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1
Gaerke, Tiffani M. "Characteristic Functions and Bernoulli-Gaussian Impulsive Noise Channels." University of Akron / OhioLINK, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=akron1408040080.
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2
Yu, Jung-Suk. "Essays on Fine Structure of Asset Returns, Jumps, and Stochastic Volatility." ScholarWorks@UNO, 2006. http://scholarworks.uno.edu/td/431.
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There has been an on-going debate about choices of the most suitable model amongst a variety of model specifications and parameterizations. The first dissertation essay investigates whether asymmetric leptokurtic return distributions such as Hansen's (1994) skewed tdistribution combined with GARCH specifications can outperform mixed GARCH-jump models such as Maheu and McCurdy's (2004) GARJI model incorporating the autoregressive conditional jump intensity parameterization in the discrete-time framework. I find that the more parsimonious GJR-HT model is superior to mixed GARCH-jump models. Likelihood-ratio (LR) tests, information criteria such as AIC, SC, and HQ and Value-at-Risk (VaR) analysis confirm that GJR-HT is one of the most suitable model specifications which gives us both better fit to the data and parsimony of parameterization. The benefits of estimating GARCH models using asymmetric leptokurtic distributions are more substantial for highly volatile series such as emerging stock markets, which have a higher degree of non-normality. Furthermore, Hansen's skewed t-distribution also provides us with an excellent risk management tool evidenced by VaR analysis. The second dissertation essay provides a variety of empirical evidences to support redundancy of stochastic volatility for SP500 index returns when stochastic volatility is taken into account with infinite activity pure Lévy jumps models and the importance of stochastic volatility to reduce pricing errors for SP500 index options without regard to jumps specifications. This finding is important because recent studies have shown that stochastic volatility in a continuous-time framework provides an excellent fit for financial asset returns when combined with finite-activity Merton's type compound Poisson jump-diffusion models. The second essay also shows that stochastic volatility with jumps (SVJ) and extended variance-gamma with stochastic volatility (EVGSV) models perform almost equally well for option pricing, which strongly imply that the type of Lévy jumps specifications is not important factors to enhance model performances once stochastic volatility is incorporated. In the second essay, I compute option prices via improved Fast Fourier Transform (FFT) algorithm using characteristic functions to match arbitrary log-strike grids with equal intervals with each moneyness and maturity of actual market option prices.
3
Dutschke, Cynthia F. (Cynthia Fleming). "The Characteristics and Properties of the Threshold and Squared-Error Criterion-Referenced Agreement Indices." Thesis, North Texas State University, 1988. https://digital.library.unt.edu/ark:/67531/metadc331415/.
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Educators who use criterion-referenced measurement to ascertain the current level of performance of an examinee in order that the examinee may be classified as either a master or a nonmaster need to know the accuracy and consistency of their decisions regarding assignment of mastery states. This study examined the sampling distribution characteristics of two reliability indices that use the squared-error agreement function: Livingston's k^2(X,Tx) and Brennan and Kane's M(C). The sampling distribution characteristics of five indices that use the threshold agreement function were also examined: Subkoviak's Pc. Huynh's p and k. and Swaminathan's p and k. These seven methods of calculating reliability were also compared under varying conditions of sample size, test length, and criterion or cutoff score. Computer-generated data provided randomly parallel test forms for N = 2000 cases. From this, 1000 samples were drawn, with replacement, and each of the seven reliability indices was calculated. Descriptive statistics were collected for each sample set and examined for distribution characteristics. In addition, the mean value for each index was compared to the population parameter value of consistent mastery/nonmastery classifications. The results indicated that the sampling distribution characteristics of all seven reliability indices approach normal characteristics with increased sample size. The results also indicated that Huynh's p was the most accurate estimate of the population parameter, with the smallest degree of negative bias. Swaminathan's p was the next best estimate of the population parameter, but it has the disadvantage of requiring two test administrations, while Huynh's p index only requires one administration.
4
Diaz-Vargas, Javier Arturo 1952. "On zeros of characteristic p zeta functions." Diss., The University of Arizona, 1996. http://hdl.handle.net/10150/290585.
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The location and multiplicity of the zeros of zeta functions encode interesting arithmetic information. We study characteristic p zeta functions of Carlitz and Goss. We present a simpler proof of the fact that "non-trivial" zeros of a characteristic p zeta function satisfy Goss' analogue of the Riemann Hypothesis for F(q)[T]. We also prove simplicity of these zeros, and give partial results for F(q)[T] where q is not necessarily prime. Then we focus on "trivial" zeros, but for characteristic p zeta functions for general function fields over finite fields. Here, we prove a theorem on zeros at negative integers for characteristic p zeta functions, showing more vanishing than that suggested by naive analogies. We also compute some concrete examples providing the extra vanishing, when the class number is more than one. Finally, we give an application of these results related to the non-vanishing of certain class group components for cyclotomic function fields. In particular, we give examples of function fields, where all the primes of degree more than two are "irregular", in the sense of the Drinfeld-Hayes cyclotomic theory.
5
Chevyrev, Ilya. "Characteristic functions of path signatures and applications." Thesis, University of Oxford, 2015. https://ora.ox.ac.uk/objects/uuid:3dd5e063-bde0-434f-a781-61d3fe22aaa1.
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The main object of study in this work is the extension of the classical characteristic function to the setting of path signatures. Our first fundamental result exhibits the following geometric interpretation: the path signature is completely determined by the development of the path into compact Lie groups. This faithful representation of the signature is the primary tool we use to define and study the characteristic function. Our investigation of the characteristic function can be divided into two parts. First, we employ the characteristic function to study the expected signature of a path as the natural generalisation of the moments of a real random variable. In this direction, we provide a solution to the moment problem, and study analyticity properties of the characteristic function. In particular, we solve the moment problem for signatures arising from families of Gaussian and Markovian rough paths. Second, we study the characteristic function in relation to the solution map of a rough differential equation. The connection stems from the fact that the signature of a geometric rough path completely determines the path's role as a driving signal. As an application, we demonstrate that the characteristic function can be used to determine weak convergence of flows arising from rough differential equations. Along the way, we develop tools to study càdlàg processes as rough paths and to determine tightness in p-variation topologies of random walks. As a consequence, we provide a classification of Lévy processes possessing sample paths of finite p-variation and determine a Lévy-Khintchine formula for the characteristic function of the signature of a Lévy process.
6
Binkowski, Karol Patryk. "Pricing of European options using empirical characteristic functions." Phd thesis, Australia : Macquarie University, 2008. http://hdl.handle.net/1959.14/28623.
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Thesis (PhD)--Macquarie University, Division of Economic and Financial Studies, Dept. of Statistics, 2008.Bibliography: p. 73-77.
Introduction -- Lévy processes used in option pricing -- Option pricing for Lévy processes -- Option pricing based on empirical characteristic functions -- Performance of the five models on historical data -- Conclusions -- References -- Appendix A. Proofs -- Appendix B. Supplements -- Appendix C. Matlab programs.
Pricing problems of financial derivatives are among the most important ones in Quantitative Finance. Since 1973 when a Nobel prize winning model was introduced by Black, Merton and Scholes the Brownian Motion (BM) process gained huge attention of professionals professionals. It is now known, however, that stock market log-returns do not follow the very popular BM process. Derivative pricing models which are based on more general Lévy processes tend to perform better. --Carr & Madan (1999) and Lewis (2001) (CML) developed a method for vanilla options valuation based on a characteristic function of asset log-returns assuming that they follow a Lévy process. Assuming that at least part of the problem is in adequate modeling of the distribution of log-returns of the underlying price process, we use instead a nonparametric approach in the CML formula and replaced the unknown characteristic function with its empirical version, the Empirical Characteristic Functions (ECF). We consider four modifications of this model based on the ECF. The first modification requires only historical log-returns of the underlying price process. The other three modifications of the model need, in addition, a calibration based on historical option prices. We compare their performance based on the historical data of the DAX index and on ODAX options written on the index between the 1st of June 2006 and the 17th of May 2007. The resulting pricing errors show that one of our models performs, at least in the cases considered in the project, better than the Carr & Madan (1999) model based on calibration of a parametric Lévy model, called a VG model. --Our study seems to confirm a necessity of using implied parameters, apart from an adequate modeling of the probability distribution of the asset log-returns. It indicates that to precisely reproduce behaviour of the real option prices yet other factors like stochastic volatility need to be included in the option pricing model. Fortunately the discrepancies between our model and real option prices are reduced by introducing the implied parameters which seem to be easily modeled and forecasted using a mixture of regression and time series models. Such approach is computationaly less expensive than the explicit modeling of the stochastic volatility like in the Heston (1993) model and its modifications.
Mode of access: World Wide Web.
x, 111 p. ill., charts
7
Sagdicoglu, Serhat. "Cryptological Viewpoint Of Boolean Functions." Master's thesis, METU, 2003. http://etd.lib.metu.edu.tr/upload/1082403/index.pdf.
