To see the other types of publications on this topic, follow the link: Detrended cross correlation analysis.
Dissertations / Theses on the topic 'Detrended cross correlation analysis'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the top 50 dissertations / theses for your research on the topic 'Detrended cross correlation analysis.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.
1
Silva, Diego Roberto Cintra da [UNESP]. "Utilização do dentreded fluctuation analysis e do dentreded cross-correlation analysis para estudo do espectro de correlação de ações constantes no Ibovespa no período de crise do subprime." Universidade Estadual Paulista (UNESP), 2016. http://hdl.handle.net/11449/148597.
Full textAbstract:
Submitted by Diego Roberto Cintra da Silva null (diegocntr@hotmail.com) on 2017-01-22T14:31:57Z
No. of bitstreams: 1
Diego Cintra - Dissertação - Mestrado.pdf: 3332491 bytes, checksum: cb4ba5462d138f7b73df3323acd794c3 (MD5)Approved for entry into archive by Juliano Benedito Ferreira (julianoferreira@reitoria.unesp.br) on 2017-01-25T16:43:04Z (GMT) No. of bitstreams: 1 silva_drc_me_bauru.pdf: 3332491 bytes, checksum: cb4ba5462d138f7b73df3323acd794c3 (MD5)
Made available in DSpace on 2017-01-25T16:43:04Z (GMT). No. of bitstreams: 1 silva_drc_me_bauru.pdf: 3332491 bytes, checksum: cb4ba5462d138f7b73df3323acd794c3 (MD5) Previous issue date: 2016-12-02
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
As crises que ocorrem no mercado de ações são prejudiciais não só à parte monetária da economia de um país, mas ao desenvolvimento do país como um todo. A crise do subprime em 2008, que se iniciou nos Estados Unidos da América, atingiu o mundo todo, muitos países tiveram quedas significativas do PIB e vários entraram em recessão. Existe, então, o interesse em se compreender a dinâmica das séries temporais de variáveis como retorno e volatilidade das ações negociadas nesse mercado, a fim de compreender as diferenças de seu comportamento em momentos de crise econômica. Com o objetivo de analisar o espectro de correlação da volatilidade de ações no período da crise de 2008 e em suas vizinhanças, foram verificadas 31 ações de empresas pertencentes a diversos setores da economia brasileira, que compuseram entre 2007 e 2011 o Índice Bovespa. Para tal foram utilizados os métodos do Detrended Fluctuation Analisys – DFA e do Detrended Cross-Correlation Analisys – DCCA. Ambos métodos evidenciaram uma significativa mudança na função de probabilidade no período de crise comparativamente aos períodos de sua vizinhança.
Crises occurring in the stock market are harmful not only to the monetary part of a country's economy, but to the development of the country as a whole. The subprime crisis in 2008, which began in the United States of America, hit the whole world, many countries had significant declines in GDP and several went into recession. There is, therefore, an interest in understanding the dynamics of time series of variables such as return and volatility of the shares traded in this market, in order to understand the differences in their behavior in times of economic crisis. With the objective of analyzing the correlation spectrum of stock volatility in the period of the 2008 crisis and its neighborhoods, 31 stocks of companies belonging to various sectors of the Brazilian economy were verified, which made up the Bovespa Index between 2007 and 2011. The methods of Detrended Fluctuation Analyzes - DFA and Detrended Cross-Correlation Analyzes - DCCA were used for this. Both methods evidenced a significant change in the probability function in the period of crisis compared to the periods of its neighborhood.
2
SIQUEIRA, JÚNIOR Erinaldo Leite. "Leis de potências e correlações em séries temporais de preços de produtos agrícolas." Universidade Federal Rural de Pernambuco, 2009. http://www.tede2.ufrpe.br:8080/tede2/handle/tede2/4970.
Full textAbstract:
Submitted by (ana.araujo@ufrpe.br) on 2016-07-05T15:38:42Z
No. of bitstreams: 1
Erinaldo Leite Batista Almeida.pdf: 3620819 bytes, checksum: b2532ef7524f47d5417d01445fec797b (MD5)Made available in DSpace on 2016-07-05T15:38:42Z (GMT). No. of bitstreams: 1 Erinaldo Leite Batista Almeida.pdf: 3620819 bytes, checksum: b2532ef7524f47d5417d01445fec797b (MD5) Previous issue date: 2009-08-10
Financial markets are complex systems that contain large numbers of interacting units, including interactions among various units in the same market and interactions between units in different markets. Various methods of economics, statistics and econophysics have been developed to analyze financial temporal series (such as price returns, share volume, number of transactions), and serve to establish theoretical models for underlying stochastic processes. The availability of financial data on the internet and increasing computational power have enabled researchers to conduct a large number of empirical studies on financial markets. These studies have shown some universal properties: the risk function of price returns is scale invariant, with power-law behavior and similar value of exponent for different markets; the absolute values of returns (volatility) exhibit long-range power-law correlations. In this work, we use methods if econophysics to study the statistical properties of Brazilian financial markets. We analyze and compare scale properties of risk functions and correlations in temporal series of price returns of agricultural commodities and stocks of various companies traded at Bovespa. We analyze the daily prices of five commodities and twenty stocks traded in the period 2000-2008. For both commodities and stocks, the risk function of daily price returns shows powerlaw behavior with the exponent outside the Levy stable region. The values of exponents are higher for stocks than for commodities. We use Detrended Fluctuation Analysis (DFA) to study correlations in daily time series of absolute values of returns (volatility). This method was developed to quantify long range correlations in non-stationary temporal series.All analyzed series show persistent behavior, meaning that large (small) values are more likely to be followed with large (small) values. The value of the DFA exponent is higher for commodities than for stocks. We also use Detrended Cross Correlation Analysis (DCCA) to study cross-correlations between two series. The values of DCCA exponents are above 0.5 for all series, indicating the existence of long range cross-correlations. This means that each stock or commodity has long memory of its own previous values and of previous values of other stocks or commodities studied. These results are in agreement with results obtained for American financial markets.
Mercados financeiros são caracterizados por um grande número de unidades e interações complexas, incluindo as interações internas (entre diferentes elementos de um mercado) e fatores externos (influência de outros mercados). Vários métodos de economia, estatística e recentemente econofísica foram desenvolvidos para analisar as séries temporais de variáveis financeiras (retorno de preços de ações, mercadorias e taxas de cambio, índice de mercado, volume de negociação, etc.), com objetivo de estabelecer os modelos teóricos para processos estocásticos que estão em base desses fenômenos. A disponibilidade de dados financeiros de vários mercados e crescente poder computacional resultaram em um grande número de estudos empíricos cujos resultados mostraram algumas propriedades universais: a função risco de retornos de preços segue uma lei de potência com o valor de expoente similar para os vários mercados; os valores absolutos de retornos possuem correlações de longo alcance. Neste trabalho foram usados os métodos de econofísica para estudar as propriedades estatísticas do mercado financeiro brasileiro. Foram analisadas e comparadas as propriedades de escala de função risco e de correlações em séries temporais de retornos de preços de mercadorias agrícolas e preços de ações de várias empresas negociadas na Bolsa de Valores de São Paulo (BOVESPA). Foram analisados os preços diários de cinco mercadorias: açúcar, algodão, café, soja e boi, registrados em período 2000-2008. Para ações, analisamos as características seguintes: preços de abertura, fechamento, valores máximo e mínimo, volume e montante. Todas as séries são diárias, registradas no período de 2000-2008. São estudadas 20 empresas divididas em 4 grupos: bancos, energia, telecomunicações e siderurgia (5 empresas de cada grupo). Para todas as séries estudadas a função risco de retornos de preços segue uma lei de potência com os valores de expoente maiores para ações do que para mercadorias. As correlações são analisadas para os valores absolutos de retornos de preços (volatilidade). Foi usado o método Detrended Fluctuation Analysis (DFA), desenvolvido para quantificar as correlações de longo alcance em séries temporais não estacionárias. Todas as séries mostraram um comportamento persistente, significando que os valores grandes (pequenos) tem maior probabilidade de serem seguidos por valores grandes (pequenos). Os valores de expoente DFA são maiores para mercadorias do que para as ações. Foi utilizada uma generalização de DFA, Detrended Cross Correlation Analysis (DCCA) para analisar as correlações cruzadas entre duas séries. Os valores de expoente DCCA para todas as séries estudadas indicam a existência de correlações cruzadas de longo alcance significando que os valores de cada série possuem memória de longo alcance de seus valores anteriores e também de valores anteriores de outras série. Os resultados estão em acordo com os resultados obtidos para mercado americano.
3
Mohti, Wahbeeah. "Essays on frontier markets: financial integration, financial market efficiency, financial contagion." Doctoral thesis, Universidade de Évora, 2019. http://hdl.handle.net/10174/24579.
Full textAbstract:
This thesis investigates financial integration, market efficiency, and financial contagion in frontier markets in order to evaluate the potentiality of portfolio diversification. The first essay evaluates Asian frontier and emerging equity markets’ regional and global integration using Gregory and Hansen co-integration tests and detrended cross correlation analysis (DCCA). The results suggest that Asian emerging markets show some evidence of integration with both regional and global markets. From Asian frontier markets, Pakistan is the only one with evidence of integration with both benchmarks. The second essay appraises weak form efficiency of frontier markets to investigate the global correlation and long-range dependence, applying mutual information and Detrended Fluctuation Analysis (DFA). The results indicate that Slovenia is the only case where there is evidence compatible with weak form efficiency. The third essay investigates contagion from the US subprime financial crisis to frontier stock markets using Copula models to investigate dependence structures between US and frontier stock markets, before and during US subprime financial crisis. The results show that Croatia and Romania are the ones, most affected by the US subprime crisis. Subsequently, the forth essay investigates the contagion from both recent crises; US subprime financial crisis and European debt crisis to frontier stock market, applying DCCA correlation coefficients to investigate the linkage between crisis originating country stock markets (US and Greece) and those of frontier markets, to assess whether the correlation coefficients significantly increase with the crises. The results indicate that from US subprime crisis, European frontier markets are the ones most affected, followed by Middle Eastern markets. In case of European debt crisis (originated in Greece), the findings show that contagion effect is weaker in frontier markets; Ensaios sobre Mercados de Fronteira: Integração Financeira, Eficiência de Mercados, Contágio Financeiro
Sumário:
Esta tese investiga a integração financeira, eficiência de mercado e contágio financeiro nos chamados “mercados de fronteira”, a fim de avaliar o respetivo potencial de diversificação internacional de carteiras. O primeiro ensaio avalia a integração regional e global dos mercados de capitais emergentes e globais Asiáticos, sendo utilizados o teste de cointegração de Gregory e Hansen e a detrended cross correlation analysis (DCCA). Os resultados sugerem que os mercados emergentes asiáticos mostram algumas evidências de integração com os mercados regional e global. Dos mercados de fronteira asiática, o Paquistão é o único com evidências de integração com os dois benchmarks. O segundo ensaio avalia a eficiência da forma fraca dos mercados de fronteira para investigar a correlação global e a dependência longa, aplicando a informação mútua e a Detrended Fluctuation Analysis (DFA). Os resultados indicam que a Eslovénia é o único caso em que há evidências compatíveis com a hipótese d eficiência na forma fraca. O terceiro ensaio investiga o contágio da crise financeira subprime dos EUA para os mercados de fronteira, sendo usados modelos Copula para investigar as estruturas de dependência entre os mercados de ações dos EUA e os mercados de fronteira, antes e durante a crise financeira dos Estados Unidos. Os resultados mostram que a Croácia e a Roménia são os mercados mais afetados pela crise do subprime dos EUA. Posteriormente, o quarto ensaio investiga o contágio de ambas as crises recentes; crise financeira subprime dos EUA e crise da dívida europeia para os mercados de fronteira, aplicando coeficientes de correlação DCCA para investigar a ligação entre os mercados de ações de países EUA e Grécia e mercados de fronteira. Os resultados indicam que, relativamente à crise do subprime nos EUA, os mercados de fronteira europeus são os mais afetados, seguidos pelos mercados do Médio Oriente. Relativamente à crise da dívida soberana (originada na Grécia), os resultados mostram que o efeito de contágio é menor nos mercados de fronteira analisados.
