy, specificaly, the preservation of the face, frame and footing, as an attempt to the approaching of the dialogues of a literary work to the ideal models of the conversational strategy typical of the interation face to face. We have chosen for the accomplishment of our study one literary corpus, specified, a theatrical text, because the dialogues analised retract the spontaneity of the language. In this reaserch, we stand by theorically, in Analysis of the Conversation in a socialinteractionist perspective. We observed the mechanisms employed to formulate/reformulate the strategies adopted during the development of the conversational interaction. We ve found out, as defend Tannen, Lakoff and Preti, that the dialogue of fiction presents, in fact, a fertile material for the linguistics studies related to the oral language
A partir do tema Estratégias conversacionais na interação de Dois perdidos numa noite suja, de Plínio Marcos , esta pesquisa coloca em pauta questões relativas às interações verbais, particularmente, as que se referem às estratégias conversacionais, especificamente, a preservação da face, frame e footing, na tentativa de aproximação dos diálogos de um texto literário aos modelos ideais de estratégias conversacionais próprios da interação face a face. Escolhemos para a realização dos nossos estudos um corpus literário, especificamente um texto teatral, por acreditarmos que os diálogos analisados retratam a espontaneidade da linguagem. Consideramos nos exemplos selecionados para a análise, não apenas os aspectos relacionados à identidade social das personagens, mas também as características da situação de comunicação em que os diálogos ocorrem Nesta pesquisa, apoiamo-nos teoricamente, na Análise da Conversação na perspectiva sociointeracionista. Buscamos observar os mecanismos empregados para se formular/reformular as estratégias adotadas durante o desenvolvimento da interação conversacional. Constatamos, tal como defendem Tannen, Lakoff e Preti, que o diálogo de ficção apresenta, de fato, um material fértil para os estudos lingüísticos voltados à língua oral
Wu, Mingyang. "Pitch tracking and speech enhancement in noisy and reverberant environments." Columbus, Ohio : Ohio State University, 2003. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1064341479.
Повний текст джерелаTitle from first page of PDF file. Document formatted into pages; contains xvi, 149 p.; also includes graphics. Includes abstract and vita. Advisor: DeLiang Wang, Dept. of Computer and Information Science. Includes bibliographical references (p. 136-149).
Wilson, Elizabeth (Betsy). "Precious Bits: Frame Synchronization in Jet Propulsion Laboratory's Advanced Multi-Mission Operations System (AMMOS)." International Foundation for Telemetering, 2001. http://hdl.handle.net/10150/607694.
Повний текст джерелаThe Jet Propulsion Laboratory’s (JPL) Advanced Multi-Mission Operations System (AMMOS) system processes data received from deep-space spacecraft, where error rates are high, bit rates are low, and every bit is precious. Frame synchronization and data extraction as performed by AMMOS enhance data acquisition and reliability for maximum data return and validity. Unique aspects of data phase determination, sync acquisition and sync loss and other bit-level topics are covered.
Marinho, Letícia Morales Wanderley. "As estratégias conversacionais no diálogo construído de Plínio Marcos, Dois perdidos numa noite suja." Pontifícia Universidade Católica de São Paulo, 2006. https://tede2.pucsp.br/handle/handle/14385.
Повний текст джерелаThis work has the intention of identifying the strategies used by the characters of a constructed dialog. The selected corpus contains dialogs between characters from the play of playwright Plínio Marcos, Dois perdidos numa noite suja (Both lost in a dirty night). Here we pointed in the dialogs the conversational schemas that the caracthers use to interact with their in the most diversified conversational situations. Dois perdidos numa noite suja (Both lost in a dirty night) is a play fiction, elaborated with devices from spoken language. The text show two characters life that have fiwest economic resorces, have suffers with the social differences and live a life in a hostile way. To highlight the feelings like rebilion, non-conformism and hate, that the characthers fiils the author employs devices that produce effects bringing the fictional text closer to reality. By the selects dialogs, we can to confirm how the literary dialogs can offer expressive examples of interaction, like it happens in a natural conversation
Este trabalho tem por objetivo identificar as estratégias conversacionais utilizadas pelas personagens do diálogo de ficção. O corpus selecionado contém diálogos retirados da peça de Plínio Marcos, Dois perdidos numa noite suja, onde destacamos os esquemas conversacionais que as personagens utilizam para interagirem nas mais variadas situações comunicativas. Dois perdidos numa noite suja é uma obra ficcional em que os diálogos foram construídos com recursos da língua oral. O texto retrata a vida de duas personagens com poucos recursos financeiros, que sofrem com as diferenças sociais e vivem em um ambiente hostil. Para realçar o sentimento de revolta, inconformismo e o ódio que as personagens sentem, o autor utiliza recursos lingüísticos que aproxima o texto ficcional da realidade, dando maior ênfase as emoções. Assim, por meio dos diálogos selecionados, podemos afirmar que os diálogos de ficção podem fornecer-nos exemplos expressivos de interação, aproximando-se de uma conversação natural
Tino, Peter, Christian Schittenkopf, and Georg Dorffner. "Temporal pattern recognition in noisy non-stationary time series based on quantization into symbolic streams. Lessons learned from financial volatility trading." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2000. http://epub.wu.ac.at/1680/1/document.pdf.