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Boolean functions are the main building blocks of most cipher systems.
Various aspects of their cryptological characteristics are examined and investigated
by many researchers from different fields. This thesis has no claim to
obtain original results but consists in an attempt at giving a unified survey of
the main results of the subject. In this thesis, the theory of boolean functions
is presented in details, emphasizing some important cryptological properties
such as balance, nonlinearity, strict avalanche criterion and propagation criterion.
After presenting many results about these criteria with detailed proofs,
two upper bounds and two lower bounds on the nonlinearity of a boolean
function due to Zhang and Zheng are proved. Because of their importance in
the theory of boolean functions, construction of Sylvester-Hadamard matrices
are shown and most of their properties used in cryptography are proved. The
Walsh transform is investigated in detail by proving many properties. By using
a property of Sylvester-Hadamard matrices, the fast Walsh transform is
presented and its application in finding the nonlinearity of a boolean function
is demonstrated. One of the most important classes of boolean functions, so
called bent functions, are presented with many properties and by giving several
examples, from the paper of Rothaus. By using bent functions, relations
between balance, nonlinearity and propagation criterion are presented and it
is shown that not all these criteria can be simultaneously satisfied completely.
For this reason, several constructions of functions optimizing these criteria
which are due to Seberry, Zhang and Zheng are presented.
8
Alcantara, Helene Deborah-Lynne. "Characteristic Memory Functions in Subtypes of Arithmetic Disabled Children." Thesis, University of North Texas, 1994. https://digital.library.unt.edu/ark:/67531/metadc277591/.
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9
Song, Qiang. "Non-euler-lagrangian pareto-optimality conditions for dynamic multiple-criterion decision problems." Diss., Georgia Institute of Technology, 1997. http://hdl.handle.net/1853/24920.
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10
Wang, Wen-Chyi. "Regularized variable selection in proportional hazards model using area under receiver operating characteristic curve criterion." College Park, Md.: University of Maryland, 2009. http://hdl.handle.net/1903/9972.
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Thesis (Ph. D.) -- University of Maryland, College Park, 2009.Thesis research directed by: Dept. of Mathematics. Title from t.p. of PDF. Includes bibliographical references. Published by UMI Dissertation Services, Ann Arbor, Mich. Also available in paper.
11
Budden, Mark. "On the local coefficients of principal series representations of metaplectic groups /." free to MU campus, to others for purchase, 2003. http://wwwlib.umi.com/cr/mo/fullcit?p3099612.
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12
Toókos, Ferenc. "Hölder Continuity of Green’s Functions." Scholar Commons, 2004. https://scholarcommons.usf.edu/etd/1269.
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We investigate local properties of the Green function of the complement of a compact set E.
First we consider the case E ⊂ [0, 1] in the extended complex plane. We extend a result of V. Andrievskii which claims that if the Green function satisfies the Hölder1/2 condition locally at the origin, then the density of E at 0, in terms of logarithmic capacity, is the same as that of the whole interval [0, 1]. We give an integral estimate on the density in terms of the Green function, which also provides a necessary condition for the optimal smoothness. Then we extend the results to the case E ⊂ [−1, 1]. In this case the maximal smoothness of the Green function is H¨older-1 and a similar integral estimate and necessary condition hold as well.
In the second part of the paper we consider the case when E is a compact set in Rd , d > 2. We give a Wiener type characterization for the Hölder continuity of the Green function, thus extending a result of L. Carleson and V. Totik. The obtained density condition is necessary, and it is sufficient as well, provided E satisfies the cone condition. It is also shown that the Hölder condition for the Green function at a boundary point can be equivalently stated in terms of the equilibrium measure and the solution to the corresponding Dirichlet problem. The results solve a long standing open problem - raised by Maz’ja in the 1960’s - under the simple cone condition.
13
Liu, Lining. "Stable and multistable processes and localisability." Thesis, St Andrews, 2010. http://hdl.handle.net/10023/948.
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14
Jackson, Regina Greiwe Smith Michel. "Properties of nonmetric hereditarily indecomposable subcontinua of finite products of lexicographic arcs." Auburn, Ala., 2009. http://hdl.handle.net/10415/1922.
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15
Bermejo, Rodolfo. "Analysis of a Galerkin-Characteristic algorithm for the potential vorticity-stream function equations." Thesis, University of British Columbia, 1990. http://hdl.handle.net/2429/30561.
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In this thesis we develop and analyze a
Galerkin-Characteristic method to integrate the potential
vorticity equations of a baroclinic ocean. The method proposed
is a two stage inductive algorithm. In the first stage the
material derivative of the potential vorticity is approximated
by combining Galerkin-Characteristic and Particle methods.
This yield a computationally efficient algorithm for this
stage. Such an algorithm consists of updating the dependent
variable at the grid points by cubic spline interpolation at
the foot of the characteristic curves of the advective
component of the equations. The algorithm is unconditionally
stable and conservative for Δt = O(h). The error analysis with respect to L² -norm shows that the algorithm converges with
order O(h); however, in the maximum norm it is proved that for
sufficiently smooth functions the foot of the characteristic
curves are superconvergent points of order O(h⁴ /Δt).
The second stage of the algorithm is a projection of
the Lagrangian representation of the flow onto the Cartesian
space-time Eularian representation coordinated with
Crank-Nicholson Finite Elements. The error analysis for this
stage with respect to L²-norm shows that the approximation
component of the global error is O(h²) for the free-slip boundary condition, and O(h) for the no-slip boundary condition. These estimates represent an improvement with respect to other estimates for the vorticity previously
reported in the literature. The evolutionary component of the
global error is equal to K(Δt² + h), where K is a constant that depends on the derivatives of the advective quantity along the Characteristic. Since the potential vorticity is a quasi-conservative quantitiy, one can conclude that K is in general small. Numerical experiments illustrate our theoretical results for both stages of the method.Science, Faculty of
Mathematics, Department of
Graduate
16
Draper, Sandra D. "Evalutaion of certain exponential sums of quadratic functions over a finite fields of odd characteristic." [Tampa, Fla] : University of South Florida, 2006. http://purl.fcla.edu/usf/dc/et/SFE0001674.
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Esterhuizen, Gerhard. "Generalised density function estimation using moments and the characteristic function." Thesis, Link to the online version, 2003. http://hdl.handle.net/10019.1/1001.
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Pikturnaitė, Ilvija. "Correlations between the implementation of system of strategic human resource management functions and practice characteristic of specialists implementing them: the case of municipal administrations." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2011. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20110729_100301-92482.
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The improvement of human resources management is of crucial importance in assuring successful implementation of public sector reforms. Different aspects and factors of strategic human resource management (hereinafter – SHRM) are analyzed in foreign scientific literature. However personnel specialists receive poor attention in this context. Therefore the scientific problem analyzed in this thesis is composed of two main questions: what functions form the system of SHRM in public organization, and is the implementation of the system of SHRM functions related to practice characteristics of personnel specialists? While analyzing scientific literature, the main attitudes of SHRM concept were formulated, systems of functions relevant to SHRM was composed. Also there were distinguished practice characteristics of personnel specialists, which might be related to implementation of system of SHRM functions. The peculiarities of implementation of SHRM functions and significant practice characteristic of personnel specialists were revealed while analyzing the finding of empirical research accomplished in municipalities’ administrations. In order to implement the system of SHRM functions in Lithuanian municipal administrations, recommendations for improvement of functions implemented by personnel specialists and formation of their practice characteristic are given in the end of dissertation.Užtikrinant sėkmingą viešojo sektoriaus reformų įgyvendinimą, ypatingai svarbus yra žmogiškųjų išteklių valdymo tobulinimas. Užsienio literatūroje nagrinėjami strateginio žmogiškųjų išteklių valdymo (toliau – SŽIV) veiksniai ir aspektai, tačiau personalo specialistams šiame kontekste dėmesys neskiriamas. Todėl darbe nagrinėjamą mokslinę problemą sudaro du pagrindiniai klausimai: kokios funkcijos turi sudaryti SŽIV sistemą viešojoje organizacijoje; kaip SŽIV funkcijų sistemos įgyvendinimas yra susijęs su personalo specialistų veiklos charakteristikomis. Analizuojant mokslinę literatūrą suformuluotos pagrindinės SŽIV nuostatos, sudaryta šią koncepciją atitinkančių funkcijų sistema bei išskirtos personalo specialistų veiklos charakteristikos, galinčios turėti sąsajų su SŽIV funkcijų sistemos įgyvendinimu. Savivaldybių administracijose įvykdyto empirinio tyrimo duomenys atskleidė SŽIV funkcijų sistemos įgyvendinimo šiose institucijose ypatumus bei reikšmingas personalo specialistų veiklos charakteristikas. Darbo pabaigoje pateikiamos personalo specialistų įgyvendinamų funkcijų tobulinimo bei veiklos charakteristikų formavimo rekomendacijos, siekiant savivaldybių administracijose įgyvendinti strateginį žmogiškųjų išteklių valdymą.
