Made available in DSpace on 2014-10-09T12:36:02Z (GMT). No. of bitstreams: 0 / Made available in DSpace on 2014-10-09T13:59:49Z (GMT). No. of bitstreams: 0 / Pesquisas versando sobre a distribuição de radionuclídeos naturais na Antártica são raras e desta forma, há grande interesse em se conhecer sua ocorrência e os fatores envolvidos com sua mobilização, transferência e acúmulo neste ambiente extremamente frágil. Os radionuclídeos naturais têm sido intensamente utilizados como traçadores no meio ambiente oceânico, auxiliando na compreensão de processos como afundamento, remoção e ressuspensão de partículas, mistura de massas dágua e circulação oceânica. O 234Th (t½ = 24,1 dias) é um radionuclídeo partículo-reativo produzido continuamente na água do mar pelo decaimento radioativo de seu precursor solúvel e de caráter conservativo com a salinidade 238U (t½ = 4,5 109 anos). Como apresenta meiavida relativamente curta, o 234Th é apropriado para quantificar processos que ocorrem em escala de tempo de dias a semanas. O desequilíbrio 234Th/ 238U nas águas superficiais do oceano tem sido utilizado para determinar o fluxo de carbono orgânico que afunda via material particulado. O fluxo de partículas produtivas biologicamente para além da zona eufótica no Oceano Austral tem destaque especial devido à sua importância no controle das concentrações de CO2 na atmosfera. Os radionuclídeos 210Pb (t½ = 22,3 anos) e 210Po (t½ = 138 dias) também são partículo-reativos. O desequilíbrio 210Po/ 210Pb tem sido utilizado para estimar os fluxos de partículas exportadas no oceano em uma escala de tempo de várias semanas. Os isótopos de Ra de meias-vidas longas, 226Ra (t½ = 1.600 anos) e 228Ra (t½ = 5,75 anos) são solúveis na água do mar exibem propriedades únicas que os tornam bons traçadores de massas dágua. Este trabalho teve por objetivos estudar as distribuições dos radionuclídeos naturais 238U, 234Th, 226Ra, 228Ra, 210Pb e 210Po no Estreito de Bransfield, durante duas campanhas realizadas no Verão Austral de 2011 (OPERANTAR XXIX e XXX). / Dissertação (Mestrado) / IPEN/D / Instituto de Pesquisas Energeticas e Nucleares - IPEN-CNEN/SP

Adaptability is an intrinsic property of software systems that require adaptation to cope with dynamically changing environments. Achieving adaptability is challenging. Variability is a key solution as it enables a software system to change its behavior which corresponds to a specific need. The abstraction of variability is to manage variants, which are dynamic parts to be composed to the base system. Run-time variability realizes these variant compositions dynamically at run time to enable adaptation. Adaptation, relying on variants specified at build time, is called anticipated adaptation, which allows the system behavior to change with respect to a set of predefined execution environments. This implies the inability to solve practical problems in which the execution environment is not completely fixed and often unknown until run time. Enabling unanticipated adaptation, which allows variants to be dynamically added at run time, alleviates this inability, but it holds several implications yielding system instability such as inconsistency and run-time failures. Adaptation should be performed only when a system reaches a consistent state to avoid inconsistency. Inconsistency is an effect of adaptation happening when the system changes the state and behavior while a series of methods is still invoking. A software bug is another source of system instability. It often appears in a variant composition and is brought to the system during adaptation. The problem is even more critical for unanticipated adaptation as the system has no prior knowledge of the new variants. This dissertation aims to achieve anticipated and unanticipated adaptation. In achieving adaptation, the issues of inconsistency and software failures, which may happen as a consequence of run-time adaptation, are evidently addressed as well. Roles encapsulate dynamic behavior used to adapt players representing the base system, which is the rationale to select roles as the software system's variants. Based on the role concept, this dissertation presents three mechanisms to comprehensively address adaptation. First, a dynamic instance binding mechanism is proposed to loosely bind players and roles. Dynamic binding of roles enables anticipated and unanticipated adaptation. Second, an object-level tranquility mechanism is proposed to avoid inconsistency by allowing a player object to adapt only when its consistent state is reached. Last, a rollback recovery mechanism is proposed as a proactive mechanism to embrace and handle failures resulting from a defective composition of variants. A checkpoint of a system configuration is created before adaptation. If a specialized bug sensor detects a failure, the system rolls back to the most recent checkpoint. These mechanisms are integrated into a role-based runtime, called LyRT. LyRT was validated with three case studies to demonstrate the practical feasibility. This validation showed that LyRT is more advanced than the existing variability approaches with respect to adaptation due to its consistency control and failure handling. Besides, several benchmarks were set up to quantify the overhead of LyRT concerning the execution time of adaptation. The results revealed that the overhead introduced to achieve anticipated and unanticipated adaptation to be small enough for practical use in adaptive software systems. Thus, LyRT is suitable for adaptive software systems that frequently require the adaptation of large sets of objects.

