Ce mémoire propose une adaptation lisse de méthodes bootstrap par pseudo-population aux fins d'estimation de la variance et de formation d'intervalles de confiance pour des quantiles de population finie. Dans le cas de données i.i.d., Hall et al. (1989) ont montré que l'ordre de convergence de l'erreur relative de l’estimateur bootstrap de la variance d’un quantile échantillonnal connaît un gain lorsque l'on rééchantillonne à partir d’une estimation lisse de la fonction de répartition plutôt que de la fonction de répartition expérimentale. Dans cet ouvrage, nous étendons le principe du bootstrap lisse au contexte de population finie en le mettant en œuvre au sein des méthodes bootstrap par pseudo-population. Étant donné un noyau et un paramètre de lissage, cela consiste à lisser la pseudo-population dont sont issus les échantillons bootstrap selon le plan de sondage initial. Deux plans sont abordés, soit l'échantillonnage aléatoire simple sans remise et l'échantillonnage de Poisson. Comme l'utilisation des algorithmes proposés nécessite la spécification du paramètre de lissage, nous décrivons une méthode de sélection par injection et des méthodes de sélection par la minimisation d'estimés bootstrap de critères d'ajustement sur une grille de valeurs du paramètre de lissage. Nous présentons des résultats d'une étude par simulation permettant de montrer empiriquement l'efficacité de l'approche lisse par rapport à l'approche standard pour ce qui est de l'estimation de la variance d'un estimateur de quantile et des résultats plus mitigés en ce qui concerne les intervalles de confiance. / This thesis introduces smoothed pseudo-population bootstrap methods for the purposes of variance estimation and the construction of confidence intervals for finite population quantiles. In an i.i.d. context, Hall et al. (1989) have shown that resampling from a smoothed estimate of the distribution function instead of the usual empirical distribution function can improve the convergence rate of the bootstrap variance estimator of a sample quantile. We extend the smoothed bootstrap to the survey sampling framework by implementing it in pseudo-population bootstrap methods. Given a kernel function and a bandwidth, it consists of smoothing the pseudo-population from which bootstrap samples are drawn using the original sampling design. Two designs are discussed, namely simple random sampling and Poisson sampling. The implementation of the proposed algorithms requires the specification of the bandwidth. To do so, we develop a plug-in selection method along with grid search selection methods based on bootstrap estimates of two performance metrics. We present the results of a simulation study which provide empirical evidence that the smoothed approach is more efficient than the standard approach for estimating the variance of a quantile estimator together with mixed results regarding confidence intervals.

Dans cette thèse CIFRE en collaboration entre le Centre de Mathématiques et de leurs Applications, École Normale Supérieure de Cachan et l’entreprise DxO, nous abordons le problème de la décomposition additive d’une image en base et détail. Une telle décomposition est un outil fondamental du traitement d’image. Pour une application à la photographie professionnelle dans le logiciel DxO Photolab, il est nécessaire que la décomposition soit exempt d’artefact. Par exemple, dans le contexte de l’amélioration de contraste, où la base est réduite et le détail augmenté, le moindre artefact devient fortement visible. Les distorsions de l’image ainsi introduites sont inacceptables du point de vue d’un photographe.L’objectif de cette thèse est de trouver et d’étudier les filtres les plus adaptés pour effectuer cette tâche, d’améliorer les meilleurs et d’en définir de nouveaux. Cela demande une mesure rigoureuse de la qualité de la décomposition en base plus détail. Nous examinons deux artefact classiques (halo et staircasing) et en découvrons trois autres types tout autant cruciaux : les halos de contraste, le cloisonnement et les halos sombres. Cela nous conduit à construire cinq mire adaptées pour mesurer ces artefacts. Nous finissons par classer les filtres optimaux selon ces mesures, et arrivons à une décision claire sur les meilleurs filtres. Deux filtres sortent du rang, dont un proposé dans cette thèse. / In this CIFRE thesis, a collaboration between the Center of Mathematics and their Applications, École Normale Supérieure de Cachan and the company DxO, we tackle the problem of the additive decomposition of an image into base and detail. Such a decomposition is a fundamental tool in image processing. For applications to professional photo editing in DxO Photolab, a core requirement is the absence of artifacts. For instance, in the context of contrast enhancement, in which the base is reduced and the detail increased, minor artifacts becomes highly visible. The distortions thus introduced are unacceptable from the point of view of a photographer.The objective of this thesis is to single out and study the most suitable filters to perform this task, to improve the best ones and to define new ones. This requires a rigorous measure of the quality of the base plus detail decomposition. We examine two classic artifacts (halo and staircasing) and discover three more sorts that are equally crucial: contrast halo, compartmentalization, and the dark halo. This leads us to construct five adapted patterns to measure these artifacts. We end up ranking the optimal filters based on these measurements, and arrive at a clear decision about the best filters. Two filters stand out, including one we propose.