19
Hassani, Mehdi. "On the distribution of the values of arithmetical functions." Thesis, Bordeaux 1, 2010. http://www.theses.fr/2010BOR14164/document.
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La thèse concerne différents aspects de la répartition des fonctions arithmétiques.1. Deshouillers, Iwaniec et Luca se sont récemment intéressés à la répartition modulo 1 de suites qui sont des valeurs moyennes de fonctions multiplicatives, par exemple phi(n)/n où phi est la fonction d'Euler. Nous étendons leur travail à la densité modulo 1 de suites qui sont des valeurs moyennes sur des suites polynômiales, typiquement n^2+1.2. On sait depuis les travaux de Katai, il y a une quarantaine d'années que la fonction de répartition des valeurs de phi(p-1)/(p-1) (où p parcourt les nombres premiers) est continue, purement singulière, strictement croissante entre 0 et 1/2. On précise cette étude en montrant que cette fonction de répartition a une dérivée infinie à gauche de tout point phi(2n)/(2n)Abstract
20
Sertkaya, Isa. "Nonlinearity Preserving Post-transformations." Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/12605183/index.pdf.
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Boolean functions are accepted to be cryptographically strong if they satisfy some
common pre-determined criteria. It is expected that any design criteria should remain invariant under
a large group of transformations due to the theory of similarity of secrecy
systems proposed by Shannon. One of the most important design criteria for
cryptographically strong Boolean functions is the nonlinearity criterion. Meier and
Staffelbach studied nonlinearity preserving transformations,
by considering the invertible transformations acting on the arguments of
Boolean functions, namely the pre-transformations. In this thesis, first, the
results obtained by Meier and Staffelbach are presented. Then, the invertible
transformations acting on the truth tables of Boolean functions, namely the post-transformations,
are studied in order to determine whether they keep the nonlinearity
criterion invariant. The equivalent counterparts of Meier and Staffelbach&rsquos results are obtained in terms of the post-transformations. In addition, the existence of nonlinearity preserving post-transformations, which are not equivalent to pre-transformations, is proved. The necessary and sufficient conditions for an affine post-transformation to preserve nonlinearity are proposed and proved. Moreover, the sufficient conditions for an non-affine post-transformation to keep nonlinearity invariant are proposed. Furthermore, it is proved that the smart hill climbing method, which is introduced to improve nonlinearity of Boolean functions by Millan et. al., is equivalent to applying a post-transformation to a single Boolean function. Finally, the necessary and sufficient condition for an affine pre-transformation to preserve the strict avalanche criterion is proposed and proved.
21
Al-Ghassani, Asma Said Ahmed. "Measures of growth of discrete rational equations." Thesis, Loughborough University, 2010. https://dspace.lboro.ac.uk/2134/6055.
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The general scope of this thesis is aimed at investigating certain classes of discrete equations through the analysis of certain characteristics of the solutions of these equations. We construct new methods of analysis based on the growth of these characteristics that let us single out known integrable discrete equations from certain class of equations. These integrable discrete equations are discrete analogues of the famous Painleve equations.
22
Hirose, Alice Takako. "Potencial de contribuição de espécies nativas de hábitos distintos para o controle de erosão e restauração de margens de corpos hídricos." Universidade de São Paulo, 2013. http://www.teses.usp.br/teses/disponiveis/91/91131/tde-05122013-161957/.
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Espécies nativas de hábitos herbáceo, subarbustivo, arbustivo e liana de rápido crescimento podem exercer papel importante em práticas visando o controle de erosão para a restauração de margens de corpos hídricos, principalmente onde a regeneração natural é mais difícil, em áreas muito perturbadas, onde a declividade do terreno é mais acentuada e os processos erosivos em diques marginais são mais intensos. O presente trabalho teve como objetivo avaliar o potencial de aplicação de espécies nativas de diferentes hábitos em testes visando o controle de erosão para restauração de margens de corpos hídricos. No cap.2 foram propostos alguns critérios de seleção de espécies, com sugestão de estrutura metodológica identificando algumas \"características/atributos\" e \"funções\", bem como avaliação preliminar de 43 táxons no contexto da região de estudo. Complementarmente, foram montados alguns experimentos expeditos: cap.3: Avaliação do potencial de germinação e produção de mudas em viveiro a partir de sementes coletadas de 07 espécies nativas subarbustivas e arbustivas (citado no cap.2: \"potencial de propagação\"); e cap.4: Avaliação do desenvolvimento de 08 espécies herbáceas, arbustivas e liana, após submeter o sistema radicular destas a condições distintas de saturação hídrica do substrato (citado no cap.2: \"ambiente de ocorrência das espécies\"). Dentre os 43 táxons: 35 apresentaram características morfológicas do sistema aéreo de interesse para aplicação em experimentos visando o controle de processos erosivos, sendo: 22 de origem pluvial para proteção superficial e subsuperficial de diques marginais, outros 11 de origem fluvial e também pluvial (por meio de barreiras ou faixas vegetais em combinação com os demais tipos) para a proteção da base e bordas de diques marginais; 31 para experimentos visando a recuperação do solo: 10 leguminosas nodulíferas, 21 para cobertura e retenção de umidade; 31 para input de matéria orgânica; e 20 visando a recuperação de diversidade fornecendo recursos para a fauna (cap.2). Dentre 07 espécies avaliadas, a maioria demonstrou potencial para germinação e formação de mudas em de viveiro: 06 apresentaram tolerância ao armazenamento (24-28 meses); 02 conseguiram germinar naturalmente em viveiro em até 14 dias, com elevados percentuais de germinação e preferência por períodos mais quentes do ano para germinar, enquanto outras 02 foram mais lentas (30-60 dias); 03 espécies demonstraram requerer tratamento pré-germinativo para a quebra de dormência tegumentar (cap.3). Para 08 espécies verificaram-se 05 padrões quanto a preferências hídricas. Os resultados quanto ao desenvolvimento de biomassa nos tratamentos corroboraram com grande parte das observações em campo (cap.4). Recomenda-se a realização de estudos que elucidem o papel funcional de espécies nativas de hábitos distintos, identificando e mensurando características e/ou atributos que lhes possibilitam conter fluxos hídricos, desagregação e transporte de sedimentos, sendo os serviços ecossistêmicos de proteção do solo e controle de erosão um primeiro passo para etapas seguintes da restauração.Native species of herbaceous habits, subshrub, shrub and liana of rapid growth may play an important role in practices aimed at controlling erosion to restore margins of water bodies, especially where natural regeneration is more difficult, as well as in very disturbed areas, where slopes are steeper and where pluvial and fluvial erosion in river banks are more intense. Considering the lack of studies with this focus, this study had the aim of evaluating the potential application of native species of different habits in tests for controlling erosion and restoring water body margins. In chapter 2 some species selection criteria were suggested as well as methodological framework identifying some \"characteristics / attributes\" and \"functions\" besides a preliminary evaluation of 43 taxa in the context of the study region. Additionally, some expeditious experimental work was done: chapter 3: Potential for germination and seedling production in the nursery with seeds collected from 07 native subshrubs and shrubs species (referring to \"propagation potential\" quoted in chapter 2) and chapter 4: Development of 08 species: subshrub, shrub and liana, after conditioning the root system of these plants through different conditions of substrate water saturation(referring to \"environment of species occurrence\" quoted in chapter 2). Among the 43 taxa: 35 showed morphological aerial or shoot system characteristics which were of interest for application in erosion control experiments, 22 of pluvial origin, for surface and subsurface river bank protection (and slopes), 11 others had fluvial and pluvial origin(through barriers or vegetable strips in combination with other types) to protect the base and edges of river banks (and slopes); 31 for soil recovering experiments, distributed as follows: 10 nodulating Fabaceae species, 21 to provide coverage and moisture retention, 31 to organic matter input; 21 for diversity recovering experiments, to supply resources for wildlife (chapter 2). Among the 07 species assessed, most of them demonstrated germination potential as well as potential for seedling formation in the nursery: 06 tolerated storage (24-28 months), 02 were able to germinate naturally in the nursery within 14 days with high germination rates and preference for warmer periods of the year to germinate, while the other 02 were slower (30-60 days); 03 species required pre germination treatments for breaking cutaneous dormancy (chapter 3). For 08 species 05 patterns of hydric preferences were observed. The results for biomass development along the treatments corroborate withgreat part of the field observations (chapter 4). In the future we recommend that studies to elucidate the functional role of native species of different habits be carried out, they should identify and measure features and / or attributes that enable the plants to contain hydric flows, sediment transport and retention. These ecosystem services of soil protection and erosion control are the first step towards next restoration stages.
