Time series model have been used in many areas of knowledge and have become a current necessity for companies to survive in a globalized and competitive market, as well as climatic factors that have always been a concern because of the different ways they interfere in human life. In this context, this work aims to present a comparison among the performances by the following models of time series: ARIMA, ARMAX and Exponential Smoothing, adjusted to air relative humidity (UR) and also to verify the volatility present in the series through non-linear models ARCH/GARCH, adjusted to residues of the ARIMA and ARMAX models. The data were collected from INMET from October, 1st to January, 22nd, 2014. In the comparison of the results and the selection of the best model, the criteria MAPE, EQM, MAD and SSE were used. The results showed that the model ARMAX(3,0), with the inclusion of exogenous variables produced better forecast results, compared to the other models SARMA(3,0)(1,1)12 and the Holt-Winters multiplicative. In the volatility study of the series via non-linear ARCH(1), adjusted to the quadrants of SARMA(3,0)(1,1)12 and ARMAX(3,0) residues, it was observed that the volatility does not tend to influence the future long-term observations. It was then concluded that the classes of models used and compared in this study, for data of a climatologic variable, showed a good performance and adjustment. We highlight the broad usage possibility in the techniques of temporal series when it is necessary to make forecasts and also to describe a temporal process, being able to be used as an efficient support tool in decision making. / Modelos de séries temporais vêm sendo empregados em diversas áreas do conhecimento e têm surgido como necessidade atual para empresas sobreviverem em um mercado globalizado e competitivo, bem como fatores climáticos sempre foram motivo de preocupação pelas diferentes formas que interferem na vida humana. Nesse contexto, o presente trabalho tem por objetivo apresentar uma comparação do desempenho das classes de modelos de séries temporais ARIMA, ARMAX e Alisamento Exponencial, ajustados a dados de umidade relativa do ar (UR) e verificar a volatilidade presente na série por meio de modelos não-lineares ARCH/GARCH ajustados aos resíduos dos modelos ARIMA e ARMAX. Os dados foram coletados junto ao INMET no período de 01 de outubro de 2001 a 22 de janeiro de 2014. Na comparação dos resultados e na seleção do melhor modelo foram utilizados os critérios MAPE, EQM, MAD e SSE. Os resultados mostraram que o modelo ARMAX(3,0) com a inclusão de variáveis exógenas produziu melhores resultados de previsão em relação aos seus concorrentes SARMA(3,0)(1,1)12 e o Holt-Winters multiplicativo. No estudo da volatilidade da série via modelo não-linear ARCH(1), ajustado aos quadrados dos resíduos dos modelos SARMA(3,0)(1,1)12 e ARMAX(3,0), observou-se que a volatilidade não tende a influenciar as observações futuras em longo prazo. Conclui-se que as classes de modelos utilizadas e comparadas neste estudo, para dados de uma variável climatológica, demonstraram bom desempenho e ajuste. Destaca-se a ampla possibilidade de utilização das técnicas de séries temporais quando se deseja fazer previsões e descrever um processo temporal, podendo ser utilizadas como ferramenta eficiente de apoio nas tomadas de decisão.

