Dissertations / Theses on the topic 'Fréquence cardiaque – Modèles mathématiques'
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Khaddoumi, Balkine. "Analyse et modélisation d'électrocardiogrammes dans le cas de pathologies ventriculaires." Nice, 2005. http://www.theses.fr/2005NICE4021.
Full textLe travail s’inscrit dans l’analyse des troubles du rythme cardiaque, et plus particulièrement ceux issus de disfonctionnements des ventricules. Deux problèmes ont été abordés : le premier concerne l’étude d’épisodes de Fibrillation Ventriculaire (VF) obtenus chez l’homme par des enregistrements endocavitaires. Deux hypothèses ont été proposées : signal modélisé par un fondamental et des harmoniques stables ou dépendant du temps. On montre que l’on peut mettre en évidence sur des épisodes courts (5 à 15 secondes) des fluctuations significatives du fondamental grâce à des algorithmes adaptatifs ou évolutifs. Un résultat pratique, établi pour la première fois chez l’homme, est la corrélation entre le fondamental de l’épisode de FV et la période réfractaire. Le second problème concerne des enregistrements de l’ECG à l’aide d’un système à 64 électrodes. L’idée originale est de proposer une mesure de la dispersion spatiale des formes des ondes ECG. La pertinence de la mesure est prouvée en comparant un groupie de sujets ayant eu un infarctus du myocarde avec un groupe témoin sain. Pour chaque colonne d’électrodes les différences de forme sont calculées par rapport à un signal de référence obtenue par l’algorithme : Integral Shape Averaging (ISA). On peut attribuer à cette référence une position moyenne sur le thorax permettant de définir « un chemin moyen ». Ce chemin s’avère être un invariant, indépendant du type d’onde ECG,. Ainsi que du sujet sain ou pathologique. Les retombées pratiques de ce travail se trouvent dans l’aide au diagnostic et la modélisation de l’électrophysiologie cardiaque
Le, Rolle Virginie. "Modélisation multiformalisme du système cardiovasculaire associant Bond Graph, équations différentielles et modèles discrets." Rennes 1, 2006. https://tel.archives-ouvertes.fr/tel-00285883.
Full textKhaddoumi, Balkine. "Analyse et modèlisation de l'activité électrique du coeur dans le cas de pathologies ventriculaires." Phd thesis, Université de Nice Sophia-Antipolis, 2005. http://tel.archives-ouvertes.fr/tel-00192273.
Full textBillet, Florence. "Assimilation de données images pour la personnalisation d'un modèle électromécanique du coeur." Phd thesis, Université de Nice Sophia-Antipolis, 2010. http://tel.archives-ouvertes.fr/tel-00639921.
Full textLaouini, Ghailen. "Analyse et modélisation du rythme cardio-respiratoire au repos et à l'effort." Nice, 2012. http://www.theses.fr/2012NICE4043.
Full textIn this thesis, we focus on the modelling of heart rate variability (HRV) during exercise. The objective of this thesis is to study HRV during exercise, while taking respiration into account. The IPFM model helps to explain the mechanism used by the automatic nervous system to control the heartbeat. With peaks generated by this model, we study the relationship between the heart period, which is the difference between two successive RR peaks, and the modulation signal. We suggest the TVIPFM model with three different approaches (A, B, C), as an alternative of the IPFM model to estimate the modulation of the autonomic nervous system, adapted to the exercise. The TVIPFM model then allows for correction of the heart rate variability. This variability will be filtered around the frequency band of respiration in the time-frequency domain, using different methods of time-frequency-representations. This is explained by the fact that the signal being observed is not stationary. We present different time-frequency representations for the linear and quadratic filtering and justify their use. The EMD is also addressed because of its decomposition property in “monocomponent” signals. A simulation allowing us to select the best IPFM correction and the best time-frequency representation for filtering, a real application range is proposed. In it, we show that using this process, correlation between age of transplantation and heart rate variability indeed exists
Benferhat, Djamel. "Conception d'un système de communication tolérant la connectivité intermittente pour capteurs mobiles biométriques - Application à la supervision médicale de l'activité cardiaque de marathoniens." Phd thesis, Université de Bretagne Sud, 2013. http://tel.archives-ouvertes.fr/tel-00904627.
