To see the other types of publications on this topic, follow the link: Ordinary least square model.
Dissertations / Theses on the topic 'Ordinary least square model'
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 'Ordinary least square model.'
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
Ullah, Obaid. "The Effect of Remittances on Socio-Economic Condition and Decision Making Process of Rural Families : A Case Study of Peshawar Khyber Pukhunkhuwa Pakistan." Thesis, Södertörns högskola, Institutionen för samhällsvetenskaper, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-28199.
Full textAbstract:
The objective of the study is to analyze the effect of remittances on socio-economic conditions of rural families in Peshawar, and how remittances change the decision-making process of families. This study examines the effects of remittances on local population in three towns of Peshawar, i.e. Hayatabad, Faqir-Abad and Gulberg-area. The study is basically conducted to see how remittances bring changes in the life of the recipients. The research is quantitative, data was collected through questionnaires. For the research, a sample of 300 respondents was selected from three towns in Peshawar District. The results of the research were interpreted through statistical tools, regression model. The Ordinary least square method (OLS) was used to find out the effect of remittances on health sector and investment made by respondents in the form of purchased property and investment made in establishing their own businesses. Along with that, the simple Logit Model was also used. The result is generalized on linear model with link logit and binomial response. Findings stated that the literacy level of the emigrant’s household positively impacted on children’s probability to move to private education. The results reveals that the recipient invest 4% of their income on investment as a form of business and purchasing property while educated people appears not to be interested in investing money in businesses as they want to continue their jobs. Respondent are not using a large portion of their remittances for health perhaps mostly people are entitled to free services from the government. Remittances changed their standard of living and socio economic affairs of the remittances receiving respondents. According to my demographic information about respondents life, the remittances mostly brings changes in the physical part of people life such as Private Education, Personal transport, new houses, investment in buying properties, more electric appliances, bank balance etc., but culturally people are still conservative and believe in cultural values that have been practices by local population for centuries. Following are some main recommendations that this research has identified, Foreign remittances are improving the socio-economic conditions and decision making of rural families, however, their consumption behavior is not inclined towards investment, they rather prefer to enjoy luxurious household’s equipment. Therefore, it is recommended that these families should utilize their resources in more efficient way, and should go for short and long term investment avenues. Government must design policies in order to educate these families and create awareness among them that will enable them to look for sustainable domestic income, which would help the families in the long run. These families follow the norms and traditions, and they prefer sending their children abroad for earning purposes, which in turn is comparatively less profitable idea as compared to sending these children for higher education purpose.
2
Gaspard, Guetchine. "FLOOD LOSS ESTIMATE MODEL: RECASTING FLOOD DISASTER ASSESSMENT AND MITIGATION FOR HAITI, THE CASE OF GONAIVES." OpenSIUC, 2013. https://opensiuc.lib.siu.edu/theses/1236.
Full textAbstract:
This study aims at developing a model to estimate flood damage cost caused in Gonaives, Haiti by Hurricane Jeanne in 2004. In order to reach this goal, the influence of income, inundation duration and inundation depth, slope, population density and distance to major roads on the loss costs was investigated. Surveyed data were analyzed using Excel and ArcGIS 10 software. The ordinary least square and the geographically weighted regression analyses were used to predict flood damage costs. Then, the estimates were delineated using voronoi geostatistical map tool. As a result, the factors account for the costs as high as 83%. The flood damage cost in a household varies between 24,315 through 37,693 Haitian Gourdes (approximately 607.875 through 942.325 U.S. Dollars). Severe damages were spotted in the urban area and in the rural section of Bassin whereas very low and low losses are essentially found in Labranle. The urban area was more severely affected by comparison with the rural area. Damages in the urban area are estimated at 41,206,869.57USD against 698,222,174.10 17,455,554.35USD in the rural area. In the urban part, damages were more severe in Raboteau-Jubilée and in Downtown but Bigot-Parc Vincent had the highest overall damage cost estimated at 9,729,368.95 USD. The lowest cost 7,602,040.42USD was recorded in Raboteau. Approximately, 39.38% of the rural area underwent very low to moderate damages. Bassin was the most severely struck by the 2004 floods, but Bayonnais turned out to have the highest loss cost: 4,988,487.66 USD. Bassin along with Labranle had the least damage cost, 2,956,131.11 and 2,268,321.41 USD respectively. Based on the findings, we recommended the implementation and diversification of income-generating activities, the maintenance and improvement of drains, sewers and gullies cleaning and the establishment of conservation practices upstream of the watersheds. In addition, the model should be applied and validated using actual official records as reference data. Finally, the use of a calculation-based approach is suggested to determine flood damage costs in order to reduce subjectivity during surveys.
3
Shulga, Yelena A. "Model-based calibration of a non-invasive blood glucose monitor." Digital WPI, 2006. https://digitalcommons.wpi.edu/etd-theses/58.
Full textAbstract:
This project was dedicated to the problem of improving a non-invasive blood glucose monitor being developed by the VivaScan Corporation. The company has made some progress in the non-invasive blood glucose device development and approached WPI for a statistical assistance in the improvement of their model in order to predict the glucose level more accurately. The main goal of this project was to improve the ability of the non-invasive blood glucose monitor to predict the glucose values more precisely. The goal was achieved by finding and implementing the best regression model. The methods included ordinary least squared regression, partial least squares regression, robust regression method, weighted least squares regression, local regression, and ridge regression. VivaScan calibration data for seven patients were analyzed in this project. For each of these patients, the individual regression models were built and compared based on the two factors that evaluate the model prediction ability. It was determined that partial least squares and ridge regressions are two best methods among the others that were considered in this work. Using these two methods gave better glucose prediction. The additional problem of data reduction to minimize the data collection time was also considered in this work.
4
Hu, Yajie. "Exploring Equity and Resilience of Transportation Network through Modeling Travel Behavior: A Study of OKI Region." University of Cincinnati / OhioLINK, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1554212469614412.
Full text
5
Alothman, Ahmad. "Model-Free Variable Selection For Two Groups of Variables." Diss., Temple University Libraries, 2018. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/515925.
Full textAbstract:
StatisticsPh.D.
In this dissertation we introduce two variable selection procedures for multivariate responses. Our procedures are based on sufficient dimension reduction concepts and are model-free. In the first procedure we consider the dual marginal coordinate hypotheses, where the role of the predictor and the response is not important. Motivated by canonical correlation analysis (CCA), we propose a CCA-based test for the dual marginal coordinate hypotheses, and devise a joint backward selection algorithm for dual model-free variable selection. The second procedure is based on ordinary least squares (OLS). We derive and study the asymptotic properties of the OLS-based test under the normality assumption of the predictors as well as an asymmetry assumption. When these assumptions are violated, the asymptotic test with elliptical trimming and clustering is still valid with desirable numerical performances. A backward selection algorithm for the predictor is also provided for the OLS-based test. The performances of the proposed tests and the variable selection procedures are evaluated through synthetic examples and a real data analysis.
Temple University--Theses
6
Murff, Elizabeth J. Tipton. "On the efficiency of ranked set sampling relative to simple random sampling for estimating the ordinary least squares parameters of the simple linear regression model /." Full text (PDF) from UMI/Dissertation Abstracts International, 2001. http://wwwlib.umi.com/cr/utexas/fullcit?p3008403.
Full text
7
Cankaya, Ergin Cagatay. "Testing methods for calibrating Forest Vegetation Simulator (FVS) diameter growth predictions." Thesis, Virginia Tech, 2018. http://hdl.handle.net/10919/97321.
Full textAbstract:
The Forest Vegetation Simulator (FVS) is a growth and yield modeling system widely-used for predicting stand and tree-level attributes for management and planning applications in North American forests. The accuracy of FVS predictions for a range of tree and stand level attributes depends a great deal on the performance of the diameter increment model and its predictions of change in diameter at breast height (DBH) over time. To address the challenge of predicting growth in highly variable and geographically expansive forest systems, FVS was designed to include an internal calibration algorithm that makes use of growth observations, when available, from permanent inventory plots. The basic idea is that observed growth rates on a collection of remeasured trees are used to adjust or "calibrate" FVS diameter growth predictions. Therefore, DBH modeling was the focus of this investigation.
Five methods were proposed for local calibration of individual tree DBH growth predictions and compared to two sets of results generated without calibration. Data from the US Forest Service's Forest Inventory and Analysis (FIA) program were used to test the methods for eleven widely-distributed forest tree species in Virginia. Two calibration approaches were based on median prediction errors from locally-observed DBH increments spanning a five year average time interval. Two were based on simple linear regression models fitted to the locally-observed prediction errors, and one method employed a mixed effects regression model with a random intercept term estimated from locally-observed DBH increments. Data witholding, specifically a leave-one-out cross-validation was used to compare results of the methods tested.