Diese Dissertation behandelt verschiedene Aspekte moderner Ökonometrie und Machine Learnings. Kapitel 2 stellt einen neuen Schätzer für die Regressionsparameter in einem Paneldatenmodell mit interaktiven festen Effekten vor. Eine Besonderheit unserer Methode ist die Modellierung der factor loadings durch nichtparametrische Funktionen. Wir zeigen die root-NT-Konvergenz sowie die asymptotische Normalverteilung unseres Schätzers. Kapitel 3 betrachtet die rekursive Schätzung von Quantilen mit Hilfe des stochastic gradient descent (SGD) Algorithmus mit Polyak-Ruppert Mittelwertbildung. Der Algorithmus ist rechnerisch und Speicher-effizient verglichen mit herkömmlichen Schätzmethoden. Unser Fokus ist die Untersuchung des nichtasymptotischen Verhaltens, indem wir eine exponentielle Wahrscheinlichkeitsungleichung zeigen. In Kapitel 4 stellen wir eine neue Methode zur Kalibrierung von conditional Value-at-Risk (CoVaR) basierend auf Quantilregression mittels Neural Networks vor. Wir modellieren systemische Spillovereffekte in einem Netzwerk von systemrelevanten Finanzinstituten. Eine Out-of-Sample Analyse zeigt eine klare Verbesserung im Vergleich zu einer linearen Grundspezifikation. Im Vergleich mit bestehenden Risikomaßen eröffnet unsere Methode eine neue Perspektive auf systemisches Risiko. In Kapitel 5 modellieren wir die gemeinsame Dynamik von Kryptowährungen in einem nicht-stationären Kontext. Um eine Analyse in einem dynamischen Rahmen zu ermöglichen, stellen wir eine neue vector error correction model (VECM) Spezifikation vor, die wir COINtensity VECM nennen. / This thesis focuses on different aspects of the union of modern econometrics and machine learning. Chapter 2 considers a new estimator of the regression parameters in a panel data model with unobservable interactive fixed effects. A distinctive feature of the proposed approach is to model the factor loadings as a nonparametric function. We show that our estimator is root-NT-consistent and asymptotically normal, as well that it reaches the semiparametric efficiency bound under the assumption of i.i.d. errors. Chapter 3 is concerned with the recursive estimation of quantiles using the stochastic gradient descent (SGD) algorithm with Polyak-Ruppert averaging. The algorithm offers a computationally and memory efficient alternative to the usual empirical estimator. Our focus is on studying the nonasymptotic behavior by providing exponentially decreasing tail probability bounds under minimal assumptions. In Chapter 4 we propose a novel approach to calibrate the conditional value-at-risk (CoVaR) of financial institutions based on neural network quantile regression. We model systemic risk spillover effects in a network context across banks by considering the marginal effects of the quantile regression procedure. An out-of-sample analysis shows great performance compared to a linear baseline specification, signifying the importance that nonlinearity plays for modelling systemic risk. A comparison to existing network-based risk measures reveals that our approach offers a new perspective on systemic risk. In Chapter 5 we aim to model the joint dynamics of cryptocurrencies in a nonstationary setting. In particular, we analyze the role of cointegration relationships within a large system of cryptocurrencies in a vector error correction model (VECM) framework. To enable analysis in a dynamic setting, we propose the COINtensity VECM, a nonlinear VECM specification accounting for a varying system-wide cointegration exposure.