Full textCarré, François. "Analyse des troubles du rythme cardiaque spontanés et de la variabilité sinusale dans différents modèles d'hypertrophie cardiaque." Rennes 1, 1993. http://www.theses.fr/1993REN1B008.
Full textFauconnier, Jérémy. "Rôle du réticulum sarcoplasmique dans l'adaptation à la fréquence de l'activité électrique ventriculaire de rat, en condition normale et pathologique." Montpellier 1, 2003. http://www.theses.fr/2003MON1T020.
Full textRoux, Sébastien. "Modèles dynamiques en tomographie - Application à l'imagerie cardiaque." Phd thesis, Grenoble 1, 2004. http://tel.archives-ouvertes.fr/tel-00007803.
Full textEl, Aarbaoui Tarik. "Exposition personnelle au bruit et variabilité de la fréquence cardiaque." Thesis, Sorbonne université, 2019. http://www.theses.fr/2019SORUS020.
Full textThe work reported in this thesis aimed to evaluate the short-term associations between personal exposure to noise and heart rate variability (VFC) – as a proxy of the state of the autonomic nervous system – in a real-life context. To do so, the analyzes were based on measurements collected by the RECORD Multisensor study, for which subjects wore during one week a set of sensors (a noise dosimeter, an electrocardiograph, an accelerometer and a GPS) during their usual activities. First, we documented concomitant non-linear (positive) associations, as well as lagged (negative) associations between sound level (LAeq) and VFC parameters. Then, we assessed how these associations were modulated by the context of exposure, as defined by the visited places and transport modes used. Although differences between contexts have been reported, their interpretation was limited by factors related to the real-life context measurement and the presence of unmeasured confounding factors. Finally, we focused on the characterization of noise exposure, usually summarized by a single indicator, the LAeq, which represents the average value of the sound energy weighted to match the sensitivity of the human ear. Our study revealed that this indicator was not the most predictive of the cardiovascular response, both in the dimension it represents (energetic) and in the weighting used
Morvidone, Marcela. "Etude et comparaison d'algorithmes de détection optimale pour les signaux modulés en amplitude et en fréquence : applications aux ondes gravitationnelles." Aix-Marseille 1, 2002. http://www.theses.fr/2002AIX11063.
Full textMoussa, Béchir. "Etude de stabilité et relation fréquence." Montpellier 2, 1999. http://www.theses.fr/1999MON20064.
Full textFouassier, Patrick. "Modélisation électrique des composants magnétiques haute fréquence : prise en compte de la température et caractérisation des ferrites." Grenoble INPG, 1998. http://www.theses.fr/1998INPG0108.
Full textThe increase of working frequencies in static converters used in power electronic applications requires a more realistic modeling of magnetic componems. The lumped équivalent electrical circuit assîgned to a comportent has about twenty éléments, derived by extemal impédance measurements only. This équivalent circuit, designed with a rigorous theoretical and expérimental approach, and quickly worked out using well ada^ted computer tools, enables ail the physical phenomena to be represented from DC to one or two décades beyond its operating frequency. A uniform température study has shown that the prédiction of the electric behavior of a transformer at any température, from its characterization at ambient température only, was possible for windings. On the other hand, suoplier data remain insufficient to correctly quantify the behavior of magnetic core. Moreover, résistances placed on the équivalent circuit to represent losses of the component hâve been validated by calorimetry. Thus, they allow dissipations to be determined with fine accuracy for a given source and load. To better characterize high frequency magnetic materials in the absence of complète and reliable data from ferrite manufacturers, a new origina! method has been developed. With this method requiring some expérimental précautions, simple analytical relations lead to the déduction of both complex permeability and complex permittivity at each frequency and uniform température. It also gives parameters applicable to any geometry of magnetic core and accounts for ail the physical phenomena occurring in the material when the frequency increases, notabiy the capacitive behavior that can be noticed in MnZn ferrites above tens of kHz. This method allows îron losses to be computed up to 10 MHz
Auger, François. "Représentations temps-fréquence des signaux non-stationnaires : synthèse et contribution." Nantes, 1991. http://www.theses.fr/1991NANT2056.