Results showed that any of the calibration approaches tested in general led to improved accuracy of DBH growth predictions, with either of the median-based methods or regression based methods performing better than the random-effects-based approach. Equivalence testing showed that median or regression-based local calibration methods met error tolerances within ± 12% of observed DBH increments for all species with the random effects approach meeting a larger tolerance of ± 17%. These results showed improvement over uncalibrated models, which failed to meet tolerances as high as ± 30% for some species in a newly-fitted DBH growth model for Virginia, and as high as ± 170% for an existing model fitted to data from a much larger region of the Southeastern United States. Local calibration of regional DBH increment models provides an effective means of substantially reducing prediction errors when a relatively small set of observations are available from local sources such as permanent forest inventory plots, or the FIA database.MS
8
Choudhury, Gias Uddin Ahmed. "Impact of Microcredit Program on Women's Empowerment in Rural Bangladesh." Thesis, Karlstads universitet, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kau:diva-80192.
Full textAbstract:
Background – This study is an attempt to explore the relationship between microcredit and the socio-economic empowerment of women in rural Bangladesh. Microcredit is simply the extension of a small amount of collateral-free institutional loans to jointly liable poor group members to generate employment and income enhancing activities. As it is too difficult for poor members to get loan from the formal credit institutions, Grameen Bank (GB) or other Non-Government Organizations (NGOs) provide small loans to vulnerable groups of the society by which they are expected to empower over his counterparts. Research questions – RQ1: How does micro-credit affect different indicators of women empowerment in the rural areas of Bangladesh? RQ2– Is the impact different from the male counterparts in the sample households? Purpose – This study is an effort to find the impact of microcredit on a number of indicators of women’s empowerment in the rural areas in Bangladesh. Methodology – Quantitative Regression Techniques such as Ordinary Least Square (OLS) and Instrumental Variable (IV) method have been applied to get the relationship between microcredit and women empowerment. Conclusion – Applying nationally representative cross-section survey data, Bangladesh Integrated Household Survey (BIHS) 2015, this thesis is intended to find the causal linkage between microcredit and women empowerment’s with different dimensions of women’s decisions are taken as empowerment indicators: production, resources, income, leadership, savings and time. The analysis has been conducted at the household level. The study assumes that women empowerment is endogenous. After controlling for endogeneity in the estimation by using an instrumental variable (IV) ‘distance to the market’ this study finds a significant relationship between microcredit and different dimensions of women’s empowerment. Participation in the microcredit program is found to be significant in explaining some of the outcome indicators of empowerment for the sampled households.
9
Chu, Ka Lok 1975. "Inequalities and equalities associated with ordinary least squares and generalized least squares in partitioned linear models." Thesis, McGill University, 2004. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=85140.
Full textAbstract:
The motivation for this thesis is the paper by Paul L. Canner [The American Statistician, vol. 23, no. 5, pp. 39--40 (1969)] in which it was noted that in simple linear regression it is possible for the generalized least squares regression line to lie either entirely above or entirely below all of the observed data points.Chapter I builds on the observation that in Canner's model the ordinary least squares and generalized least squares regression lines are parallel, which led us to introduce a new measure of efficiency of ordinary least squares and to find conditions for which the total Watson efficiency of ordinary least squares in a partitioned linear model exceeds or is less than the product of the two subset Watson efficiencies, i.e., the product of the Watson efficiencies associated with the two subsets of parameters in the underlying partitioned linear model.
We introduce the notions of generalized efficiency function, efficiency factorization multiplier, and determinantal covariance ratio, and obtain several inequalities and equalities. We give special attention to those partitioned linear models for which the total Watson efficiency of ordinary least squares equals the product of the two subset Watson efficiencies. A key characterization involves the equality between the squares of a certain partial correlation coefficient and its associated ordinary correlation coefficient.
In Chapters II and IV we suppose that the underlying partitioned linear model is weakly singular in that the column space of the model matrix is contained in the column space of the covariance matrix of the errors in the linear model. In Chapter III our results are specialized to partitioned linear models where the partitioning is orthogonal and the covariance matrix of the errors is positive definite.
10
Studený, Marek. "Modelování tržní ceny nemovitosti mnohonásobnou lineární regresí." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2013. http://www.nusl.cz/ntk/nusl-232776.
Full textAbstract:
The main subject of the diploma thesis is a market price modeling by real estates. As a tool for modeling, is used a multiple linear regression. As starting points, are used an econometrical theory and knowledge about real estate valuation. The main goal is to find optimal model for best capture in the time and place.
11
Krueger, Justin Michael. "Parameter Estimation Methods for Ordinary Differential Equation Models with Applications to Microbiology." Diss., Virginia Tech, 2017. http://hdl.handle.net/10919/78674.
Full textAbstract:
The compositions of in-host microbial communities (microbiota) play a significant role in host health, and a better understanding of the microbiota's role in a host's transition from health to disease or vice versa could lead to novel medical treatments. One of the first steps toward this understanding is modeling interaction dynamics of the microbiota, which can be exceedingly challenging given the complexity of the dynamics and difficulties in collecting sufficient data. Methods such as principal differential analysis, dynamic flux estimation, and others have been developed to overcome these challenges for ordinary differential equation models. Despite their advantages, these methods are still vastly underutilized in mathematical biology, and one potential reason for this is their sophisticated implementation. While this work focuses on applying principal differential analysis to microbiota data, we also provide comprehensive details regarding the derivation and numerics of this method. For further validation of the method, we demonstrate the feasibility of principal differential analysis using simulation studies and then apply the method to intestinal and vaginal microbiota data. In working with these data, we capture experimentally confirmed dynamics while also revealing potential new insights into those dynamics. We also explore how we find the forward solution of the model differential equation in the context of principal differential analysis, which amounts to a least-squares finite element method. We provide alternative ideas for how to use the least-squares finite element method to find the forward solution and share the insights we gain from highlighting this piece of the larger parameter estimation problem.Ph. D.
12
Moda, Hari Priya. "Non-Negative Least Square Optimization Model for Industrial Peak Load Estimation." Thesis, Virginia Tech, 2009. http://hdl.handle.net/10919/36003.
Full textAbstract:
Load research is the study of load characteristics on a power distribution system which helps planning engineer make decisions about equipment ratings and future expansion decisions. As it is expensive to collect and maintain data across the entire system, data is collected only for a sample of customers, where the sample is divided into groups based upon the customer class. These sample measurements are used to calculate the load research factors like kWHr-to-peak kW conversion factors, diversity factors and 24 hour average consumption as a function of class, month and day type. These factors are applied to the commonly available monthly billing kW data to estimate load on the system.
Among various customers on a power system, industrial customers form an important group for study as their annual kWHr consumption is among the highest. Also the errors with which the estimates are calculated are also highest for this class. Hence we choose the industrial class to demonstrate the Lawson-Hanson Non-Negative Least Square (NNLS) optimization technique to minimize the residual squared error between the estimated loads and the SCADA currents on the system. Five feeders with industrial dominant customers are chosen to demonstrate the improvement provided by the NNLS model. The results showed significant improvement over the Nonlinear Load Research Estimation (NLRE) method.Master of Science
13
Li, Yang. "An Empirical Analysis of Family Cost of Children : A Comparison of Ordinary Least Square Regression and Quantile Regression." Thesis, Uppsala University, Department of Statistics, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-126660.
Full textAbstract:
Quantile regression have its advantage properties comparing to the OLS model regression which are full measurement of the effects of a covariate on response, robustness and Equivariance property. In this paper, I use a survey data in Belgium and apply a linear model to see the advantage properites of quantile regression. And I use a quantile regression model with the raw data to analyze the different cost of family on different numbers of children and apply a Wald test. The result shows that for most of the family types and living standard, from the lower quantile to the upper quantile the family cost on children increases along with the increasing number of children and the cost of each child is the same. And we found a common behavior that the cost of the second child is significantly more than the cost of the first child for a nonworking type of family and all living standard families, at the upper quantile (from 0.75 quantile to 0.9 quantile) of the conditional distribution.
14
Ntshobane, Gcobisa. "Capital structure and determinants of capital structure, before, during and after the 2008 financial crisis: A South African study." Master's thesis, Faculty of Commerce, 2021. http://hdl.handle.net/11427/33941.
Full textAbstract:
This study examines the effects of 2007/8 financial crisis on capital structure determinants of Johannesburg Stock Exchange (JSE) listed companies in South Africa. Data extracted from INET BFA Expert database was analyzed using regression models on the correlation between the leverage and company size, growth, profitability, tangibility, liquidity, non-debt tax shield along with Ordinary Least Squares based on the sample of JSE listed companies for the period of 2004 to 2013. The study examined two industries namely, Real estate and Retail industry. The results show that size, tangibility, profitability and liquidity have significant impact on the capital structure before, during and after financial crisis. Growth results were inconsistent over the period under review, and non-debt tax shield was found to be statistically insignificant. The study also shows that the 2007/8 had statistical significance on the capital structure of the listed companies in South Africa.