4
Hotchkiss, Alastair Jeremy. "Generalised cross correlation functions for physical applications." Thesis, University of Exeter, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.262492.
Full text
5
Yamaguchi, David K. "Interpretation of Cross Correlation Between Tree-Ring Series." Tree-Ring Society, 1986. http://hdl.handle.net/10150/261724.
Full text
6
Kacher, Josh. "Cross-correlation-based texture analysis using kinematically simulated EBSD patterns /." Diss., CLICK HERE for online access, 2009. http://contentdm.lib.byu.edu/ETD/image/etd2994.pdf.
Full text
7
Kacher, Joshua Peter. "Cross-Correlation-Based Texture Analysis Using Kinematically Simulated EBSD Patterns." BYU ScholarsArchive, 2009. https://scholarsarchive.byu.edu/etd/1746.
Full textAbstract:
The development and example applications of a new EBSD-based texture analysis system are presented. This new system uses the cross-correlation function to compare two EBSD patterns at a number of corresponding regions in each pattern to calculate the deformation gradient tensor. Bragg's Law-based simulated EBSD patterns are used as reference patterns in the cross-correlation method to enable the measurements of absolute elastic strain and lattice orientation at discrete points in a crystalline sample. The resolution limits of this new method are explored using a variety of computational and physical experiments. The simulated pattern method is estimated to be able to measure lattice orientations to within +/-0.02° and elastic strains to within +/-3.6x10-4 for small strains and +/-1x10-3 for large strains. Two example applications are demonstrated. The first demonstration is estimating the dislocation density in a 5.5% compressed Mg-based AZ91 alloy. Nye's and Kröner's formulations are used to estimate the dislocation density. Comparisons are made with traditional OIM measurements and it is found that the simulated pattern method offers an order of magnitude improvement in dislocation density estimations over OIM. The second demonstration is tetragonality measurements of HSLA 65 steel along the weld line of a friction stir welded plate. Accurate tetragonality measurements in the bainite phase of the steel can be made using information from the diagonal components of the elastic strain tensor. The measured tetragonality can be related to the concentration of interstitial carbon atoms in the iron lattice to find the carbon distribution in the sample. From these experiments, it is demonstrated that the simulated pattern method presents a new and powerful methodology for texture analysis that exhibits both ease of use and access to high resolution orientation and elastic strain data.
8
Scott, Virginia Anne. "Exercise and depression causal sequence using cross-lagged panel correlation analysis /." College Park, Md. : University of Maryland, 2009. http://hdl.handle.net/1903/9982.
Full textAbstract:
Thesis (M.A.) -- University of Maryland, College Park, 2009.Thesis research directed by: Dept. of Kinesiology. Title from t.p. of PDF. Includes bibliographical references. Published by UMI Dissertation Services, Ann Arbor, Mich. Also available in paper.
9
Vuran, Mehmet Can. "Correlation-based Cross-layer Communication in Wireless Sensor Networks." Diss., Georgia Institute of Technology, 2007. http://hdl.handle.net/1853/16135.
Full textAbstract:
Wireless sensor networks (WSN) are event based systems that rely on the collective effort of densely deployed sensor nodes continuously observing a physical phenomenon. The spatio-temporal correlation between the sensor observations and the cross-layer design advantages are significant and unique to the design of WSN. Due to the high density in the network topology, sensor observations are highly correlated in the space domain. Furthermore, the nature of the energy-radiating physical phenomenon constitutes the temporal correlation between each consecutive observation of a sensor node. This unique characteristic of WSN can be exploited through a cross-layer design of communication functionalities to improve energy efficiency of the network.
In this thesis, several key elements are investigated to capture and exploit the correlation in the WSN for the realization of advanced efficient communication protocols. A theoretical framework is developed to capture the spatial and temporal correlations in WSN and to enable the development of efficient communication protocols. Based on this framework, spatial Correlation-based Collaborative Medium Access Control (CC-MAC) protocol is described, which exploits the spatial correlation in the WSN in order to achieve efficient medium access. Furthermore, the cross-layer module (XLM), which melts common protocol layer functionalities into a cross-layer module for resource-constrained sensor nodes, is developed. The cross-layer analysis of error control in WSN is then presented to enable a comprehensive comparison of error control schemes for WSN. Finally, the cross-layer packet size optimization framework is described.
10
Gilbert, Ross. "Evaluation of FFT Based Cross-Correlation Algorithms for Particle Image Velocimetry." Thesis, University of Waterloo, 2002. http://hdl.handle.net/10012/911.
Full textAbstract:
In the current study, the four most common Particle Image Velocimetry (PIV) cross-correlation algorithms were evaluated by measuring the displacement of particles in computer generated images. The synthetic images were employed to compare the methods since the particle diameter, density, and intensity could be controlled, removing some of the uncertainty found in images collected during experiments, e. g. parallax, 3-D motion, etc. The most important parameter that was controlled in the synthetic images was the particle motion. Six different displacement functions were applied to move the particles between images: uniform translation, step, sawtooth, sinusoid, line source and line vortex. The four algorithms, which all use the fast Fourier transform (FFT) to perform the cross-correlation, were evaluated with four criteria; (1) spatial resolution, (2) dynamic range, (3) accuracy and (4) robustness. The uniform translation images determined the least error possible with each method, of which the deformed FFT proved to be the most accurate. The super resolution FFT and deformed FFT methods could not properly measure the infinite displacement gradient in the step images due to the interpolation of the displacement vector field used by each method around the step. However, the predictor corrector FFT scheme, which does not require interpolation when determining the interrogation area offset, successfully measured the infinite displacement gradient in the step images. The smaller interrogation areas used by the super resolution FFT scheme proved to be the best method to capture the high frequency finite displacement gradients in the sawtooth and sinusoid images. Also shown in the sawtooth and sinusoid images is the positional bias error introduced by assuming the measured particle displacement occurs at the centre of the interrogation area. The deformed FFT method produced the most accurate results for the source and vortex images, which both contained displacement gradients in multiple directions. Experimentally obtained images were also evaluated to verify the results derived using the synthetic images. The flow in a multiple grooved channel, using both water and air as the fluid medium in separate experiments, was measured and compared to DNS simulations reported by Yang. The mean velocity, average vorticity and turbulent fluctuations determined from both experiments using the deformed FFT method compared very well to the DNS calculations.
11
Kanaan, Mona N. "Cross-spectral analysis for spatial point-lattice processes." Thesis, [n.p.], 2000. http://dart.open.ac.uk/abstracts/page.php?thesisid=94.
Full text
12
Lebel, Cynthia. "Optical Brain Imaging of Motor Cortex to Decode Movement Direction using Cross-Correlation Analysis." Thesis, University of North Texas, 2019. https://digital.library.unt.edu/ark:/67531/metadc1609111/.
Full textAbstract:
The goal of this study is to determine the intentional movement direction based on the neural signals recorded from the motor cortex using optical brain imaging techniques. Towards this goal, we developed a cross-correlation analysis technique to determine the movement direction from the hemodynamic signals recorded from the motor cortex. Healthy human subjects were asked to perform a two-dimensional hand movement in two orthogonal directions while the hemodynamic signals were recorded from the motor cortex simultaneously with the movements. The movement directions were correlated with the hemodynamic signals to establish the cross-correlation patterns of firings among these neurons. Based on the specific cross-correlation patterns with respect to the different movement directions, we can distinguish the different intentional movement directions between front-back and right-left movements. This is based on the hypothesis that different movement directions can be determined by different cooperative firings among various groups of neurons. By identifying the different correlation patterns of brain activities with each group of neurons for each movement, we can decode the specific movement direction based on the hemodynamic signals. By developing such a computational method to decode movement direction, it can be used to control the direction of a wheelchair for paralyzed patients based on the changes in hemodynamic signals recorded using non-invasive optical imaging techniques.
13
Miller, Carlton W. "Optimization of model analysis and cross-orthogonality techniques to insure finite element model correlation to test data /." Online version of thesis, 1993. http://hdl.handle.net/1850/12216.
Full text
14
Kirk, D., Y. Omori, A. Benoit-Lévy, R. Cawthon, C. Chang, P. Larsen, A. Amara, et al. "Cross-correlation of gravitational lensing from DES Science Verification data with SPT and Planck lensing." OXFORD UNIV PRESS, 2016. http://hdl.handle.net/10150/614994.
Full textAbstract:
We measure the cross-correlation between weak lensing of galaxy images and of the cosmic microwave background (CMB). The effects of gravitational lensing on different sources will be correlated if the lensing is caused by the same mass fluctuations. We use galaxy shape measurements from 139 deg(2) of the Dark Energy Survey (DES) Science Verification data and overlapping CMB lensing from the South Pole Telescope (SPT) and Planck. The DES source galaxies have a median redshift of z(med) similar to 0.7, while the CMB lensing kernel is broad and peaks at z similar to 2. The resulting cross-correlation is maximally sensitive to mass fluctuations at z similar to 0.44. Assuming the Planck 2015 best-fitting cosmology, the amplitude of the DESxSPT cross-power is found to be A(SPT) = 0.88 +/- 0.30 and that from DESxPlanck to be A(Planck) = 0.86 +/- 0.39, where A = 1 corresponds to the theoretical prediction. These are consistent with the expected signal and correspond to significances of 2.9 sigma and 2.2 sigma, respectively. We demonstrate that our results are robust to a number of important systematic effects including the shear measurement method, estimator choice, photo-z uncertainty and CMB lensing systematics. We calculate a value of A = 1.08 +/- 0.36 for DESxSPT when we correct the observations with a simple intrinsic alignment model. With three measurements of this cross-correlation now existing in the literature, there is not yet reliable evidence for any deviation from the expected LCDM level of cross-correlation. We provide forecasts for the expected signal-to-noise ratio of the combination of the five-year DES survey and SPT-3G.
15
Whitney, Melissa. "From TV to the mall a cross-gender analysis of the correlation between television and product consumption /." CONNECT TO ELECTRONIC THESIS, 2006. http://hdl.handle.net/1961/3622.
Full text
16
Mao, Deqiang. "Stochastic Analysis of Pumping Tests in Unconfined Aquifers." Diss., The University of Arizona, 2012. http://hdl.handle.net/10150/222873.