Full textOukaour, Amrane. "Modélisation et commande d'un convertisseur continu-continu à fréquence variable." Paris 6, 1993. http://www.theses.fr/1993PA066618.
Full textChambreuil, Pascal. "Modélisation du saut de fréquences des systèmes FTDMA pour l'évaluation de la qualité de service GSM/GRPS/EDGE et le choix d'ingénieries de fréquence." Besançon, 2006. http://www.theses.fr/2006BESA2013.
Full textThis PhD proposes a new model for voice and data quality of service evaluation in frequency hopping FTDMA networks. This model relies on a complete process providing interference evaluation at a bin level on FTDMA networks. It is build up into two steps. First step consists in computing a collision probability issued by an interfering sector on a frequency channel. Second step consist in computing probability distribution of bit erasure rate on a set of service frames. It takes into account interfering sectors with different powers impacting service quality. This model is applied to evaluation of voice quality of service for GSM technology. This application is validated on drive tests. A study comparing different frequency assignment strategies is driven and validated on field on real network. This experiment shows the strong link existing between an interference radio criterion such as FER and quality indicators directly retrieved from the network such as dropped calls and quality based handover. Finally, adaptations to take into account data services are discussed. These adaptation are limited for GPRS services but require many strong hypothesis for EDGE services
Marchesseau, Stéphanie. "Simulation de modèles personnalisés du coeur pour la prédiction de thérapies cardiaques." Phd thesis, Ecole Nationale Supérieure des Mines de Paris, 2013. http://pastel.archives-ouvertes.fr/pastel-00820082.
Full textNyobe, Yome Jean-Maurice. "Contribution à la modélisation des transformateurs HT et THT alimentés en fréquence variable par convertisseurs statiques à multirésonance." Montpellier 2, 1993. http://www.theses.fr/1993MON20234.
Full textImpériale, Alexandre. "Méthode d'assimilation de données de la donnée image pour la personnalisation de modèles mécaniques : application à la mécanique cardiaque et aux images de marquage tissulaire." Paris 6, 2013. http://www.theses.fr/2013PA066622.
Full textThis thesis aims at incorporating complex data derived from images into a data assimilation strategy available for mechanical systems. Our work relies on some recent developments that propose a sequential data assimilation method made of a Luenberger filter for the state space and an optimal filter reduced to the remaining parameter space. We aim at performing parameter identification for a biomechanical model of the heart and, within the scope of this application, we formalize the construction of shape discrepancy measurements for two types of data sets: first, the data expected of a processing step of tagged Magnetic Resonance Imaging (tagged-MRI) and, second, more standard data composed by the contours of the object. Initially based on simple distance measurements we enrich these discrepancy measures by incorporating the formalism of currents which enables to embed the contours of the object within the dual of an appropriate space of test functions. For each discrepancy operators we analyze its impact on the observability of the system and, in the case of tagged-MRI, we prove that they are equivalent to a direct measurement of the displacement. From a numerical standpoint, taking into account these complex data sets is a great challenge that motivates the creation of new numerical schemes that provide a more flexible management of the various observation operators. We assess these new means of extracting the rich information contained in the image by identifying in realistic cases the position and the intensity of an infarct in the heart tissue
Moreau-Villéger, Valérie. "Méthodes variationnelles et séquentielles pour l'étude de la contraction cardiaque." Phd thesis, Université de Nice Sophia-Antipolis, 2005. http://tel.archives-ouvertes.fr/tel-00634169.
Full textJammal, Ahmad. "Etude d'un variateur de vitesse asynchrone à fréquence constante et court-circuiteur périodique statique." Lyon 1, 1988. http://www.theses.fr/1988LYO10040.
Full textEl, Moudden Abdelhadi. "Modélisation de l'amplificateur classe C et généralisation à la multiplication de deux signaux et au changement de fréquence en technologies unipolaire et bipolaire." Toulouse, INPT, 1993. http://www.theses.fr/1993INPT065H.