15
Bart, Adde Tiffany, and Kadek Maya Sri Puspita. "American Option pricing under Mutiscale Model using Monte Carlo and Least-Square approach." Thesis, Mälardalens högskola, Utbildningsvetenskap och Matematik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-35848.
Full textAbstract:
In the finance world, option pricing techniques have become an appealing topic among researchers, especially for pricing American options. Valuing this option involves more factors than pricing the European style one, which makes it more computationally challenging. This is mainly because the holder of American options has the right to exercise at any time up to maturity. There are several approaches that have been proved to be efficient and applicable for maximizing the price of this type of options. A common approach is the Least squares method proposed by Longstaff and Schwartz. The purpose of this thesis is to discuss and analyze the implementation of this approach under the Multiscale Stochastic Volatility model. Since most financial markets show randomly variety of volatility, pricing the option under this model is considered necessary. A numerical study is performed to present that the Least-squares approach is indeed effective and accurate for pricing American options.
16
Katsikatsou, Myrsini. "Composite Likelihood Estimation for Latent Variable Models with Ordinal and Continuous, or Ranking Variables." Doctoral thesis, Uppsala universitet, Statistiska institutionen, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-188342.
Full textAbstract:
The estimation of latent variable models with ordinal and continuous, or ranking variables is the research focus of this thesis. The existing estimation methods are discussed and a composite likelihood approach is developed. The main advantages of the new method are its low computational complexity which remains unchanged regardless of the model size, and that it yields an asymptotically unbiased, consistent, and normally distributed estimator. The thesis consists of four papers. The first one investigates the two main formulations of the unrestricted Thurstonian model for ranking data along with the corresponding identification constraints. It is found that the extra identifications constraints required in one of them lead to unreliable estimates unless the constraints coincide with the true values of the fixed parameters. In the second paper, a pairwise likelihood (PL) estimation is developed for factor analysis models with ordinal variables. The performance of PL is studied in terms of bias and mean squared error (MSE) and compared with that of the conventional estimation methods via a simulation study and through some real data examples. It is found that the PL estimates and standard errors have very small bias and MSE both decreasing with the sample size, and that the method is competitive to the conventional ones. The results of the first two papers lead to the next one where PL estimation is adjusted to the unrestricted Thurstonian ranking model. As before, the performance of the proposed approach is studied through a simulation study with respect to relative bias and relative MSE and in comparison with the conventional estimation methods. The conclusions are similar to those of the second paper. The last paper extends the PL estimation to the whole structural equation modeling framework where data may include both ordinal and continuous variables as well as covariates. The approach is demonstrated through an example run in R software. The code used has been incorporated in the R package lavaan (version 0.5-11).
17
Mohammad, Omar, and Rafi Khaliqi. "American option prices and optimal exercise boundaries under Heston Model–A Least-Square Monte Carlo approach." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-48928.
Full textAbstract:
Pricing American options has always been problematic due to its early exercise characteristic. As no closed-form analytical solution for any of the widely used models exists, many numerical approximation methods have been proposed and studied. In this thesis, we investigate the Least-Square Monte Carlo Simulation (LSMC) method of Longstaff & Schwartz for pricing American options under the two-dimensional Heston model. By conducting extensive numerical experimentation, we put the LSMC to test and investigate four different continuation functions for the LSMC. In addition, we consider investigating seven different combination of Heston model parameters. We analyse the results and select the optimal continuation function according to our criteria. Then we uncover and study the early exercise boundary foran American put option upon changing initial volatility and other parameters of the Heston model.
18
Robacker, Thomas C. "Comparison of Two Parameter Estimation Techniques for Stochastic Models." Digital Commons @ East Tennessee State University, 2015. https://dc.etsu.edu/etd/2567.
Full textAbstract:
Parameter estimation techniques have been successfully and extensively applied to deterministic models based on ordinary differential equations but are in early development for stochastic models. In this thesis, we first investigate using parameter estimation techniques for a deterministic model to approximate parameters in a corresponding stochastic model. The basis behind this approach lies in the Kurtz limit theorem which implies that for large populations, the realizations of the stochastic model converge to the deterministic model. We show for two example models that this approach often fails to estimate parameters well when the population size is small. We then develop a new method, the MCR method, which is unique to stochastic models and provides significantly better estimates and smaller confidence intervals for parameter values. Initial analysis of the new MCR method indicates that this method might be a viable method for parameter estimation for continuous time Markov chain models.
19
Deng, Kefu. "The value and validity of software effort estimation models built from a multiple organization data set." Click here to access this resource online, 2008. http://hdl.handle.net/10292/473.
Full textAbstract:
The objective of this research is to empirically assess the value and validity of a multi-organization data set in the building of prediction models for several ‘local’ software organizations; that is, smaller organizations that might have a few project records but that are interested in improving their ability to accurately predict software project effort. Evidence to date in the research literature is mixed, due not to problems with the underlying research ideas but with limitations in the analytical processes employed: • the majority of previous studies have used only a single organization as the ‘local’ sample, introducing the potential for bias • the degree to which the conclusions of these studies might apply more generally is unable to be determined because of a lack of transparency in the data analysis processes used. It is the aim of this research to provide a more robust and visible test of the utility of the largest multi-organization data set currently available – that from the ISBSG – in terms of enabling smaller-scale organizations to build relevant and accurate models for project-level effort prediction. Stepwise regression is employed to enable the construction of ‘local’, ‘global’ and ‘refined global’ models of effort that are then validated against actual project data from eight organizations. The results indicate that local data, that is, data collected for a single organization, is almost always more effective as a basis for the construction of a predictive model than data sourced from a global repository. That said, the accuracy of the models produced from the global data set, while worse than that achieved with local data, may be sufficiently accurate in the absence of reliable local data – an issue that could be investigated in future research. The study concludes with recommendations for both software engineering practice – in setting out a more dynamic scenario for the management of software development – and research – in terms of implications for the collection and analysis of software engineering data.
20
Wikström, Gunilla. "Computation of Parameters in some Mathematical Models." Doctoral thesis, Umeå University, Computing Science, 2002. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-565.
Full textAbstract:
In computational science it is common to describe dynamic systems by mathematical models in forms of differential or integral equations. These models may contain parameters that have to be computed for the model to be complete. For the special type of ordinary differential equations studied in this thesis, the resulting parameter estimation problem is a separable nonlinear least squares problem with equality constraints. This problem can be solved by iteration, but due to complicated computations of derivatives and the existence of several local minima, so called short-cut methods may be an alternative. These methods are based on simplified versions of the original problem. An algorithm, called the modified Kaufman algorithm, is proposed and it takes the separability into account. Moreover, different kinds of discretizations and formulations of the optimization problem are discussed as well as the effect of ill-conditioning.
Computation of parameters often includes as a part solution of linear system of equations Ax = b. The corresponding pseudoinverse solution depends on the properties of the matrix A and vector b. The singular value decomposition of A can then be used to construct error propagation matrices and by use of these it is possible to investigate how changes in the input data affect the solution x. Theoretical error bounds based on condition numbers indicate the worst case but the use of experimental error analysis makes it possible to also have information about the effect of a more limited amount of perturbations and in that sense be more realistic. It is shown how the effect of perturbations can be analyzed by a semi-experimental analysis. The analysis combines the theory of the error propagation matrices with an experimental error analysis based on randomly generated perturbations that takes the structure of A into account
21
Kronenberg, Kai. "ADVERTISING EFFECTIVENESS ON INTERNATIONAL TOURISM DEMAND IN ÅRE – AN ECONOMETRIC ANALYSIS." Thesis, Mittuniversitetet, Avdelningen för turismvetenskap och geografi, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-19249.
Full textAbstract:
The objective of this study is to estimate advertising effects on international tourismdemand for the leading Swedish winter destination, Åre. The increasing share of foreigninbound tourists in this destination region creates a strong interest by shareholders toidentify the factors responsible for this trend. According to traditional micro-economictheory, economic factors, such as income and price, are considered as main determinantsfor tourism demand (Song and Witt 2000). However, according to advertising theories(Comanor and Wilson, 1974) and previous tourism research (Bhagwat and Debruine, 2008;Divisekera and Kulendran, 2006), this study additionally focuses on the brand awarenessof Åre as perceived by international tourists. More concretely, advertising theoriesdistinguish between the brand and the information function of advertising (Nelson, 1974).The former function follows the idea that advertising increases the level of productdifferentiation to build up a base of loyal customers. By contrast, the information functionimplies that advertising primarily provides information about products in order to increasethe market transparency. Accordingly, in order to estimate the impact of advertisingexpenditures for off- and online channels as well as promotional activities, furtherexplanatory variables, e.g. mega events, are considered in this study (Salman, 2003; Songet al., 2010). By applying ordinary least square (OLS) methods, demand elasticitycoefficients are estimated for each of the sending countries Norway, Finland, Russia,Denmark and the UK. Results show that advertising is the main significant driver oftourism demand from the UK, Russia and Finland, while a comparably weak advertisingleverage can be shown for Denmark and Norway. Interestingly, in contrast to microeconomictheories tested in previous research, income and tourism price levels reveal asbeing less significant drivers for demand in all analysed tourism markets. In turn, theresults provide evidence that the increased usage of online channels most significantlyaffects consumers’ buying behaviour. Finally, with respect to brand image perception,results reveal that the destination of Åre is perceived as a brand by tourists from Denmark.Moreover, for customers from the countries Norway and Finland, Åre indicates a weakbrand perception, while tourists from Russia and the UK don’t perceive Åre as a brand atall. The results gained by this research conducted at the level of the tourism destinationprovide useful hints about the factors influencing travel behaviour of tourists from maininternational markets. The study supports destination managers to appropriately adjustmarketing campaigns according to the predominant level of brand perception in respectivesending countries.KK-Foundation project ‘Engineering the Knowledge Destination’ (no. 20100260; Stockholm, Sweden).