Повний текст джерелаSeries: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
Kwon, Tae Yeon. "Three Essays on Credit Risk Models and Their Bayesian Estimation." Thesis, Harvard University, 2012. http://dissertations.umi.com/gsas.harvard:10427.
Повний текст джерелаStatistics
Hua, Håkan. "Employees with Aided Hearing Impairment : An Interdisciplinary Perspective." Doctoral thesis, Linköpings universitet, Handikappvetenskap, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-110375.
Повний текст джерелаTidigare forskning har visat att yrkesverksamma hörselskadade oftast har en mindre gynnsam position på arbetsmarknaden. Statistik visar att gruppen upplever en högre grad av trötthet och en lägre grad av arbetstillfredställelse. Avhandlingen har tre övergripande syften: 1) att utveckla ny teoretisk kunskap om hur hörselnedsättning samspelar med kognitiva förmågor, arbetsrelaterad ljudmiljö och typ av arbetsuppgifter, och 2) utveckla test- och utredningsmetoder ger möjlighet till analys och diagnos av upplevda problem samt 3) utveckla kunskap som ger möjlighet till åtgärd och anpassning av ljudmiljöer och arbetsuppgifter på arbetsplatser för hörselskadade. Projektets resultat visar på att yrkesverksamma med hörselnedsättning rapporterar en lägre fysisk hälsostatus och att en högre grad av upplevd ansträngning samt störning kan upplevas när de utför olika arbetsuppgifter i buller. Detta beror bland annat på att de kognitiva förmågorna blir mer belastade i en bullrig miljö och att hörselskadade är mer känsliga för höga bullernivåer. Djupintervjuer med gruppen visar även på att fysisk trötthet upplevs även efter jobbet som i sin tur kan leda till psykosociala konsekvenser för individen. Denna avhandling visar att de negativa effekterna av buller redan ses vid en lätt-måttlig hörselnedsättning hos en grupp som redan använder hörapparater. Från ett kliniskt perspektiv innebär det att dagens rehabiliteringsåtgärder bör vara mer omfattande än endast hörapparaturprovning för denna grupp. Tekniska hjälpmedel (FM-system, streamers, hörslinga, etc.) är viktiga för yrkesverksamma med hörselskada och information om konsekvenserna av att leva med en hörselnedsättning bör nås ut till arbetsgivare och kollegor för att underlätta kommunikation på jobbet.
Salgueiro, José Estevam. "O trabalho e o trabalhador na dramaturgia de Plínio Marcos: Dois perdidos numa noite suja." Pontifícia Universidade Católica de São Paulo, 2013. https://tede2.pucsp.br/handle/handle/17021.