23
Oliveira, Willian Diego [UNESP]. "Zeros de séries de Dirichlet e de funções na classe de Laguerre-Pólya." Universidade Estadual Paulista (UNESP), 2017. http://hdl.handle.net/11449/151645.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Estudamos tópicos relacionados a zeros de séries de Dirichlet e de funções inteiras. Boa parte da tese é voltada à localização de zeros de séries de Dirichlet via critérios de densidade. Estabelecemos o critério de Nyman-Beurling para uma ampla classe de séries de Dirichlet e o critério de Báez-Duarte para L-funções de Dirichlet em semi-planos R(s)>1/2, para p ∈ (1,2], bem como para polinômios de Dirichlet em qualquer semi-plano R(s)>r. Um análogo de uma cota inferior de Burnol relativa ao critério de Báez-Duarte foi estabelecido para polinômios de Dirichlet. Uma das ferramentas principais na prova deste último resultado é a solução de um problema extremo natural para polinômios de Dirichlet inspirado no resultado de Báez-Duarte. Provamos que os sinais dos coeficientes de Maclaurin de uma vasta subclasse de funções inteiras da classe de Laguerre-Pólya possuem um comportamento regular.
We study topics related to zeros of Dirichlet series and entire functions. A large part of the thesis is devoted to the location of zeros of Dirichlet series via density criteria. We establish the Nyman-Beruling criterion for a wide class of Dirichlet series and the Báez-Duarte criterion for Dirichlet L-functions in the semi-plane R(s)>1/p, for p ∈ (1,2], as well as for zeros of Dirichlet polynomials in any semi-plane R(s)>r. An analog for the case of Dirichlet polynomials of a result of Burnol which is closely related to Báez-Duarte’s one is also established. A principal tool in the proof of the latter result is the solution of a natural extremal problem for Dirichlet polynomials inspired by Báez-Duarte’s result. We prove that the signs of the Maclaurin coefficients of a wide class of entire functions that belong to the Laguerre-Pólya class posses a regular behavior.
FAPESP: 2013/14881-9
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Daktaraitė, Gitana. "Ribinė teorema L funkcijų sąsūkų su Dirichlė charakteriu argumentui." Bachelor's thesis, Lithuanian Academic Libraries Network (LABT), 2014. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2014~D_20140716_142601-64561.
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Sakykime, kad F yra normuota parabolinė tikrinė forma pilnosios modulinės grupės atžvilgiu, L(s, F) yra susieta su L funkcijos sąsūka L(s, F, χ) su Dirichlė charakteriu moduliu q, kai q yra pirminis skaičius. Bakalauro darbe įrodyta ribinė teorema L funkcijų sąsūkų argumentui arg L(s, F, χ).Let F(z) a holomorfic normalized Hecke eigen cups form of weight κ for the full modular group, L(s, F), s = σ + it, be the L-function attached to the form F. Let L(s, F, χ) denote a twist of L(s, F) with a Dirichlet character χ modulo q, by the Dirichlet series and can be analytically continued to an entire function. It has an Euler product over prime numbers. We obtain the weak dinvergence for probability measures μQ(arg L(s, F, χ) ∈ A), A ∈ B(γ), where γ is the unit circle on the complex plane, as Q → ∞. For the proof, the method of characteristic transforms and the limit measures in limit theorems obtained are defined characteristic transforms.
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Rehnby, Nicklas. "Performance of alternative option pricing models during spikes in the FTSE 100 volatility index : Empirical evidence from FTSE100 index options." Thesis, Linköpings universitet, Institutionen för ekonomisk och industriell utveckling, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-139718.
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Derivatives have a large and significant role on the financial markets today and the popularity of options has increased. This has also increased the demand of finding a suitable option pricing model, since the ground-breaking model developed by Black & Scholes (1973) have poor pricing performance. Practitioners and academics have over the years developed different models with the assumption of non-constant volatility, without reaching any conclusions regarding which model is more suitable to use. This thesis examines four different models, the first model is the Practitioners Black & Scholes model proposed by Christoffersen & Jacobs (2004b). The second model is the Heston´s (1993) continuous time stochastic volatility model, a modification of the model is also included, which is called the Strike Vector Computation suggested by Kilin (2011). The last model is the Heston & Nandi (2000) Generalized Autoregressive Conditional Heteroscedasticity type discrete model. From a practical point of view the models are evaluated, with the goal of finding the model with the best pricing performance and the most practical usage. The model´s robustness is also tested to see how the models perform in out-of-sample during a high respectively low implied volatility market. All the models are effected in the robustness test, the out-sample ability is negatively affected by a high implied volatility market. The results show that both of the stochastic volatility models have superior performances in the in-sample and out-sample analysis. The Generalized Autoregressive Conditional Heteroscedasticity type discrete model shows surprisingly poor results both in the in-sample and out-sample analysis. The results indicate that option data should be used instead of historical return data to estimate the model’s parameters. This thesis also provides an insight on why overnight-index-swap (OIS) rates should be used instead of LIBOR rates as a proxy for the risk-free rate.
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Perkins, Rudolph Bronson. "On Special Values of Pellarin’s L-series." The Ohio State University, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=osu1383827548.
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Spataro, Josie 1973. "Gender differences in child sexual abuse characteristics and long-term outcomes of mental illness, suicide, and fatal overdose : a prospective investigation." Monash University, Dept. of Psychological Medicine, 2002. http://arrow.monash.edu.au/hdl/1959.1/8111.
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Medeiros, Anderson Vinicius de. "Modelagem de sistemas dinamicos não lineares utilizando sistemas fuzzy, algoritmos geneticos e funções de base ortonormal." [s.n.], 2006. http://repositorio.unicamp.br/jspui/handle/REPOSIP/261859.
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Orientadores: Wagner Caradori do Amaral, Ricardo Jose Gabrielli Barreto CampelloDissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Eletrica e de Computação
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Resumo: Esta dissertação apresenta uma metodologia para a geração e otimização de modelos fuzzy Takagi-Sugeno (TS) com Funções de Base Ortonormal (FBO) para sistemas dinâmicos não lineares utilizando um algoritmo genético. Funções de base ortonormal têm sido utilizadas por proporcionarem aos modelos propriedades como ausência de recursão da saída e possibilidade de se alcançar uma razoável capacidade de representação com poucos parâmetros. Modelos fuzzy TS agregam a essas propriedades as características de interpretabilidade e facilidade de representação do conhecimento. Enfim, os algoritmos genéticos se apresentam como um método bem estabelecido na literatura na tarefa de sintonia de parâmetros de modelos fuzzy TS. Diante disso, desenvolveu-se um algoritmo genético para a otimização de duas arquiteturas, o modelo fuzzy TS FBO e sua extensão, o modelo fuzzy TS FBO Generalizado. Foram analisados modelos locais lineares e não lineares nos conseqüentes das regras fuzzy, assim como a diferença entre a estimação local e a global (utilizando o estimador de mínimos quadrados) dos parâmetros desses modelos locais. No algoritmo genético, cada arquitetura contou com uma representação cromossômica específica. Elaborou-se para ambas uma função de fitness baseada no critério de Akaike. Em relação aos operadores de reprodução, no operador de crossover aritmético foi introduzida uma alteração para a manutenção da diversidade da população e no operador de mutação gaussiana adotou-se uma distribuição variável ao longo das gerações e diferenciada para cada gene. Introduziu-se ainda um método de simplificação de soluções através de medidas de similaridade para a primeira arquitetura citada. A metodologia foi avaliada na tarefa de modelagem de dois sistemas dinâmicos não lineares: um processo de polimerização e um levitador magnético
Abstract: This work introduces a methodology for the generation and optimization of Takagi-Sugeno (TS) fuzzy models with Orthonormal Basis Functions (OBF) for nonlinear dynamic systems based on a genetic algorithm. Orthonormal basis functions have been used because they provide models with properties like absence of output feedback and the possibility to reach a reasonable approximation capability with just a few parameters. TS fuzzy models aggregate to these properties the characteristics of interpretability and easiness to knowledge representation in a linguistic manner. Genetic algorithms appear as a well-established method for tuning parameters of TS fuzzy models. In this context, it was developed a genetic algorithm for the optimization of two architectures, the OBF TS fuzzy model and its extension, the Generalized OBF TS fuzzy model. Local linear and nonlinear models in the consequent of the fuzzy rules were analyzed, as well as the difference between local and global estimation (using least squares estimation) of the parameters of these local models. Each architecture had a specific chromosome representation in the genetic algorithm. It was developed a fitness function based on the Akaike information criterion. With respect to the genetic operators, the arithmetic crossover was modified in order to maintain the population diversity and the Gaussian mutation had its distribution varied along the generations and differentiated for each gene. Besides, it was used, in the first architecture presented, a method for simplifying the solutions by using similarity measures. The whole methodology was evaluated in modeling two nonlinear dynamic systems, a polymerization process and a magnetic levitator
Mestrado
Automação
Mestre em Engenharia Elétrica
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Sy, Soyibou. "Algorithmes semi-implicites pour des problèmes d’interaction fluide structure : approches procédures partagées et monolithiques." Thesis, Mulhouse, 2009. http://www.theses.fr/2009MULH3092/document.