Full textMartinez, José. "Méthodes temps-fréquence appliquées à l'analyse de signaux issus d'écoulements turbulents." Toulouse, ENSAE, 1994. http://www.theses.fr/1994ESAE0024.
Full textGonçalves, Paulo. "Analyse temps-fréquence et modèles d'invariance d'échelle: Contribution à l'étude de systèmes complexes." Habilitation à diriger des recherches, Ecole normale supérieure de lyon - ENS LYON, 2010. http://tel.archives-ouvertes.fr/tel-00474532.
Full textCarrere, Loren. "Etude et modélisation de la réponse haute fréquence de l'océan global aux forçages météorologiques." Toulouse 3, 2003. http://www.theses.fr/2003TOU30185.
Full textRelan, Jatin. "Modèles électrophysiologiques personnalisés de tachycardie ventriculaire pour la planification de la thérapie par ablation radio-fréquence." Phd thesis, Ecole Nationale Supérieure des Mines de Paris, 2012. http://pastel.archives-ouvertes.fr/pastel-00794165.
Full textBenoit, Patrice. "Influence de paramètres technologiques sur le bruit basse fréquence des transistors bipolaires à hétérojonction Si[slash]SiGe[deux points]C." Montpellier 2, 2005. http://www.theses.fr/2005MON20211.
Full textDefontaine, Antoine. "Modélisation multirésolution et multiformalisme de l'activité électrique cardiaque." Phd thesis, Université Rennes 1, 2006. http://tel.archives-ouvertes.fr/tel-00121024.
Full textLes notions de cardiologie et d'électrophysiologie ainsi qu'une synthèse de modèles du système cardiovasculaire sont présentées dans la partie 1.
La partie 2 reprend les contributions du travail qui concernent:
– la proposition d'un cadre formel à la modélisation prenant en compte les exigences de la multirésolution et une volonté de structuration des outils utilisés pour une meilleure portabilité;
– la proposition d'une librairie générique de modélisation et simulation multiformalisme développée sous forme objet et permettant une définition standardisée des modèles et simulateurs;
– l'intérêt de la librairie est illustré sur des applications physiologiques et cliniques.
Un chapitre prospectif et présentant une réflexion pour une considération multirésolution clôt ce mémoire et ouvre des perspectives intéressantes.
Chung, You Chong Antony. "Normalisation de la fréquence cardiaque et de la conduction auriculo-ventriculaire dans des modèles de bradycardie congénitale par l'inhibition pharmacologique du courant IkACh." Thesis, Montpellier, 2019. http://www.theses.fr/2019MONTT002/document.
Full textInhibition of KACh channels by the bee venom peptide tertiapin-Q rescues inherited cardiac conduction defects, sino-atrial bradycardia, and atrioventricular block in models of congenital dysfunctionSinus node dysfunction (SND) is a widespread disease of heart automaticity. SND refers to a multitude of sinus node (SAN) disorders characterized by failure to generate or conduct the cardiac impulse. The only currently available therapy for chronic SND is the implantation of an electronic pacemaker. Epidemiological studies forecast an increasing need for pacemaker implantation during the next 50 years, with the ageing of the population. It is thus an important medical and societal issue, to develop innovative therapies for SND. Pharmacologic inhibition of the G-protein activated K+ current (IKACh) could be a new therapeutic option to treat bradycardia and SND associated with other cardiac pathologies.We tested whether inhibition of IKAch by the peptide Tertiapin-Q could rescue SND and conduction dysfunction in Cav1.3-/- mice carrying concurrent ablation of L-type Cav1.3 and T-type Cav3.1 channels (Cav1.3-/-/Cav3.1-/-), mice carrying loss-of-function of f-channels (HCN4-CNBD) and Nav1.5 haploinsufficient (Scn5a+/-) mice.We employed telemetric ECG recordings of heart rate (HR), SAN pacemaking and AV dysfunction in mice before and after administration of different doses of Tertiapin-Q.Tertiapin-Q significantly improves the HR of Cav1.3-/-, Cav1.3-/-/Cav3.1-/-, and HCN4-CNBD from doses of 0.1 to 5 mg/kg. HRs of Tertiapin-Q-treated mice were similar to those recorded in untreated wild-type mice. Tertiapin-Q also improved cardiac conduction of Scn5a+/- mice by 24%.Pharmacological inhibition of IKAch by Tertiapin-Q prevents SAN dysfunction and improves conduction in three models of congenital bradycardia suggesting the possibility of pharmacologic development of IKACh targeting to manage SND and conduction disease, to delay or replace the implantation of an electronic pacemaker
Kerfourn, Adrien. "Modélisation du système cardio-respiratoire : remodelage cardiaque et interactions patient-ventilateur." Rouen, 2015. http://www.theses.fr/2015ROUES051.
