Dissertations / Theses on the topic 'Baumol model'

Mestrado em Economia Monetária e Financeira
The question of how monetary policy a¤ects the main economic variables remains one of the most important questions of the economic literature. With this dissertation I will try to contribute to the literature to answer this question. I will create a general equilibrium model with market segmentation based on the model of Alvarez et al (2009). The agents of the model will make transactions between money and bonds every N periods. The money is needed to buy goods but does not receive interest. The novelty of my model is that production will be endogenous. I will introduce a shock to the nominal interest rate and obtain the responses of in ation and output. The main conclusions are twofold. In the rst place, I obtain that the shock to the nominal interest rate has real e¤ects because in ation responds sluggishly. In the second place, I obtain that the response of in ation changes signi cantly when production is endogenous instead of exogenous.

The inadvertent or deliberate introduction of bacterial pathogens into drinking water systems can lead to serious public health consequences. As a result, rapid sampling opportunities within distribution systems are needed that can provide information on the source, species and fate of introduced pathogens. In this study, a porous media biofilm reactor was used to investigate the ability of an established mixed-species drinking water biofilm to immobilize cyan-labeled Escherichia coli 0157:H7 as a model pathogen. Test reactors were colonized with biofilm for two or three weeks at 0.5 mg/l C, resulting in the formation of thin and thick biofilms, respectively. Colonized reactors were then injected with slug doses of approximately 1 x 109 cfu E. coli O157:H7. Plate counts were able to successfully close a mass balance on E. coli O157:H7 around the reactor and were used measure the fractions of inocula immobilized within reactors. Compared with control reactors (0.22%), reactors colonized for two or three weeks immobilized significantly more cells (0.75% and 9.37% respectively). For E. coli O157:H7 passing through the reactor, retardation with respect to the bulk fluid was measured. Retardation factors (Rf) indicated that cells traveling through colonized reactors were significantly retarded compared to those traveling through clean control reactors, resulting in a prolonged washout of cells. Quantitative PCR (qPCR) and direct microscopic counts were also used to enumerate E. coli O157:H7 cells. Threshold cycle (CT) values from qPCR typically underestimated the plate counts for effluent samples and were highly inconsistent with respect to enumerating cells entrained in biofilm or attached to reactor surfaces. Possible inhibition by biofilm-associated substances was investigated. Direct microscopic counts were not possible when homogenized biofilm was present and otherwise consistently overestimated plate counts by an average of 0.6 orders of magnitude. This data shows that engineered porous media systems colonized with biofilm may be an effective tool for immobilizing pathogens from bulk flow in drinking water distribution systems.

Savo darbe mes nagrinėjame Gerber-Shiu baudos funkciją klasikiniame rizikos modelyje atveju, kai žalų dydžiai pasiskirstę pagal Pareto dėsnį. Pagrindinis uždavinys yra susikonstruoti algoritmą funkcijos reikšmių gavimui. Tiriamas Gerber-Shiu diskontuotos baudos funkcijos atvejis, kada vidinė baudos funkcija w tapačiai lygi vienetui. Dėl sudėtingos transformuoto Pareto skirstinio formos analitiškai paskaičiuoti sąsūkų nepavyko. Tam tikslui naudojamas interpoliavimas kubiniu splainu. N kartų kartodami sukonstruotą algoritmą gauname pirmąsias n sąsūkas laisvai pasirinktiems pradiniams parametrams: Pareto skirstinio laipsnio rodikliui α, pradiniam kapitalui u, santykinei draudimo priemokai θ, diskontavimo parametrui (palūkanų normai) δ ir Puasono proceso parametrui λ. Lentelių pagalba parodome funkcijos priklausomybę nuo skirtingų modeliuojančių parametrų reikšmių. Išvadose teigiame jog pasiūlytas metodas skaičiuoti Gerber-Shiu diskontuotos baudos funkciją nors ir išpildomas tačiau yra neefektyvus. Kai kuriais pradinių parametrų pasirinkimo atvejais susiduriama su tikslumo problema. Norint tiksliai paskaičiuoti funkcijos reikšmes reikia didesnių eilių transformuoto Pareto skirstinio sąsūkų, o tam reikalingi dideli resursai. Kita vertus, pradinio kapitalo u reikšmėms didėjant tikslumas didėja ženkliai.
In this paper we consider Gerber-Shiu discounted penalty function in the classical risk model for Pareto claims. Our main goal is to construct an algorithm for obtaining values of the discounted penalty function (considering penalty function w=1). Due to the complicated form of the transformed Pareto distribution function we cannot obtain its convolutions analiticaly. We use numerical methods provided by Maple (cube spline) to find interpolating functions instead. Continuously applying recursive formulas we obtain first 5 interpolated convolutions. Then we calculate values of Gerber-Shiu discounted penalty function for certain arbitrary parameters: α – degree of Pareto distribution function, initial surplus u, security loading θ, discounting parameter δ and Poison process parameter λ. We present data tables and graphs of the discounted penalty function for some variations of parameters in later sections. Finally we state that the method that we use is quite complicated. For better accuracy of the discounted penalty function values one may require to get many convolutions of the transformed Pareto distribution function and that may require too great of the resources. However the quantity of the convolutions needed rapidly decreases for large values of the initial surplus u.