Full textAbstract:
The S shaped log log drawdown time curve typical of pumping tests in unconfined aquifers is reinvestigated via numerical experiments. We examine the temporal and spatial evolution of the rate of change in storage in an unconfined aquifer during pumping. This evolution is related to the transition of water release mechanisms from the expansion of water and compaction of the porous medium to the drainage of water from the unsaturated zone above the initial water table and initially saturated pores as the water table falls during the pumping of the aquifer. We conclude that the transition of the water release mechanisms and vertical flow are the cause of the S shaped drawdown time. Cross-correlation analysis is then employed to examine the relationship between hydraulic properties of an unconfined aquifer and pressure observations. The analysis reveals that head observed in the saturated zone at late times along a streamline is positively correlated with the conductivity (K(s)) of the region upstream of the observation location, and negatively correlated with the K(s) of the region downstream of the observation location along the same streamline. Besides, head observations in the saturated zone at the early time are positively correlated with specific storage (S(s)) in a narrow region between the observation and pumping locations. At intermediate and late times, the head positively correlates with the heterogeneity of α (pore-size distribution parameter) in a thin disk-shaped unsaturated region above the pumping and observation locations. Saturated water content θ(s) in the vadose zone directly above the pumping and monitoring locations is found positively correlated with the head observations during the intermediate times and late times.In the end, a stochastic inverse estimation is conducted to jointly interpret a sequential pumping test in a three dimensional unconfined aquifer. K(s), S(s), θ(s) and α are estimated at the same time. The estimated results capture the pattern of the heterogeneous parameters as well as the details with a smooth distribution. The estimated heterogeneous parameter fields produce better head predictions than the traditional homogeneous method.
17
Estrada, Perez Carlos Eduardo. "Analysis, comparison and modification of various Particle Image Velocimetry (PIV) algorithms." Texas A&M University, 2004. http://hdl.handle.net/1969.1/1532.
Full textAbstract:
A program based on particle tracking velocimetry (PTV) was developed in this work. The
program was successfully validated by means of artificial images where parameters such as radius,
concentration, and noise were varied in order to test their influence on the results. This program
uses the mask cross correlation technique for particle centroid location. The sub-pixel accuracy is
achieved using two different methods, the three point Gaussian interpolation method and the center
of gravity method. The second method is only used if the first method fails. The object matching
algorithm between frames uses cross correlation with a non binarized image.
A performance comparison between different particle image velocimetry (PIV) and PTV algorithms
was done using the international standard PIV challenge artificial images. The best
performance was obtained by the program developed in this work. It showed the best accuracy,
and the best spatial resolution by finding the larger number of correct vectors of all algorithm
tested.
A procedure is proposed to obtain error estimates for real images based on errors calculated
with experimental ones. Using this procedure a real PIV image with 20% noise has an estimated
average error of 0.1 pixel.
Results of the analysis of 200 experimental images are shown for the two best PTV algorithms.
18
Hall, Katherine McGregor. "Chimpanzee (Pan troglodytes) gaze following in the informed forager paradigm : analysis with cross correlations." Thesis, University of St Andrews, 2012. http://hdl.handle.net/10023/3029.
Full textAbstract:
I tested two pairs of captive chimpanzees (Pan troglodytes) in the informed forager paradigm: a subordinate saw the location of hidden bait, and then searched with a naïve dominant. This paradigm has tested what subjects know about others' states of knowledge, but my focus was to determine how subjects used different movement types and different gaze types to modify their competitive tactics. In particular, I investigated whether chimpanzees follow opponents' gaze to gain information. Learning more about how primates use visual information to predict others' behaviour can shed light on the continuing debate over to what degree apes possess theory of mind capacities. Previous published studies in this paradigm included narratives of ignorant competitors exploiting informed subjects by following their movement and gaze, and informed subjects avoided this exploitation by walking away from hidden food. The subordinate's behaviour can be considered tactical deception, which is a good place to seek strong evidence of second-order intentionality. Analyses with descriptive statistics, however, fail to capture the complexity of these interactions, which range from single decision-making points to larger patterns of following and misleading. I introduced a novel method of statistical analysis, cross correlations, that enabled me to examine behavioural patterns quantitatively that previous authors have only been able to describe in narrative form. Though previous studies on chimpanzees' understanding of gaze found that they were unable to use (human-given) gaze cues to locate hidden food, the subjects I tested followed their conspecific opponent's gaze, and used information gained from the gaze interaction to modify their own movement towards the hidden bait. Dominants adjusted their physical following of the subordinates as the interaction progressed, which reflected their changed states of knowledge. Subordinates used their movement and gaze differentially to manipulate dominants' behaviour, by withholding information and by recruiting towards a less-preferred bait.
19
Assefa, Yared. "Time series and spatial analysis of crop yield." Thesis, Kansas State University, 2012. http://hdl.handle.net/2097/15142.
Full textAbstract:
Master of ScienceDepartment of Statistics
Juan Du
Space and time are often vital components of research data sets. Accounting for and utilizing the space and time information in statistical models become beneficial when the response variable in question is proved to have a space and time dependence. This work focuses on the modeling and analysis of crop yield over space and time. Specifically, two different yield data sets were used. The first yield and environmental data set was collected across selected counties in Kansas from yield performance tests conducted for multiple years. The second yield data set was a survey data set collected by USDA across the US from 1900-2009. The objectives of our study were to investigate crop yield trends in space and time, quantify the variability in yield explained by genetics and space-time (environment) factors, and study how spatio-temporal information could be incorporated and also utilized in modeling and forecasting yield. Based on the format of these data sets, trend of irrigated and dryland crops was analyzed by employing time series statistical techniques. Some traditional linear regressions and smoothing techniques are first used to obtain the yield function. These models were then improved by incorporating time and space information either as explanatory variables or as auto- or cross- correlations adjusted in the residual covariance structures. In addition, a multivariate time series modeling approach was conducted to demonstrate how the space and time correlation information can be utilized to model and forecast yield and related variables. The conclusion from this research clearly emphasizes the importance of space and time components of data sets in research analysis. That is partly because they can often adjust (make up) for those underlying variables and factor effects that are not measured or not well understood.
20
Silva, Diego Roberto Cintra da. "Utilização do Dentreded Fluctuation Analysis e do Dentreded Cross-Correlation Analysis para estudo do espectro de correlação de ações constantes no Ibovespa no período de crise do Subprime /." Bauru, 2016. http://hdl.handle.net/11449/148597.
Full textAbstract:
Orientador: Antonio Fernando CrepaldiBanca: Pedro Carlos Oprime
Banca: José de Souza Rodrigues
Resumo: As crises que ocorrem no mercado de ações são prejudiciais não só à parte monetária da economia de um país, mas ao desenvolvimento do país como um todo. A crise do subprime em 2008, que se iniciou nos Estados Unidos da América, atingiu o mundo todo, muitos países tiveram quedas significativas do PIB e vários entraram em recessão. Existe, então, o interesse em se compreender a dinâmica das séries temporais de variáveis como retorno e volatilidade das ações negociadas nesse mercado, a fim de compreender as diferenças de seu comportamento em momentos de crise econômica. Com o objetivo de analisar o espectro de correlação da volatilidade de ações no período da crise de 2008 e em suas vizinhanças, foram verificadas 31 ações de empresas pertencentes a diversos setores da economia brasileira, que compuseram entre 2007 e 2011 o Índice Bovespa. Para tal foram utilizados os métodos do Detrended Fluctuation Analisys - DFA e do Detrended Cross-Correlation Analisys - DCCA. Ambos métodos evidenciaram uma significativa mudança na função de probabilidade no período de crise comparativamente aos períodos de sua vizinhança.
Abstract: Crises occurring in the stock market are harmful not only to the monetary part of a country's economy, but to the development of the country as a whole. The subprime crisis in 2008, which began in the United States of America, hit the whole world, many countries had significant declines in GDP and several went into recession. There is, therefore, an interest in understanding the dynamics of time series of variables such as return and volatility of the shares traded in this market, in order to understand the differences in their behavior in times of economic crisis. With the objective of analyzing the correlation spectrum of stock volatility in the period of the 2008 crisis and its neighborhoods, 31 stocks of companies belonging to various sectors of the Brazilian economy were verified, which made up the Bovespa Index between 2007 and 2011. The methods of Detrended Fluctuation Analyzes - DFA and Detrended Cross-Correlation Analyzes - DCCA were used for this. Both methods evidenced a significant change in the probability function in the period of crisis compared to the periods of its neighborhood
Mestre
21
Niehus, Mark T. "An Experimental Study of Temperature Sensor Noise Analysis in Evaluating the Velocity of Single-Phase Air and Water Flows." The Ohio State University, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=osu1213385038.
Full text
22
Stoch, Agnieszka. "Analysis of Seismic Data Acquired in the Hverahlíð Geothermal Area." Thesis, Uppsala universitet, Geofysik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-413199.
Full textAbstract:
Volcanic rifting environments, such as in Iceland, are challenging for conventional seismic reflection methods using active surface seismic sources. This study demonstrates the potential of a novel technique, called Virtual Reflection Seismic Profiling (VRSP) for imaging reflections in geothermal regions, like Hverahlíð, where a dense seismic array recorded a number of local microearthquakes for cross-correlation. Uppsala University, in collaboration with Reykjavik Energy, recorded seismicity in Hverahlíð using both seismometers and geophones. Acquired data were processed using the VRSP method, which applies seismic interferometry only to selected events, in this thesis local microearthquakes. Cross-correlation of the signal from a microearthquake recorded at one of the stations, which acts as a virtual source, with a ghost reflection recorded by the remaining receivers, produces a virtual shot gather. Stacking each station’s result, for all available events, and following a conventional multichannel processing sequence resulted in two stacked seismic images. Potential reflections observed in the obtained sections could be associated with major feed zones identified in the area by the borehole measurements. Eight dynamite explosions were processed with a conventional seismic reflection method, as a complementary source to the microearthquakes. In the produced stacked seismic section two potential reflections could be observed. Results from both passive and active datasets were 3D visualised to verify whether the reflections correspond to each other between sections. Two horizons were traced throughout all three stacked sections. One more interface appeared on two images obtained from processing the passive data. This study shows promising results for using natural sources to image the subsurface in a challenging environment.
23
NASCIMENTO, Rosângela Silveira do. "Análise de correlação de longo alcance no registro da atividade elétrica cortical no fenômeno da depressão alastrante em ratos." Universidade Federal Rural de Pernambuco, 2008. http://www.tede2.ufrpe.br:8080/tede2/handle/tede2/5308.