Full textRespiratory failure is defined as the inability of the respiratory system to ensure the organism’s needs in oxygen. This condition may be the consequence of various diseases and implies a treatment by ventilatory support. In noninvasive ventilation, “pressure support” mode is a ventilatory mode that is commonly used. This mode necessitates a good synchronization between the patient’s inspiratory efforts and the ventilator pressure cycles, one of the objectives being to reduce the patient’s work of breathing. Furthermore, noninvasive ventilation is known to have effects on the cardiovascular system, even if the underlying mechanisms remain poorly understood. First, we will focus on the modeling of the cardiovascular dynamics to assess the mechanisms leading to cardiac remodeling. This model allows to reproduce and explain the origin of the two phases of pulmonary arterial hypertension. A second part was devoted to patient-ventilator interactions in order to understand the emergence of the asynchrony events that can be observed in clinics. We built a dynamical model able to reproduce the global behavior of some ventilators available on the market. This work therefore represents a first theoretical approach allowing to improve the understanding of various interactions related to the cardiorespiratory system
Diaw, Alassane Bocar. "Dynamique de l'indice CAC 40 et du contrat à terme dérivé à partir des données à haute fréquence." Nice, 2009. http://www.theses.fr/2009NICE0031.
Full textThis work aims to study intraday dynamics of CAC 40 index futures and the underlying spot index. Theoretically, if the markets are linked by activity, futures prices should be equal to spot prices suggesting that information flows simultaneously in the two markets. However, the majority of the studies highlight the leading role of the futures markets, in price discovery, allotted to microstructure issues. The primary goal of this study is to quantify and study the stability of informational flows. We seek to determine whether, between microstructure bias and information volume, time interval is significant in the characterization of the returns and volatility dynamics. The bivariate analysis is based on an error correction model for the returns equation and an EGARCH model to capture the volatility spillover. The first has shown the predominance of the futures market in the price discovery process, specifically for short time intervals. The latter has highlighted high volatility clustering in the futures market and unidirectional transmission of information shocks to spot market, particularly at higher time intervals. The second goal is to explain futures market volatility clustering by the intensity of the activity and the information asymmetry based on volumes and prices proxies. The Autoregressive Conditional Duration (ACD) model has shown some predictability of the volatility clustering at the level of ultra-high frequencies (tick-data). However, the role of the information asymmetry in the futures market volatility seems, globally, negligible and non permanent. The use of mixed duration and conditional volatility models (ACD- GARCH) confirms these results. Therefore, the volatility in the French major index futures market shouldn’t be allotted to informed agents with private information, as documented by market microstructure literature in some foreign markets
Melachroinos, Stavros A. "Positionnement géodésique à haute fréquence de réseaux GNSS terrestres et marins." Observatoire de Paris (1667-....), 2007. https://hal.science/tel-02071426.