Darbe apskaičiuotas Gerber-Shiu diskontuotos baudos funkcijos pagrindinis narys klasikiniame kolektyvinės rizikos modelyje, kai draudimo kompanijos žalos pasiskirsčiusios pagal Veibulo skirstinį su parametrais η = const, 0< η <1 ir σ = 1, o pradinis kompanijos turtas . Minėtojo nario asimptotika gauta pasinaudojus subeksponentinių pasiskirstymo funkcijų savybėmis. Darbe pateiktuose grafikuose pavaizduota diskontuotos baudos funkcijos pagrindinio nario priklausomybė nuo įvairių klasikinio kolektyvinės rizikos modelio parametrų.
In this work the main member of the Gerber-Shiu discounted penalty function in a classic collective risk model with Weibull distribution (parameters η = const, 0< η <1 and σ = 1) is calculated. The expression of the main member is obtained by making use of properties of subexponential distribution functions. In the graphs a dependence of the main member of the Gerber-Shiu discounted penalty function on various parameters of classic collective risk model is represented.

Submitted by Noeme Timbo (noeme.timbo@metodista.br) on 2017-10-16T15:53:25Z No. of bitstreams: 1 Paulo Cesar Pereira da Silva2.pdf: 1706944 bytes, checksum: 065137b360b6603b92771aea80ca160f (MD5)
Made available in DSpace on 2017-10-16T15:53:25Z (GMT). No. of bitstreams: 1 Paulo Cesar Pereira da Silva2.pdf: 1706944 bytes, checksum: 065137b360b6603b92771aea80ca160f (MD5) Previous issue date: 2017-04-07
Conselho Nacional de Pesquisa e Desenvolvimento Científico e Tecnológico - CNPq
This research aims to understand in what sense the Christian faith can be articulated in times of transitions, more precisely, in times of rapid changes amid the processes of postmodern life. As for perceptions of change, we start with Zygmunt Bauman's research on how the relations of postmodern individuals with time are established, which the author terms as liquid times, being guided by phenomena such as uncertainty, insecurity and This term is called the state of interregnum, which is constituted through the process of transition between the modern solid world and the postmodern world as liquid world, where the old is being deprived and no longer has its fixed values, of The new configurations have not yet been established, classifying this era as a transitional period. As an interlocutor we present the theologian Paul Tillich who had been considered the theologian of modernity, articulating hope through a dynamic Christian faith, since he redefined that concept through existential philosophy. Faith, for him, is to be possessed by what touches us unconditionally, whereas in its perspective, the concept is not established having as an understanding a faith locked in religious dogmas, rites and myths, but rather, having in its character the faith As an intrinsic element of human life and not just a construct of the religious relationship. This would be the Christian faith an interesting resource in times of doubt and uncertainty? Our hypothesis is that faith can be the hope for uncertain times, which will help to support the changes of / in the globalization that in turn generates impact on all the subjects.
Esta pesquisa tem por objetivo entender em que sentido a fé cristã pode ser articulada em tempos de transições, mais precisamente, em tempos de mudanças rápidas em meio aos processos da vida pós-moderna. Quanto a percepções de mudanças, partimos das pesquisas de Zygmunt Bauman a respeito de como se estabelece as relações dos indivíduos pós-moderno com o tempo, as quais o autor denomina como tempos líquidos, norteando-se por meio de fenômenos como incerteza, insegurança e medo, denominando assim este período como estado de interregno, que se constitui através do processo de transição entre o mundo sólido moderno e o pós-moderno como mundo liquido, onde o antigo está sendo destituídas e já não tem mais os seus valores fixados, de contra partida, as novas configurações também não se afirmaram ainda, classificando essa época como um período de transição. Como interlocutor apresentamos o teólogo Paul Tillich que fora considerado o teólogo da modernidade, articulando a esperança por meio de uma fé cristã dinâmica, visto que o mesmo redefiniu tal conceito através da filosofia existencial. Fé, para ele, é estar possuído por aquilo que nos toca incondicionalmente, ao passo que em sua perspectiva, o conceito não se estabelece tendo como entendimento uma fé travada nos dogmas, ritos e mitos religiosos, mas sim, tendo em seu caráter a fé como elemento intrínseco da vida humano e não apenas um construto da relação religiosa. Isto posto seria a fé cristã um recurso interessante em tempos de dúvidas e incerteza? Nossa hipótese é que a fé pode se a esperança para tempos incertos, que ajudará suportar as mudanças da/na globalização que por sua vez gera impacto sobre todos os sujeitos.

Made available in DSpace on 2016-12-12T20:34:10Z (GMT). No. of bitstreams: 1 Sandro Luiz Bazzanella.pdf: 700689 bytes, checksum: 843fc6e537d84931a075d9f4baebf509 (MD5) Previous issue date: 2003-11-14
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
O esforço teórico/prático de pesquisa, materializado ao longo deste trabalho parte, num primeiro momento, do estudo do niilismo apontado por Friedrich W. Nietzsche nas origens e ao longo da constituição do modelo civilizatório ocidental, com suas contradições e contribuições à condição humana. Num segundo momento, a pesquisa enfoca o conceito contemporâneo de ambivalência a partir das reflexões de Zygmunt Bauman, com a intenção de nos apossarmos de alguns pressupostos básicos presentes na civilização ocidental em sua fase moderna, ampliando nossa compreensão sobre alguns dos desafios que se apresentam à condição humana na atualidade. Portanto, o trabalho vai se cotejar da questão das construções metafísicas, ontológicas, teleológicas presentes na origem do modelo civilizatório ocidental como forma de extirpar o caos, a desordem, a tragédia da vida humana. Abordará o esforço moderno na busca da ordem e da segurança presentes nos ideais utópicos de construção de um mundo previsível, debatendo a partir do niilismo e da ambivalência, o fracasso das promessas de paz e de felicidade, a emergência do caos e da insegurança, a perda das referências totalizantes e as possibilidades que estas perspectivas contemporâneas apresentam à condição humana.