22
Tao, Jinxin. "Comparison Between Confidence Intervals of Multiple Linear Regression Model with or without Constraints." Digital WPI, 2017. https://digitalcommons.wpi.edu/etd-theses/404.
Full textAbstract:
Regression analysis is one of the most applied statistical techniques. The sta- tistical inference of a linear regression model with a monotone constraint had been discussed in early analysis. A natural question arises when it comes to the difference between the cases of with and without the constraint. Although the comparison be- tween confidence intervals of linear regression models with and without restriction for one predictor variable had been considered, this discussion for multiple regres- sion is required. In this thesis, I discuss the comparison of the confidence intervals between a multiple linear regression model with and without constraints.
23
Weng, Lichen. "A Hardware and Software Integrated Approach for Adaptive Thread Management in Multicore Multithreaded Microprocessors." FIU Digital Commons, 2012. http://digitalcommons.fiu.edu/etd/653.
Full textAbstract:
The Multicore Multithreaded Microprocessor maximizes parallelism on a chip for the optimal system performance, such that its popularity is growing rapidly in high-performance computing. It increases the complexity in resource distribution on a chip by leading it to two directions: isolation and unification. On one hand, multiple cores are implemented to deliver the computation and memory accessing resources to more than one thread at the same time. Nevertheless, it limits the threads’ access to resources in different cores, even if extensively demanded. On the other hand, simultaneous multithreaded architectures unify the domestic execu- tion resources together for concurrently running threads. In such an environment, threads are greatly affected by the inter-thread interference. Moreover, the impacts of the complicated distribution are enlarged by variation in workload behaviors. As a result, the microprocessor requires an adaptive management scheme to schedule threads throughout different cores and coordinate them within cores.
In this study, an adaptive thread management scheme was proposed, integrating both hardware and software approaches. The instruction fetch policy at the hardware level took the responsibility by prioritizing domestic threads, while the Operating System scheduler at the software level was used to pair threads dynami- vi cally to multiple cores. The tie between them was the proposed online linear model, which was dynamically constructed for every thread based on data misses by the regression algorithm. Consequently, the hardware part of the proposed scheme proactively granted higher priority to the threads with less predicted long-latency loads, expecting they would better utilize the shared execution resources. Mean- while, the software part was invoked by such a model upon significant changes in the execution phases and paired threads with different demands to the same core to minimize competition on the chip. The proposed scheme was compared to its peer designs and overall 43% speedup was achieved by the integrated approach over the combination of two baseline policies in hardware and software, respectively. The overhead was examined carefully regarding power, area, storage and latency, as well as the relationship between the overhead and the performance.
24
Peres, Ariádine. "Restrições ao crédito e o uso dos recursos financeiros nas empresas brasileiras." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2014. http://hdl.handle.net/10183/98311.
Full textAbstract:
Este estudo têm como objetivo identificar qual o comportamento de empresas brasileiras de capital aberto com relação à aplicação dos recursos financeiros de seus fluxos de caixa (recursos internos) em investimentos e não investimentos (em fins que não se configuram como um projeto real de investimento) no curto e longo prazo e mostrar como essa questão está relacionado com o grau de restrições financeiras enfrentado pelas empresas. Para alcançar esse objetivo foram estimadas quatro regressões pelo método OLS (Ordinary Least Square / Mínimos Quadrados Ordinários), cada uma delas com uma das variáveis resposta correspondentes aos principais usos de caixa, ou seja, retenção de caixa, investimentos, dividendos e redução do financiamento externo e com as variáveis explicativas dadas pelo fluxo de caixa nos períodos t, t-1 e t-2 e algumas variáveis de controle específicas da firma. Os resultados sugerem que empresas brasileiras restritas e irrestritas se comportam de forma diferente ao receberem um choque positivo em seus fluxos de caixa e que o comportamento das mesmas também difere no curto e no longo prazo. Empresas restritas e irrestritas ao receberem um choque positivo em seus fluxos de caixa, retêm caixa no período contemporâneo e alocam tais recursos intertemporalmente. Empresas restritas investem mais no curto prazo enquanto as irrestritas investem mais no longo prazo. No curto prazo, empresas irrestritas distribuem mais dividendos do que empresas irrestritas e no longo prazo, os coeficientes dos fluxos de caixa não são significativos para nenhum dos grupos. No curto prazo empresas irrestritas reduzem o financiamento externo, enquanto empresas restritas levantam mais financiamentos externos e no longo prazo, esse comportamento se inverte. Dessa forma, fica clara a importância de se considerar o longo prazo bem como as restrições financeiras enfrentadas pelas empresas.This study aim to identify what is the behaviour of Brazilian public companies regarding the use of financial resources of cash flows (internal resources) in investments and not investments (for purposes that are not configured as a real investment project) in the short and long term and show how this is related to the degree of financial constraints faced by firms. To achieve this aim, four regressions were estimated by OLS ( Ordinary Least Square), each with one of the response variables corresponding to the main uses of cash, ie , cash holding, investments, dividends and external finance reduction and the explanatory variables given by the cash flow in periods t , t - 1 and t - 2 and some control variables specific of the firm. The results suggest that restricted and unrestricted Brazilian companies behave differently when they receive a positive shock on cash flows and their behavior also differs in the short and long term. When constrained and unconstrained firms receive a positive impact on cash flows, they retain cash in the contemporary period and intertemporally allocate such resources. Constrained firms invest more in the short term while the unrestricted invest more in the long run. In the short term, unconstrained firms distribute more dividends than unconstrained firms and in the long run, the coefficients of cash flows are not significant for either groups. In the short term unconstrained firms reduce external finance, while constrained firms raise more external finance and in the long term, this behavior is reversed. Thus, it is clear that it matters to consider the long term as well as financial constraints faced by firms.
25
Mat, Zali Samila Binti. "Equivalent dynamic model of distribution network with distributed generation." Thesis, University of Manchester, 2012. https://www.research.manchester.ac.uk/portal/en/theses/equivalent-dynamic-model-of-distribution-network-with-distributed-generation(f4dc9bba-ed4a-4c74-a727-735f3addb6b2).html.
Full textAbstract:
Today’s power systems are based on a centralised system and distribution networks that are considered as passive terminations of transmission networks. The high penetration of Distributed Generation (DG) at the distribution network level has created many challenges for this structure. New tools and simulation approaches are required to address the subject and to quantify the dynamic characteristics of the system. A distribution network or part of it with DG, Active Distribution Network Cell (ADNC), can no longer be considered as passive. An equivalent dynamic model of ADNC is therefore extremely important, as it enables power system operators to quickly estimate the impact of disturbances on the power system’s dynamic behaviour. A dynamic equivalent model works by reducing both the complexity of the distribution network and the computation time required to run a full dynamic simulation. It offers a simple and low-order representation of the system without compromising distribution network dynamic characteristics and behaviour as seen by the external grid. This research aims to develop a dynamic equivalent model for ADNC. It focuses on the development of an equivalent model by exploiting system identification theory, i.e. the grey-box approach. The first part of the thesis gives a comprehensive overview and background of the dynamic equivalent techniques for power systems. The research was inspired by previous work on system identification theory. It further demonstrates the theoretical concept of system identification, system load modelling and the modelling of major types of DG. An equivalent model is developed, guided by the assumed structure of the system. The problem of equivalent model development is then formulated under a system identification framework, and the parameter estimation methodology is proposed. The validation results of the effectiveness and accuracy of the developed model are presented. This includes the estimation of the parameter model using a clustering algorithm to improve the computational performance and the analysis of transformer impedance effects on the ADNC responses. The evaluation of probability density function, eigenvalue analysis and parameter sensitivity analysis for the model parameters are also presented. Typical model parameters for different network topologies and configurations are identified. Finally, the developed equivalent model is used for a large power system application. The accuracy and robustness of the developed equivalent model are demonstrated under small and large disturbance studies for various types of fault and different fault locations.
