Ph.D. / Electrical and Computer Engineering / Numerous applications require either the estimation or prediction of a noisy time-series. Examples include speech enhancement, economic forecasting, and geophysical modeling. A noisy time-series can be described in terms of a probabilistic model, which accounts for both the deterministic and stochastic components of the dynamics. Such a model can be used with a Kalman filter (or extended Kalman filter) to estimate and predict the time-series from noisy measurements. When the model is unknown, it must be estimated as well; dual estimation refers to the problem of estimating both the time-series, and its underlying probabilistic model, from noisy data. The majority of dual estimation techniques in the literature are for signals described by linear models, and many are restricted to off-line application domains. Using a probabilistic approach to dual estimation, this work unifies many of the approaches in the literature within a common theoretical and algorithmic framework, and extends their capabilities to include sequential dual estimation of both linear and nonlinear signals. The dual Kalman filtering method is developed as a method for minimizing a variety of dual estimation cost functions, and is shown to be an effective general method for estimating the signal, model parameters, and noise variances in both on-line and off-line environments.

This paper is analysing the development of municipal waste amounts in theSwedish municipality of Växjö. The cause of the analysis were decliningwaste amounts in the second half of 2008, which was a rather atypical developmentsince in the years before, a steady growth could be observed.Therefore, the Waste management department in Växjö raised the questionif and in what way the economic downturn that Sweden is currently undergoingcould affect the waste amounts. This is the central question I try toanswer in this paper. To pursue a systematic analysis, I start with a theoreticalsection on how waste is generated in societies, how waste is managed inSweden and which factors influence the development of municipal waste.Aim of this section is to give a theoretical assessment on how the economicdownturn could affect the actual waste amounts. Then, an empirical analysisof Växjö’s municipal waste amounts is conducted. This is done by timeseries modelling of monthly amounts, by using the ARIMA methodology.The models then are tested on structural breaks that could be attributed to aneconomic downturn. Finally, the waste amounts for the next twelve monthsare forecasted.

A memory leak is a common software vulnerability that will lead to performance degradation of the software or crash or both. A Memory leak is one typical cause of software aging. The phenomenon of memory leaks usually occurs in C/C++ because programmers need to manage memory by themselves when programs run. However, many think that Java does not suffer from memory leaks since Java provides automatic garbage collection. Actually, Java programs will run out of memory unexpectedly after executing for a long time. The reason for Java memory leaks is that reachable objects are no longer needed. These objects should be reclaimed but they can¡¦t because they are still referenced. This thesis introduces a method for filtering the leaked objects in Java memory leak programs. First, we monitor the heap growth after each full garbage collection and the numbers of full garbage collection to identify programs that might have potential memory management problems. Second, we periodically keep track of growth trend of each object of problematic programs and filter out the suspected one by time series analysis. Finally, we execute the program blocks that include objects that we find out to see if the program will run out of memory eventually. The method has been implemented and has been verified successful by four Java memory leak programs.

This paper uncovers the relationship between stock markets and exchange rates in seven countries by employing stable aggregate currency (SAC) for the period of 1973- 2004. Ordinary Least Squares (OLS) regression, time series methods, and directed acyclic graphs are applied to the daily data on stock market indices and exchange rates. The findings based on regression analysis show that exchange rate exposure of stock markets is statistically significant when stock indexes in SAC are used. Using an innovation accounting technique, we confirm that stock markets and exchange rates are correlated. Moreover, in most cases stock markets are more exogenous than foreign currency markets, which explains the relatively high percentage of uncertainty in the foreign currency market. Overall, SAC-based models give relatively more accurate and robust results than those which employ stock indices in local currencies, because it is more accurate to convert both variables into the same denominator.

<p>This paper is analysing the development of municipal waste amounts in theSwedish municipality of Växjö. The cause of the analysis were decliningwaste amounts in the second half of 2008, which was a rather atypical developmentsince in the years before, a steady growth could be observed.Therefore, the Waste management department in Växjö raised the questionif and in what way the economic downturn that Sweden is currently undergoingcould affect the waste amounts. This is the central question I try toanswer in this paper. To pursue a systematic analysis, I start with a theoreticalsection on how waste is generated in societies, how waste is managed inSweden and which factors influence the development of municipal waste.Aim of this section is to give a theoretical assessment on how the economicdownturn could affect the actual waste amounts. Then, an empirical analysisof Växjö’s municipal waste amounts is conducted. This is done by timeseries modelling of monthly amounts, by using the ARIMA methodology.The models then are tested on structural breaks that could be attributed to aneconomic downturn. Finally, the waste amounts for the next twelve monthsare forecasted.</p>

Thesis (M.A.S.)--Memorial University of Newfoundland, 2001. / Bibliography: leaves 66-68.

Thesis (M. Phil.)--University of Hong Kong, 2001. / Includes bibliographical references (leaves 89-94).

Thesis (Ph. D.)--University of Washington, 2002. / Vita. Includes bibliographical references (leaves 109-119).

Thesis (Ph.D.)--City University of Hong Kong, 2009. / "Submitted to Department of Management Sciences in partial fulfillment of the requirements for the degree of Doctor of Philosophy." Includes bibliographical references (leaves 94-104)

Thesis (Ph. D.)--Brigham Young University. Dept. of Mechanical Engineering, 2003. / Includes bibliographical references (p. 263-279).