Full textAbstract:
Submitted by (ana.araujo@ufrpe.br) on 2016-08-12T14:04:00Z
No. of bitstreams: 1
Rosangela Silveira do Nascimento.pdf: 1012353 bytes, checksum: b5f0d139481ab0bfdd6a1f689175c1f6 (MD5)Made available in DSpace on 2016-08-12T14:04:00Z (GMT). No. of bitstreams: 1 Rosangela Silveira do Nascimento.pdf: 1012353 bytes, checksum: b5f0d139481ab0bfdd6a1f689175c1f6 (MD5) Previous issue date: 2008-02-29
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES
In the present work we analyze the dynamics of electrical cortical activity during the phenomenon of spreading depression (DA) and during the periods before and after this phenomenon. The characteristic of DA is reduced amplitude of spontaneous electrical activity that occurs in neural tissue after the application of stimulus that can be electrical, chemical, mechanical, luminous etc. In order to study properties of time series of electrical cortical activity recorded by ECoG (electrocortiogram) before,during and after DA, we apply Detrended Fluctuation Analysis(DFA). This method is designed to quantify long term correlations (memory) in temporal series such ECoG register. The method was successfully applied in studies of DNA sequences and non-stationary time series as heart rate variability, stride intervals, financial time series etc. The application of DFA results in scaling exponentα that quantifies correlation properties of nonlinear dynamical systems. This experiment indicates if temporal series posses long term correlations. In this work we calculate exponent α for different intervals: control (before the stimulus), after the stimulus, during the avalanche, during DA and after DA for two experimental groups of rats, nourished and malnourished. For both experimental groups the values of exponent α indicates persistent behavior for all intervals except during the avalanche in which correlations degrade. The presence of long term correlations in physiological time series observed in healthy organisms represents complexity that guaranties the organism’s adaptability to stress and disease. The absence of correlations during the avalanche indicates the loss of this complexity. Non-parametric Wilcoxon test was used to compare mean values of exponents α for all intervals of analyzed time series. In cases of nourished rats, the mean values ofα are significantly different for control, stimulus, avalanche, DA and after-DA intervals. Wilcoxon test was also used to compare mean values of α for corresponding intervals for the two experimental groups. The result is significant difference in mean values of α for control, stimulus avalanche, DA and after DA intervals between two experimental groups. The hypothesis that α =0.5 for avalanche intervals was not rejected by test, confirming the loss of correlations in this phase. Comparison of mean values of α for different intervals (control, stimulus, DA and after DA) with avalanche using the Wilcoxon test results in significant difference between two groups.
O presente estudo se propõe a analisar a dinâmica da atividade elétrica cortical durante o fenômeno da depressão alastrante (DA) e nos períodos que antecede e sucede o fenomêno. A DA é caracterizada pela redução da amplitude da atividade elétrica espontânea que ocorre no tecido neural, após a aplicação de um estímulo de natureza elétrica, química, mecânica, luminosa e outros. Visando estudar o comportamento da série temporal da atividade elétrica cortical, registrada no ECoG (eletrocorticograma), durante a DA e nos períodos que precede e sucede o fenômeno, foi aplicado o método do DFA (Detrended Fluctuation Analysis). Este método permite quantificar a existência de correlação de longo alcance (memória) numa série temporal, como é o caso do registro do ECoG. Anteriormente, o método foi aplicado em seqüências de DNA e no estudo de séries temporais não estacionárias, tais como, dinâmica da variabilidade cardíaca, flutuações de eletroencefalograma de humanos, intervalos entre passos sucessivos de humanos, séries econômicas e outros. A aplicação do DFA numa série temporal permite a determinação de um expoente de escalonamento α, que pode contribuir para a compreensão das propriedades dos sistemas dinâmicos não lineares. Este expoenteα revela se a série temporal apresenta correlação de longo alcance ou não. Neste trabalho os expoentes α foram calculados nas fases de controle, estímulo, avalanche, DA e após a DA para o ECoG, em dois grupos experimentais, ratos nutridos e ratos desnutridos. Em ambos os grupos experimentais, os valores obtidos para o expoente de escalonamento α denotam que a série temporal do ECoG apresenta correlação persistente (comportamento da série no presente se mantém no futuro) em todas as fases do processo com exceção da avalanche, período no qual ocorre perda de correlação. A presença de correlação de longo alcance numa série temporal biológica é uma resposta sempre observada em organismos saudáveis cuja complexidade do sinal registrado garante a adaptabilidade do organismo a situações de estresse e/ou distúrbios. Enquanto a ausência de correlação, observada na avalanche, indica a perda de propriedades fractais nos sistemas fisiológicos. O uso do método não-paramétrico de Wilcoxon, para comparar os valores médios dos expoentes α obtidos para o grupo de animais nutrido, durante as fases de controle, estimulação, DA, após DA, revelou que essas diferentes fasesdiferem significativamente. Os valores médios dos expoentes α obtidos para o grupo de animais desnutrido, durante as fases de controle, estimulação, DA, após DA, também não foram significativamente diferentes, quando comparados pelo método de Wilcoxon. Na comparação dos valores médios de α nas fases de controle, estimulação, DA, após DA entre os dois grupos de animais (nutrido e desnutrido) o teste de Wilcoxon revelou que as médias dos expoentes α em cada fase para os animais nutridos diferem significativamente daquelas obtidas para os animais desnutridos. Na avalanche a hipótese de que o expoente α é igual a 0,5, não foi rejeitada pelo teste de Wilcoxon, ou seja, o teste confirmou a perda de correlação nessa fase. Na comparação entre as médias dos expoentes α nos diferentes intervalos (controle, estimulação, DA, após DA) com o valor do expoente α na avalanche, o teste de Wilcoxon acusou diferença significativa tanto no grupo dos nutridos como no grupo dos desnutridos.
24
Cai, Jing-sen, E.-chuan Yan, Tian-chyi Jim Yeh, and Yuan-yuan Zha. "Effects of heterogeneity distribution on hillslope stability during rainfalls." EDITORIAL BOARD WATER SCIENCE & ENGINEERING, 2016. http://hdl.handle.net/10150/622924.
Full textAbstract:
The objective of this study was to investigate the spatial relationship between the most likely distribution of saturated hydraulic conductivity (K-s) and the observed pressure head (P) distribution within a hillslope. The cross-correlation analysis method was used to investigate the effects of the variance of lnK(s), spatial structure anisotropy of lnK(s), and vertical infiltration flux (q) on P at some selected locations within the hillslope. The cross-correlation analysis shows that, in the unsaturated region with a uniform flux boundary, the dominant correlation between P and Ks is negative and mainly occurs around the observation location of P. A relatively high P value is located in a relatively low Ks zone, while a relatively low P value is located in a relatively high Ks zone. Generally speaking, P is positively correlated with q/Ks at the same location in the unsaturated region. In the saturated region, the spatial distribution of K-s can significantly affect the position and shape of the phreatic surface. We therefore conclude that heterogeneity can cause some parts of the hillslope to be sensitive to external hydraulic stimuli (e.g., rainfall and reservoir level change), and other parts of the hillslope to be insensitive. This is crucial to explaining why slopes with similar geometries would show different responses to the same hydraulic stimuli, which is significant to hillslope stability analysis. (C) 2016 Hohai University. Production and hosting by Elsevier B.V.
25
Ribeiro, Ramos Francisco Fernando, and fr1960@clix pt. "Essays in time series econometrics and forecasting with applications in marketing." RMIT University. Economics, Finance and Marketing, 2007. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20071220.144516.
Full textAbstract:
This dissertation is composed of two parts, an integrative essay and a set of published papers. The essay and the collection of papers are placed in the context of development and application of time series econometric models in a temporal-axis from 1970s through 2005, with particular focus in the Marketing discipline. The main aim of the integrative essay is on modelling the effects of marketing actions on performance variables, such as sales and market share in competitive markets. Such research required the estimation of two kinds of time series econometric models: multivariate and multiple time series models. I use Autoregressive Integrated Moving Average (ARIMA) intervention models and the Pierce and Haugh statistical test to model the impact of a single marketing instrument, mainly price promotions, to measure own and cross-short term sales effects, and to study asymmetric marketing competition. I develop and apply Vector AutoRegressive (VAR) and Bayesian Vector AutoRegressive (BVAR) models to estimate dynamic relationships in the market and to forecast market share. Especially, BVAR models are advantageous because they contain all relevant dynamic and interactive effects. They accommodate not only classical competitive reaction effects, but also own and cross-market share brand feedback effects and internal decision rules and provided substantively useful insights into the dynamics of demand. The integrative essay is structured in four main parts. The introduction sets the basic ideas behind the published papers, with particular focus on the motivation of the essay, the types of competitive reaction effects analysed, an overview of the time series econometric models in marketing, a short discussion of the basic methodology used in the research and a brief description of the inter-relationships across the published papers and structure of the essay. The discussion is centred on how to model the effects of marketing actions at the selective demand or brand level and at the primary demand or product level. At the brand level I discuss the research contribution of my work on (i) modelling promotional short-term effects of price and non-price actions on sales and market share for consumer packaged goods, with no competition, (ii) how to measure own and cross short-term sales effects of advertising and price, in particular, cross-lead and lag effects, asymmetric sales behaviour and competition without retaliatory actions, in an automobile market, (iii) how to model the marketing-mix effectiveness at the short and long-term on market shares in a car market, (iv) what is the best method to forecast market share, and (v) the study of causal linkages at different time horizons between sales and marketing activity for a particular brand. At the product or commodity level, I propose a way to model the flows of tourists that come from different origins (countries) to the same country-destination as market segments defining the primary demand of a commodity - the product
26
Tucker, Roy Colin. "Visualisation Studio for the analysis of massive datasets." Thesis, University of Plymouth, 2016. http://hdl.handle.net/10026.1/4870.
Full textAbstract:
This thesis describes the research underpinning and the development of a cross platform application for the analysis of simultaneously recorded multi-dimensional spike trains. These spike trains are believed to carry the neural code that encodes information in a biological brain. A number of statistical methods already exist to analyse the temporal relationships between the spike trains. Historically, hundreds of spike trains have been simultaneously recorded, however as a result of technological advances recording capability has increased. The analysis of thousands of simultaneously recorded spike trains is now a requirement. Effective analysis of large data sets requires software tools that fully exploit the capabilities of modern research computers and effectively manage and present large quantities of data. To be effective such software tools must; be targeted at the field under study, be engineered to exploit the full compute power of research computers and prevent information overload of the researcher despite presenting a large and complex data set. The Visualisation Studio application produced in this thesis brings together the fields of neuroscience, software engineering and information visualisation to produce a software tool that meets these criteria. A visual programming language for neuroscience is produced that allows for extensive pre-processing of spike train data prior to visualisation. The computational challenges of analysing thousands of spike trains are addressed using parallel processing to fully exploit the modern researcher’s computer hardware. In the case of the computationally intensive pairwise cross-correlation analysis the option to use a high performance compute cluster (HPC) is seamlessly provided. Finally the principles of information visualisation are applied to key visualisations in neuroscience so that the researcher can effectively manage and visually explore the resulting data sets. The final visualisations can typically represent data sets 10 times larger than previously while remaining highly interactive.
27
FIGUEIRÊDO, Bárbara Camboim Lopes de. "Análise multifractal da velocidade do vento em Pernambuco." Universidade Federal Rural de Pernambuco, 2014. http://www.tede2.ufrpe.br:8080/tede2/handle/tede2/4526.