Full textThe surface deformations of the Earth’s crust and the sea-level variations measured by terrestrial or maritime GNSS networks are a subject that the CNES/GRGS team wanted to investigate thoroughly. In the first part, the main characteristics and differences of four global positioning systems that will constitute the future Global Navigation Satellite System of Systems are presented. In the second part, I concentrate in the definition of the basic geodetic components of GNSS used in positioning. In the third part, GINS scientific software package the basic tool used in this PhD study is presented. Updated modifications implemented for the needs of my research are overseen. Then validations tests of the modifications on the level of precise orbit determination (for GPS and GIOVE-A) and positioning are presented. In the fourth part, the main study of ocean tide loading – OTL in a complex coastal area that of Brittany, in France is presented. The implemented method aims to use a dedicated dense GPS network in order to evaluate/validate the performances of ocean tide models in the region. The impact of OTL on tropospheric parameters, the datum stability used to align the GNSS solution and the aliasing affects on the campaign stations’ time-series of unmodeled vertical displacement are analyzed. In the final and last part, the preliminary results of a GPS kinematic data set designated to cross compare and validate altimetric and oceanographic observations of the Antarctic Circumpolar Current are analyzed
Gariah, Asven. "Réduction de modèles complexes pour la simulation et l'estimation : application à la modélisation cardiaque." Phd thesis, Université Pierre et Marie Curie - Paris VI, 2011. http://tel.archives-ouvertes.fr/tel-00824615.
Full textBary, Laurent. "Caractérisation et modélisation du bruit basse fréquence de composants bipolaires micro-ondes : application à la conception d'oscillateurs à faible bruit de phase." Toulouse 3, 2001. http://www.theses.fr/2001TOU30204.
Full textFarah, Ahcène. "Contribution à la modélisation mathématique de la biomécanique de la pompe cardiaque : application à l'analyse des déformations pathologiques du ventricule gauche." Vandoeuvre-les-Nancy, INPL, 1989. http://www.theses.fr/1989NAN10405.
Full textDe, Larrard Adrien. "Dynamique de carnets d'ordres boursiers : modèles stochastiques et théorèmes limites." Phd thesis, Université Pierre et Marie Curie - Paris VI, 2012. http://tel.archives-ouvertes.fr/tel-00738647.
Full textMartinez, Frédéric. "Modélisation et caractérisation de structures MOS à diélectrique ultra-fin : application au bruit basse fréquence lié au courant de grille." Montpellier 2, 2005. http://www.theses.fr/2005MON20151.
Full textDjabella, Karima. "Modélisation de l’activité électrique du coeur et de sa régulation par le système nerveux autonome." Paris 11, 2008. http://www.theses.fr/2008PA112083.
Full textWe developed a cellular cardiac electrical activity model which is less complex, without affecting the essential characteristics (action potential, principal ionic currents, restitution curve). Besides, we used the same model’s structure in order to represent the electrical activity of various types of cardiac cells. This will allow the determining of cardiac regions in a parametric manner and will make easier the parametric identification in the numerical models of heart. Otherwise, the bifurcation analysis allowed us to determine the origin of oscillator regime in the pacemaker case, and to introduce a background calcium current that plays the role of a control input of the autonomic nervous system that allows him to modify the heart rate. On the other hand, it is not possible any more to simplify the model using singular perturbations method because it is not any more a Tikhonov's system. The model allows the implementation of the closed loop taking into account the control of the cardiovascular system by the baroreflex and the excitation-contraction coupling taking into account the effect of the frequency on the contractility. After having shown the non-existence of periodic solutions in the reduced two ionic currents model of Mitchell-Schaeffer, we introduced a variant of this last and thus we have extended its excitability properties. The oscillator regime is obtained, either through a sub or super critical Hopf bifurcation, or through a saddle-node bifurcation on invariant circle. This reduced model is usable in ECG signal processing applications
Weens, Yannick. "Modélisation des câbles d'énergie soumis aux contraintes générées par les convertisseurs électroniques de puissance." Lille 1, 2006. https://pepite-depot.univ-lille.fr/RESTREINT/Th_Num/2006/50376_2006_250.pdf.
Full textBlache, François. "Modélisation électronique et électromagnétique d'un transformateur haute fréquence à circuit magnétique en fonte." Phd thesis, Grenoble INPG, 1995. http://tel.archives-ouvertes.fr/tel-00599667.
Full textZaatour, Riadh. "Propriétés empiriques et modélisation d’actifs en haute fréquence." Thesis, Châtenay-Malabry, Ecole centrale de Paris, 2013. http://www.theses.fr/2014ECAP0027/document.