26
Gribaudo, Michael Louis. "Development of a system model and least mean square (LMS) filter for the Naval Postgraduate School (NPS) Infrared Search and Target Designation (IRSTD) system." Thesis, Monterey, California. Naval Postgraduate School, 1989. http://hdl.handle.net/10945/26990.
Full text
27
Furlan, Camila Pedrozo Rodrigues. "Especificação do tamanho da defasagem de um modelo dinâmico." Universidade Federal de São Carlos, 2009. https://repositorio.ufscar.br/handle/ufscar/4529.
Full textAbstract:
Made available in DSpace on 2016-06-02T20:06:02Z (GMT). No. of bitstreams: 1
2567.pdf: 3332442 bytes, checksum: 1e03b44e1c1f61f90b947fdca5682355 (MD5)
Previous issue date: 2009-03-06Financiadora de Estudos e Projetos
Several techniques are proposed to determine the lag length of a dynamic regression model. However, none of them is completely satisfactory and a wrong choice could imply serious problems in the estimation of the parameters. This dissertation presents a review of the main criteria for models selection used in the classical methodology and presents a way for determining the lag length from the perspective Bayesian. A Monte Carlo simulation study is conducted to compare the performance of the significance tests, R2 adjusted, final prediction error, Akaike information criterion, Schwarz information criterion, Hannan-Quinn criterion, corrected Akaike information criterion and fractional Bayesian approach. Two estimation methods are also compared, the ordinary least squares and the Almon approach.
Na literatura, muitas técnicas são propostas para determinar o tamanho da defasagem de um modelo de regressão dinâmico. Entretanto, nenhuma delas é completamente satisfatória e escolhas erradas implicam em sérios problemas na estimação dos parâmetros. Este trabalho apresenta uma revisão dos principais critérios de seleção de modelos disponíveis na metodologia clássica, assim como aborda uma maneira de determinar o tamanho da defasagem sob a perspectiva Bayesiana. Um estudo de simulação Monte Carlo é conduzido para comparar a performance dos testes de significância, do R2 ajustado, do erro de predição final, dos critérios de informação de Akaike, Schwarz, Hannan-Quinn e Akaike corrigido e da aproximação Bayesiana fracionada. Também serão comparados os métodos de estimação de Mínimos Quadrados Ordinários e de Almon.
28
Santos, Levi Alã Neves dos. "Mínimos quadrados ordinários (MQO) na produção científica brasileira: a interdisciplinaridade entre a econometria e as metrias da informação (bibliometria, informetria e cientometria)." Universidade Federal da Bahia, 2017. http://repositorio.ufba.br/ri/handle/ri/25329.
Full textAbstract:
Submitted by Levi Santos (levis@ufba.br) on 2018-01-30T21:19:42Z
No. of bitstreams: 1
Tese Levi PPGCI-UFBA 05.12.2017.pdf: 3296241 bytes, checksum: c7064236d23f11486d498f569f5185f1 (MD5)Approved for entry into archive by Urania Araujo (urania@ufba.br) on 2018-02-19T20:06:50Z (GMT) No. of bitstreams: 1 Tese Levi PPGCI-UFBA 05.12.2017.pdf: 3296241 bytes, checksum: c7064236d23f11486d498f569f5185f1 (MD5)
Made available in DSpace on 2018-02-19T20:06:50Z (GMT). No. of bitstreams: 1 Tese Levi PPGCI-UFBA 05.12.2017.pdf: 3296241 bytes, checksum: c7064236d23f11486d498f569f5185f1 (MD5)
Analisa a produção científica brasileira (artigos nacionais, artigos internacionais, anais de eventos e livros) através dos Mínimos Quadrados Ordinários (MQO). Para tanto, discorre sobre o percurso histórico e de aplicação das metrias que a Ciência da Informação (CI) vem construindo, desde a mais primordial de todas, a bibliometria, oriunda da biblioteconomia, passando pelas visões modernas como a cienciometria até a informetria. Explica como a econometria constrói o seu modelo de análise, que é utilizado para pesquisas na economia e, ao mesmo tempo, reflete como esse método pode ser trazido para as metrias da informação. Explica e expõe o método de estimação por MQO para a análise de regressão, que é a proposta desta tese. Pesquisa aplicada descritiva com abordagem quantitativa com procedimentos baseados no tipo de pesquisa estudo de caso do levantamento de dados a partir do Portal do Plano Tabular do CNPq do ano de 2010. Os critérios para delineamento da pesquisa foram aprofundados, na revisão de literatura, em referências tanto da área da CI quanto da bibliometria, estatística e econometria. Este estudo, metodologicamente, conta com a abordagem conceitual da bibliometria e da CI em busca de teorias aplicáveis aos estudos em MQO e a aplicação empírica do MQO se aproxima da concepção econométrica. A tese conclui que a utilização de técnicas de análises das funções de regressão construída por meio de MQO possibilita a criação de um modelo de previsão da produção científica brasileira. Esse modelo é construído a partir da correlação e determinação detectada entre o número de doutores e a produção científica destes em cada estado do Brasil. Com a aplicação de estratégias econométricas (índice de correlação, índice de determinação, forma funcional de curva de regressão e cálculo dos parâmetros da função por MQO), foi possível construir um modelo de previsão.
29
Shi, Yi. "Research on Application of Parameter Design and Optimization of Building Thermal Model Based on Infrared Image." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2018.
Find full textAbstract:
Questa tesi tratta della progettazione dei parametri e dell'ottimizzazione del
modello di consumo energetico degli edifici sulla base di immagini ad infrarossi.
I contenuti della ricerca si possono riassumere come segue:
1. Definizione ed implementazione di un nuovo modello semplificato di consumo di
energia. In base alle conoscenze teoriche esistenti, il modello complesso di consumo
energetico viene semplificato come funzione di correlazione con il consumo di
energia delle pareti e con tutti gli altri consumi energetici.
2. Progettazione dei parametri del modello. Prendendo in considerazione la quantità
dei dati, i requisiti di velocità di calcolo, nonché l'analisi empirica esistente del
consumo di energia, viene selezionato il nonlinear least square method per risolvere il
problema di progettazione del parametro.
3. Ottimizzazione del valore del parametro nel modello di consumo energetico. Il
problema di ottimizzazione del modello di edificio è considerato come “knapsack
problem” e risolto dalla programmazione dinamica.
4. Progettazione del sistema di acquisizione dati per il modello di consumo
energetico. Le temperature delle pareti sono ottenute dalle telecamere ad infrarossi
FLIR Vue Pro e FLIR One. Considerando le difficoltà nel misurare la temperatura
delle pareti esterne del grattacielo, si prevede di collegare la telecamera a infrarossi al
velivolo SAGA D600 come piattaforma di test.
5. Proposizione di un modello confermato in base a test sul campo.
La sperimentazioneè suddivisa in due parti. La prima parte ha l’obiettivo di stimare
il consumo di energia di un closed foam box per verificare il modello di parete. La
seconda calcola il consumo energetico di un edificio situato nel sud-est di Shanghai
utilizzandoil sistema di acquisizione dati sviluppatodalla tesi.
E’ stato così dimostrato che il modello propostoè in grado di simulare l'andamento
del consumo energetico dell'edificio e che i valori dei parametri sono ragionevoli.
30
Teker, Mahmut. "Identifying Factors That Facilitate The Use Of Multi-purpose Smart Cards By University Students: An Empirical Investigation." Master's thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12612983/index.pdf.
Full textAbstract:
The aim of this thesis is to identify factors that affect the university students&rsquoacceptance of multi-purpose Smart Cards. The findings of this study will be beneficial to facilitate the use of Smart-Card enabled system both n universities and in other institutions which either have these systems in use or plan to invest on these systems in the future. The research methodology employed within this study is based on quantitative methods. A survey instrument comprising 51 5-point Likert-type questions has been developed and applied to 207 university Middle East Technical University students. The data collected has been analyzed using Exploratory Factor Analysis to categorize factors having items. According to analysis results, the data classified under 5 factors
Perceived Usefulness, Perceived Ease of Use, Behavioral Intention, Anxiety, and Technological Complexity. Then, the relations between these 5 factors identified and a measurement model was created. For assessing the proposed model Discriminant and Convergent Validity scores were calculated by Confirmatory Factor Analysis. Then, Structural Equation Modeling was conducted with Partial Least Squares for validating the model&rsquo
s estimated influence. The study has shown that the main Technology Acceptance Model constructs fit for determining the university students&rsquo
intention of Smart Card usage except for Perceived Ease of Use over Behavioral Intention. Moreover, study showed that Anxiety and Technological Complexity were the external factors that have effect on willingness of using multi-purpose Smart Cards. If students have Anxiety, this affects their perception of easiness of the system and it has negative indirect effect on the perceived usefulness and direct effect on intention. Technological Complexity is another factor which has direct affect on the perception of easiness and usefulness and intention.