An vielen verschiedenen Stellen der angewandten Statistik sind die zu untersuchenden Objekte abhängig von stetigen Parametern. Typische Beispiele in Finanzmarktapplikationen sind implizierte Volatilitäten, risikoneutrale Dichten oder Zinskurven. Aufgrund der Marktkonventionen sowie weiteren technisch bedingten Gründen sind diese Objekte nur an diskreten Punkten, wie zum Beispiel an Ausübungspreise und Maturitäten, für die ein Geschäft in einem bestimmten Zeitraum abgeschlossen wurde, beobachtbar. Ein funktionaler Datensatz ist dann vorhanden, wenn diese Funktionen für verschiedene Zeitpunkte (z.B. Tage) oder verschiedene zugrundeliegende Aktiva gesammelt werden. Das erste Thema, das in dieser Dissertation betrachtet wird, behandelt die nichtparametrischen Methoden der Schätzung dieser Objekte (wie z.B. implizierte Volatilitäten) aus den beobachteten Daten. Neben den bekannten Glättungsmethoden wird eine Prozedur für die Glättung der implizierten Volatilitäten vorgeschlagen, die auf einer Kombination von nichtparametrischer Glättung und den Ergebnissen der arbitragefreien Theorie basiert. Der zweite Teil der Dissertation ist der funktionalen Datenanalyse (FDA), speziell im Zusammenhang mit den Problemen, der empirischen Finanzmarktanalyse gewidmet. Der theoretische Teil der Arbeit konzentriert sich auf die funktionale Hauptkomponentenanalyse -- das funktionale Ebenbild der bekannten Dimensionsreduktionstechnik. Ein umfangreicher überblick der existierenden Methoden wird gegeben, eine Schätzmethode, die von der Lösung des dualen Problems motiviert ist und die Zwei-Stichproben-Inferenz basierend auf der funktionalen Hauptkomponentenanalyse werden behandelt. Die FDA-Techniken sind auf die Analyse der implizierten Volatilitäten- und Zinskurvendynamik angewandt worden. Darüber hinaus, wird die Implementation der FDA-Techniken zusammen mit einer FDA-Bibliothek für die statistische Software Xplore behandelt. / In many different fields of applied statistics an object of interest is depending on some continuous parameter. Typical examples in finance are implied volatility functions, yield curves or risk-neutral densities. Due to the different market conventions and further technical reasons, these objects are observable only on a discrete grid, e.g. for a grid of strikes and maturities for which the trade has been settled at a given time-point. By collecting these functions for several time points (e.g. days) or for different underlyings, a bunch (sample) of functions is obtained - a functional data set. The first topic considered in this thesis concerns the strategies of recovering the functional objects (e.g. implied volatilities function) from the observed data based on the nonparametric smoothing methods. Besides the standard smoothing methods, a procedure based on a combination of nonparametric smoothing and the no-arbitrage-theory results is proposed for implied volatility smoothing. The second part of the thesis is devoted to the functional data analysis (FDA) and its connection to the problems present in the empirical analysis of the financial markets. The theoretical part of the thesis focuses on the functional principal components analysis -- functional counterpart of the well known multivariate dimension-reduction-technique. A comprehensive overview of the existing methods is given, an estimation method based on the dual problem as well as the two-sample inference based on the functional principal component analysis are discussed. The FDA techniques are applied to the analysis of the implied volatility and yield curve dynamics. In addition, the implementation of the FDA techniques together with a FDA library for the statistical environment XploRe are presented.

Die Johannese geskrifte (Evangelie en Briewe) word veralgemenend binne die Christendom gelees en die uniekheidsbeklemtoninge ten opsigte van Jesus as enige Verlosser word ook so verstaan. Hierdie hoofsaaklik sosiaal-wetenskaplike ondersoek was gefokus op Johannes se aansprake ten opsigte van Jesus en is gedoen om bewus te maak van die sosiaal-kulturele onderbou van die geskrifte. As sodanig is dit bedoe! om heuristies in te werk ten einde bestaande hermeneuse beter te dien sodat die boodskap van die Nuwe Testament effektiewer oorgedra kan word. Dit is ook gepoog om bevindinge uit die studie deur te trek na die gesekulariseerde samelewing en pluralistiese religieuse standpunt wat te Iande bestaan. Die teksgedeeltes wat eksegeties ondersoek is, bevat die aspekte van aanvaarding of verwerping van Jesus as die unieke Godsagent wat ewige /ewe meedeel. Dit het geblyk dat die begrip in Johannes nie net op oneindigheid in die hiemamaals dui nie, maar veral op kwaliteit in die hede. Johannes se postulaat is dat Jesus konstant hierdie lewe meedeel aan hulle wat in Hom glo. Die vraag na relevansie van 'n religie uit Judaistiese oorsprong in 'n AfroWesterse samelewing en kultuur is vanuit die aspekte van kulturele relatiwisme en relatiwiteit hanteer. Dit word aanvaar dat die ingrype van God deur Jesus Christus binne die Israelitiese volksmilieu en Mediterreense kultuur plaasgevind het, maar dat dit wat Johannes aan sy lesers herbevestig het, vir aile mense relevant is. Jesus is die unieke Godsagent wat ewige lewe meedeel, wat, as sodanig, nie menslike sterflikheid negeer nie, maar dit transendeer. / The social-scientific research for this treatise concentrated on John's assertion of Jesus' uniqueness. The selected Scripture portions for exegesis contain the aspects of receiving or rejecting Him as God's Agent who bestows eternal life. Eternal lifo in John does not so much denote never ending life, but rather excellent quality of life in the present. The relevancy of a religion from a Judaistic origin in an Afro-Western cultural society was treated on the aspects of cultural relativism and cultural relativity. The conclusion accedes to the fact that God's interaction with man in the person of Jesus Christ took place within an Israelite national milieu and Mediterranean culture, but what John reasserted is relevant for all time- the life that Jesus bestows does not negate mortality, but transcends it. / New Testament / M. Th. (Nuwe Testament)