Full textAbstract:
Submitted by (ana.araujo@ufrpe.br) on 2016-05-25T14:39:16Z
No. of bitstreams: 1
Barbara Camboim Lopes de Figueiredo.pdf: 2032958 bytes, checksum: d463c6ab534a96f1ce5aac33c2dde210 (MD5)Made available in DSpace on 2016-05-25T14:39:16Z (GMT). No. of bitstreams: 1 Barbara Camboim Lopes de Figueiredo.pdf: 2032958 bytes, checksum: d463c6ab534a96f1ce5aac33c2dde210 (MD5) Previous issue date: 2014-02-24
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES
The study of climate has great importance, given that a variation of climatic elements affect the economy of a certain region and life of the inhabitants. Climate variables temperature, humidity, atmospheric pressure, solar radiation, precipitation and wind can be affected by geophysical and environmental factors such as latitude, altitude, air mass, proximity to sea, sea currents and vegetation. Wind is the most complex climate element representing the natural phenomenon of turbulence, it is characterized by high temporal and spatial variability. Wind is generated by atmospheric air mass movement, and has influence on various environmental phenomena such as soil erosion, pollutant dispersal and transport of pollen and seeds. Knowing wind speed temporal and spatial distribution is crucial to evaluate the potential for generation of eolic energy. In this work we study long-term correlations in wind speed temporal series registered at twelve meteorological stations in the state of Pernambuco, Brazil. To this end we apply Multifractal Detrended Fluctuation Analysis (MF-DFA) on hourly wind speed data for the period 2008-2011. All the analyzed series exhibit multifractal properties with generalized Hurst exponents above 0.5 indicating persistent temporal dynamics for both, small and large fluctuations. We also calculate other multifractal measures Rényi exponent and singularity spectrum, and complexity parameters, position of maximum, width and asymmetry of multifractral spectrum. No correlation was detected between complexity parameters and the geographic parameters longitude, latitude and altitude of the station, except for asymmetry of multifractal spectrum: negative correlation with longitude for maximum wind speed and negative correlation with latitude for average wind speed. However for all stations the strength of multifractality (indicated by width of multifractal spectrum) is greater for maximum wind speed then for average wind speed. These results contribute to a better understanding of the nature of stochastic processes governing wind dynamics which is necessary for development of more accurate predictive models for wind speed temporal variability and diverse phenomena influenced by wind.
O estudo do clima tem grande importância visto que a variação em elementos climáticos afeta a economia de uma região e a vida das pessoas que ali habitam. As variáveis climáticas temperatura, umidade, pressão atmosférica, radiação solar, precipitação e vento podem ser influenciadas por diversos fatores, geofísicos e ambientais, tais como latitude, altitude, massas de ar, continentalidade e maritmidade, relevo e vegetação. Um dos mais complexos elementos do clima é o vento, pelo fato de representar um fenômeno natural de turbulência, caracterizado por uma grande variabilidade temporal e espacial. O vento é gerado pelo movimento das massas de ar e pode influenciar vários fenômenos ambientais como erosão do solo, dispersão de poluentes e transporte de pólen e sementes. O conhecimento da distribuição temporal e espacial da velocidade do vento é crucial para avaliação do potencial eólico de uma região. Neste trabalho estudaram-se correlações de longo alcance das séries temporais de velocidade do vento registradas em 12 estações meteorológicas durante o período de 2008 a 2011 no estado de Pernambuco aplicando-se o método Multifractal Detrended Fluctuation Analysis (MF-DFA) nas séries temporais horárias. Todas as séries analisadas mostram as propriedades multifractais com valores de expoente generalizado de Hurst acima de 0,5 indicando uma dinâmica persistente para pequenas e grande flutuações. Foram calculadas também as outras medidas multifractais, o expoente Rényi e o espectro multifractal bem como os parâmetros de complexidade: posição do máximo, largura e assimetria do espectro multifractal. Não foram encontradas correlação entre os parâmetros de complexidade e as coordenadas geográficas: longitude, latitude e altitude, exceto a medida de assimetria do espectro multifractal: correlação negativa entre a rajada e longitude e entre velocidade e latitude. Para todas estações as larguras do espectro multifractal foram maiores para a rajada que para a velocidade, indicando uma multifractalidade mais forte. Estes resultados contribuem para uma melhor compreensão da natureza dos processos estocásticos geradores da dinâmica do vento, necessária para o desenvolvimento de modelos confiáveis para predição da variabilidade temporal do vento e dos diversos fenômenos influenciados pelo mesmo.
28
Olgemar, Markus. "Camera Based Navigation : Matching between Sensor reference and Video image." Thesis, Linköping University, Department of Electrical Engineering, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-15952.
Full textAbstract:
an Internal Navigational System and a Global Navigational Satellite System (GNSS). In navigational warfare the GNSS can be jammed, therefore are a third navigational system is needed. The system that has been tried in this thesis is camera based navigation. Through a video camera and a sensor reference the position is determined. This thesis will process the matching between the sensor reference and the video image.
Two methods have been implemented: normalized cross correlation and position determination through a homography. Normalized cross correlation creates a correlation matrix. The other method uses point correspondences between the images to determine a homography between the images. And through the homography obtain a position. The more point correspondences the better the position determination will be.
The results have been quite good. The methods have got the right position when the Euler angles of the UAV have been known. Normalized cross correlation has been the best method of the tested methods.
29
Bailey, Carlynne. "Comparative Study of the Chemostratigraphic and Petrophysical characteristics of Wells A-A1, A-L1, A-U1 and A-I1 in the Orange Basin, South Atlantic Margin, Offshore South Africa." Thesis, University of the Western Cape, 2009. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_1427_1282897265.
Full textAbstract:
Many hydrocarbon reservoirs are situated in barren sequences that display poor stratigraphic control. Correlation between the wells can become extremely difficult and traditional correlation techniques can prove to be inadequate. Past studies have shown that trace and major element concentrations can be used as a correlation tool. This practice of using geochemical fingerprints to characterize between wells is called Chemostratigraphic analysis. (Pearce et al, 1999) Chemostratigraphy has been recognized as a very important correlation technique as it can be used for rocks of any age, in any geological setting as well as sequences that are traditionally defined as barren. Chemostratigraphic analyses can be used as a means of getting rid of ambiguities within data produced by traditional correlation methods such as Biostratigraphy, Lithostratigraphy and Geophysical Logging. In areas where stratigraphic data is not available it can be used to construct correlation frameworks for the sequences found in the area. The motivation behind this study is that the research is not only worthy of academic investigation, but can also provide the industry with new insights into areas that were previously misunderstood because traditional correlation methods were not adequate. The study area, the Orange basin, is located offshore South Africa and is largely underexplored. The basin, that hosts two gas field namely the Ibhubesi and the Kudu gas fields, has large potential but in the past has not been given due attention with only 34 wells being drilled in the area. The Orange basin has recently been the topic of investigation because of the belief that it may be hosts to more hydrocarbons. This study will utilise Chemostratigraphy to attempt to provide geological information on this relatively under-explored basin. The aim of this research study is to produce a chemostratigraphic framework -scheme for the Orange Basin in order to facilitate reservoir scale interwell correlation. The Objectives of this research study will be to identify chemostratigraphic units or indices, to prove the adequate use of chemostratigraphy as an independent correlation technique and to integrate the chemostratigraphy and petrophysical characteristics of the four wells to facilitate lithological identification.
30
Gavenčiak, Michal. "Výzkum nových parametrů online písma u dětí s grafomotorickými obtížemi." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2021. http://www.nusl.cz/ntk/nusl-442574.
Full textAbstract:
In the Czech Republic, there is currently no objective method to diagnose graphomotor difficulties in children. Ongoing research uses modern digitizers to capture the hand-writing process and quantify its parameters. The first goal of this thesis is to develop software tools to faciliate work with the collected data, such as database validation and writing exercise rating, done by specialists. Another goal of this thesis is to design new on-line handwriting parameters which are then to be analysed on a cohort of school children from 2nd to 4th class of primary school (n=239). The implementation of two desktop programs on the .NET platform is described, among three new quantifying parameters based on the principles of isochrony, two-dimensional cross-correlation, and geometrical centroid. All three parameters show significant correlation (r = [0,2; 0,3])with the HPSQ-C rating in 2nd- and 4th-graders and correlation (𝜌= [0,2; 0,5]) with specialist’s subjective scores in all children from the cohort. The analysis suggests children with graphomotor difficulties struggle with regulating handwriting speed and working memory.
31
Kohl, Tobias [Verfasser]. "Development of a novel protease assay exclusively based on fluorescent proteins and dual-color cross-correlation analysis for both in vitro and in vivo applications = Entwicklung eines FCS- (Fluoreszenz-Korrelationsspektroskopie) basierten Assays für die Detektion intrazellulärer Proteaseaktivität / Tobias Kohl." Ulm : Universität Ulm. Fakultät für Naturwissenschaften, 2004. http://d-nb.info/1015471277/34.
Full text
32
Shaban, Hassan. "Experimental Investigations of Internal Air-water Flows." Thesis, Université d'Ottawa / University of Ottawa, 2015. http://hdl.handle.net/10393/32952.
Full textAbstract:
The objective of the present thesis research is to apply state-of-the-art experimental and data analysis techniques to the study of gas-liquid pipe flows, with a focus on conditions occurring in header-feeder systems of nuclear reactors under different accident scenarios. Novel experimental techniques have been proposed for the identification of the flow regime and measurement of the flow rates of both phases in gas-liquid flows. These techniques were automated, non-intrusive and economical, which ensured that their use would be feasible in industrial as well as laboratory settings. Measurements of differential pressure and the gas and liquid flow rates were collected in vertical upwards air-water flow at near-atmospheric pressure. It was demonstrated that the probability density function of the normalized differential pressure was indicative of the flow regime and using non-linear dimensionality reduction (the Elastic Maps Algorithm), it was possible to automate the process of identifying the flow regime from the differential pressure signal. The relationship between the probability density function and the power spectral density of normalized differential pressure with the gas and liquid flow rates in air-water pipe flow was also established and a machine learning algorithm (using Independent Component Analysis and Artificial Neural Networks) was proposed for the estimation of the phase flow rates from these properties. The proposed methods were adapted for use with single and dual conductivity wire-mesh sensors in vertical upwards and downwards air--water flows. A thorough evaluation of the performance and measurement uncertainty of wire-mesh sensors in gas-liquid flows was also performed. Lastly, measurements of the flow distribution in feeder tubes supplied with air-water mixtures by a simplified header model were collected and correlated to the observed flow patterns in the header.
33
Domrow, Nathan Craig. "Design, maintenance and methodology for analysing longitudinal social surveys, including applications." Queensland University of Technology, 2007. http://eprints.qut.edu.au/16518/.
Full textAbstract:
This thesis describes the design, maintenance and statistical analysis involved in undertaking a Longitudinal Survey. A longitudinal survey (or study) obtains observations or responses from individuals over several times over a defined period. This enables the direct study of changes in an individual's response over time. In particular, it distinguishes an individual's change over time from the baseline differences among individuals within the initial panel (or cohort). This is not possible in a cross-sectional study. As such, longitudinal surveys give correlated responses within individuals. Longitudinal studies therefore require different considerations for sample design and selection and analysis from standard cross-sectional studies. This thesis looks at the methodology for analysing social surveys. Most social surveys comprise of variables described as categorical variables. This thesis outlines the process of sample design and selection, interviewing and analysis for a longitudinal study. Emphasis is given to categorical response data typical of a survey. Included in this thesis are examples relating to the Goodna Longitudinal Survey and the Longitudinal Survey of Immigrants to Australia (LSIA). Analysis in this thesis also utilises data collected from these surveys. The Goodna Longitudinal Survey was conducted by the Queensland Office of Economic and Statistical Research (a portfolio office within Queensland Treasury) and began in 2002. It ran for two years whereby two waves of responses were collected.