31
Liu, Tuo. "Model Selection and Adaptive Lasso Estimation of Spatial Models." The Ohio State University, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=osu1500379101560737.
Full text
32
Subedi, Santosh. "Determination of fertility rating (FR) in the 3-PG model for loblolly pine (Pinus taeda L.) plantations in the southeastern United States." Diss., Virginia Tech, 2015. http://hdl.handle.net/10919/52588.
Full textAbstract:
Soil fertility is an important component of forest ecosystem, yet evaluating soil fertility remains one of the least understood aspects of forest science. Phytocentric and geocenctric approaches were used to assess soil fertility in loblolly pine plantations throughout their geographic range in the United States. The model to assess soil fertility using a phytocentric approach was constructed using the relationship between site index and aboveground productivity. Geocentric models used physical and chemical properties of the A-horizon. Soil geocentric models were constructed using two modeling approaches. In the first approach, ordinary least squares methods of multiple regression were used to derive soil fertility estimated from site index using soil physical and chemical properties from the A-horizon. Ordinary least squares methods were found unsuitable due to multicollinearity among the soil variables. In the second approach, a multivariate modeling approach, partial least squares regression, was used to mitigate multicollinearity effects. The best model to quantify soil fertility using soil physical and chemical properties included N, Ca, Mg, C, and sand percentage as the significant predictors. The 3-PG process-based model was evaluated for simulating the response of loblolly pine to changes in soil fertility. Fertility rating (FR) is a parameter in 3-PG that scales soil fertility in the range of 0 to 1. FR values estimated from phytocentric and geocentric approaches were tested against observed production. The 3-PG model prediction of aboveground productivity described 89% percent of the variation in observed aboveground productivity using FR derived from site index and 84% percent of the vari- ation in observed aboveground productivity using FR derived from physical and chemical properties of the A-horizon. A response function to model dynamics of FR (∆FR) due to one time midrotatoin fertilization of N and P was developed using the Weibull function. The magnitude of ∆FR varied with intensity of N and time since application of fertilizer. The hypothesis that repeated fertilization with N and P eliminate major nutrient deficiency in the southeastern US was tested and a relationship between baseline fertility rating and fertilizer response was developed. An inverse relationship was observed between fertilizer response and baseline FR.Ph. D.
33
Lebeda, Aleš. "Model soustavy motorů s pružným členem." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2012. http://www.nusl.cz/ntk/nusl-219693.
Full textAbstract:
This thesis deals with problem of experimental identification using principles of artificial intelligence and development of nonlinear models. It shows how to estimate parameters of nonlinear models and it compares different types of nonlinear models based on analytical analysis which were developed from measured data in simulation and real system motors with flexible component.
34
Ly, Mouhamadou Moustapha. "Trois essais sur les effets de la politique budgétaire dans les pays en développement." Phd thesis, Université d'Auvergne - Clermont-Ferrand I, 2011. http://tel.archives-ouvertes.fr/tel-00606175.
Full textAbstract:
La réflexion sur l‟utilisation de la politique budgétaire comme outil de stabilisation et de relance connaît un net regain d‟intérêt ces dernières années. Après près de trois décennies qui ont vu la dominance des idées néo-classique, la récente crise financière des années 2008 a consacré le retour aux idées keynésiennes sur l‟efficacité de l‟outil budgétaire. Cette thèse s‟intéresse à ce thème et essaie de caractériser la politique budgétaire dans le contexte des pays en développement et son objectif final est de préciser dans quelle mesure cet outil de politique économique serait efficace pour ces pays. Le chapitre 2 traite de la question des effets des politiques budgétaires surprises. Autrement dit, et à partir d‟une modélisation en VAR structurels, cette partie se pose la question de savoir si le budget peut être utilisé de façon surprise pour relancer une économie et quels sont les défis que pose une telle mesure dans le contexte d‟une économie en développement. Le troisième chapitre à partir d‟un modèle de gravité analyse les relations entre la situation budgétaire dans les économies avancées ainsi que celle des pays émergents et les flux d‟investissement vers les économies à revenu intermédiaire. Cette étude montre qu‟un effet d‟éviction entre pays (développés et émergents) existe mais aussi que l‟économie mondiale tend vers un nouveau paradigme. Le dernier chapitre quant à lui étudie la cyclicité des politiques budgétaires pour un échantillon de pays d‟Afrique subsaharienne et d‟Amérique latine. La méthode choisie a permis de suivre l‟évolution de la procyclicité des politiques budgétaires d‟année en année et de montrer que les pays en développement surtout africains progressivement adoptent des politiques de plus en plus disciplinées et prudentes
35
Annamalai, Andy S. K. "An adaptive autopilot design for an uninhabited surface vehicle." Thesis, University of Plymouth, 2014. http://hdl.handle.net/10026.1/3100.
Full textAbstract:
An adaptive autopilot design for an uninhabited surface vehicle Andy SK Annamalai The work described herein concerns the development of an innovative approach to the design of autopilot for uninhabited surface vehicles. In order to fulfil the requirements of autonomous missions, uninhabited surface vehicles must be able to operate with a minimum of external intervention. Existing strategies are limited by their dependence on a fixed model of the vessel. Thus, any change in plant dynamics has a non-trivial, deleterious effect on performance. This thesis presents an approach based on an adaptive model predictive control that is capable of retaining full functionality even in the face of sudden changes in dynamics. In the first part of this work recent developments in the field of uninhabited surface vehicles and trends in marine control are discussed. Historical developments and different strategies for model predictive control as applicable to surface vehicles are also explored. This thesis also presents innovative work done to improve the hardware on existing Springer uninhabited surface vehicle to serve as an effective test and research platform. Advanced controllers such as a model predictive controller are reliant on the accuracy of the model to accomplish the missions successfully. Hence, different techniques to obtain the model of Springer are investigated. Data obtained from experiments at Roadford Reservoir, United Kingdom are utilised to derive a generalised model of Springer by employing an innovative hybrid modelling technique that incorporates the different forward speeds and variable payload on-board the vehicle. Waypoint line of sight guidance provides the reference trajectory essential to complete missions successfully. The performances of traditional autopilots such as proportional integral and derivative controllers when applied to Springer are analysed. Autopilots based on modern controllers such as linear quadratic Gaussian and its innovative variants are integrated with the navigation and guidance systems on-board Springer. The modified linear quadratic Gaussian is obtained by combining various state estimators based on the Interval Kalman filter and the weighted Interval Kalman filter. Change in system dynamics is a challenge faced by uninhabited surface vehicles that result in erroneous autopilot behaviour. To overcome this challenge different adaptive algorithms are analysed and an innovative, adaptive autopilot based on model predictive control is designed. The acronym ‘aMPC’ is coined to refer to adaptive model predictive control that is obtained by combining the advances made to weighted least squares during this research and is used in conjunction with model predictive control. Successful experimentation is undertaken to validate the performance and autonomous mission capabilities of the adaptive autopilot despite change in system dynamics.
36
Halldin, Axel. "Control of a Multivariable Lighting System." Thesis, Linköpings universitet, Reglerteknik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-134913.
Full textAbstract:
This master’s thesis examines how a small MIMO lighting system can be identified and controlled. Two approaches are examined and compared; the first approach is a dynamic model using state space representation, where the system identification technique is Recursive Least Square, RLS, and the controller is an LQG controller; the second approach is a static model derived from the physical properties of light and a feedback feed-forward controller consisting of a PI controller coupled with a Control Allocation, CA, technique. For the studied system, the CA-PI approach significantly outperforms the LQG-RLS approach, which leads to the conclusion that the system’s static properties are predominant compared to the dynamic properties.
37
Neves, Alessandra Teodoro. "Aplicação dos modelos paramétricos ARMAV e ARV na identificação modal de sistemas mecânicos." Universidade de São Paulo, 2006. http://www.teses.usp.br/teses/disponiveis/18/18135/tde-17012011-111718/.