This dissertation considers the possibility that, flowing from his broader theological framework and historical background, John Calvin’s eucharistic theology ‘re-invents’ a doctrine where the ‘substance’ (meaning) of the elements becomes the body and blood of Christ, and the believer who receives them is drawn, through understanding, into participation in Christ. The study begins with the historical setting and the second chapter sketches Calvin’s life. Chapter 3 considers epistemology and the impact of classical rhetoric on Calvin’s approach to knowledge. The following chapter considers Calvin’s understanding of our relationship with the Father, and of Christ as Mediator and as means of salvation. Chapter 5 considers the work of the Spirit in nurturing faith, a ‘higher knowledge’, through preparing us for knowledge of Christ and mediating our understanding of and participation in him. In this manner the Spirit acts as an instrument of revelation to enable us to participate in Christ. Chapters 6 and 7 move to consider Calvin’s writing on the Sacraments, their nature as sign and seals of the promise made in Christ, their substance and their role in our participation in Christ and, in the light of the duplex gratia, as gateways to participation. In Chapter 8 Calvin’s teaching is examined in terms of his opposition to the doctrine of transubstantiation, and his understanding of substance is considered. The possibility that Calvin ‘re-invents’ the doctrine is proposed. This is not to suggest that there is a conscious copying of the doctrine, but that through the process of forming his doctrine, using an alternate philosophical framework, Calvin’s understanding bears significant similarities to the doctrine he so deeply opposed. His key opposition to transubstantiation can then be seen to be to the materialist interpretations that impede the ability of the believer to lift his attention beyond the physical elements to the divine offer they represent. The study concludes by briefly considering the significance of Calvin’s ‘reinvention’ for contemporary understandings.