[pt] O Brasil tem mostrado bons resultados em suas atividades agropecuárias que vem sendo justificado por suas condições naturais propícias e ao advento da tecnologia agrícola. O agronegócio no Brasil já representa, aproximadamente, 33 por cento do Produto Interno Bruto do país (MAPA, 2007) e em se tratando da soja, o Brasil é o segundo maior produtor de soja do mundo, com 6,77 por cento das exportações totais do país (CONAB, 2007). Dentro do contexto de agronegócios, a atividade produtora da soja está sujeita a diversos riscos e incertezas como: condições climáticas, ciclo produtivo, produto altamente perecível e pragas, além das condições econômicas de mercado que influenciam diretamente no preço dessa commodity. Na tentativa de minimizar as incertezas e os riscos inerentes dessa atividade produtora é comum encontramos operações de hedge, como os contratos futuros ou a termo, associado às atividades de agronegócio. A lógica desses mecanismos de hedge consiste na proteção contra as possíveis variações no preço dos ativos até uma data definida. O bom funcionamento dessas operações depende de um aparato jurídico e metodológico confiável. Um aparato jurídico que possa garantir a liquidez da mercadoria dentro de padrões previamente definidos em contratos, e uma metodologia adequada que conduza, principalmente, a um preço confiável da commodity no futuro. Deste modo, o objetivo principal deste trabalho é analisar, a partir de uma série histórica, o comportamento dos preços da soja no mercado brasileiro e testar sua aderência ao processo de reversão à média com saltos, bem como testar os efeitos ARCH e GARCH na volatilidade deste processo. / [en] Brazil has shown good results in their agricultural activities, which is justified by its favorable natural conditions and the advent of agricultural technology. The agribusiness in Brazil already represents approximately 33 percent of Gross Domestic Product of the country (MAPA, 2007) and in the case of soybeans, Brazil is the second largest soybean producer in the world, with 6.77 percent of total exports of country (CONAB, 2007). Within the context of agribusiness, the activity of soybean production is subject to various risks and uncertainties such as climatic conditions, production cycle, product highly perishable and pests, and economic conditions of the market, which directly influence the price of that commodity. In an attempt to minimize the uncertainties and risks inherent in producing such activity is common to find hedging transactions such as futures contracts or term associated with the activities of agribusiness. The logic of these mechanisms is the hedge of protection against possible changes in the price of assets by a date set. The functioning of these operations depends on a reliable legal and methodological apparatus. A legal apparatus that can ensure the liquidity of the goods within predefined standards in contracts, and an appropriate methodology that will lead, especially at a price reliable commodity in the future. The purpose of this study is to analyze, from a historical series, the behavior of the prices of soybean in the Brazilian market, and test their adherence to the process of reversion to the mean with jumps as well as test the ARCH and GARCH effects in volatility of this process.

Ce travail se compose de trois parties consacrées à différents aspects des modèles ARCH (AutoRegressive Conditionally Heteroskedastic) quantiles. Dans ces modèles, l’hétéroscédasticité conditionnelle est à prendre dans un sens très large, et affecte de fa¸ con potentiellement différenciée tous les quantiles conditionnels (et donc la loi conditionnelle elle-même), et non seulement, comme dans les modèles ARCH classiques, l’échelle conditionnelle.<p><p>La première partie étudie les problèmes de Value-at-Risk (VaR) dans les séries financières ainsi modélisées. Les approches traditionnelles présentent une caractéristique discutable, que nous relevons, et à laquelle nous apportons une correction fondée sur les lois résiduelles. Nous pensons que les fondements de cette nouvelle approche sont plus solides, et permettent de prendre en compte le fait que le comportement des processus empiriques résiduels (REP) des processus ARCH, contrairement à celui des REP des processus ARMA, continue à dépendre de certains des paramètres du modèle.<p><p>La seconde partie approfondit l’étude générale des processus empiriques résiduels (REP) des processus ARCH dans l’optique de la régression quantile (QR) au sens de Koenker et Bassett (Econometrica 1978). La représentation de Bahadur des estimateurs QR, et dont découle la propriété de tension asymptotique des REP, est établie.<p><p>Finalement, dans la troisième partie, nous mettons en évidence la nature semi-paramétrique des modèles ARCH quantiles, et l’invariance, sous l’action de certains groupes de transforma-tions, des sous-modèles obtenus en fixant la valeur des paramètres. Cette structure de groupe permet la construction de méthodes d’inférence invariantes qui, dans l’esprit des résultats de Hallin and Werker (Bernoulli 2003) préservent l’optimalité au sens semi-paramétrique. Ces méthodes sont fondées sur les rangs et les signes résiduels. Nous développons en particulier les R-estimateurs des modèles considérés et étudions leurs performances. / Doctorat en Sciences / info:eu-repo/semantics/nonPublished

The subject of this thesis is the recalculation and alternative construction design of roofing winter stadium in Znojmo. The building has a rectangular plan with dimensions of 84 x 63 m. The existing roof structure consists of truss purlins and main truss with parabolic chord, which are carried out by a pair of steel arch with a span of 84 m. The new design is processed in two options. The first option is the structure formed by triangular arch truss girder with truss purlins. The second option is a steel lamellar vault formed by vierendeel beams. After evaluating the design options was for a detailed solution chosen the first option.