34
Zhang, Yulei. "Computer Experiments with Both Quantitative and Qualitative Inputs." The Ohio State University, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=osu1408042133.
Full text
35
Banejad, Mahdi. "Identification of Damping Contribution from Power System Controllers." Queensland University of Technology, 2004. http://eprints.qut.edu.au/15851/.
Full textAbstract:
With the growth of power system interconnections, the economic drivers encourage the electric companies to load the transmission lines near their limits, therefore it is critical to know those limits well. One important limiting issue is the damping of inter-area oscillation (IAO) between groups of synchronous machines. In this Ph.D. thesis, the contribution of power system components such as load and static var compensators (SVC) that affect the IAO of the power system, are analysed. The original contributions of this thesis are as follows: 1-Identification of eigenvalues and mode shapes of the IAO: In the first contribution of this thesis, the eigenvalues of the IAO are identified using a correlation based method. Then, the mode shape at each identified resonant frequency is determined to show how the synchronous generators swing against each other at the specific resonant frequencies. 2-Load modelling and load contribution to damping: The first part of this contribution lies in identification of the load model using cross-correlation and autocorrelation functions . The second aspect is the quantification of the load contribution to damping and sensitivity of system eigenvalues with respect to the load. 3- SVC contribution to damping: In this contribution the criteria for SVC controller redesign based on complete testing is developed. Then the effect of the SVC reactive power on the measured power is investigated. All of the contributions of this thesis are validated by simulation on test systems. In addition, there are some specific application of the developed methods to real data to find a.) the mode shape of the Australian electricity network, b.) the contribution of the Brisbane feeder load to damping and c.) the effect of the SVC reactive power of the Blackwall substations on the active power supplying Brisbane.
36
Rosen, Gail L. "Signal processing for biologically-inspired gradient source localization and DNA sequence analysis." Diss., Available online, Georgia Institute of Technology, 2006, 2006. http://etd.gatech.edu/theses/available/etd-07102006-123527/.
Full textAbstract:
Thesis (Ph. D.)--Electrical and Computer Engineering, Georgia Institute of Technology, 2007.Oliver Brand, Committee Member ; James H. McClellan, Committee Member ; Paul Hasler, Committee Chair ; Mark T. Smith, Committee Member ; David Anderson, Committee Member.
37
Yuan, Hui. "3D morphological and crystallographic analysis of materials with a Focused Ion Beam (FIB)." Thesis, Lyon, INSA, 2014. http://www.theses.fr/2014ISAL0134/document.
Full textAbstract:
L’objectif principal de ce travail est d’optimise la tomographie par coupe sériée dans un microscope ‘FIB’, en utilisant soit l’imagerie électronique du microscope à balayage (tomographie FIB-MEB), soit la diffraction des électrons rétrodiffusés (tomographie dite EBSD 3D). Dans les 2 cas, des couches successives de l’objet d’étude sont abrasées à l’aide du faisceau ionique, et les images MEB ou EBSD ainsi acquises séquentiellement sont utilisées pour reconstruire le volume du matériau. A cause de différentes sources de perturbation incontrôlées, des dérives sont généralement présentes durant l'acquisition en tomographie FIB-MEB. Nous avons ainsi développé une procédure in situ de correction des dérives afin de garder automatiquement la zone d'intérêt (ROI) dans le champ de vue. Afin de reconstruction le volume exploré, un alignement post-mortem aussi précis que possible est requis. Les méthodes actuelles utilisant la corrélation-croisée, pour robuste que soit cette technique numérique, présente de sévères limitations car il est difficile, sinon parfois impossible de se fier à une référence absolue. Ceci a été démontré par des expériences spécifiques ; nous proposons ainsi 2 méthodes alternatives qui permettent un bon alignement. Concernant la tomographie EBSD 3D, les difficultés techniques liées au pilotage de la sonde ionique pour l'abrasion précise et au repositionnement géométrique correct de l’échantillon entre les positions d'abrasion et d’EBSD conduisent à une limitation importante de la résolution spatiale avec les systèmes commerciaux (environ 50 nm)3. L’EBSD 3D souffre par ailleurs de limites théoriques (grand volume d'interaction électrons-solide et effets d'abrasion. Une nouvelle approche, qui couple l'imagerie MEB de bonne résolution en basse tension, et la cartographie d'orientation cristalline en EBSD avec des tensions élevées de MEB est proposée. Elle a nécessité le développement de scripts informatiques permettant de piloter à la fois les opérations d’abrasion par FIB et l’acquisition des images MEB et des cartes EBSD. L’intérêt et la faisabilité de notre approche est démontrée sur un cas concret (superalliage de nickel). En dernier lieu, s’agissant de cartographie d’orientation cristalline, une méthode alternative à l’EBSD a été testée, qui repose sur l’influence des effets de canalisation (ions ou électrons) sur les contrastes en imagerie d’électrons secondaires. Cette méthode corrèle à des simulations la variation d’intensité de chaque grain dans une série d’images expérimentales obtenues en inclinant et/ou tournant l’échantillon sous le faisceau primaire. Là encore, la méthode est testée sur un cas réel (polycritsal de TiN) et montre, par comparaison avec une cartographie EBSD, une désorientation maximale d'environ 4° pour les angles d’Euler. Les perspectives d’application de cette approche, potentiellement beaucoup plus rapide que l’EBSD, sont évoquéesThe aim of current work is to optimize the serial-sectioning based tomography in a dual-beam focused ion beam (FIB) microscope, either by imaging in scanning electron microscopy (so-called FIB-SEM tomography), or by electron backscatter diffraction (so-called 3D-EBSD tomography). In both two cases, successive layers of studying object are eroded with the help of ion beam, and sequentially acquired SEM or EBSD images are utilized to reconstruct material volume. Because of different uncontrolled disruptions, drifts are generally presented during the acquisition of FIB-SEM tomography. We have developed thus a live drift correction procedure to keep automatically the region of interest (ROI) in the field of view. For the reconstruction of investigated volume, a highly precise post-mortem alignment is desired. Current methods using the cross-correlation, expected to be robust as this digital technique, show severe limitations as it is difficult, even impossible sometimes to trust an absolute reference. This has been demonstrated by specially-prepared experiments; we suggest therefore two alternative methods, which allow good-quality alignment and lie respectively on obtaining the surface topography by a stereoscopic approach, independent of the acquisition of FIB-SEM tomography, and realisation of a crossed ‘hole’ thanks to the ion beam. As for 3D-EBSD tomography, technical problems, linked to the driving the ion beam for accurate machining and correct geometrical repositioning of the sample between milling and EBSD position, lead to an important limitation of spatial resolution in commercial softwares (~ 50 nm)3. Moreover, 3D EBSD suffers from theoretical limits (large electron-solid interaction volume for EBSD and FIB milling effects), and seems so fastidious because of very long time to implement. A new approach, coupling SEM imaging of good resolution (a few nanometres for X and Y directions) at low SEM voltage and crystal orientation mapping with EBSD at high SEM voltage, is proposed. This method requested the development of computer scripts, which allow to drive the milling of FIB, the acquisition of SEM images and EBSD maps. The interest and feasibility of our approaches are demonstrated by a concrete case (nickel super-alloy). Finally, as regards crystal orientation mapping, an alternative way to EBSD has been tested; which works on the influence of channelling effects (ions or electrons) on the imaging contrast of secondary electrons. This new method correlates the simulations with the intensity variation of each grain within an experimental image series obtained by tilting and/or rotating the sample under the primary beam. This routine is applied again on a real case (polycrystal TiN), and shows a max misorientation of about 4° for Euler angles, compared to an EBSD map. The application perspectives of this approach, potentially faster than EBSD, are also evoked
38
Dufoyer, Adeline. "Signification physique et hydrologique de l'information spectrale contenue dans le signal hydrodynamique à l'exutoire des systèmes karstiques. Links between karst hydrogeological properties and statistical characteristics of spring discharge time series : a theoretical study." Thesis, Normandie, 2019. http://www.theses.fr/2019NORMR147.