Full textAbstract:
A análise modal experimental tem contribuído de forma decisiva para caracterização e solução de problemas de engenharia, relacionados à vibração estrutural. Uma das áreas fundamentais da análise modal experimental é a identificação de sistemas, cujo objetivo é determinar as propriedades dinâmicas de uma estrutura, descritas através das freqüências naturais, fatores de amortecimento e modos de vibrar do sistema em análise. Neste trabalho é realizado um estudo sobre as técnicas paramétricas de identificação de sistemas no domínio do tempo utilizando o modelo auto-regressivo de média móvel vetorial (ARMAV) e o modelo auto-regressivo vetorial (ARV). Em ambos os modelos, os procedimentos de identificação dos parâmetros auto-regressivos, responsáveis pela dinâmica do sistema, são estimados utilizando a aproximação dos mínimos quadrados. A partir desses coeficientes um modelo em espaço de estado do sistema é construído, a fim de estimar os parâmetros modais do sistema dinâmico. A ordem do modelo ARMAV, necessária para determinar as características dinâmicas do sistema, é estimada através do critério de informação Bayesiana (BIC). Para o caso do procedimento baseado no modelo ARV, onde apenas as respostas do sistema são consideradas no processo de identificação, uma nova técnica é proposta para solucionar o problema da identificação da ordem do modelo dinâmico. Essa técnica, baseada na estabilidade das freqüências naturais estimadas em várias identificações, contribuiu também para automação do procedimento de identificação. O desempenho dos algoritmos de identificação utilizando o modelo ARMAV, e o modelo ARV juntamente com a nova metodologia desenvolvida, é verificado através de aplicações a dados provenientes de simulações numéricas e de um ensaio experimental realizado em uma placa de alumínio.The experimental modal analysis has contribued in a decisive way to characterization and solution of engineering problems, related to structural vibration. One of the fundamental areas of the experimental modal analysis is the mechanical systems identification, whose objective is to identify the dynamic properties of a structure, described through the natural frequencies, damping ratios and mode shapes of the system in analysis. In this work a study is accomplished on the parametric techniques of systems identification in time domain using the Auto-Regressive Moving Average Vector (ARMAV) and the Auto-Regressive Vector (ARV) models. In these models, the procedures of the auto-regressive parameters identification that describes the dynamics of the system are estimated using the least square approach. Trough these coefficients a model in state space is built, in order to identify the modal parameters of the dynamic system. The order of the ARMAV model, necessary to determine the dynamic characteristics of the system, is estimated through Bayesian Information Criterion (BIC). For the procedure based on the model ARV, where only the system responses are considered in the identification process, a new technique is proposed to solve the identification problem of the order of the dynamic model. This technique, based on the stability of the natural frequencies in several identifications, also contributed to automation of the identification procedure. The performance of these identification algorithms using the ARMAV model, and the ARV model together with the new developed methodology, is verified using data from numerical simulations and from an experimental test accomplished in an aluminum plate.
38
Kantor, Roman. "Detekce zubů na 3D počítačovém polygonálním modelu čelisti." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2012. http://www.nusl.cz/ntk/nusl-236461.
Full textAbstract:
This document discusses a problem of tooth detection on jaw 3D polygonal model. It describes known methods that can be used to reach expected results, such as their advantages and disadvantages. Considering this, I choose one solution that is closely described with all theory needed for its implementation.
39
Wu, MeiMei. "Investigating the adoption of banking services delivered over remote channels : the case of Chinese Internet banking customers." Thesis, Loughborough University, 2012. https://dspace.lboro.ac.uk/2134/9387.
Full textAbstract:
Customers adoption of Internet banking has become a widely-researched topic, although it is fair to state that some research gaps still exist. This research aims to fill some of the research gaps by examining the factors that determine the relevant behaviour of three different categories of Internet banking customers in China (i.e. current users, non-users, and discontinued users), and by developing two conceptual models that are derived from different, but complementary, theoretical approaches. The Decision Making Model and the Service and Relationship Evaluation Model are developed in this research. The Decision Making Model is grounded in the technology acceptance model (TAM) and it incorporates an additional construct of perceived value of using Internet banking. Additionally, the Service and Relationship Evaluation Model is derived from the service quality evaluation and relationship quality evaluation literature. Unlike in most other Internet banking adoption studies, these two conceptual models are used complementarily to deliver a comprehensive understanding of customers Internet banking adoption in China. The models are tested using a sample of 614 Chinese Internet banking customers collected via mall-intercept personal interviews based on questionnaires. Partial Least Square (PLS) path modelling and mediation analysis are applied to test the hypotheses advanced in the two models. The key findings of this research show that perceived value is a major factor for explaining customers Internet banking adoption, thus indicating to the banks that they should reduce costs associated with using Internet banking while providing more (perceived) benefits to customers; the importance of incorporating perceived value in Internet banking adoption model(s) is also demonstrated. The findings also confirm that perceived usefulness and perceived ease of use are important factors that determine the adoption of Internet banking by all categories of customers. Current users and non-users perceptions of their behavioural control over using Internet banking contribute to their adoption of Internet banking, and such control perceptions are shaped by self-efficacy, perceived government support and technological support. Additionally, it is demonstrated that both current users and discontinued users perceived value and perceived service quality of Internet banking have positive associations with their satisfaction with Internet banking, which lead to their Internet banking adoption. Moreover, the findings reveal that current users are more likely to continue with Internet banking if they are affectively committed to their banks; they are less likely to continue with Internet banking if they are calculatively committed to their banks due to the costs associated with leaving the banks. These therefore indicate the importance of establishing high-quality customer-bank relationships and placing less strict switching cost barriers that impose less pressure on their existing customers. This research contributes to the Internet banking adoption literature by (i) identifying the important category of Internet banking discontinued users, apart from current users and non-users; and (ii) using two complementary conceptual models, which are grounded in different theoretical streams, to investigate the relevant adoption behaviour of all three categories of Internet banking customers. It hence delivers a comprehensive understanding of personal customers adoption of Internet banking in China.
40
Smail, Mohamed. "Identification des paramètres des structures vibrantes dans le domaine temporel." Châtenay-Malabry, Ecole centrale de Paris, 1994. http://www.theses.fr/1994ECAP0354.
Full textAbstract:
L'objectif de cette thèse est le développement et la mise au point des méthodes d'identification des paramètres de structures en vibrations dans le domaine temporel. Ces méthodes sont basées sur la modélisation ARMA et permettent l'élimination du biais d'estimation provenant du bruit de mesure. Dans le premier chapitre nous avons présenté la théorie générale ainsi que la formulation du modèle ARMA à partir des équations d'équilibre d'un système mécanique. Cette formulation est réalisée en utilisant la transformée en z et cela pour le cas de mesure des accélérations et des déplacements ainsi que les différentes relations permettant la détermination des paramètres recherches à partir des paramètres du modèle ARMA. Apres un rappel de l'identification dans le domaine fréquentiel au chapitre II, nous avons présenté l'analyse modale dans le domaine temporel au chapitre III. Au chapitre IV, les deux méthodes d'identification avec élimination de bruit de mesure sont présentées avec les différentes étapes d'identification de même que l'application des critères permettant la distinction des modes physiques de ceux de bruit. Dans le cinquième chapitre, nous avons testé les deux méthodes sur des exemples simulés numériquement de façon à explorer pratiquement tous les cas de figures qui puissent se présenter dans la pratique. Au fur et à mesure des exemples traités une comparaison est faite avec les résultats obtenus avec la méthode des moindres carrés. Enfin au chapitre VI, nous avons testé les deux méthodes sur des exemples pratiques, les enregistrements représentent dans ce cas les accélérations de structure. Une confrontation des résultats avec d'une part ceux de l'analyse fréquentielle et d'autre part ceux de la méthode des moindres carrés est effectuée pour la majorité des cas traités.
41
Kaplan, Andrea Jean. "An overview of multilevel regression." Thesis, 2010. http://hdl.handle.net/2152/ETD-UT-2010-12-2462.
Full textAbstract:
Due to the inherently hierarchical nature of many natural phenomena,
data collected rests in nested entities. As an example, students are nested in schools, school are nested in districts, districts are nested in counties, and counties are nested within states. Multilevel models provide a statistical framework for investigating and drawing conclusions regarding the influence of factors at differing hierarchical levels of analysis. The work in this paper serves as an
introduction to multilevel models and their comparison to Ordinary Least Squares (OLS) regression. We overview three basic model structures: variable intercept model, variable slope model, and hierarchical linear model and illustrate each model with an example of student data. Then, we contrast the three multilevel models with the OLS model and present a method for producing
confidence intervals for the regression coefficients.text
42
Tshiakambila, Eric Kateta. "An empirical analysis of the relationship between food inflation and passenger vehicle purchases in South Africa." Diss., 2016. http://hdl.handle.net/10500/22242.
Full textAbstract:
Food inflation in South Africa has been viewed as an important source of underlying inflationary
pressures in the economy due to its persistence beyond that of other commodities. Although
several studies found food to be one of the factors that influence purchase decisions, there still
appears to be an absence of research that directly links food inflation to consumers’ decisions,
especially when financing the purchase of new passenger vehicles in South Africa. In this
regard, this study investigated whether the increase in the prices of food products has a
significant effect on passenger vehicle purchases in South Africa. Leaning on the literature that
argues that economic factors do not play much of a role in passenger vehicle purchase
decisions in South Africa, it was hypothesised that there is no supported relationship between
food inflation and passenger vehicle purchases in South Africa.