This master's thesis contains introduction to image filtration problems, especially to theoretical outlets, whose origin lies in linear systems theory and mathematical function analysis. There are described some approaches and methods which are used to image smoothing and for edge detection in an image. Mainly Sobel operator, Laplace operator and median filter are covered. The main contents of this project is discussion of some approaches of hardware acceleration of image filtering and design of time effective software and hardware implementations of filters in a form of program functions and combinational circuits using theoretical knowledges about time complexity of algorithms. Hardware and software implementation of named filters was done too. For every filter, time of filtration was measured and results were compared and analyzed.

Wikipedia umschreibt die Topologieoptimierung als ein computerbasiertes Berechnungsverfahren, durch welches eine günstige Grundgestalt (Topologie) für Bauteile unter mechanischer Belastung ermittelt werden kann. Durch die Verwendung von 3D-Druck-Verfahren wird die Gestaltung der Komponenten revolutioniert, weil diese nicht mehr abhängig vom Fertigungsverfahren sind. Dabei werden auch optimale Gitterstrukturen innerhalb der Komponenten immer wichtiger. Diese neuen Herausforderungen können im Creo Umfeld mit ProTopCI (Hersteller CAESS, PTC Partner Advantage, Silver) elegant gelöst werden. Im Vortrag (mit Live-Demonstration) werden die neuen Möglichkeiten dieser innovativen Lösung beleuchtet: Modellerzeugung in Creo Simulate (FEM-Mode): - Verschiedene Lastfälle, - Kontakte, - Schraubenverbindungen, - CAD-Geometrie, - zu optimierende Bereiche, ... Technologische Randbedingungen zur Berücksichtigung des Fertigungsverfahren Innovatives Erzeugen/Optimieren der Gitterstrukturen Glätten, Exportieren der optimierten Geometrie

Variable renewable energy (VRE) is becoming more present in the energy mix as society aims to shift power production from fossil fuels. Solar and wind power are VRE sources, which can result in fluctuations in the input to the network, creating supply uncertainty. The Swedish Transmission system operator (TSO), Svenska kraftnät (Svk), is obliged to ensure stability in the network, which must be considered when approving applications for subscriptions of connections to the transmission network. In the stability investigations performed before approving applications, Svk assumes that solar and wind power produces at their maximum capacity at their connection point before approving applications, to ensure safe and stable power system operation under any weather conditions. However, this might be an over-conservative assumption as the share of VRE sources increases. This is because there is an anti-correlation between wind and solar power, which results in a few colliding hours when both produce at full capacity. This study investigates the correlation between solar and wind power, evaluates the probability of high wind and solar power production coinciding at different percentages of their capacity, and analyses the potential for aggregating them in the studies performed to approve connections to the transmission network. The research method applied was an inductive approach, where a statistical analysis using Pearson's correlation and conditional probability was conducted based on reanalysed data collected from ERA5 and STRÅNG databases. The analysis showed a weak complementary correlation coefficient for all time periods, and the probability of very high production coinciding is small. If it occurs, it is more likely to happen during the first part of the year. The results show a spatial correlation in the probability. By implementing integration strategies, the conclusion is that there is a controllable risk when increasing the capacity. Even if there is a risk, it can be worth taking as more VRE sources can be connected to the transmission network. / Förnybar energi har blivit mer närvarande i dagens energimix när samhället strävar efter att förändra kraftproduktionen från fossilt till förnybara källor. Sol- och vindkraft är varierande förnybara energikällor vilket skapar fluktationer i inmatning till nätet samt ökad osäkerhet kring mängden tillgänglig produktion. Systemoperatören (TSO), Svenska kraftnät (Svk) är skyldig att säkerhetställa stabilitet i nätet, vilket måste beaktas vid ansökningar om anslutningar till transmissionsnätet. Denna studie undersöker därför korrelationen mellan sol- och vindkraft, samt utvärderar sannolikheten att hög sol- och vindkrafts produktion sammanfaller samtidigt. Forskningsmetoden som tillämpades var en induktiv metod, där en statistisk analys med Pearsons korrelationskoefficient såväl som sannolikheten mellan att deras produktion sammanföll samtidigt utfördes, baserat på återskapad väderdata insamlad från ERA5 och STRÅNG. Analysen visade svag komplementär korrelationskoefficient för alla tidsperioder och sannolikheten för att mycket hög produktion sammanfaller var liten. De tillfällen som produktionen sammanföll inträffade majoriteten under början av året. Genom implementering av de tillvalda strategierna är slutsatsen att det finns en kontrollerbar risk när man ökar den tillåtna anslutna kapaciteten sol- och vindkraft i transmissionsnätet. Det finns också en antikorrelation mellan sol- och vindkrafs produktion vilket resulterade i endast ett fåtal sammanfallande timmar när båda producerar på maximal kapacitet.