Повний текст джерелаThis study seeks to identify and analyze what senses and meanings concerning the issue labor and worker are present in Plinio Marco s play Two lost in a dirty night (1966), based on the hypothesis that, through the political and social characteristics of the author s work, the issue of labor/worker constitutes one of the central dramatic cores of this text. The choice of the author and text is due to its historical and aesthetic importance in the universe of the Brazilian dramaturgy: the protagonists are outcast characters from the Brazilian society. This study discusses the relation among work, author and audience, choosing to focus on the analysis of the work (text), as proposed by the analytical objective method created by Vigotski, building scenic units which allows its application. The study also presents reflections on the relation between Art and History, Psychology and Politics. In a particular chapter it addresses the theatrical context at the time of the premiere of the text, aiming at characterizing the audience that received and echoed it. The results obtained prove the initial hypothesis, demonstrating the centrality of the issue labor / worker in the dramatic composition of the text
Este estudo busca identificar e analisar quais os sentidos e significados acerca do trabalho e do trabalhador estão presentes no texto Dois perdidos numa noite suja, (1966) de Plínio Marcos, partindo da hipótese de que, pelas características políticas e sociais desta obra, a questão do trabalho/trabalhador compõe um dos núcleos dramáticos centrais da obra. A escolha do autor e do texto se deve a sua importância histórica e estética no universo da dramaturgia brasileira: os protagonistas são personagens marginalizados da sociedade brasileira. O estudo discute a relação entre obra-autor-público, optando por centra-se na análise da obra (texto), conforme a proposta do método objetivo analítico elaborado por Vigotski, recorrendo à construção de unidades cênicas que permitam a sua aplicação. O estudo apresenta, também, reflexões sobre a relação da Arte com a História, com a Psicologia e com a Política. Em capítulo específico, aborda o contexto teatral da época da estreia do texto, com o intuito de caracterizar o público que o recebeu e ecoou. Os resultados obtidos comprovam a hipótese inicial, já que demonstram a centralidade do trabalho/trabalhador na composição dramática do texto
Feng, Zijie. "Stock-Price Modeling by the Geometric Fractional Brownian Motion: A View towards the Chinese Financial Market." Thesis, Linnéuniversitetet, Institutionen för matematik (MA), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-78375.
Повний текст джерелаVyhlídka, Jan. "Limits to the Efficiency of the Capital Market." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-76372.
Повний текст джерелаTunyavetchakit, Sophon [Verfasser], and Rainer [Akademischer Betreuer] Dahlhaus. "Volatility Decomposition and Nonparametric Estimation of Spot Volatility of Models with Poisson Sampling under Market Microstructure Noise / Sophon Tunyavetchakit ; Betreuer: Rainer Dahlhaus." Heidelberg : Universitätsbibliothek Heidelberg, 2016. http://d-nb.info/1180615786/34.
Повний текст джерела[Verfasser], Sophon Tunyavetchakit, and Rainer [Akademischer Betreuer] Dahlhaus. "Volatility Decomposition and Nonparametric Estimation of Spot Volatility of Models with Poisson Sampling under Market Microstructure Noise / Sophon Tunyavetchakit ; Betreuer: Rainer Dahlhaus." Heidelberg : Universitätsbibliothek Heidelberg, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:16-heidok-214504.
Повний текст джерелаSchubert, Sven. "Stochastic and temperature-related aspects of the Preisach model of hysteresis." Doctoral thesis, Universitätsbibliothek Chemnitz, 2011. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-70798.
Повний текст джерелаThe aim of this thesis is to investigate the Preisach model in regard to stochastically driving and temperature-related aspects. The Preisach model is a phenomenological model for systems with hysteresis which is often successfully applied. Hysteresis is a widespread phenomenon which is observed in nature and the key feature of certain technological applications. Further, it contributes to phenomena of interest in social science and economics as well. Prominent examples are the magnetization of ferromagnetic materials in an external magnetic field or the adsorption-desorption hysteresis observed in porous media. Hysteresis involves the development of a hysteresis memory, and multistability in the interrelations between external driving fields and system response. In the first part, we mainly investigate the response of Preisach hysteresis models driven by stochastic input processes with regard to autocorrelation functions to quantify the influence of the system’s memory. Using rigorous methods, it is shown that the development of a hysteresis memory is reflected in the possibility of long-time tails in the autocorrelation functions, even for uncorrelated driving fields. In the case of uncorrelated driving, these long-time tails in the autocorrelations of the system’s response are determined only by the tails of the involved densities. They will be observed if there are broad Preisach densities assigning a high weight to elementary loops of large width and narrow input densities such that rare extreme events of the input time series contribute significantly to the output for a long period of time. Afterwards, these results are extended by simulations to driving fields which themselves show correlations. It is shown that the autocorrelation of the output does not decay faster than the autocorrelation of the input process. Further, there is a possibility that long-term memory in the hysteretic response is more pronounced in the case of uncorrelated driving than in the case of correlated driving. The behavior of the output probability distribution at the saturation values is quite universal. It is not affected by the presence of correlations and allows conclusions whether the input density is much more narrow than the Preisach density or not. Moreover, the existence of effective Preisach densities is shown which define equivalence classes of systems of input and Preisach densities which lead to realizations of the same output variable. The asymptotic behavior of an effective Preisach density determines the asymptotic correlation decay of the system’s response in the case of uncorrelated driving. In the second part, temperature-related effects are considered. It is reviewed how the non-equilibrium Preisach model in its micromagnetic picture can be related to temperature within the framework of extended irreversible thermodynamics. The irreversible response of a ferromagnetic material, namely, Nickel nanoparticles in a fullerene matrix, is simulated. The model includes superparamagnetism where ferromagnetism breaks down at temperatures lower than the Curie temperature and the results are compared to experimental data. Furthermore, we adapt known results for the thermal relaxation of the system’s memory in the form of a front propagation in the Preisach plane derived basically from solving a master equation and by the use of a contradictory assumption. A closer look is taken at short time scales which dissolves the contradiction and shows that the known results apply, taking into account the fact that the dividing line propagation starts with an additional delay time depending on the front coordinates in the Preisach plane. Additionally, it is outlined how thermal relaxation behavior in the Preisach model of hysteresis can be studied using a Fokker-Planck equation. The latter is solved analytically in the non-hysteretic limit using eigenfunction methods. The results indicate a change in the relaxation behavior, especially on short time scales
Almeida, Alcione Gomes de. "A ESTÉTICA DE PLÍNIO MARCOS EVIDENCIADA EM DOIS PERDIDOS NUMA NOITE SUJA, NAVALHA NA CARNE E BALADA DE UM PALHAÇO." Pontifícia Universidade Católica de Goiás, 2016. http://localhost:8080/tede/handle/tede/3252.