In Natural Language Processing (NLP), speech and text are parsed and generated with language models and parser models, and translated with translation models. Each model contains a set of numerical parameters which are found by applying a suitable training algorithm to a set of training data. Many such training algorithms are instances of the Expectation-Maximization (EM) algorithm. In [BSV15], a generic EM algorithm for NLP is described. This work presents a particular speech model, the Hidden Markov model, and its standard training algorithm, the Baum-Welch algorithm. It is then shown that the Baum-Welch algorithm is an instance of the generic EM algorithm introduced by [BSV15], from which follows that all statements about the generic EM algorithm also apply to the Baum-Welch algorithm, especially its correctness and convergence properties.

A speaker independent continuous speech phoneme recognition and segmentation system is presented. We discuss the training and recognition phases of the phoneme recognition system as well as a detailed description of the integrated elements. The Hidden Markov Model (HMM) based phoneme models are trained using the Baum-Welch re-estimation procedure. Recognition and segmentation of the phonemes in the continuous speech is performed by a Segmental Viterbi Search on a Segmental Ergodic HMM for the phoneme states. We describe in detail the three phases of the phoneme joint recognition and segmentation system. First, the extraction of the Mel-Frequency Cepstral Coefficients (MFCC) and the corresponding Delta and Delta Log Power coefficients is described. Second, we describe the operation of the Baum-Welch re-estimation procedure for the training of the phoneme HMM models, including the K-Means and the Expectation-Maximization (EM) clustering algorithms used for the initialization of the Baum-Welch algorithm. Additionally, we describe the structural framework of - and the recognition procedure for - the ergodic Segmental HMM for the phoneme segmentation and recognition. We include test and simulation results for each of the individual systems integrated into the phoneme recognition system and finally for the phoneme recognition/segmentation system as a whole.
Master of Science

This thesis provides an in-depth analyze of expressed sequence tags (EST) that represent pieces of eukaryotic mRNA by using unsupervised hidden Markov model (HMM). ESTs are short nucleotide sequences that are used primarily for rapid identificationof new genes with potential coding regions (CDS). ESTs are made by sequencing on double-stranded cDNA and the synthesizedESTs are stored in digital form, usually in FASTA format. Since sequencing is often randomized and that parts of mRNA contain non-coding regions, some ESTs will not represent CDS.It is desired to remove these unwanted ESTs if the purpose is to identifygenes associated with CDS. Application of stochastic HMM allow identification of region contents in a EST. Softwares like ESTScanuse HMM in which a training of the HMM is done by supervised learning with annotated data. However, because there are not always annotated data at hand this thesis focus on the ability to train an HMM with unsupervised learning on data containing ESTs, both with and without CDS. But the data used for training is not annotated, i.e. the regions that an EST consists of are unknown. In this thesis a new HMM is introduced where the parameters of the HMM are in focus so that they are reasonablyconsistent with biologically important regionsof an mRNA such as the Kozak sequence, poly(A)-signals and poly(A)-tails to guide the training and decoding correctly with ESTs to proper statesin the HMM. Transition probabilities in the HMMhas been adapted so that it represents the mean length and distribution of the different regions in mRNA. Testing of the HMM's specificity and sensitivityhave been performed via BLAST by blasting each EST and compare the BLAST results with the HMM prediction results.A regression analysis test shows that the length of ESTs used when training the HMM is significantly important, the longer the better. The final resultsshows that it is possible to train an HMM with unsupervised machine learning but to be comparable to supervised machine learning as ESTScan, further expansion of the HMM is necessary such as frame-shift correction of ESTs byimproving the HMM's ability to choose correctly positioned start codons or nucleotides. Usually the false positive results are because of incorrectly positioned start codons leadingto too short CDS lengths. Since no frame-shift correction is implemented, short predicted CDS lengths are not acceptable and is hence not counted as coding regionsduring prediction. However, when there is a lack of supervised models then unsupervised HMM is a potential replacement with stable performance and able to be adapted forany eukaryotic organism.