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Dans cette thèse on a développé des algorithmes semi-implicites procédures partagées et monolithiques pour l'interaction entre un fluide gouverné par le modèle de Navier Stokes et une structure. Dans le premier chapitre, on présente un algorithme semi-implicite procédures partagées pour l'interaction entre un fluide et une structure gouvernée soit par les équations d'élasticité linéaire ou soit par le modèle de Saint-Venant Kirchhoff non linéaire. Dans le second chapitre, on propose un algorithme semi-implicite procédures partagées pour l'interaction entre un fluide et une structure de modèle linéaire et on montre un résultat de stabilité inconditionnelle en temps de l'algorithme. Un problème d'optimisation est résolu dans les deux algorithmes précédents, afin de satisfaire les conditions de continuité des vitesses et d'égalité des contraintes à l'interface. Durant les itérations de BFGS pour résoudre le problème d'optimisation, le maillage fluide reste fixe et la matrice fluide n'est factorisée qu'une seule fois, ce qui réduit l'effort de calcul. Dans le troisième chapitre, un algorithme semi-implicite monolithique pour l'interaction entre un fluide et une structure de modèle linéaire est proposé. L'algorithme utilise un maillage global pour le domaine fluide structure. La condition de continuité des vitesses à l'interface est automatiquement satisfaite et celle de l'égalité des contraintes n'apparaît pas explicitement dans la formulation faible. A chaque pas de temps on résout un système monolithique d'inconnues vitesse et pression définies sur le domaine global. Le temps CPU est réduit quand l'approche monolithique est utilisée à la place des procédures partagéesOur aim was to develop some partitioned procedures and monolithic semi-implicit algorithms for solving the interaction between a fluid governed by Navier Stokes equations and a structure. In the first chapter, we propose a partitioned procedures semi-implicit algorithm for solving fluid-structure interaction problems, with a structure governed either by linear elasticity equations or by the non-linear Saint-Venant Kirchhoff model. In the second chapter, we present a partitioned procedures semi-implicit algorithm for solving fluid-structure interaction problem with a linear model for the structure and we prove an unconditional stability result of the algorithm. In the above algorithms, an optimization problem must be solved in order to get the continuity of the velocity as well as the continuity of the stress at the interface. During the iterations of BFGS for solving the optimization problem, the fluid mesh does not move and the fluid matrix is only factorized once, which reduces the computational effort. In the fast chapter, we present a monolithic semi-implicit algorithm for solving fluid-structure interaction problem with linear model for the structure. The algorithm uses one global mesh for the fluid-structure domain. The continuity of velocity at the interface is automatically satisfied and the continuity of stress does not appear explicitly in the global weak form due to the action and reaction principle. At each time step, we have to solve a monolithic system of unknowns velocity and pressure defined on the global fluid-structure domain. When the monolithic approach is used the CPU time is reduced compared to a particular partitioned procedures strategy
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Mencáková, Kristýna. "Reprezentace řešení autonomních lineárních diskrétních systémů a jejich aplikace v teorii řízení." Doctoral thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2020. http://www.nusl.cz/ntk/nusl-433530.
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Disertační práce se zabývá soustavou lineárních diskrétních rovnic se zpožděním a řeší Cauchyovu úlohu s danou počáteční podmínkou užitím zde definovaných maticových funkcí. Odvozený vzorec je pak použit při řešení úlohy relativní řiditelnosti této soustavy. Je dokázáno kritérium řiditelnosti soustavy, nalezena množina všech řídicí funkcí a minimální funkce vyhovující dané úloze.
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Cao, Liang. "Numerical analysis and multi-precision computational methods applied to the extant problems of Asian option pricing and simulating stable distributions and unit root densities." Thesis, University of St Andrews, 2014. http://hdl.handle.net/10023/6539.
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This thesis considers new methods that exploit recent developments in computer technology to address three extant problems in the area of Finance and Econometrics. The problem of Asian option pricing has endured for the last two decades in spite of many attempts to find a robust solution across all parameter values. All recently proposed methods are shown to fail when computations are conducted using standard machine precision because as more and more accuracy is forced upon the problem, round-off error begins to propagate. Using recent methods from numerical analysis based on multi-precision arithmetic, we show using the Mathematica platform that all extant methods have efficacy when computations use sufficient arithmetic precision. This creates the proper framework to compare and contrast the methods based on criteria such as computational speed for a given accuracy. Numerical methods based on a deformation of the Bromwich contour in the Geman-Yor Laplace transform are found to perform best provided the normalized strike price is above a given threshold; otherwise methods based on Euler approximation are preferred. The same methods are applied in two other contexts: the simulation of stable distributions and the computation of unit root densities in Econometrics. The stable densities are all nested in a general function called a Fox H function. The same computational difficulties as above apply when using only double-precision arithmetic but are again solved using higher arithmetic precision. We also consider simulating the densities of infinitely divisible distributions associated with hyperbolic functions. Finally, our methods are applied to unit root densities. Focusing on the two fundamental densities, we show our methods perform favorably against the extant methods of Monte Carlo simulation, the Imhof algorithm and some analytical expressions derived principally by Abadir. Using Mathematica, the main two-dimensional Laplace transform in this context is reduced to a one-dimensional problem.
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Paditz, Ludwig. "Beiträge zur expliziten Fehlerabschätzung im zentralen Grenzwertsatz." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2013. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-115105.
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In der Arbeit wird das asymptotische Verhalten von geeignet normierten und zentrierten Summen von Zufallsgrößen untersucht, die entweder unabhängig sind oder im Falle der Abhängigkeit als Martingaldifferenzfolge oder stark multiplikatives System auftreten. Neben der klassischen Summationstheorie werden die Limitierungsverfahren mit einer unendlichen Summationsmatrix oder einer angepaßten Folge von Gewichtsfunktionen betrachtet. Es werden die Methode der charakteristischen Funktionen und besonders die direkte Methode der konjugierten Verteilungsfunktionen weiterentwickelt, um quantitative Aussagen über gleichmäßige und ungleichmäßige Restgliedabschätzungen in zentralen Grenzwertsatz zu beweisen. Die Untersuchungen werden dabei in der Lp-Metrik, 1In the work the asymptotic behavior of suitably centered and normalized sums of random variables is investigated, which are either independent or occur in the case of dependence as a sequence of martingale differences or a strongly multiplicative system. In addition to the classical theory of summation limiting processes are considered with an infinite summation matrix or an adapted sequence of weighting functions. It will be further developed the method of characteristic functions, and especially the direct method of the conjugate distribution functions to prove quantitative statements about uniform and non-uniform error estimates of the remainder term in central limit theorem. The investigations are realized in the Lp metric, 1
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Huang, Hui-Chen, and 黃惠禎. "Characteristic Functions of Quantum Trees." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/45159217248911735567.
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碩士國立中山大學
應用數學系研究所
101
The characteristic function is a function on ℝ where zeros are exactly the eigenvalues of a quantum graph. We shall give a recursive formula which helps to build up the characteristic function of complicated quantum trees. In the case when the potential Q = 0, there is also a modified characteristic function which can have a direct formula for complicated quantum trees. We shall use the above two methods to show that there are two distinct quantum graphs having the same set of eigenvalues. In other words, they are isospectral quantum graphs. Many other examples of quantum graphs and their modified characteristic functions will also be given. The theoretical part of this thesis follow from the papers [3, 6].
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Chung, Yi-Ting, and 鍾逸亭. "Accelerating Functional Timing Analysis with Simplfied Timed Characteristic Functions." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/89585142242497393001.
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碩士國立臺灣大學
電子工程學研究所
100
Functional, in contrast to structural, timing analysis for circuit delay computation is accurate, but computationally expensive in refuting false critical paths. Although satisfiability-based analysis using timed characteristic functions (TCFs) and modern satisfiability-solving techniques has been proposed, its efficiency and generality remain room for improvement. This thesis provides a unified view on various TCFs for different timing requirements and a more efficient transformation from TCF formulas to conjunctive normal form (CNF) for satisfiability solving. Experimental results show functional timing analysis on industrial designs can be made up to several orders of magnitude faster and more generally applicable than prior methods.
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Symeonides, Alexandra. "Complex positive definiteness, including characteristic and moment generating functions." Master's thesis, 2013. http://hdl.handle.net/10451/9645.