Comme plusieurs pays industrialisés, le Canada fait face à un vieillissement de sa population qui est exacerbé par la baisse de la mortalité aux âges adultes et avancés. Pour atténuer les conséquences du vieillissement de la population, le Canada a recours à une immigration internationale qui s’est beaucoup diversifiée quant au lieu de naissance des arrivants depuis quelques décennies. Dans ce contexte, il est intéressant de s’interroger sur le comportement différentiel des immigrants selon leur provenance en comparaison avec les Canadiens de naissance. Notre recherche s’inscrit plus précisément sous la thématique mortalité et elle a pour objectif d’étudier les disparités dans la distribution des décès par âge et par sexe selon la provenance, cette dernière étant comprise d’une double manière, soit selon une perspective géographique, soit selon le niveau de développement du pays de naissance. En utilisant une approche de lissage par P-splines, nous estimons l’âge modal (i.e. le plus commun) au décès et la dispersion des durées de vie au mode pour les divers groupes d’immigrants à l’étude et les natifs. Nos résultats montrent que la mortalité aux grands âges résumée par l’âge modal au décès, M, est plus faible pour l’ensemble des immigrants qu’au sein de la population native. L’écart est plus élevé chez les hommes et relativement faible chez les femmes, tout en étant statistiquement significatif. La répartition des décès selon l’âge des immigrants est plus concentrée autour de son centre que celle des natifs, indiquant une plus grande homogénéité des durées de vie individuelles aux âges avancés. L’âge modal au décès estimé pour chacune des catégories de provenance considérées séparément, soit selon la région géographique, soit selon l’indice de développement humain, présente des différences statistiquement significatives par rapport à la population native, à l’exception des femmes Britanniques et celles de l’Afrique et du Moyen-Orient. De plus, certaines différences significatives en matière d’âge modal au décès sont observées lors de la comparaison des groupes d’immigrants entre eux. Le phénomène de sélection, à la fois dans le pays de provenance et dans celui de destination, est l’explication la plus plausible pour ces différences et elle est discutée dans ce mémoire. / Like many industrialized countries, Canada is facing an aging population that is exacerbated by the decline in mortality in adulthood and advanced ages. To mitigate the consequences of an aging population, Canada has resorted to international immigration, which has greatly diversified in terms of the place of birth of arrivals in recent decades. In this context, it is interesting to study the differential behavior of immigrants according to their origin compared to native-born Canadians. Our research focuses specifically under the theme of mortality and its objective is to study the disparities in the distribution of deaths by age and sex according to origin, the latter being twofold, i.e., from a geographical perspective, or according to the level of development of the country of birth. Using a P-spline smoothing approach, we estimate the modal (i.e., the most common) age at death and the dispersion of mode lifespans for the various immigrant groups under study and natives. Our results show that mortality at older ages, summarized by the modal age at death, M, is lower among immigrants than for the native population. The difference is higher for men and relatively small for women, while still being statistically significant. The distribution of deaths by age of immigrants is more concentrated around its center than that of natives, indicating a greater homogeneity of individual lifespans at advanced ages. The estimated modal age at death for each of the categories of origin considered separately, either by geographic region or by HDI, shows statistically significant differences compared to the native population, with the exception of women from the United Kingdom and from Africa and the Middle East. In addition, some significant differences in the modal age at death are observed when comparing immigrant groups with each other. The phenomenon of selection in both the country of origin and the country of destination is the most plausible explanation for these differences and is discussed in this thesis.