Introducing automated vehicles in to traffic withhuman drivers, human behavior prediction is essential to obtainoperation safety. In this study, a human behavior estimationmodel has been developed. The estimations are based on aHidden Markov Model (HMM) using observations to determinethe driving style of surrounding vehicles. The model is trainedusing two different methods: Baum Welch training and Viterbitraining to improve the performance. Both training methods areevaluated by looking at time complexity and convergence. Themodel is implemented with and without training and tested fordifferent driving styles. Results show that training is essentialfor accurate human behavior prediction. Viterbi training is fasterbut more noise sensitive compared to Baum Welch training. Also,Viterbi training produces good results if training data reflects oncurrently observed driver, which is not always the case. BaumWelch training is more robust in such situations. Lastly, BaumWelch training is recommended to obtain operation safety whenintroducing automated vehicles into traffic.
N ̈ar automatiserade fordon introduceras itrafiken och beh ̈over interagera med m ̈anskliga f ̈orare ̈ar det vik-tigt att kunna f ̈orutsp ̊a m ̈anskligt beteende. Detta f ̈or att kunnaerh ̊alla en s ̈akrare trafiksituation. I denna studie har en modellsom estimerar m ̈anskligt beteende utvecklats. Estimeringarna ̈ar baserade p ̊a en Hidden Markov Model d ̈ar observationeranv ̈ands f ̈or att best ̈amma k ̈orstil hos omgivande fordon itrafiken. Modellen tr ̈anas med tv ̊a olika metoder: Baum Welchtr ̈aning och Viterbi tr ̈aning f ̈or att f ̈orb ̈attra modellens prestanda.Tr ̈aningsmetoderna utv ̈arderas sedan genom att analysera derastidskomplexitet och konvergens. Modellen ̈ar implementerad medoch utan tr ̈aning och testad f ̈or olika k ̈orstilar. Erh ̊allna resultatvisar att tr ̈aning ̈ar viktigt f ̈or att kunna f ̈orutsp ̊a m ̈anskligtbeteende korrekt. Viterbi tr ̈aning ̈ar snabbare men mer k ̈ansligf ̈or brus i j ̈amf ̈orelse med Baum Welch tr ̈aning. Viterbi tr ̈aningger ̈aven en bra estimering i de fall d ̊a observerad tr ̈aningsdataavspeglar f ̈orarens k ̈orstil, vilket inte alltid ̈ar fallet. BaumWelch tr ̈aning ̈ar mer robust i s ̊adana situationer. Slutligenrekommenderas en estimeringsmodell implementerad med BaumWelch tr ̈aning f ̈or att erh ̊alla en s ̈aker k ̈orning d ̊a automatiseradefordon introduceras i trafiken
Kandidatexjobb i elektroteknik 2020, KTH, Stockholm

Phylogenetic trees capture the relationships between species and can be investigated by morphological and/or molecular data. When focusing on macroevolution, one considers the large-scale history of life with evolutionary changes affecting a single species of the entire clade leading to the enormous diversity of species obtained today. One major problem of biology is the explanation of this biodiversity. Therefore, one may ask which kind of macroevolutionary processes have given rise to observable tree shapes or patterns of species distribution which refers to the appearance of branching orders and time periods. Thus, with an increasing number of known species in the context of phylogenetic studies, testing hypotheses about evolution by analyzing the tree shape of the resulting phylogenetic trees became matter of particular interest. The attention of using those reconstructed phylogenies for studying evolutionary processes increased during the last decades. Many paleontologists (Raup et al., 1973; Gould et al., 1977; Gilinsky and Good, 1989; Nee, 2004) tried to describe such patterns of macroevolution by using models for growing trees. Those models describe stochastic processes to generate phylogenetic trees. Yule (1925) was the first who introduced such a model, the Equal Rate Markov (ERM) model, in the context of biological branching based on a continuous-time, uneven branching process. In the last decades, further dynamical models were proposed (Yule, 1925; Aldous, 1996; Nee, 2006; Rosen, 1978; Ford, 2005; Hernández-García et al., 2010) to address the investigation of tree shapes and hence, capture the rules of macroevolutionary forces. A common model, is the Aldous\\\' Branching (AB) model, which is known for generating trees with a similar structure of \\\"real\\\" trees. To infer those macroevolutionary forces structures, estimated trees are analyzed and compared to simulated trees generated by models. There are a few drawbacks on recent models such as a missing biological motivation or the generated tree shape does not fit well to one observed in empirical trees. The central aim of this thesis is the development and study of new biologically motivated approaches which might help to better understand or even discover biological forces which lead to the huge diversity of organisms. The first approach, called age model, can be defined as a stochastic procedure which describes the growth of binary trees by an iterative stochastic attachment of leaves, similar to the ERM model. At difference with the latter, the branching rate at each clade is no longer constant, but decreasing in time, i.e., with the age. Thus, species involved in recent speciation events have a tendency to speciate again. The second introduced model, is a branching process which mimics the evolution of species driven by innovations. The process involves a separation of time scales. Rare innovation events trigger rapid cascades of diversification where a feature combines with previously existing features. The model is called innovation model. Three data sets of estimated phylogenetic trees are used to analyze and compare the produced tree shape of the new growth models. A tree shape statistic considering a variety of imbalance measurements is performed. Results show that simulated trees of both growth models fit well to the tree shape observed in real trees. In a further study, a likelihood analysis is performed in order to rank models with respect to their ability to explain observed tree shapes. Results show that the likelihoods of the age model and the AB model are clearly correlated under the trees in the databases when considering small and medium-sized trees with up to 19 leaves. For a data set, representing of phylogenetic trees of protein families, the age model outperforms the AB model. But for another data set, representing phylogenetic trees of species, the AB model performs slightly better. To support this observation a further analysis using larger trees is necessary. But an exact computation of likelihoods for large trees implies a huge computational effort. Therefore, an efficient method for likelihood estimation is proposed and compared to the estimation using a naive sampling strategy. Nevertheless, both models describe the tree generation process in a way which is easy to interpret biologically. Another interesting field of research in biology is the coevolution between species. This is the interaction of species across groups such that the evolution of a species from one group can be triggered by a species from another group. Most prominent examples are systems of host species and their associated parasites. One problem is the reconciliation of the common history of both groups of species and to predict the associations between ancestral hosts and their parasites. To solve this problem some algorithmic methods have been developed in recent years. But only a few host parasite systems have been analyzed in sufficient detail which makes an evaluation of these methods complex. Within the scope of coevolution, the proposed age model is applied to the generation of cophylogenies to evaluate such host parasite reconciliation methods. The presented age model as well as the innovation model produce tree shapes which are similar to obtained tree structures of estimated trees. Both models describe an evolutionary dynamics and might provide a further opportunity to infer macroevolutionary processes which lead to the biodiversity which can be obtained today. Furthermore with the application of the age model in the context of coevolution by generating a useful benchmark set of cophylogenies is a first step towards systematic studies on evaluating reconciliation methods.