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Tese de mestrado em Matemática, apresentada à Universidade de Lisboa, através da Faculdade de Ciências, 2013A partir do início do século passado, as funções definidas positivas foram objecto de estudos em muitas e diferentes áreas da matemática como teoria da probabilidade, teoria dos operadores, análise de Fourier etc. Foi por causa disto que notações e generalizações das funções definidas positivas provenientes das diversas áreas nunca foram reunidas numa única doutrina. O propósito desta tese, é estudar com maior detalhe funções definidas positivas de variável complexa em domínios particulares do plano complexo. No Capítulo 1, daremos a definição de função definida positiva, algumas propriedades básicas, o teorema de representação de Bochner e também algumas propriedades diferenciais destas funções. Em particular, vamos considerar o caso de função definida positiva e analítica sobre o eixo real e vamos ver, como neste caso, é possível estender a função ao plano complexo, assim generalizando o conceito de função definida positiva no caso de função de variável complexa. É a partir deste resultado devido a Z. Sasvari, see [2], que J. Buescu e A. C. Paixão deram a primeira definição de função definida positiva de variável complexa, sem requerer nenhuma ulterior regularidade sobre a função. Veremos, como muitas das propriedas básicas e diferenciais de funções definidas positivas reais são válidas também no caso complexo com generalizações oportunas. Alem disso, J. Buescu e A. C. Paixão caracterizaram os conjuntos do plano complexo onde a definição de função definida positiva está bem dada, e chamaram a estes conjuntos codifference sets. Enfim, neste Capítulo 1, vamos apresentar também o conceito de função real co-definida positiva e vamos estudar relações e analogias desta função com as de uma função definida positiva clássica. Por exemplo, enunciaremos o análogo do teorema de Bochner, o teorema de Widder, que garante a existência de uma representação integral para funções co-definidas positivas. No Capítulo 2, vamos estudar funções definidas positivas, mas a partir de um ponto de vista da teoria da probabilidade. De facto, a notação probabilística revela-se particularmente útil quando se trabalha com representações integrais de funções definidas positivas, sejam de variável real ou de variável complexa. Os teoremas de representação de Bochner e de Widder para funções respectivamente definidas e co-definidas positivas explicitam a relação destas funções com a bem conhecida ferramenta da teoria da probabilidade, ou seja funções características, funções geradoras dos momentos e problema dos momentos. Portanto, iremos estudar estas funções na óptica do nosso interesse acerca das funções definidas positivas, logo não iremos fornecer uma clássica revisão desta ferramenta, que de facto pode ser encontrada em qualquer manual de teoria da probabilidade. Referimos por exemplo os livros de J. S. Rosenthal [13] e de R. Ash [1]. Enfim, no Capítulo 3, vamos concentrar-nos sobre funções definidas positivas de variável complexa em faixas do plano complexo. De facto, veremos como as faixas parecem ser os únicos conjuntos onde faz sentido considerar uma função definida positiva que possui um mínimo de regularidade. Provar isto, foi um dos propósitos, indirectos, desta tese. De facto, os resultados desta tese sugerem e não refutam, mas ainda não provam, a suposição precedente. Daremos condições sobre funções complexas definidas positivas em faixas para garantir a existência e eventualmente a unicidade de uma representação integral. Observaremos, que a existência ou não desta representação depende da regularidade da função e que a regularidade da função em toda a faixa é dominada pela regularidade da função sobre o intervalo do eixo imaginário que intersecta a faixa considerada. Em particular, iremos provar que uma função complexa definida positiva numa faixa que seja pelo menos contínua no intervalo do eixo imaginário que intersecta a faixa é de facto uma função analítica em toda a faixa. Também, demonstraremos que uma função analítica definida positiva numa faixa do plano complexo possui uma única representação integral. Alem disso, daremos uma generalização no caso complexo do problema de extensão para funções definidas positivas. Veremos como, dada uma função definida positiva num codifference set qualquer, nas componentes conexas do codifference set que intersectam o eixo imaginário é possível, com forme a regularidade da função, estender a função e a propriedade de ser definida positiva, a todas as faixas horizontais que contém as componentes conexas do codifference set original. Infelizmente, veremos também como este conjunto de resultados resolve só parcialmente a questão de estabelecer as faixas como codifference sets por excelência.
In Chapter 1, we will give the defnition of positive definite functions on R and we will present some basic and differential properties of these functions. In particular, we will consider the case of analytic positive definite functions on R in order to construct continuations to the complex plane. In view of this, we will present the definition of complex-variable positive definite function mainly due to J. Buescu and A. Paixão and we will see how several of the differential properties valide in the real case can be generalized in the complex settings. Moreover, is given here the notion of codifference set as the set of the complex plane in which the definition of complex positive definite function is well-given. In Chapter 1, we will also introduce another similar property to positive definiteness, namely co-positive definiteness. In Chapter 2, we will look at the concept of positive definite function from a probabilistic point of view. In order to do that, we will recall the notion of characteristic function and moment generating function and we will show how, thanks to Bochner's and Widder's representation theorems, these objects respectively correspond to positive definite and co-positive definite functions. Furthermore, we will present the so-called moment problem. In Chapter 3 we will focus on complex-variable positive definite functions on strips of the complex plane. We tried to understand under which conditions a complex positive definite function on a strip benefits of an integral representation and eventually when it is unique. We found out that the existence or not of such a representation depends on the regularity of the function; and that the regularity of a complex positive definite function on a strip is completely imposed by the regularity of the function on the interval of the imaginary axis contained in the strip. Moreover, we will state a generalization of the extension problem for complex positive definite function.
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Tangdamrongsub, Natthachet, and 陳英雄. "Regional gravity recovery from GRACE using L-curve criterion and covariance functions." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/97826127708215570494.
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博士國立交通大學
土木工程學系
100
The objective of this dissertation is to resolve the regional gravity field at best resolution using all available GRACE products. Because restrictions and limitations of contemporary global solutions, we present a method of estimating surface mass anomalies at regional scales directly using satellite-to-satellite K-band Ranging (KBR) data from the Gravity Recovery and Climate Experiment (GRACE) twin-satellite mission. Geopotential differences based primarily on KBR measurements are derived using a modified energy integral method with an extensive calibration for accelerometer measurements. Surface mass anomalies are computed based on a downward continuation method, and the best regularization parameter is estimated by the L-curve criterion method. We derive the covariance functions in both space- and space-time domains and use them as light constraints in the regional gravity estimation process. The space-time covariance function has a time-correlation distance of 1.2723 months, suggesting that GRACE observations between neighboring months are correlated. The bias in the regional gravity solution is mitigated by using the covariance functions. The averaged commission errors of the method itself are only 6.86% and 5.85% for the solutions based on the space-covariance function (SCF) and the space-time covariance function (STCF), respectively. Our regional gravity solution, which requires no further post-processing, shows enhanced regional gravity signatures, reduced edge effects and gravity artifacts, agrees with the NASA/GSFC’s GRACE MASCON solution to about 1 cm RMS in terms of water thickness change over the Amazon basin. The regional gravity solution also maintains the greatest signal energy while suppressing the short wavelength noises.
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Lo, Wei-Tse, and 羅偉澤. "A Stoppage Criterion for Searching Intrinsic Mode Functions Based on Frequency Error Trend." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/625c97.
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碩士國立東華大學
電機工程學系
102
For the nonlinear and non-stationary natural signals in real-world, Empirical Mode Decomposition (EMD) has an exceptional analyzing effect for signal processing. Through a continuous dismantling, EMD decomposes the source signal into several set of independent components, which are called Intrinsic Mode Functions (IMF). The stopping criterion for searching IMF is a significant key to the analytic efficacy of EMD. But it is hardly to satisfy the definition of IMF in practical application, and therefore defining an appropriate IMF searching rule becomes an important work for improving EMD. It is difficult to understand the feature of source signal before analyzing the blind signal. Mean Square Error Stop Criterion (MSESC) offers a way for searching IMF without setting any threshold value. Based on the advantage of MSESC, this thesis determines the right moment for searching IMF by the decreasing trend of number of frequency error. By comparing the experiment, the efficacy of the proposed method is above the average and more adaptive for analyzing a variety of signal.
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Chou, Fu-I., and 周阜毅. "A New Stoppage Criterion for Searching Intrinsic Mode Functions of Empirical Mode Decomposition." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/p66zj7.
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碩士國立東華大學
電機工程學系
100
Empirical Mode Decomposition (EMD) is one of new methods for doing signal processing. By EMD, inputted signal will be separated into several set of independent components which are called Intrinsic Mode Functions (IMF). Each of them can be thought as an independent part of source signal or one of the sources from mixed signal. IMF has it definition hardly to satisfy in real experiments, and therefore defining an appropriate IMF searching rule before running EMD process becomes an important work. This thesis proposes a new way for searching IMF without setting any value as threshold. Not only avoiding from complicated testing of threshold value but also keeping the analysis efficacy in different situation make it becomes a strong method for searching IMF, especially in doing blind source separation. In this field of research, scientists are assumed under a condition that any information of inputted signals is unknown. By the reason, finding suitable threshold value becomes a hard work. The only way to solve the problem is defining a self-adaptive method for substituting traditional IMF searching rule. Problems mentioned above also inspire the purpose of this thesis for finding a new IMF searching way.
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Preunkert, Marc [Verfasser]. "Heat semigroups and diffusion of characteristic functions / vorgelegt von Marc Preunkert." 2006. http://d-nb.info/980258383/34.