Using secondary time series data, the Pearson correlation test revealed a negative but
insignificant relationship between food inflation and vehicle purchases in South Africa. The
ordinary least squares estimate of the purchase function, taking into account several economic
factors that influence passenger vehicle purchase decisions in the literature, showed that
disposable income of households along with vehicle purchases of the previous period are to be
considered as main determinants of vehicle purchases in South Africa. In addition, it was also
revealed that new vehicle prices are also a significant determinant of vehicle purchases. The
Johansen cointegration test revealed that the variables in the vehicle purchase function were
cointegrated in the long run. The vector error correction model showed a long-run relationship,
albeit insignificant, between food inflation and vehicle purchases and no relationship between
the two variables in the short run. The Granger causality test revealed that food inflation and
vehicle purchases are independent from each other, meaning that no causal effect was found
between the variables, regardless of the direction of the test.
This study concluded that economic factors such as interest rate and fuel price have an
insignificant influence on passenger vehicle purchases in South Africa. In the same line, the
impact of food inflation on passenger vehicle purchases in South Africa was found to be
insignificant, therefore, the conclusion was drawn that the increase in the prices of food
products will not play a considerable role in consumers’ decisions regarding passenger vehicle
purchase in South Africa.Business Management
M. Com. (Business Management)
43
Makuria, Abis Getachew. "The relationship between inflation and economic growth in Ethiopia." Diss., 2014. http://hdl.handle.net/10500/13633.
Full textAbstract:
The main purpose of this study is to empirically assess the relationship between inflation
and economic growth in Ethiopia using quarterly dataset from 1992Q1 to 2010Q4. In
doing so, an interesting policy issue arises. What is the threshold level of inflation for the
Ethiopian economy? Based on the Engle-Granger and Johansen co-integration tests it is
found out that there is a positive long-run relationship between inflation and economic
growth. The error correction models show that in cases of short-run disequilibrium, the
inflation model adjusts itself to its long-run path correcting roughly 40% of the
imbalance in each quarter. In addition, based on the conditional least square technique,
the estimated threshold model suggests 10% as the optimal level of inflation that
facilitates growth. An inflation level higher or lower than the threshold level of inflation
affects the economic growth negatively and hence fiscal and monetary policy
coordination is vital to keep inflation at the threshold.Economics
M. Com. (Economics)
44
Mudzamiri, Kizito. "Determination of net interest margin drivers for selected financial institutions in South Africa : a comparison with other capital markets." Thesis, 2013. http://hdl.handle.net/10210/8331.
Full textAbstract:
M.Comm. (Financial Management)There is a wide perception that bank net interest margins (NIMs) in Sub-Saharan Africa in general and South Africa in particular, are higher compared to other regions. The study investigates four commercial banks in South Africa with the aim of identifying the relevant factors affecting the behaviour of NIMs in commercial banking in South Africa, and draws comparisons with other markets. The study employs the Classical Linear Regression Model (CLRM) using the Ordinary Least Squares (OLS) data estimating technique to analyse net interest margins over the period 2000 to 2010. The study takes note of Ho and Saunders’s seminal work produced in 1981, and subsequent extensions and modification by other authors and researchers. Net interest margins are modeled in a single-step together with explanatory variables driven from the theoretical model. Using data obtained from the Bankscope data base, the variables examined in the study are; competitive structure of the market, average operating costs, management’s propensity for risk aversion, credit risk exposure, the quantum of the bank’s operations, short-term money market interest rate volatility, the opportunity cost of holding reserves and quality of management running the institution. The findings of the study suggest that market power, average operating costs, degree of risk aversion, credit risk exposure, and size of operations are major factors explaining the behaviour of NIMs in South Africa. These variables are major in terms of the number of banks that exhibit statistical significance. Market power, interest rate volatility and opportunity cost of holding reserves are also relevant factors, although they affect fewer banks than the major factors. Comparison of South African net interest margins determinants with those from other regions reveals some fundamental differences. These differences indicate that banks from different countries and regions are faced with different operating environments and risk profiles that drive net interest margins.
45
Yee, Lim Wei, and 林暐詒. "Ordered Iterative Least Square Estimator for Extended Efficiency Model." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/2tfwuq.
Full text
46
Liu, Yen-Hsiu, and 劉彥秀. "The further research of least-square model-image fitting." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/34838580705740653758.
Full textAbstract:
碩士國立成功大學
測量工程學系碩博士班
91
Semi-automatic model-based building extraction is currently one of the major topics in the field of digital photogrammetry. How to design an optimal algorithm for model-image fitting is the key to this issue. Based on the previous study, a least-squares approach has been proposed for the optimal model-image fitting. The principle of this method is to minimize the distance between image edge pixels and the projected wire frame by adjusting the model parameters. This method is feasible in most cases. However, incorrect fitting results may happen due to some factors, such as the applied edge detection method, the weight of edge pixels and applied constraints. Therefore, the main purpose of this paper is to analyze the influences of these factors and improve the algorithm to reduce the probability of error fitting. The firstly probed factor is the method used for edge detection. The results of model-image fitting using different edge detection methods are analyzed. In order to reduce the influence of the non-building edge pixels within the buffer of the projected model lines, we use the edge strength and direction of the edge pixels as the weights of the least-squares fitting. The experiment results that the best weighting method is to combine the factors of edge strength and direction. Furthermore, two strategies were used to avoid the error fitting. One is to add the building edge pixels artificially and the other is to constrain the model parameters more restrictively. The number of building model is also important in model-image fitting. More the number of models, buildings can be model better in detail. In this paper, two new models are used for the model-image fitting. Especially, the fitting result of a cylinder model demonstrates that the fitting method can be applied successfully to a primitive with curved surface.
47
Vaughan, Phillip Wingate. "Confirmatory factor analysis with ordinal data : effects of model misspecification and indicator nonnormality on two weighted least squares estimators." 2009. http://hdl.handle.net/2152/6610.
Full textAbstract:
Full weighted least squares (full WLS) and robust weighted least squares (robust
WLS) are currently the two primary estimation methods designed for structural equation
modeling with ordinal observed variables. These methods assume that continuous latent
variables were coarsely categorized by the measurement process to yield the observed
ordinal variables, and that the model proposed by the researcher pertains to these latent
variables rather than to their ordinal manifestations.
Previous research has strongly suggested that robust WLS is superior to full WLS
when models are correctly specified. Given the realities of applied research, it was
critical to examine these methods with misspecified models. This Monte Carlo simulation
study examined the performance of full and robust WLS for two-factor, eight-indicator confirmatory factor analytic models that were either correctly specified, overspecified, or
misspecified in one of two ways. Seven conditions of five-category indicator distribution
shape at four sample sizes were simulated. These design factors were completely crossed
for a total of 224 cells.
Previously findings of the relative superiority of robust WLS with correctly
specified models were replicated, and robust WLS was also found to perform better than
full WLS given overspecification or misspecification. Robust WLS parameter estimates
were usually more accurate for correct and overspecified models, especially at the
smaller sample sizes. In the face of misspecification, full WLS better approximated the
correct loading values whereas robust estimates better approximated the correct factor
correlation. Robust WLS chi-square values discriminated between correct and
misspecified models much better than full WLS values at the two smaller sample sizes.
For all four model specifications, robust parameter estimates usually showed lower
variability and robust standard errors usually showed lower bias.
These findings suggest that robust WLS should likely remain the estimator of
choice for applied researchers. Additionally, highly leptokurtic distributions should be
avoided when possible. It should also be noted that robust WLS performance was
arguably adequate at the sample size of 100 when the indicators were not highly
leptokurtic.text
48
Lin, Ting-Yu, and 林庭郁. "The Least Square Monte Carlo Simulation in Convertible Bond Pricing Model." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/51814610591783057924.
Full textAbstract:
碩士銘傳大學
財務金融學系碩士在職專班
99
Convertible bond is a hybrid security consisting of a straight bond and an option linked to the underlying equity, while investors could have the right to switch to stocks or execute the put provision. Contrast with some unrealistic assumptions of other finite difference method and binomial tree such as pricing with European option, and ignore the early exercise characteristic of American option. This paper tries to provide a new pricing model for valuing convertible bond, with American option framework considered, adopting Longstaff and Schwartz (2001) least square Monte Carlo method. Collect five specific convertible bond samples in the period of 2010/9/1-2010/12/30, find out the more precise theoretical prices and compare to the market prices. In the empirical result, the outcome shows that most theoretical price of sample convertible bonds conform to actual market price.
49
Kai-Shih, Hsieh, and 謝凱詩. "Using Partial Least Square to Estimate the Extended Technology Acceptance Model." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/28587983902234995474.
Full text
50
Huang, Hao-Chun, and 黃皓淳. "Pricing Swing Options within Stochastic Volatility Model by Least Square Monte Carlo." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/47998572880264827115.
Full textAbstract:
碩士國立中正大學
財務金融研究所
100
Some styling facts such as jumps, mean revering and especially stochastic volatility affects the price dynamics function of natural gas. This paper apply Bates (1996) stochastic volatility model to natural gas daily price volatility, and take advantage of multi-dimensional Least Square Monte Carlo (LSM) to correctly price Swing Options. Our results show that Bates model accompanied with LSM could reasonably price Swing Options.