This thesis explored the possibilities of using a Hidden Markov Model approach for multi-target localisation in an urban environment, with observations generated from Wi-Fi sensors. The area is modelled as a network of nodes and arcs, where the arcs represent sidewalks in the area and constitutes the hidden states in the model. The output of the model is the expected amount of people at each road segment throughout the day. In addition to this, two methods for analyzing the impact of events in the area are proposed. The first method is based on a time series analysis, and the second one is based on the updated transition matrix using the Baum-Welch algorithm. Both methods reveal which road segments are most heavily affected by a surge of traffic in the area, as well as potential bottleneck areas where congestion is likely to have occurred.
I det här examensarbetet har lokalisering av gångtrafikanter med hjälp av Hidden Markov Models utförts. Lokaliseringen är byggd på data från Wi-Fi sensorer i ett område i Stockholm. Området är modellerat som ett graf-baserat nätverk där linjerna mellan noderna representerar möjliga vägar för en person att befinna sig på. Resultatet för varje individ är aggregerat för att visa förväntat antal personer på varje segment över en hel dag. Två metoder för att analysera hur event påverkar området introduceras och beskrivs. Den första är baserad på tidsserieanalys och den andra är en maskinlärningsmetod som bygger på Baum-Welch algoritmen. Båda metoderna visar vilka segment som drabbas mest av en snabb ökning av trafik i området och var trängsel är troligt att förekomma.

Within the paradigm of sustainability, this thesis aims to provide complementary views to the conventional engineering in order to put forward tools that facilitate, on the one hand the search of solutions to improve the design of high-voltage power lines , and on the other hand to optimize their networks. As per the improving of a high-voltage line design, Scaling Laws and Gravity Models are used to provide new variables to estimate calculation of the electricity demand of a certain area. This article proposes modifications to the vector diagram of a transmission line operation, known as a Perrine-Baum Diagram to incorporate the new variables proposed with the objective to use this diagram as an application tool in real projects. Regarding the electric power networks, this work applies the analysis tools provided by the theories of Complex Networks to study its topology and spatial features in order to suggest more optimal designs.
Dins del paradigma de la sostenibilitat, aquesta tesi pretén aportar punts de vista complementaris als de l’enginyeria convencional amb l’objectiu de proposar eines que facilitin per una banda, trobar solucions per millorar el disseny de les línies elèctriques d’alta tensió, i per una altra optimitzar les xarxes constituïdes per aquestes. Pel que fa a la millora del disseny d’una línia d’alta tensió, s’han utilitzat les teories de les Lleis d’Escala i els Models Gravitacionals per aportar noves variables als càlculs de previsió de demanda elèctrica d’una regió. S’han proposat modificacions al diagrama vectorial de funcionament d’una línia elèctrica, conegut com a Diagrama Perrine-Baum, per incorporar les noves variables proposades amb l’objectiu que aquest diagrama pugui ser una eina d’aplicació en projectes reals. Pel que fa a les xarxes elèctriques s’han aplicat les eines d’anàlisi aportades per les teories de Xarxes Complexes per estudiar la seva topologia i les característiques espacials, amb l’objectiu de proposar dissenys més òptims.

Since the 1950s, hidden Markov models (HMMS) have seen widespread use in electrical engineering. Foremost has been their use in speech processing, pattern recognition, artificial intelligence, queuing theory, and communications theory. However, recent years have witnessed a renaissance in the application of HMMs to the analysis and simulation of digital communication systems. Typical applications have included signal estimation, frequency tracking, equalization, burst error characterization, and transmit power control. Of special significance to this thesis, however, has been the use of HMMs to model fading channels typical of wireless communications. This variegated use of HMMs is fueled by their ability to model time-varying systems with memory, their ability to yield closed form solutions to otherwise intractable analytic problems, and their ability to help facilitate simple hardware and/or software based implementations of simulation test-beds.

The aim of this thesis is to employ and exploit hidden Markov fading models within an iterative (turbo) decoding framework. Of particular importance is the problem of channel estimation, which is vital for realizing the large coding gains inherent in turbo coded schemes. This thesis shows that a Markov fading channel (MFC) can be conceptualized as a trellis, and that the transmission of a sequence over a MFC can be viewed as a trellis encoding process much like convolutional encoding. The thesis demonstrates that either maximum likelihood sequence estimation (MLSE) algorithms or maximum a posteriori (MAP) algorithms operating over the trellis defined by the MFC can be used for channel estimation. Furthermore, the thesis illustrates sequential and decision-directed techniques for using the aforementioned trellis based channel estimators en masse with an iterative decoder.