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Ho, Shin-Yann, and 何欣諺. "Automatic Test Pattern Generation for Delay Defects Using Timed Characteristic Functions." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/37554932868124690287.
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碩士國立臺灣大學
電子工程學研究所
102
Automatic test pattern generation (ATPG) for delay defects is an essential quality control step in integrated circuit (IC) design flow. With feature dimensions shrinking and operation frequency increasing, small changes on circuit delay may seriously affect the circuit behavior. Delay faults are caused by the intrinsic imperfection of manufacturing process and may result in behavior deviation from correct operation. For high performance circuits, the influence of small delay defects (SDDs) is particularly significant. There are two kinds of prior ATPG methods, including timing-unaware and timing-aware ATPG. Timing-unaware ATPG is fast but can not provide high quality patterns for testing SDDs. Timing-aware ATPG addresses the shortcoming of timing-unaware ATPG, but is computationally too expensive for large circuits. This thesis proposes a viable timing-aware ATPG method based on a satisfiability (SAT) formulation using timed characteristic functions (TCFs), which is considered as one of the fastest functional timing analysis (FTA) techniques. The approach can be applied on both combinational and sequential circuits. It provides a balanced trade-off between accuracy and efficiency. Experimental results show promising runtime and fault coverage improvements over prior SAT-based timing-aware ATPG methods. We also implement some enhancement techniques to improve ATPG efficiency and test quality. In addition, our method provides a nice complement to commercial tools in enhancing test quality.
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Lu, Rongmin. "Regularized equivariant Euler classes and gamma functions." 2008. http://hdl.handle.net/2440/50479.
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We consider the regularization of some equivariant Euler classes of certain infinite-dimensional vector bundles over a finite-dimensional manifold M using the framework of zeta-regularized products [35, 53, 59]. An example of such a regularization is the Atiyah–Witten regularization of the T-equivariant Euler class of the normal bundle v(TM) of M in the free loop space LM [2]. In this thesis, we propose a new regularization procedure — W-regularization — which can be shown to reduce to the Atiyah–Witten regularization when applied to the case of v(TM). This new regularization yields a new multiplicative genus (in the sense of Hirzebruch [26]) — the ^Γ-genus — when applied to the more general case of a complex spin vector bundle of complex rank ≥ 2 over M, as opposed to the case of the complexification of TM for the Atiyah–Witten regularization. Some of its properties are investigated and some tantalizing connections to other areas of mathematics are also discussed. We also consider the application of W-regularization to the regularization of T²- equivariant Euler classes associated to the case of the double free loop space LLM. We find that the theory of zeta-regularized products, as set out by Jorgenson–Lang [35], Quine et al [53] and Voros [59], amongst others, provides a good framework for comparing the regularizations that have been considered so far. In particular, it reveals relations between some of the genera that appeared in elliptic cohomology, allowing us to clarify and prove an assertion of Liu [44] on the ˆΘ-genus, as well as to recover the Witten genus. The ^Γ₂-genus, a new genus generated by a function based on Barnes’ double gamma function [5, 6], is also derived in a similar way to the ^Γ-genus.Thesis (Ph.D.) - University of Adelaide, School of Mathematical Sciences, 2008
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Lee, Ching-Fang, and 李靜芳. "Distribution and Characteristic Functions Estimations for (X,Y) and max{X,Y}." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/30126798206075671353.
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碩士國立中央大學
數學研究所
91
Let X,Y be independent random variables. Distribution and characteristic functions for (X , Y) and max{X , Y} can be expressed by two different reports in each other. We will compare distribution and characteristic functions for (X , Y) and max{X , Y} in different estimation.
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SuriyaAmornchai, Wantachai, and 蔡天寶. "The affects of Retail store functions and customer characteristic on impulse buying behavior." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/76090793482608606931.
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碩士國立中興大學
科技管理研究所
99
Retail Trade is an importance of Thai societies and it has high continuously rising competition. Investors or retailers always utilize the best strategies to grasp market share. The factors of retail multi-store that related between retail store environment and customer behavior affect impulse buying that’s interested to manufacturers or retailers. Impulse buying as instantaneous purchase having no previous aim or to purchase the commodity (Beatty & Elizabeth Ferrell, 1998). In brick-and-mortar retailing, impulse purchases have been an important source for revenue of retailers (Koski, 2004). It’s necessary to know what kind of factors that will stimulate this behavior, because it can help retailers to design appropriate strategy to promote this conduct. The purpose of this research is to utilize (Mehrabian & Russell, 1974) model to find out the retail shopper behavior in retail store of Thailand’s hypermarket that related to Retail store function (product factor, service factor, environment factor), Retail shopper trait (time available, shopping enjoyment), Consumer emotion (positive/negative), and Impulse buying behavior. The data was collected in Bangkok and surrounding province of Thailand that dispersed to their branches during this winter vacations (Jan-March), 2011 from correspondents. The random sampling method will be used in this study. In the factors, the retail store function, consumers who are in good environment, will have a positive emotion and the bad sentiment to the product will have an impact on negative emotion. Product and service factor (service and environment factor) are no significant on positive (negative) emotion. The customer’s trait found shopping enjoyment and time available factors have significant on positive and negative emotion. Especially, not only positive emotion will convince impulse buying but negative emotion also influences on impulse buying.
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Tung, Lee Wu, and 李梧桐. "The Evaluation Criterion for Rebuilding Ecological Functions of Ponds and Canals-A Case Study at Longtan Area in Taoyuan County." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/94872299624782202917.
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碩士開南管理學院
企業管理學系碩士班
94
Ponds and canals are closely related to the daily life of local residents in providing the functions such as agricultural irrigation, aquaculture, husbandry, and amusement. In recent years, the prompt development in society, economy, and industry in Longtan area has also brought about the rapid growth in highway construction and community buildings, which indirectly caused the waste and damage of some ponds and canals, and the quality of life of local residents is therefore seriously affected. The purpose of this study is to focus on collecting the information about the current situation of the ponds and canals as well as the opinions of the residents in Longtan area. Meanwhile, ecological functions were analyzed in order to rebuild evaluation criteria, and also some questionnaire designed by experts was made and issued. It is expected that such established evaluation criteria will be submitted to the authority for their planning the ecological mechanism of ponds and canals in order to rebuild ecological functions and improve the quality of ecological environment. This study began with investigating the current situation of the ponds and canals in Longtan area, and followed by the factor analysis on ecological functions through on-the-spot and questionnaire survey. The residents’ opinions were figured out by applying frequency distribution and concentration tendency method. For questionnaire, Analytic Hierarchy Process was adopted in evaluating factor establishment, calculating weight value, and giving grades. The four evaluated items included space structure, environmental impact, social demand and industrial impact. Through related literature and research, the chosen multiple indicators included the structure of pools and ponds, canal space structure, ecological environment, water resource, landscape continuity, environmental resource, water environment, space friction degree, diversified leisure activities, land usage, employment, and industrial structure. NRA method is applied to setting up the evaluation criteria for ecological functions, which will be further used as reference for planning pools and ponds in the future. The result of this study shows that the residents have more consistent cognition in the functions of irrigation, aquaculture, angling, ecology and education. As a result of analyzing evaluation aspect of each gradation and absolute weight of factors, it shows that, among all evaluation aspects, environmental influence has the most significant proportion (0.5079), and it then followed by space structure (0.2358), social demand (0.1388), and the least significant factor is industrial impact (0.1175). The structure of pond space has the highest evaluation indicator (0.1637), and water resource (0.0415) has the highest operative indicator. It reveals that how Important the environment of ponds and canals affects the indicators, which can be used as basis to rebuild evaluation criteria for ecological environment. For the initial programming of this case study, the evaluation indicators are connected with the consequence of investigation on current situation, and the demand of local residents as well as the characteristics of protophyte in Longtan area are taken into account. At first, two projects based on the scale of 14 ponds and 9 canals are drawn up according to actual demand. According to the verified evaluation in these tow projects, it is known that ecological functions of ponds and canals in the verified areas A and B having weight value higher than 0.05 are regarded as important factors for evaluation (including water environment, environmental resource, pond space structure, continuity of landscape, canal space structure, ecological environment etc.). it means that the ecological functions such as water resource and the others can be treated as important evaluation criteria for rebuilding and planning the ecological functions of ponds and canals. According to the result of evaluation, this case adopted equal weight on plant ecology and replanting in the verified area A. Ecological construction method is applied to building canals into hydrophilic facilities. The project of replanting Taiwan’s protophyte and aquatic plants on the banks of ponds has been drawn up. This can be regarded as a model for rebuilding the ecological functions of the ponds and canals in Longtan area, and will be submitted to the authorities as reference.
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Chien, Tung-Wei, and 簡同威. "Using Fast Fourier Transform and applying the characteristic functions on option valuation models – the evidence of TAIEX Options." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/56984328273199748413.