Повний текст джерелаThis dissertation presents an interpretive and comparative study of the theater performances Dois Perdidos Numa Noite Suja, Navalha na Carne and Balada de um Palhaço, from Plínio Marcos. The main objective is to highlight the uniqueness of aesthetic creation performed by the author, as well as its importance in the Brazilian theatrical scene in plans of content and form. It is observed that the proposed analysis assumes that the works raise distinct ontological and universal issues on the humanity, sometimes half hidden in the textual surface of prosaic appearance. Thus, it is appropriate to deal with aspects that enable interaction with Plinian artistic production, such as the ease of language, composition of characters and texture conflict. Individual examination of the dramatic text is followed by a more specific comparison between them in order to better highlight its characteristics, composed of similarities and differences, which in different ways express immeasurable artistic quality. This the research follows the deductive nature of methodology, bibliographic and documentary, in which the theoretical support account: with articles published at the time of presentation of the parts of Plinio Marcos; theoretical scope of literature and theater, among them: Artaud (1999), Bakhtin (1981, 2002, 2003), Bonfitto (2002), Bornheim (2007) Dort (2010), Magaldi (1994), Nietzsche (1994), Prado (2001), Rosenfeld (1982, 1985, 2008), Szondi (2001), Virmaux (1978). It should be noted the incidence of the theoretical concepts in the analysis of the object of the research parts, which is founded by the fabric of the dramatic text, because it includes not here to study the staging of the shows.
Esta dissertação apresenta um estudo interpretativo e comparativo das peças Dois Perdidos Numa Noite Suja, Navalha na Carne e Balada de um Palhaço, de Plínio Marcos. O objetivo principal é evidenciar o ineditismo da criação estética realizada pelo autor, bem como a sua importância no cenário teatral brasileiro, nos planos do conteúdo e da forma. Observa-se que, a análise proposta parte do princípio de que as obras suscitam distintos temas ontológicos e universais à humanidade, por vezes semi-ocultos na superfície textual de aparência prosaica. Desta forma, é pertinente o tratamento de aspectos que viabilizem a interação com a produção artística pliniana, tais como a desenvoltura da linguagem, composição das personagens e tessitura dos conflitos. O exame individual dos textos dramáticos é seguido de um cotejo mais específico entre eles, a fim de melhor ressaltar suas características, compostas de semelhanças e diferenças, que por caminhos distintos expressam imensurável qualidade artística. Para a realização da pesquisa segue-se a metodologia de cunho dedutivo, bibliográfico e documental, em que o aporte teórico conta: com artigos publicados à época das apresentações das peças de Plínio Marcos; teóricos do âmbito da literatura e do teatro, dentre eles: Artaud (1999), Bakhtin (1981, 2002, 2003), Bonfitto (2002), Bornheim (2007), Dort (2010), Magaldi (1994), Nietzsche (1994), Prado (2001), Rosenfeld (1982, 1985, 2008), Szondi (2001), Virmaux (1978). Cumpre ressaltar a incidência dos conceitos teóricos na análise das peças, objeto do corpus de pesquisa, que se fundamenta pela tessitura do texto dramático, pois não se contempla aqui o estudo da encenação dos espetáculos.