Master of Science

The use of autonomous robots in our society is increasing every day and a robot is no longer seen as a tool but as a team member. The robots are now working side by side with us and provide assistance during dangerous operations where humans otherwise are at risk. This development has in turn increased the need of robots with more human-awareness. Therefore, this master thesis aims at contributing to the enhancement of human-aware robotics. Specifically, we are investigating the possibilities of equipping autonomous robots with the capability of assessing and detecting activities in human teams. This capability could, for instance, be used in the robot's reasoning and planning components to create better plans that ultimately would result in improved human-robot teamwork performance. we propose to improve existing teamwork activity recognizers by adding intangible features, such as stress, motivation and focus, originating from human behavior models. Hidden markov models have earlier been proven very efficient for activity recognition and have therefore been utilized in this work as a method for classification of behaviors. In order for a robot to provide effective assistance to a human team it must not only consider spatio-temporal parameters for team members but also the psychological.To assess psychological parameters this master thesis suggests to use the body signals of team members. Body signals such as heart rate and skin conductance. Combined with the body signals we investigate the possibility of using System Dynamics models to interpret the current psychological states of the human team members, thus enhancing the human-awareness of a robot.
Användningen av autonoma robotar i vårt samhälle ökar varje dag och en robot ses inte längre som ett verktyg utan som en gruppmedlem. Robotarna arbetar nu sida vid sida med oss och ger oss stöd under farliga arbeten där människor annars är utsatta för risker. Denna utveckling har i sin tur ökat behovet av robotar med mer människo-medvetenhet. Därför är målet med detta examensarbete att bidra till en stärkt människo-medvetenhet hos robotar. Specifikt undersöker vi möjligheterna att utrusta autonoma robotar med förmågan att bedöma och upptäcka olika beteenden hos mänskliga lag. Denna förmåga skulle till exempel kunna användas i robotens resonemang och planering för att ta beslut och i sin tur förbättra samarbetet mellan människa och robot. Vi föreslår att förbättra befintliga aktivitetsidentifierare genom att tillföra förmågan att tolka immateriella beteenden hos människan, såsom stress, motivation och fokus. Att kunna urskilja lagaktiviteter inom ett mänskligt lag är grundläggande för en robot som ska vara till stöd för laget. Dolda markovmodeller har tidigare visat sig vara mycket effektiva för just aktivitetsidentifiering och har därför använts i detta arbete. För att en robot ska kunna ha möjlighet att ge ett effektivt stöd till ett mänskligtlag måste den inte bara ta hänsyn till rumsliga parametrar hos lagmedlemmarna utan även de psykologiska. För att tyda psykologiska parametrar hos människor förespråkar denna masteravhandling utnyttjandet av mänskliga kroppssignaler. Signaler så som hjärtfrekvens och hudkonduktans. Kombinerat med kroppenssignalerar påvisar vi möjligheten att använda systemdynamiksmodeller för att tolka immateriella beteenden, vilket i sin tur kan stärka människo-medvetenheten hos en robot.

The thesis work was conducted in Stockholm, Kista at the department of Informatics and Aero System at Swedish Defence Research Agency.

Syfte och frågeställningar Syftet med uppsatsen är att få en förståelse för vad det är elever som söker till gymnasieskolan kan tänkas möta då de läser recensionstexter. Syftet är således att kartlägga recensionssystemets omfattning och innehåll kvantitativt; vad som tas upp i recensionstexterna, samt att undersöka hur recensionstexterna är konstruerade. Avslutningsvis syftar uppsatsen till att diskutera recensionssystemet i en större samhällskontext - som ett resultat av och en del i vår samtid. Vilka ämnen och teman förekommer i recensionstexter av gymnasieskolor samt hur frekvent är förekomsten?  Hur värderas (positivt, negativt eller neutralt) de olika temana i recensionerna?  På vilket sätt är recensionstexterna konstruerade och hur kan det tolkas? På vilket sätt framträder en skolmarknadsdiskurs i recensionstexterna? Metod De kvantitativa frågorna undersöks genom en innehållsanalys av slumpmässigt utvalda recensioner på gymnasieskolor i Stockholms län. De förekomna orden kvantifieras och delas in i teman, kategorieroch subkategorier. En bedömning görs även utifrån om de förekomna orden lyfts i en positiv, negativ eller neutral kontext. Den kvalitativa delen utgörs av en textanalys inspirerad av diskursanalysen. Av ett antal utvalda recensioner, baserat på dess innehållsliga relevans, analyseras dessa semantiskt med diskursanalytiska verktyg. I diskussions- och analysdelen behandlas resultatet utifrån det teoretiska ramverket och tidigare forskning.  Resultat Av innehållsanalysen framgår att de vanligast förekommande temana var allmänna värdeomdömen om skolan, att kommentera lärare samt skolans upplägg och utbildningens kvalité. Det är även vanligt att sociala aspekter så som atmosfär och gemenskap lyfts fram i recensionerna. Av den kvalitativa delen framgår det att recensenterna uttrycker sig på ett sätt som speglar skolmarknadsdiskursen. I somliga fall framgår tydligt hur recensenten anammat skolmarknadsdiskursen. Slutsats Resultatet indikerar att recensionssystemet riskerar att generera segregerande effekter. Framförallt utifrån den asymmetriska tillgången av information och att skola och identitet knyts allt närmare varandra. Detta förtydligas och ställs på sin spets i hur recensionerna är konstruerade och kan, i vissa fall, tänkas vara svårare att bearbeta då gemene elev tenderar att se recensenter som objektiva (till skillnad från övrig tillgänglig information).
Aim The aim with this study is to explore what kind of information pupils, searching for upper secondary school, might get from reading reviews of schools. The purpose is thus to quantify the scope and content of the review system quantitatively; what is mentioned in the review texts, and to examine how the review are textually constructed. Finally, the paper aims to discuss the review system in a larger social context - as a result of and a part of our time. What topics occur in reviews of upper secondary schools and how frequent is the occurrence? How are the different themes in the reviews valued (positive, negative or neutral)? In what way are the review texts constructed and how can it be interpreted? In what way does a school market discourse appear in the reviews? Method The quantitative questions are examined through a content analysis on randomly selected reviews of upper secondary schools in Stockholm County. The words in question are quantified and divided into themes, categories and subcategories. An assessment is also made based on whether the existing words are lifted in a positive, negative or neutral context. The qualitative part consists of a text analysis inspired by the discourse analysis. From a number of selected reviews, based on its substantive relevance, these are semantically analyzed with discourse analytics tools. In a merged discussion and analysis section, the result is treated on the basis of the theoretical framework and previous research. Results The content analysis shows that the most common themes were general value reviews of the school, commenting on teachers and the school's structure and the quality of the education. It is also common to mention social aspects such as atmosphere and cohesion. From the qualitative part it appears that the reviewers express themselves in a way that reflects the school market discourse. In some cases, it is clear that the reviewer has adopted the school market discourse.  Conclusion The result indicates that the review system risks generating segregating effects. Especially based on the asymmetric availability of information and the fact that school and identity are getting more connected. This is clarified and put on its tip in how the reviews are constructed and, in some cases, may be more difficult to process when the common student tends to see reviewers as objective (in contrast to other available sources of information).