Full textThis thesis explores theoretical and empirical aspects of price formation and evolution at high frequency. We begin with the study of the joint dynamics of an option and its underlying. The high frequency data making observable the realized volatility process of the underlying, we want to know if this information is used to price options. We find that the market does not process this information to fix option prices. The stochastic volatility models are then to be considered as reduced form models. Nevertheless, this study tests the relevance of an empirical hedging parameter that we call effective delta. This is the slope of the regression of option price increments on those of the underlying. It proves to be a satisfactory model-independent hedging parameter. For the price dynamics, we turn our attention in the following chapters to more explicit models of market microstructure. One of the characteristics of the market activity is its clustering. Hawkes processes are point processes with this characteristic, therefore providing an adequate mathematical framework for the study of this activity. Moreover, the Markov property associated to these processes when the kernel is exponential allows to use powerful analytical tools such as the infinitesimal generator and the Dynkin formula to calculate various quantities related to them, such as moments or autocovariances of the number of events on a given interval. We begin with a monovariate framework, simple enough to illustrate the method, but rich enough to enable applications such as the clustering of arrival times of market orders, prediction of future market activity knowing past activity, or characterization of unusual shapes, but nevertheless observed, of signature plot, where the measured volatility decreases when the sampling frequency increases. Our calculations also allow us to make instantaneous calibration of the process by relying on the method of moments. The generalization to the multidimensional case then allow us to capture, besides the clustering, the phenomenon of mean reversion, which also characterizes the market activity observed in high frequency. General formulas for the signature plot are then obtained and used to connect its shape to the relative importance of clustering or mean reversion. Our calculations also allow to obtain the explicit form of the volatility associated with the diffusive limit, therefore connecting the dynamics at microscopic level to the macroscopic volatility, for example on a daily scale. Additionally, modelling buy and sell activity by Hawkes processes allows to calculate the market impact of a meta order on the asset price. We retrieve and explain the usual concave form of this impact as well as its relaxation with time. The analytical results obtained in the multivariate case provide the adequate framework for the study of the correlation. We then present generic results on the Epps effect as well as on the formation of the correlation and the lead lag
Khalil, Louay. "Influence de l’interaction sol-structure sur le comportement sismique des bâtiments : analyse dans les domaines linéaire et non linéaire." Thesis, Lille 1, 2009. http://www.theses.fr/2009LIL10078/document.
Full textThe thesis concerns analysis of the influence of the soil-foundation-structure interaction on the seismic on the seismic response of buildings. The study is carried out using the finite differences method of the system soil, foundation and structure.The thesis is composed of three parts.The first one concerns analysis of the influence of the soil-foundation-structure interaction on the fundamental frequency of building. The soil-foundation system is modeled using translational and rotational discrete springs. Analyses conducted for various soil and structure conditions showed that the building fundamental frequency depends on the soil-structure relative rigidity (Kss). A chart is proposed for an ease consideration of the influence of the SSI in the determination of the fundamental frequency of buildings.The second part deals with the analysis of the soil-foundation-structure interaction in the elastic domain. It shows that the response of the structure depends on the complex interaction between the soil and the structure. It also shows that the elastic nonlinear behavior of soil makes induces additional difficulties because of the apparition of multiple frequencies in the soil. The third chapter analyses the influence of the soil and structure nonlinearities on the seismic response of the system soil-foundation-structure. This study shows the plasticity of the soil and structural elements have a significant influence on the seismic response of the structure
Seigneuric, Renaud. "Étude d'hétérogénéités simulées et in vitro du tissu cardiaque et de leurs rôles dans les tachycardies ventriculaires par réentrée." Grenoble 1, 2000. http://www.theses.fr/2000GRE19003.
Full textBoutheiller, Nicolas. "Analyse et synthèse par optimisation basée sur l'algorithme génétique de filtres en guide d'ondes rectangulaire : Application à la conception de filtres multi-modes utilisant le résonance des modes à leur fréquence de coupure." Bordeaux 1, 2002. http://www.theses.fr/2002BOR12542.