Full textAbstract:
À l’échelle mondiale, des enjeux socio-économiques majeurs reposent sur les systèmes karstiques, tant pour l’alimentation en eau potable des populations que pour l’exploitation des gisements auxquels ils sont associés. Ces systèmes sont définis, par De Marsily (1984), comme des milieux dans lesquels « l’hétérogénéité atteint son paroxysme » : les modelés physiques caractérisant le karst sont particulièrement variés et les réponses hydrodynamiques sont indéniablement complexes et non-linéaires. Aujourd’hui, il n’est toujours pas possible de définir précisément l’organisation des hétérogénéités de ces aquifères bien que de nombreuses études aient été menées sur leur fonctionnement global. Ces dernières s’appuient sur les seules informations généralement disponibles sur ces systèmes : les précipitations sur le bassin versant étudié, les débits relevés à l’exutoire, des suivis ponctuels de niveau d’eau, de concentration ou de turbidité, et des estimations locales de propriétés hydrodynamiques telles que la conductivité hydraulique de l’aquifère ou le coefficient d’emmagasinement. Dans ce contexte, les méthodes d’analyse de séries temporelles hydrologiques enregistrées à des exutoires karstiques ont été largement exploitées dans le but d’interpréter le fonctionnement hydro(géo)logique de ces hydrosystèmes. Ce travail de thèse a exploré les potentialités de ces méthodes d’analyse du signal hydrologique comme aide à l’interprétation et à l’inférence des caractéristiques physiques et hydrogéologiques (géométries de réseaux karstiques, échanges entre réseaux et matrice poreuse environnante, modes de recharge diffus ou concentré). L’étude a été basée sur le couplage entre la modélisation directe d’écoulements sur des systèmes karstiques synthétiques, et le traitement statistique et spectral des signaux simulés. Les domaines modélisés ont été construits avec différents degrés de complexité : depuis des cas arbitraires très simples à des cas complexes correspondant à des systèmes réalistes. Les écoulements dans ces réseaux synthétiques ont été simulés avec le modèle hydrogéologique à base physique développé par le BRGM, MARTHE (Thiéry, 2015), et plus particulièrement grâce au module « Drains-Conduits » permettant de coupler matrice, conduits karstiques et échanges entre ces deux entités. Les méthodes de traitement du signal utilisées ont permis de comparer les propriétés statistiques et spectrales d’un signal climatique (précipitations) avec celles des débits simulés, et de comprendre comment celles-ci sont dépendantes des propriétés hydrauliques et physiques imposées dans les domaines. Même si les fonctions d’auto- ou d’inter-corrélation peuvent présenter des comportements globalement similaires (e.g. « effets-mémoire » ou temps de décorrélation similaires pour des géométries karstiques ou propriétés d’échanges matrice-conduits différentes), des différences en apparence subtiles et statistiquement significatives permettent de distinguer les comportements plus ou moins karstiques des domaines modélisés. En domaine spectral, tous les modèles se différencient par leur comportement scalaire et notamment par différentes gammes d’invariance d’échelle temporelle. Celles-ci traduisent les différentes modalités de filtrage du signal d’entrée par l’hydrosystème, et caractérisent donc différentes modalités d’écoulement. L’utilisation de méthodes de décomposition par ondelettes discrètes permet finalement de reconstruire la variabilité hydrodynamique associée à ces modalités d’écoulement, achevant ainsi une décomposition statistique de l’hydrogramme à l’exutoireGlobally, major socio-economic challenges lie on karst systems, both for drinking water supply to populations and for deposits exploitation. Karst systems are defined, by De Marsily (1984), as environments in which "heterogeneity reaches its paroxysm": the physical patterns characterizing karst domains are particularly varied and the hydrodynamic responses are undeniably complex and non-linear. Today, it is still not possible to precisely define the heterogeneities organization of these aquifers although many studies have been carried out on their overall functioning. These studies are based on the only information generally available on these systems: precipitation on the studied watershed, flow rates recorded at the outlet, well-located monitoring of water levels, concentrations or turbidity, and local estimated hydrodynamic properties such as the hydraulic conductivity of the aquifer or the storage coefficient. In recent years, several works have shown the interest of applying correlative and spectral analyzes on time series recorded on karst systems in order to interpret them hydro(geo)logical functioning. This thesis work explored the potential of this hydrological signal analysis methods as an aid to the interpretation and inference of physical and hydrogeological characteristics (karst networks geometry, exchanges between conduit networks and the surrounding porous matrix, recharge mode including diffuse and point-source one). This study was based on a coupling approach of direct modeling flows through synthetic karst systems, and the statistical and spectral processing of these simulated signals. The modeled domains were built according to different complexity degrees: from very simple arbitrary cases to complex cases corresponding to realistic systems. The flows in these synthetic networks were simulated with the physics-based hydrogeological model developed by the BRGM, MARTHE (Thiéry, 2015), and more particularly thanks to the “Drains-Conduits” package allowing to couple matrix, karst conduits and exchanges between these two entities. The employed signal processing methods compared the statistical and spectral properties of a climatic signal (precipitations) with those of the simulated discharges. They also give an understanding of how these properties vary according to changes in the domains hydraulic and physical characteristics. Even if the auto- and cross-correlation functions may exhibit almost similar behaviors (i.e. similar “memory effects” or decorrelation times, for different karst networks or matrix/conduit exchange properties), subtle but statistically significant differences allow the distinction between the karstification degree of the modeled domains. The scalar behaviors, and more particularly the different ranges of time scale invariance, can be used to distinguish the models in the spectral domain. These spectral properties reflect the possible filtering of the input signal by the considered hydrosystem, and therefore express different flow kinetics. Using discrete wavelet decomposition methods ultimately allows to reconstruct the hydrodynamic variability associated with these flow kinetics, completing thus a statistical decomposition of the hydrograph at the outlet
39
Klimeš, Filip. "Zpracování obrazových sekvencí sítnice z fundus kamery." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2015. http://www.nusl.cz/ntk/nusl-220975.
Full textAbstract:
Cílem mé diplomové práce bylo navrhnout metodu analýzy retinálních sekvencí, která bude hodnotit kvalitu jednotlivých snímků. V teoretické části se také zabývám vlastnostmi retinálních sekvencí a způsobem registrace snímků z fundus kamery. V praktické části je implementována metoda hodnocení kvality snímků, která je otestována na reálných retinálních sekvencích a vyhodnocena její úspěšnost. Práce hodnotí i vliv této metody na registraci retinálních snímků.
40
Kowolowski, Alexander. "Vývoj moderních akustických parametrů kvantifikujících hypokinetickou dysartrii." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2019. http://www.nusl.cz/ntk/nusl-401990.
Full textAbstract:
This work deals with designing and testing of new acoustic features for analysis of dysprosodic speech occurring in hypokinetic dysarthria patients. 41 new features for dysprosody quantification (describing melody, loudness, rhythm and pace) are presented and tested in this work. New features can be divided into 7 groups. Inside the groups, features vary by the used statistical values. First four groups are based on absolute differences and cumulative sums of fundamental frequency and short-time energy of the signal. Fifth group contains features based on multiples of this fundamental frequency and short-time energy combined into one global intonation feature. Sixth group contains global time features, which are made of divisions between conventional rhythm and pace features. Last group contains global features for quantification of whole dysprosody, made of divisions between global intonation and global time features. All features were tested on Czech Parkinsonian speech database PARCZ. First, kernel density estimation was made and plotted for all features. Then correlation analysis with medicinal metadata was made, first for all the features, then for global features only. Next classification and regression analysis were made, using classification and regression trees algorithm (CART). This analysis was first made for all the features separately, then for all the data at once and eventually a sequential floating feature selection was made, to find out the best fitting combination of features for the current matter. Even though none of the features emerged as a universal best, there were a few features, that were appearing as one of the best repeatedly and also there was a trend that there was a bigger drop between the best and the second best feature, marking it as a much better feature for the given matter, than the rest of the tested. Results are included in the conclusion together with the discussion.
41
Alexander, Ödlund Lindholm. "The Salience of Issues in Parliamentary Debates : Its Development and Relation to the Support of the Sweden Democrats." Thesis, Linköpings universitet, Institutionen för ekonomisk och industriell utveckling, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-167610.
Full textAbstract:
The aim of this study was to analyze the salience of issue dimensions in the Swedish parliament debates by the established parties during the rise of the Sweden Democrats Party (SD). Structural topic modeling was used to construct a measurement of the salience of issues, examining the full body of speeches in the Swedish parliament between September 2006 and December 2019. Trend analysis revealed a realignment from a focus on socio-economic to socio-cultural issues in Swedish politics. Cross-correlation analyses had conflicting results, indicating a weak positive relationship between the salience of issues and the support of SD – but low predictive ability; it also showed that changes in the support of SD did lead (precede) changes in the salience of issues in the parliament. The ramifications of socio-cultural issues being the most salient are that so-called radical right-wing populist parties (RRPs), or neo-nationalist parties, has a greater opportunity to gain support. It can make voters more inclined to base their voting decision on socio-cultural issues, which favors parties who fight for and are trustworthy in those issues – giving them more valence in the eyes of the voters.
42
Somé, Sobom Matthieu. "Estimations non paramétriques par noyaux associés multivariés et applications." Thesis, Besançon, 2015. http://www.theses.fr/2015BESA2030/document.
Full textAbstract:
Dans ce travail, l'approche non-paramétrique par noyaux associés mixtes multivariés est présentée pour les fonctions de densités, de masse de probabilité et de régressions à supports partiellement ou totalement discrets et continus. Pour cela, quelques aspects essentiels des notions d'estimation par noyaux continus (dits classiques) multivariés et par noyaux associés univariés (discrets et continus) sont d'abord rappelés. Les problèmes de supports sont alors révisés ainsi qu'une résolution des effets de bords dans les cas des noyaux associés univariés. Le noyau associé multivarié est ensuite défini et une méthode de leur construction dite mode-dispersion multivarié est proposée. Il s'ensuit une illustration dans le cas continu utilisant le noyau bêta bivarié avec ou sans structure de corrélation de type Sarmanov. Les propriétés des estimateurs telles que les biais, les variances et les erreurs quadratiques moyennes sont également étudiées. Un algorithme de réduction du biais est alors proposé et illustré sur ce même noyau avec structure de corrélation. Des études par simulations et applications avec le noyau bêta bivarié avec structure de corrélation sont aussi présentées. Trois formes de matrices des fenêtres, à savoir, pleine, Scott et diagonale, y sont utilisées puis leurs performances relatives sont discutées. De plus, des noyaux associés multiples ont été efficaces dans le cadre de l'analyse discriminante. Pour cela, on a utilisé les noyaux univariés binomial, catégoriel, triangulaire discret, gamma et bêta. Par la suite, les noyaux associés avec ou sans structure de corrélation ont été étudiés dans le cadre de la régression multiple. En plus des noyaux univariés ci-dessus, les noyaux bivariés avec ou sans structure de corrélation ont été aussi pris en compte. Les études par simulations montrent l'importance et les bonnes performances du choix des noyaux associés multivariés à matrice de lissage pleine ou diagonale. Puis, les noyaux associés continus et discrets sont combinés pour définir les noyaux associés mixtes univariés. Les travaux ont aussi donné lieu à la création d'un package R pour l'estimation de fonctions univariés de densités, de masse de probabilité et de régression. Plusieurs méthodes de sélections de fenêtres optimales y sont implémentées avec une interface facile d'utilisation. Tout au long de ce travail, la sélection des matrices de lissage se fait généralement par validation croisée et parfois par les méthodes bayésiennes. Enfin, des compléments sur les constantes de normalisations des estimateurs à noyaux associés des fonctions de densité et de masse de probabilité sont présentésThis work is about nonparametric approach using multivariate mixed associated kernels for densities, probability mass functions and regressions estimation having supports partially or totally discrete and continuous. Some key aspects of kernel estimation using multivariate continuous (classical) and (discrete and continuous) univariate associated kernels are recalled. Problem of supports are also revised as well as a resolution of boundary effects for univariate associated kernels. The multivariate associated kernel is then defined and a construction by multivariate mode-dispersion method is provided. This leads to an illustration on the bivariate beta kernel with Sarmanov's correlation structure in continuous case. Properties of these estimators are studied, such as the bias, variances and mean squared errors. An algorithm for reducing the bias is proposed and illustrated on this bivariate beta kernel. Simulations studies and applications are then performed with bivariate beta kernel. Three types of bandwidth matrices, namely, full, Scott and diagonal are used. Furthermore, appropriated multiple associated kernels are used in a practical discriminant analysis task. These are the binomial, categorical, discrete triangular, gamma and beta. Thereafter, associated kernels with or without correlation structure are used in multiple regression. In addition to the previous univariate associated kernels, bivariate beta kernels with or without correlation structure are taken into account. Simulations studies show the performance of the choice of associated kernels with full or diagonal bandwidth matrices. Then, (discrete and continuous) associated kernels are combined to define mixed univariate associated kernels. Using the tools of unification of discrete and continuous analysis, the properties of the mixed associated kernel estimators are shown. This is followed by an R package, created in univariate case, for densities, probability mass functions and regressions estimations. Several smoothing parameter selections are implemented via an easy-to-use interface. Throughout the paper, bandwidth matrix selections are generally obtained using cross-validation and sometimes Bayesian methods. Finally, some additionnal informations on normalizing constants of associated kernel estimators are presented for densities or probability mass functions
43
Durán, Alcaide Ángel. "Development of high-performance algorithms for a new generation of versatile molecular descriptors. The Pentacle software." Doctoral thesis, Universitat Pompeu Fabra, 2010. http://hdl.handle.net/10803/7201.