The concern for the impact of the Health Care costs in private and public spending has been increasing because of its effect on the country’s financial stability. Therefore, several drivers of Health Care Expenditure have been studied. However, one of its most relevant drivers is Baumol’s cost disease. Baumol (1967) defines the cost disease as the difference between the wage growth in the overall economy and productivity growth in the services sector, such as the health care sector. This excess in wages causes the unit costs in the health care sector to increase over time. In order to understand if there is enough margin for policymakers to establish effective policies to control for the rise in health care costs, this thesis studies the impact of Baumol’s cost disease in this sector in OECD countries. To do so, I define an instrument, the adjusted Baumol variable, to measure Baumol’s cost disease and apply it to a panel data set containing 18 OECD member countries from 1970 to 2016. The results found show that the adjusted Baumol variable is explaining from 20% to 80% of the increase in Health Care expenditure, depending on the definition of the Baumol sector. These results may imply that policymakers still have some margin to implement policies since the rise in Health Care expenditure is partially explained by Baumol’s cost disease.
O impacto do aumento dos custos na despesa pública e privada relativos ao Sector da Saúde tem sido motivo de preocupação, uma vez que estes afetam a estabilidade financeira do país. Assim, foram estudados vários fatores influenciadores dos gastos associados ao sector da Saúde. De acordo com os resultados obtidos, a doença de custos de Baumol foi um dos fatores com maior impacto no crescimento dos referidos custos. Baumol (1967) define a doença dos custos como sendo a diferença entre o crescimento dos salários na Economia e o crescimento da produtividade no sector dos serviços, como é o caso do sector da saúde. Portanto, esta diferença faz com que os custos unitários no sector de saúde aumentem ao longo do tempo. Esta tese estuda o impacto da doença dos custos de Baumol no sector da Saúde com o intuito de compreender se existe espaço suficiente para a introdução de políticas eficazes na contenção do aumento dos custos associados a este sector. Portanto, foi definido um instrumento – variável de Baumol ajustada – para medir a doença de custos de Baumol e, posteriormente, foi aplicada com um conjunto de dados em painel, contendo 18 países membros da OCDE de 1970 a 2016. Os resultados encontrados mostram que a referida variável explica entre 20% a 80% do aumento dos gastos com a saúde dependendo da definição do sector de Baumol. Conclui-se que existe margem para implementar políticas pois o aumento das de saúde não é totalmente explicado pela doença dos custos de Baumol.

У роботі розглядаються теоретичні аспекти характеристики категорії грошового потоку підприємства, проведено порівняння надання звітності між національними та міжнародними стандартами та надані основні показники, які характеризують підприємство; проаналізовано основні аспекти діючої практики обліку грошових коштів; проведено аудит грошових коштів; було проведено аналіз машинобудівної галузі України. Проаналізовано діяльність підприємства ТОВ «ЕВВ Аутомотів Одеса», проведено аналіз його основних показників, які характеризують діяльність, проаналізовано ефективність грошового потоку підприємства, вивчено головні особливості проведення обліку грошових коштів. Запропоновано провести інвентаризацію грошових коштів в касі підприємства, автоматизувати розрахункові операції між контрагентами, для зниження ймовірності виникнення помилок за рахунок людського фактору, вкладати гроші у розвиток, реінвестувати.
The work deals with the theoretical aspects of the enterprise cash flow category characteristics, compares reporting between national and international standards and provides basic indicators that characterize the enterprise; current cash accounting practices; audit of cash; the analysis of the machine-building industry of Ukraine was conducted. Author analysis The activity of the company of LLC «EVV Automotiv Odesa», the analysis of its main indicators characterizing the activity, the efficiency of the cash flow of the enterprise are analyzed, the main features of the cash accounting are studied. It is proposed to make an inventory of cash at the cash desk of the enterprise, to automate settlement transactions between contractors, to reduce the likelihood of errors due to human factors, to invest in development, to reinvest.
The Master's qualification work consists of three sections. The object of study is the economic activity of the enterprise of RF «VESNA» in the part of operations, which are related to the calculations for the remuneration of personnel and the use of manpower. The paper deals with the theoretical aspects of accounting of labor and salary, analysis and practice of internal controls, settlements in labour expense on RF «VESNA». There were analyzed peculiarities of accounting of labor and salary, the setup and composition of the salary fund, working time fund, labour movement, labour productivety movements at RF «VESNA». The schedule of workflow, introduction of electronic workflow, setting of «flexible tariff», adjustment of the accounting register on the calculation of UST, improvement of efficiency of internal controls are offered.