This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. Assuming that each time step in the one-minute timeframe of the stock market is stochastically independent, the model eliminates theimpact of fundamental analysis and creates a feasible Markov model. The modeltreats the stock price’s movement as entirely randomly generated, which allowsfor a more simplified model that can be implemented with ease. The modelis intended to serve as a starting ground for more advanced technical tradingstrategies and act as useful guidance for a short-term trader when combinedwith other resources. The creation of the model involves Laplace smoothing toensure there are no zero-probabilities and calculating the steady-state probabilityvector of the smoothed matrix to determine the predicted direction of the nexttime step. The model will reset daily, reducing the impact of fundamental factorsoccurring outside trading hours and reducing the risk of carrying over bias fromprevious trading day. Any open positions will hence be closed at the end of theday. The study’s purpose is to research and test if a simple forecasting modelbased on Markov chains can serve as a useful tool for forecasting stock prices atshort time intervals. The result of the study shows that a Markov-based tradingstrategy is more profitable than a simple buy-and-hold strategy and that theprediction accuracy of the Markov model is relatively high. / Denna avhandling syftar till att undersöka möjligheten att använda en markoviskmetod för att förutsäga kortsiktiga rörelser på aktiemarknaden. För att hjälpaaktörer på aktiemarknaden att fatta välgrundade handelsbeslut föreslår dennastudie en markovisk modell för att förutsäga nästa stängningspris baserat påde senaste stängningspriserna. Modellen antar att varje tidssteg i ett en-minuts intervall på aktiemarknaden är stokastiskt oberoende, vilket eliminerarpåverkan från fundamental analys och skapar förutsättningen för en genomförbarmarkov-modell. Modellen behandlar aktieprisets rörelse som helt slumpmässigtgenererat, vilket möjliggör en mer förenklad modell som kan implementeraspå marknaden. Modellen är avsedd att tjäna som en utgångspunkt förmer avancerade tekniska handelsalgoritmer och fungera som en användbarvägledning för en akitehandlare med kort tidshorisont i kombination med andraresurser. Skapandet av modellen inkluderar använding av Laplace-jämning föratt säkerställa att det inte finns nollsannolikheter samt beräknandet av denstationära sannolikhetsvektorn för den jämnade matrisen i syfte att bestämmaden förutsedda riktningen för nästa tidssteg. Modellen kommer att återställasdagligen, vilket minskar påverkan från de fundamentala faktorer som inträffarutanför handelstiderna och ser till att bias inte överförs till nästa börsdag. Dettainnebär att alla öppna positioner stängs vid dagens slut. Studiens syfte är attforska och testa om en enkel prognosmodell baserad på Markovkedjor kan varaanvändbar som ett verktyg för att förutsäga aktiepriser vid korta tidsintervall.Resultatet från studien visar på att en markov-baserad trading strategi är merlönsam än en enkel köp-och-behåll strategi och att prediktionernas träffsäkerhetfrån en markov modell är relativt höga.