Cette thèse s'inscrit dans le cadre des études de "faisabilité" du stockage des déchets nucléaires en formations géologiques profondes. Elle s'intègre au programme de recherche conduit par l'agence française pour la gestion des déchets nucléaires (ANDRA) sur le site expérimental Meuse/Haute-Marne de type "argile", situé dans les formations sédimentaires Mésozoïques faiblement perméables de l'Est du bassin parisien. L'étude a pour objet la caractérisation de la migration des radionucléides naturels au sein de la formation argileuse Callovo-Oxfordienne cible et de ses encaissants carbonatés Oxfordien et Bathonien, afin d'estimer les propriétés de confinement à long terme de cette série sédimentaire. Elle repose sur l'analyse de haute précision des déséquilibres radioactifs au sein des familles naturelles de l'uranium et du thorium. L'intérêt de faire appel aux déséquilibres U-Th réside dans le fait qu'ils sont susceptibles, d'une part, de mettre en évidence et de caractériser les processus contrôlant la mise en solution et la migration in situ des radionucléides et, d'autre part, de fournir des indications temporelles sur les processus et perturbations physico-géochimiques auxquelles la formation géologique a été soumise sur des échelles de temps variables, selon les isotopes utilisés, mais pouvant atteindre jusqu'à deux millions d'années environ, via le déséquilibre 234U/238U. Les objectifs initiaux de l'étude étaient: i) de déterminer en particulier l'état d'équilibre -ou de déséquilibre- radioactif entre l'uranium-238 et son descendant l'uranium-234 (T1/2 (234U) = 245250 a) dans les formations profondes au sein desquelles le laboratoire expérimental de l'ANDRA est en cours d'implantation; ii) de caractériser, le cas échéant, les processus responsables des déséquilibres radioactifs observés; et iii) d'en préciser les implications chronologiques en ce qui a trait à la stabilité chimique de ces formations géologiques. Compte tenu de ces objectifs, la précision et la justesse analytique des mesures des déséquilibres radioactifs (234U/238U) sont apparues comme la clé de la réussite d'une telle entreprise. Une grande partie des travaux a donc été consacrée à la mise au point de l'analyse des déséquilibres radioactifs à l'aide d'un spectromètre de masse à multi-collection et source plasma (MC-ICP-MS). In fine, une reproductibilité analytique de l'ordre de 1‰ (2 s) pour la détermination du rapport 234U/238U sur échantillons géologiques a été obtenue. Haute précision et justesse analytique nous ont ainsi permis de démontrer un état d'équilibre radioactif 234U/238U dans les argilites Callovo-Oxfordiennes. Ce résultat indique l'immobilité de l'uranium dans la formation cible et, par suite, atteste d'un milieu chimiquement inactif et clos, du moins au cours de la période actuelle, pour ce qui concerne l'uranium et, par extension, les actinides naturels. Ce résultat est fondamental au regard de la problématique d'enfouissement des déchets radioactifs car il procure une confirmation in situ des capacités de confinement de la couche argileuse cible, dans les conditions physico-chimiques actuelles. A contrario, des déséquilibres (234U/238U) ont été systématiquement observés au niveau de zones soumises à des processus de pression-dissolution (stylolites) dans les formations carbonatées encaissantes de l'Oxfordien et du Bathonien. Ces déséquilibres témoignent d'une remobilisation discrète de l'uranium au cours des derniers deux millions d'années et donc de processus actifs de transport de matière au sein de ces formations. La répartition isotopique de l'uranium telle qu'elle a été révélée, par un sous-échantillonnage systématique au niveau des surfaces de pression-dissolution et par la réalisation d'analyses sériées perpendiculairement à un joint stylolitique, a permis de mettre en évidence une relocalisation de l'uranium depuis la surface stylolitique vers la matrice carbonatée de part et d'autre du stylolite. Bien que soumise à des transferts de matière, une zone stylolitisée fonctionnerait en toute vraisemblance en système fermé vis-à-vis de l'uranium. Ce résultat est surprenant tant ces formations profondes, fortement compactées et peu perméables, ne semblaient pas pouvoir être sujettes à des transferts de matière significatifs à l'échelle de temps des déséquilibres U-Th. Bien qu'il soit pour l'instant difficile de conclure de façon univoque à ce sujet, il est probable que ce phénomène traduit une stylolitisation encore active, ou tout du moins, une réactivation du phénomène au cours des deux derniers millions d'années.

In my dissertation, I present ATLAS — the Auto-Training Look-Ahead Scheduler. ATLAS improves service to applications with regard to two non-functional properties: timeliness and overload detection. Timeliness is an important requirement to ensure user interface responsiveness and the smoothness of multimedia operations. Overload can occur when applications ask for more computation time than the machine can offer. Interactive systems have to handle overload situations dynamically at runtime. ATLAS provides timely service to applications, accessible through an easy-to-use interface. Deadlines specify timing requirements, workload metrics describe jobs. ATLAS employs machine learning to predict job execution times. Deadline misses are detected before they occur, so applications can react early.

Dirichlet regression models can be used to analyze a set of variables lying in a bounded interval that sum up to a constant (e.g., proportions, rates, compositions, etc.) exhibiting skewness and heteroscedasticity, without having to transform the data. There are two parametrization for the presented model, one using the common Dirichlet distribution's alpha parameters, and a reparametrization of the alpha's to set up a mean-and-dispersion-like model. By applying appropriate link-functions, a GLM-like framework is set up that allows for the analysis of such data in a straightforward and familiar way, because interpretation is similar to multinomial logistic regression. This paper gives a brief theoretical foundation and describes the implementation as well as application (including worked examples) of Dirichlet regression methods implemented in the package DirichletReg (Maier, 2013) in the R language (R Core Team, 2013). (author's abstract) / Series: Research Report Series / Department of Statistics and Mathematics

Made available in DSpace on 2014-10-09T12:52:02Z (GMT). No. of bitstreams: 0 / Made available in DSpace on 2014-10-09T13:57:56Z (GMT). No. of bitstreams: 0 / Tese (Doutoramento) / IPEN/T / Instituto de Pesquisas Energeticas e Nucleares - IPEN/CNEN-SP