Full textAbstract:
The work of this thesis was focused on the development of high-performance algorithms for a new generation of molecular descriptors, with many advantages with respect to its predecessors, suitable for diverse applications in the field of drug design, as well as its implementation in commercial grade scientific software (Pentacle). As a first step, we developed a new algorithm (AMANDA) for discretizing molecular interaction fields which allows extracting from them the most interesting regions in an efficient way. This algorithm was incorporated into a new generation of alignmentindependent molecular descriptors, named GRIND-2. The computing speed and efficiency of the new algorithm allow the application of these descriptors in virtual screening. In addition, we developed a new alignment-independent encoding algorithm (CLACC) producing quantitative structure-activity relationship models which have better predictive ability and are easier to interpret than those obtained with other methods.El trabajo que se presenta en esta tesis se ha centrado en el desarrollo de algoritmos de altas prestaciones para la obtención de una nueva generación de descriptores moleculares, con numerosas ventajas con respecto a sus predecesores, adecuados para diversas aplicaciones en el área del diseño de fármacos, y en su implementación en un programa científico de calidad comercial (Pentacle). Inicialmente se desarrolló un nuevo algoritmo de discretización de campos de interacción molecular (AMANDA) que permite extraer eficientemente las regiones de máximo interés. Este algoritmo fue incorporado en una nueva generación de descriptores moleculares independientes del alineamiento, denominados GRIND-2. La rapidez y eficiencia del nuevo algoritmo permitieron aplicar estos descriptores en cribados virtuales. Por último, se puso a punto un nuevo algoritmo de codificación independiente de alineamiento (CLACC) que permite obtener modelos cuantitativos de relación estructura-actividad con mejor capacidad predictiva y mucho más fáciles de interpretar que los obtenidos con otros métodos.
44
Haikal, Fajri, and 海卡. "Application of Detrended Fluctuation Analysis and Detrended Cross-Correlation Analysis for Structural Health Monitoring." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/67894295152453068566.
Full textAbstract:
碩士國立交通大學
土木工程系所
104
ABSTRACT Fractal analyses have been widely used in engineering fields of study. Recent studies in the biomedical engineering, namely analysis of human gait, human heart rate variability, electrocardiogram (ECG) and electroencephalogram (EEG), and DNA analysis have shown that the proposed method is able to differentiate between healthy and pathological condition as well as in the other fields of study. In civil engineering, the proposed method is frequently used to identify the concrete and steel surface damage assessments due to its viable technique for interpreting irregular, complex, and disordered natural phenomenon. This study proposes applications of structural health monitoring (SHM) called Detrended Fluctuation Analysis (DFA) and Detrended Cross-Correlation Analysis (DCCA). DFA is a well-known method that can systematically determine the long-range correlation of time series even with the present of non-stationarities and noise caused by trends. As the generalization of the DFA, DCCA is the method obtaining the information about long-range correlation between two recorded data which then called cross-correlation. A seven-story benchmark structure at National Center for Earthquake Engineering (NCREE) is employed for experimental verification. By measuring the ambient vibration signal from the structure, fractal analyses are adopted to assess two goals of this study which are damage condition and location. Hurst exponent as the result of DFA is the important parameter to represent damage condition of the structure. Furthermore, the damage location can be detected by analyzing the cross-correlation signals of different floors via a DCCA analysis. Although the damage location can be easily detected, misclassifications still occur. Therefore, a damage index is proposed by detrended covariance as the result from DCCA method to improve the efficiency and accuracy of the SHM system to detect the possible damage location in the structure. Based on the results, the damage condition and location can be effectively assessed by Hurst exponent and a damage index by the accuracy 87,5% respectively. As only the ambient vibration signal is required with a set of initial reference measurements, the proposed SHM methods are promising applications in the practical implementation of monitoring system. Keywords: structural health monitoring; fractal; detrended fluctuation analysis; detrended cross-correlation analysis.
45
Lin, Che-Cheng, and 林哲正. "Using Cross-Media Correlation for Travel Media Analysis." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/54524468464907512817.
Full textAbstract:
碩士國立中正大學
資訊工程所
97
According to advance of electronic devices, people usually take lots of videos and photos in a journey. Traditionally, we put all multimedia data in order by manual selection or file clustering. In order to do these works automatically by computer, we present the concept of cross-media correlation between travel videos and photos to facilitate travel videos analysis. Because travel videos and photos often include similar content, we take advantage of this characteristic to construct cross-media correlation between them. In accordance with establishment of different methods, we categorize correlation into global correlation and local correlation. Characteristic of global cross-media correlation is that it correlates video fragments and photos which containing similar visual concepts. We apply time information of photos to facilitate scene detection of photo, and use global correlation and photo scene information to accomplish video scene detection. Besides, local cross-media correlation not only correlates those pictures with similar visual concepts, but also those pictures with the same object. We assume if videos and photos contain the same object at the same time, those pictures are relatively important. Therefore, we apply local correlation to find which video fragments and photos are more important to accomplish video summarization and photo summarization. In experiments, we show promising performance of using cross-media correlation for video scene detection, video summarization as well as photo summarization to confirm that cross-media correlation certainly has the ability to assist travel video analysis.
46
Chang, Chun-Ling, and 張純綾. "Cross correlation analysis for the spatial-temporal distribution pattern of earthquakes." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/98344359058436535928.
Full text
47
Budge, Trevor Jones 1974. "Delineating contributing areas for karst springs using NEXRAD data and cross-correlation analysis." 2008. http://hdl.handle.net/2152/17779.
Full textAbstract:
The use of cross-correlation analysis on spring discharge and precipitation data in karst aquifer basins has been used for many years to develop a conceptual understanding of an aquifer and estimate aquifer properties. However, to this point, the application of these processes has relied on gaged precipitation at discrete locations. The use of spatially varying precipitation data and cross-correlation analysis provides a means of spatially characterizing recharge locations on a karst aquifer. NEXRAD provides a spatial estimate of precipitation based by combining reflectivity measurements from radar stations and traditional precipitation gages. This study combines NEXRAD precipitation data with spring discharge data to develop maps of contributing areas for two karst springs in Central Texas. By calculating the cross-correlation of each NEXRAD measurement to spring flow data for the same period of time a map showing the locations hydraulically connected to the spring can be developed. Both numerical experiments and field applications were conducted as part of the study. The numerical experiments conducted by Padilla and Pulido-Bosch are revisited using the numerical groundwater model MODFLOW. This allowed the introduction of spatially varying parameters into the model. The results show that spatially varying parameters can be inferred based on the results cross-correlation of spatially varying precipitation with respect to a single spring discharge location. Also, contributing area maps are prepared for both Barton Springs and Jacob’s Well. Barton Springs has a precise estimate of the recharge area. The current map of the recharge area and the NEXRAD derived map show good agreement with the cross-correlation results. Conversely, Jacob’s Well has not been sufficiently studied to delineate a contributing area map. This study provides an preliminary estimate of the area contributing to flow at Jacob’s Well. Finally, the development of these maps can also be applied to the construction of regional groundwater models. An application of this methodology with the groundwater availability model for the Barton Springs portion of the Edward’s aquifer is introduced. The application of spatial cross-correlation analysis to constrain recharge in the model showed a reduction in the objective function with respect to discharge at Barton Springs of 15%.text
48
Miller, Clyde Steven Jr. "An analysis of an optomotor reflex using methods from control theory, cross-correlation analysis, and information theory." Thesis, 2003. http://hdl.handle.net/1911/18593.
Full textAbstract:
This report describes a novel approach to the question of how spike trains encode information. Traditional methods rely on signal processing techniques based on point process theory and focus on the relationship between stimulus and spike train response. Broadly, these methodologies attempt to either: quantify changes in some set of spike train parameters on the assumption that this set expresses the neural code, or reconstruct the stimulus from the spike train. Both are attempts to read spikes directly. But only the biological decoder can actually read spikes. In this new approach, inferences about the code are made only after simultaneously observing both the spike trains and the responsiveness of the target neuron (i.e., the decoder) to the input spike train.
The biological decoder in this study is a set of motoneurons that mediate a compensatory optomotor reflex after decoding visually-elicited spike trains from two classes of neurons that synapse onto them. The reflex consists of eyestalk counterrotation in response to apparent motion of the global visual field. The range of behaviorally relevant stimuli is established by characterizing the ratio of eyestalk movement to angular displacement of the stimulus (gain) as several stimulus dimensions are varied. These same stimuli are employed during electrophysiological studies to elicit spike trains under conditions which cause the behavior. Information theoretic calculations quantify the extent to which the behavior and the neuronal ensemble responses can distinguish stimuli and enable direct comparisons between the two types of response.
Information theoretic comparisons show that an ensemble of 6 motoneurons can account for the measured behavior. These comparisons also indicate that other sources of visual input probably participate in the pathway. The motoneurons read a rate code from one class of neuronal inputs and an interval code from the other.
49
Cheng, Chih-Ming, and 鄭志明. "Image analysis with nanometer resolution by cross-correlation algorithm for optical tweezers application and live-cell image trajectory." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/42704315644065872662.
Full text
50
Dontha, Lakshman. "Thermo-Hydrological-Mechanical Analysis of a Clay Barrier for Radioactive Waste Isolation: Probabilistic Calibration and Advanced Modeling." Thesis, 2012. http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10950.
Full textAbstract:
The engineered barrier system is a basic element in the design of repository to isolate high level radioactive waste (HLW). In this system, the clay barrier plays a prominent role in dispersing the heat generated from the waste, reduce the flow of pore water from the host rock, and maintaining the structural stability of the waste canister. The compacted expansive clay (generally bentonite blocks) is initially in unsaturated state. During the life time of the repository, the barrier will undergo different coupled thermal, hydrological and mechanical (THM) phenomena due to heating (from the heat-emitting nuclear waste) and hydration (from the saturated host rock). The design of nuclear waste disposal requires the prediction of the long term barrier behavior (i.e. hundred or thousand years), so numerical modeling is a basic component of the repository design. The numerical analyses are performed using mathematical THM formulation and the associated numerical code. Constitutive models are an essential part of the numerical simulations. Those constitutive models represent the intrinsic behavior of the material for the individual physical phenomenon (i.e. thermal, hydraulic and mechanical). Deterministic analyses have shown the potential of such mathematical formulations to describe the physical behavior of the engineered barrier system. However, the effect of the inherent uncertainties associated with the different constitutive models on the global behavior of the isolation system has not been explored yet.
The first part of this thesis is related to application of recent probabilistic methods to understand and assess the impact of uncertainties on the global THM model response. Experimental data associated with the FEBEX project has been adopted for the case study presented in this thesis. CODE_BRIGHT, a fully coupled THM finite element program, is used to perform the numerical THM analysis.
The second part of this thesis focuses on the complex mechanical behavior observed in a barrier material subjected (during 5 years) to heating and hydration under actual repository conditions The studied experiment is the (ongoing) full scale in-situ FEBEX test at Grimsel test site, Switzerland. A partial dismantling of this experiment has allowed the inspection of the barrier material subjected to varying stresses due to hydration and heating. The clay underwent both elastic and plastic volumetric deformations at different suction and temperature levels with changes in the pre-consolidation pressure and voids ratio that are difficult to explain with conventional models. In this thesis a double structure elasto plastic model is proposed to study the mechanical behavior of this barrier material. The numerical modeling was performed with CODE_BRIGHT. The study shows that the double structure model explains satisfactorily the observed changes in the mechanical behavior of the clay material.