Salinity intrusion in a river may have an adverse effect on the quality of life and can be perceived as a modern-day curse. Therefore, it is important to find technical ways to monitor and forecast salinity intrusion. In this paper, we designed a forecasting model using Simple Exponential Smoothing method (SES) which performs weekly salinity intrusion forecast in Ham Luong river (HLR), Ben Tre province based on historical data obtained from the Center for Hydro-meteorological forecasting of Ben Tre province. The results showed that the SES method provides an adequate predictive model for forecast of salinity intrusion in An Thuan, Son Doc, and Phu Khanh. However, the SES in My Hoa, An Hiep, and Vam Mon could be improved upon by another forecasting technique. This study suggests that the SES model is an easy-to-use modeling tool for water resource managers to obtain a quick preliminary assessment of salinity intrusion. / Xâm nhập mặn có thể gây tác động xấu đến đời sống con người, tuy nhiên nó hoàn toàn có thể dự báo được. Cho nên, một điều quan trọng là tìm được phương pháp kỹ thuật phù hợp để dự báo và giám sát xâm nhập mặn trên sông. Trong bài báo này, chúng tôi sử dụng phương pháp Simple Exponential Smoothing để dự báo xâm nhập mặn trên sông Hàm Luông, tỉnh Bến Tre. Kết quả cho thấy mô hình dự báo phù hợp cho các vị trí An Thuận, Sơn Đốc, và Phú Khánh. Tuy nhiên, các vị trí Mỹ Hóa, An Hiệp, và Vàm Mơn có thể tìm các phương pháp khác phù hợp hơn. Phương pháp Simple Exponential Smoothing rất dễ ứng dụng trong quản lý nguồn nước dựa vào việc cảnh báo xâm nhập mặn.

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För att uppnå större harmonisering mellan länder och förenkla jämförelser mellan företag har ett antal internationella standarder för finansiell rapportering upprättats. Den senaste IFRS- standarden, IFRS 3, gavs ut år 2004 och infördes i Europa år 2005, vilket innebar att börsnoterade företag bland annat i Sverige skulle följa standarden när de upprättar sin koncernredovisning. I och med den nya standarden infördes nya regler för nedskrivning av goodwill som innebar att årliga avskrivningar ersattes med regelbundna tester för nedskrivning. Eftersom genomförande av nedskrivning i stor utsträckning är beroende av subjektiva bedömningar, uppstår möjligheten för företagsledningar att påverka den finansiella rapporteringen till sin egen fördel. Syftet i föreliggande studie är att utreda vilka faktorer som påverkar företagsledningen i sin bedömning vid nedskrivning av goodwill. Föreliggande studie har använt kvantitativ metod och en deduktiv ansats. Datainsamlingen baserades på årsredovisningar från börsnoterade företag i large cap på Stockholmsbörsen OMX Nasdaq under perioden 2011-2014. Denna studies resultat har visat att det råder ett signifikant positivt samband mellan (1) byte av VD, (2) svaga resultat och nedskrivning av goodwill. Detta ger stöd till att det under vissa förhållanden finns incitament för företagsledningen att påverka redovisningen på ett sätt som inte nödvändigtvis avspeglar den verkliga finansiella situationen i företaget. Det är viktigt för företags intressenter och revisorer att ha kännedom om vilka incitament som kan föranleda påverkan av redovisningen. / In order to achieve greater harmonization between countries and facilitate comparisons between companies, a number of international financial reporting standards have been established. The recent IFRS standard, IFRS 3 was released in 2004 and was introduced in Europe in 2005, which meant that listed companies in Sweden would follow the standard when they prepare their consolidated accounts. With the new standard, new rules for the impairment of goodwill were introduced that replaced annual depreciation with regular testing for impairment. Since the implementation of the write-down is largely dependent on subjective judgments, the possibility arises that management manipulate financial reporting to their own advantage. The aim of the present study is to investigate the factors that influence the company management in assessing the impairment of goodwill. This study uses quantitative methods and has a deductive approach. The data collection is based on the annual reports of listed companies in the large cap on the OMX Nasdaq Stockholm Exchange during the period 2011-2014. The results in the study have shown that there is a significant positive relationship between (1) the replacement of the CEO, (2) weak earnings and impairment of goodwill. This supports that under certain conditions there is an incentive for management to manipulate accounting numbers in a way that does not necessarily reflect the real financial situation of the company. It is important for the company's stakeholders and auditors to have knowledge of what incentives can influence preparation of financial statements.