DNA can be represented abstrzctly as a language with only four nucleotides represented by the letters A, C, G, and T, yet the arrangement of those four letters plays a major role in determining the development of an organism. Understanding the signi cance of certain arrangements of nucleotides can unlock the secrets of how the genome achieves its essential functionality. Regions of DNA particularly enriched with cytosine (C nucleotides) and guanine (G nucleotides), especially the CpG di-nucleotide, are frequently associated with biological function related to gene expression, and concentrations of CpGs referred to as \CpG islands" are known to collocate with regions upstream from gene coding sequences within the promoter region. The pattern of occurrence of these nucleotides, relative to adenine (A nucleotides) and thymine (T nucleotides), lends itself to analysis by machine-learning techniques such as Hidden Markov Models (HMMs) to predict the areas of greater enrichment. HMMs have been applied to CpG island prediction before, but often without an awareness of how the outcomes are a ected by the manner in which the HMM is applied. Two main ndings of this study are: 1. The outcome of a HMM is highly sensitive to the setting of the initial probability estimates. 2. Without the appropriate software techniques, HMMs cannot be applied e ectively to large data such as whole eukaryotic chromosomes. Both of these factors are rarely considered by users of HMMs, but are critical to a successful application of HMMs to large DNA sequences. In fact, these shortcomings were discovered through a close examination of published results of CpG island prediction using HMMs, and without being addressed, can lead to an incorrect implementation and application of HMM theory. A rst-order HMM is developed and its performance compared to two other historical methods, the Takai and Jones method and the UCSC method from the University of California Santa Cruz. The HMM is then extended to a second-order to acknowledge that pairs of nucleotides de ne CpG islands rather than single nucleotides alone, and the second-order HMM is evaluated in comparison to the other methods. The UCSC method is found to be based on properties that are not related to CpG islands, and thus is not a fair comparison to the other methods. Of the other methods, the rst-order HMM method and the Takai and Jones method are comparable in the tests conducted, but the second-order HMM method demonstrates superior predictive capabilities. However, these results are valid only when taking into consideration the highly sensitive outcomes based on initial estimates, and nding a suitable set of estimates that provide the most appropriate results. The rst-order HMM is applied to the problem of producing synthetic data that simulates the characteristics of a DNA sequence, including the speci ed presence of CpG islands, based on the model parameters of a trained HMM. HMM analysis is applied to the synthetic data to explore its delity in generating data with similar characteristics, as well as to validate the predictive ability of an HMM. Although this test fails to i meet expectations, a second test using a second-order HMM to produce simulated DNA data using frequency distributions of CpG island pro les exhibits highly accurate predictions of the pre-speci ed CpG islands, con- rming that when the synthetic data are appropriately structured, an HMM can be an accurate predictive tool. One outcome of this thesis is a set of software components (CpGID 2.0 and TrackMap) capable of ef- cient and accurate application of an HMM to genomic sequences, together with visualization that allows quantitative CpG island results to be viewed in conjunction with other genomic data. CpGID 2.0 is an adaptation of a previously published software component that has been extensively revised, and TrackMap is a companion product that works with the results produced by the CpGID 2.0 program. Executing these components allows one to monitor output aspects of the computational model such as number and size of the predicted CpG islands, including their CG content percentage and level of CpG frequency. These outcomes can then be related to the input values used to parameterize the HMM.

碩士
國立臺灣科技大學
工業管理系
106
For notebook computer companies, managing component inventory for repair service centers is vital. While there are many works performed forecast in repair time and repair volume of components, there is a limited number of research performs the pattern recognition for component failure in notebook computers. This work, in the quest of providing valuable inputs for the inventory management practice of repair service center, will focus recognizing the pattern of component failure in notebook computers. Sequential repair history was gathered from a notebook computer repair service center in Taiwan and treated as sets of observations sequences of a hidden Markov model (HMM). Meanwhile, the component failure is treated as the hidden states. The pre-processing of raw data is carried out and revealed an imbalanced HMM structure. To tackle this, a cellular Genetic Algorithm (cGA) with dominance chromosome mechanism is proposed to train the HMM. Furthermore, to enhance the performance of the proposed algorithm, an adaptive feature to switch the dominance chromosome ratio and a feature to re-estimate the fitness value using Baum-Welch Algorithm is proposed. This proposed algorithm is then called Adaptive cGA-BW and, subsequently trained the HMM for 2099 observation sequence instances. A comparative study among conventional algorithm to train the HMM and other variants of cGA is employed. This study shows Adaptive cGA-BW performed significantly better than Baum-Welch Algorithm. This result is verified by Kruskal-Wallis test. To understand the most probable component failure pattern, Viterbi Algorithm based on the HMM trained by Adaptive cGA-BW is implemented. The algorithm decoded the 70% most occurring observation sequences to component failure patterns. These patterns are ranked by their probability of happening.