Full textVaury, Emmanuelle. "Modélisation distribuée des sources de bruit basse fréquence dans les transistors à effet de champ : application à la conception d'oscillateurs à faible bruit de phase." Limoges, 2000. http://www.theses.fr/2000LIMO0009.
Full textAllain, Guillaume. "Prévision et analyse du trafic routier par des méthodes statistiques." Toulouse 3, 2008. http://thesesups.ups-tlse.fr/351/.
Full textThe industrial partner of this work is Mediamobile/V-trafic, a company which processes and broadcasts live road-traffic information. The goal of our work is to enhance traffic information with forecasting and spatial extending. Our approach is sometimes inspired by physical modelling of traffic dynamic, but it mainly uses statistical methods in order to propose self-organising and modular models suitable for industrial constraints. In the first part of this work, we describe a method to forecast trafic speed within a time frame of a few minutes up to several hours. Our method is based on the assumption that traffic on the a road network can be summarized by a few typical profiles. Those profiles are linked to the users' periodical behaviors. We therefore make the assumption that observed speed curves on each point of the network are stemming from a probabilistic mixture model. The following parts of our work will present how we can refine the general method. Medium term forecasting uses variables built from the calendar. The mixture model still stands. Additionnaly we use a fonctionnal regression model to forecast speed curves. We then introduces a local regression model in order to stimulate short-term trafic dynamics. The kernel function is built from real speed observations and we integrate some knowledge about traffic dynamics. The last part of our work focuses on the analysis of speed data from in traffic vehicles. These observations are gathered sporadically in time and on the road segment. The resulting data is completed and smoothed by local polynomial regression
Imperiale, Alexandre. "Méthodes d'assimilation de la donnée image pour la personnalisation de modèles mécaniques - Application à la mécanique cardiaque et aux images de marquage tissulaire." Phd thesis, Université Pierre et Marie Curie - Paris VI, 2013. http://tel.archives-ouvertes.fr/tel-00936027.
Full textMohammad, Sami. "Réalisation et commande robuste d'un système de rééducation physique." Phd thesis, Université de Valenciennes et du Hainaut-Cambresis, 2012. http://tel.archives-ouvertes.fr/tel-00747442.
Full textPujol, Marie-Isabelle. "Analyse de la variabilité de surface en Méditerranée à partir des données altimétriques et comparaison aux simulations MERCATOR et MOG2D." Toulouse 3, 2006. http://www.theses.fr/2006TOU30005.
Full textRamanujan, Abhishek. "Development of automated frequency and time-domain radiated electromagnetic emission models for microelectronic applications." Rouen, 2011. http://www.theses.fr/2011ROUES043.
Full textWith component level electromagnetic compatibility (EMC) taking the front stage in design of embedded microelectronic systems, EMC models help circuit designers in understanding the behavior of the system even before its fabrication. In this context, generic electromagnetic emission models, optimized and compatible to modeling miniature microelectronic devices, are developed. The basic architecture of the models has been inspired from a previously existing magnetic field model developed in IRSEEM. First, a mono-frequency model capable of reproducing and predicting the radiated electromagnetic fields above any device is developed. A set of elementary electric dipole is used to represent the model and a state-of-the art extraction method, incorporating a non-linear optimization algorithm, is implemented in order to extract the model parameters. The role of the effective relative permittivity of the DUT is taken into account in the modeling procedure. The model has been validated on several conventional microwave components, miniature and “on-chip” devices. The computational performance of the model is then optimized and made robust suitable for application to complex devices. As a proof of concept, the method is validated on a couple of test cases. Second, the monofrequency model is extended toward predicting the large-band electromagnetic fields and thereby the time-harmonic fields. Fourier series based method is used for transforming the wide-band frequency data into time-domain. The modeling principle is validated with time-domain simulations performed in a 3D electromagnetic software. Finally, an integrated development environment has been developed in order to facilitate the use of the developed emission models. The menu-based intuitive tool provides the right environment for engineers and designers to use and test the models for specialized applications