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碩士淡江大學
財務金融學系碩士班
96
This study is mainly to correct one of the Black-Scholes model assumptions. To assume volatility is a constant value which is not appropriate and to correct it. Since the Black-Scholes model occurred the famous volatility smile effect in the 1987’s market crash. My study is to use Merton’s jump-diffusion model, Heston’s stochastic volatility model and CEV model. These three models improved B-S model and to reduce volatility smile; moreover, to predict precisely the option price. Through these three models against BS model, to see whether there is a better improvement in using the TAIEX Options. The methodology is to use Fast Fourier Transform, Fast Fourier Transform no need to assume the underlying follow some distributions. It only needs the characteristic function of the model to calculate the model price and to do error analysis with the market price. The conclusion is that these three models improve the BS model indeed.
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Guetsop, Nangue Aurélien. "Tests de permutation d’indépendance en analyse multivariée." Thèse, 2016. http://hdl.handle.net/1866/18476.
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Cette thèse est rédigée par articles. Les articles sont rédigés en anglais et le reste de la thèse est rédigée en français.Le travail établit une équivalence en termes de puissance entre les tests basés sur la alpha-distance de covariance et sur le critère d'indépendance de Hilbert-Schmidt (HSIC) avec fonction caractéristique de distribution de probabilité stable d'indice alpha avec paramètre d'échelle suffisamment petit. Des simulations en grandes dimensions montrent la supériorité des tests de distance de covariance et des tests HSIC par rapport à certains tests utilisant les copules. Des simulations montrent également que la distribution de Pearson de type III, très utile et moins connue, approche la distribution exacte de permutation des tests et donne des erreurs de type I précises. Une nouvelle méthode de sélection adaptative des paramètres d'échelle pour les tests HSIC est proposée. Trois simulations, dont deux sont empruntées de l'apprentissage automatique, montrent que la nouvelle méthode de sélection améliore la puissance des tests HSIC. Le problème de tests d'indépendance entre deux vecteurs est généralisé au problème de tests d'indépendance mutuelle entre plusieurs vecteurs. Le travail traite aussi d'un problème très proche à savoir, le test d'indépendance sérielle d'une suite multidimensionnelle stationnaire. La décomposition de Möbius des fonctions caractéristiques est utilisée pour caractériser l'indépendance. Des tests généralisés basés sur le critère d'indépendance de Hilbert-Schmidt et sur la distance de covariance en sont obtenus. Une équivalence est également établie entre le test basé sur la distance de covariance et le test HSIC de noyau caractéristique d'une distribution stable avec des paramètres d'échelle suffisamment petits. La convergence faible du test HSIC est obtenue. Un calcul rapide et précis des valeurs-p des tests développés utilise une distribution de Pearson de type III comme approximation de la distribution exacte des tests. Un résultat fascinant est l'obtention des trois premiers moments exacts de la distribution de permutation des statistiques de dépendance. Une méthodologie similaire a été développée pour le test d'indépendance sérielle d'une suite. Des applications à des données réelles environnementales et financières sont effectuées.
The main result establishes the equivalence in terms of power between the alpha-distance covariance test and the Hilbert-Schmidt independence criterion (HSIC) test with the characteristic kernel of a stable probability distribution of index alpha with sufficiently small scale parameters. Large-scale simulations reveal the superiority of these two tests over other tests based on the empirical independence copula process. They also establish the usefulness of the lesser known Pearson type III approximation to the exact permutation distribution. This approximation yields tests with more accurate type I error rates than the gamma approximation usually used for HSIC, especially when dimensions of the two vectors are large. A new method for scale parameter selection in HSIC tests is proposed which improves power performance in three simulations, two of which are from machine learning. The problem of testing mutual independence between many random vectors is addressed. The closely related problem of testing serial independence of a multivariate stationary sequence is also considered. The Möbius transformation of characteristic functions is used to characterize independence. A generalization to p vectors of the alpha -distance covariance test and the Hilbert-Schmidt independence criterion (HSIC) test with the characteristic kernel of a stable probability distributionof index alpha is obtained. It is shown that an HSIC test with sufficiently small scale parameters is equivalent to an alpha -distance covariance test. Weak convergence of the HSIC test is established. A very fast and accurate computation of p-values uses the Pearson type III approximation which successfully approaches the exact permutation distribution of the tests. This approximation relies on the exact first three moments of the permutation distribution of any test which can be expressed as the sum of all elements of a componentwise product of p doubly-centered matrices. The alpha -distance covariance test and the HSIC test are both of this form. A new selection method is proposed for the scale parameter of the characteristic kernel of the HSIC test. It is shown in a simulation that this adaptive HSIC test has higher power than the alpha-distance covariance test when data are generated from a Student copula. Applications are given to environmental and financial data.
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Μαλεφάκη, Σωτηρία. "Κριτήρια ελέγχου πολυδιάστατης συμμετρίας με βάση την εμπειρική χαρακτηριστική συνάρτηση." Thesis, 2001. http://nemertes.lis.upatras.gr/jspui/handle/10889/3528.
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Tavakoli, Ruhollah. "Optimal Design of Feeding System in Steel Castings." Phd thesis, 2009. http://tel.archives-ouvertes.fr/tel-00484191.
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In the present study, the optimal design of feeding system in steel sand-mold castings is considered. The first part of this research includes fundamental studies on the physics of shrinkage defect formation during the casting process. The results of these studies lead to new findings on the mechanism of shrinkage defect formation, effect of melt quality on the distribution of defects within the castings and the connection between shrinkage and gases defects. The theoretical analysis of thermal criterion functions for the prediction of shrinkage defects in castings and introducing new criterion function with fewer shortcomings can be accounted as the other finding of this part. A new model was introduced in the second part of this research for the purpose of optimal design of feeding system in the shape casting processes. In this model the optimal design problem is formulated as a point-wise constrained topology optimization problem. Unlike alternative methods, the presented method does not require any predesigned feeding system as an initial guess. Using the functional analysis on the infinite-dimensional function spaces, a numerically efficient method was introduced to solve the optimal design problem in this study. By using extensive numerical experiments, capabilities and limitations of the presented method were studied in the last part of this research.
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Sebatjane, Phuti. "Understanding patterns of aggregation in count data." Diss., 2016. http://hdl.handle.net/10500/22067.
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The term aggregation refers to overdispersion and both are used interchangeably in this thesis. In addressing the problem of prevalence of infectious parasite species faced by most rural livestock farmers, we model the distribution of faecal egg counts of 15 parasite species (13 internal parasites and 2 ticks) common in sheep and goats. Aggregation and excess zeroes is addressed through the use of generalised linear models. The abundance of each species was modelled using six different distributions: the Poisson, negative binomial (NB), zero-inflated Poisson (ZIP), zero-inflated negative binomial (ZINB), zero-altered Poisson (ZAP) and zero-altered negative binomial (ZANB) and their fit was later compared. Excess zero models (ZIP, ZINB, ZAP and ZANB) were found to be a better fit compared to standard count models (Poisson and negative binomial) in all 15 cases. We further investigated how distributional assumption a↵ects aggregation and zero inflation. Aggregation and zero inflation (measured by the dispersion parameter k and the zero inflation probability) were found to vary greatly with distributional assumption; this in turn changed the fixed-effects structure. Serial autocorrelation between adjacent observations was later taken into account by fitting observation driven time series models to the data. Simultaneously taking into account autocorrelation, overdispersion and zero inflation
proved to be successful as zero inflated autoregressive models performed better than zero inflated models in most cases. Apart from contribution to the knowledge of science, predictability of parasite burden will help farmers with effective disease management interventions. Researchers confronted with the task of analysing count data with excess zeroes can use the findings of this illustrative study as a guideline irrespective of their research discipline. Statistical methods from model selection, quantifying of zero inflation through to accounting for serial autocorrelation are described and illustrated.Statistics
M.Sc. (Statistics)
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Paditz, Ludwig. "Beiträge zur expliziten Fehlerabschätzung im zentralen Grenzwertsatz." Doctoral thesis, 1988. https://tud.qucosa.de/id/qucosa%3A26930.
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In der Arbeit wird das asymptotische Verhalten von geeignet normierten und zentrierten Summen von Zufallsgrößen untersucht, die entweder unabhängig sind oder im Falle der Abhängigkeit als Martingaldifferenzfolge oder stark multiplikatives System auftreten.
Neben der klassischen Summationstheorie werden die Limitierungsverfahren mit einer unendlichen Summationsmatrix oder einer angepaßten Folge von Gewichtsfunktionen betrachtet.
Es werden die Methode der charakteristischen Funktionen und besonders die direkte Methode der konjugierten Verteilungsfunktionen weiterentwickelt, um quantitative Aussagen über gleichmäßige und ungleichmäßige Restgliedabschätzungen in zentralen Grenzwertsatz zu beweisen.
Die Untersuchungen werden dabei in der Lp-Metrik, 1