The subject of this diploma thesis is the structural design of a railway bridge over river Dyje based on materials given by my supervisor. The tied arch bridge with prestressed concrete girder is chosen for the structural check. The structural assesment is focused on prestressed concrete girder and basic calculations are made to check steel arch and hangers as well. Eigenvalue analysis provides dynamic properties of this structure. Appendices contain Structural design report, drawings including Construction stages scheme and visualization. For structural analysis Midas Civil software was used. Other used softwares for visualization, and outputs etc are: Lumion12, IdeaStatica, Microsoft excel and Autocad

The diploma thesis is focused on the design of a new steel structure of a single-track railway bridge with bottom bridge deck. The solved bridge construction is located on line No. 123 between Nemšová and Trenčianska Teplá at the point, where the line crosses over the river Váh. The existing bridge on the line has a span of 50 + 50 + 50 + 50 m. The assignment was processed in five variants of a steel bridge structure with a bottom orthotropic deck. Each variant has a different static system, a different number of fields and a different type of superstructure. The comparison of variants was performed using multicriterial evaluation based on selected criteria. The most suitable variant was elaborated in more detail. The calculations were performed according to valid ČSN EN standards.

Algorithms for fingerprints recognition are already known for long time and there is also an effort for their best optimization. This master's thesis is dealing with an opposite approach, where the fingerprints are not being recognized, but are generated on the minutiae position basis. Such algorithm is then free of the minutiae detection from image and enhancements of fingerprints. Results of this work are the synthetic images generated according to few given parameters, especially minutiae.

Cette thèse a pour objet l’étude du secteur de l’hippodrome romain du site archéologique d’el-Bass à Tyr (Liban sud). Six monuments et structures archéologiques sont concernés : la route antique, l’arc monumental, l’aqueduc, l’hippodrome et les deux bains de factions qui lui sont associés. Une description détaillée du site et de son cadre archéologique, géographique et historique sera suivie d’une étude approfondie de chacun des monuments. Cette étude couvrira leurs divers aspects archéologiques, architecturaux, typologiques ainsi que les divers remaniements qu’ils subirent. L’ensemble sera accompagné de plusieurs approches comparatives avec des monuments contemporains similaires. Cette étude sera complétée par une analyse urbaine du site, qui traitera de la disposition des monuments les uns par rapport aux autres ainsi que par une étude chronologique qui présentera les diverses phases de son évolution, son développement et son abandon. / This thesis has for object the survey of the sector of the Roman hippodrome of the archaeological site of el-Bass in Tyre (South Lebanon). Six monuments and archaeological structures are concerned: the ancient road, the monumental arch, the aqueduct, the hippodrome and the two faction baths that are associated to it. A detailed description of the site and its archaeological, geographical and historic setting will be followed by a deepened survey of each of the monuments. This survey will cover their various archaeological, architectural, typological aspects as well as the various overhauls that they underwent. The whole will be accompanied by several comparative approaches with similar contemporary monuments. This survey will be completed by an urban analysis of the site, which will be about the disposition of the monuments as well as by a chronological survey that will present the various phases of its evolution, its development and its abandonment.

Il a été démontré que la torsion des têtes métatarsiennes est influencée par le mode de locomotion chez les primates et peut être utilisée pour déterminer la présence ou non d’une arche longitudinale chez les ancêtres hominines. Chez l’humain moderne, l’arche longitudinale rend le pied plus inversé que chez les grands singes, provoquant un léger basculement de l’axe dorsoplantaire de l’articulation proximale des métatarses. Ainsi, les têtes métatarsiennes subissent une torsion par rapport à l’axe de la diaphyse pour que leur surface plantaire reste parallèle au sol. Comme les femmes ont une arche longitudinale plus haute que les hommes et comme le port du soulier à semelles rigides provoque des changements morphologiques au niveau du pied, rendant l’arche longitudinale plus haute et l’hallux moins divergeant, il est attendu que la torsion métatarsienne soit différente selon le sexe et le type de soulier porté. Ce mémoire examine donc l’effet du contexte environnemental du pied et de la plasticité de la torsion des têtes métatarsiennes en comparant différentes populations humaines. L’échantillon disponible pour cette étude est constitué de 166 individus provenant de 18 sites archéologiques différents comprenant 57 hommes, 35 femmes et 74 individus de sexe indéterminé qui ont été divisés en quatre grands groupes : Amérindiens, Inuits, Militaires et Euro-canadiens. Il n’y a aucune différence de torsion entre les hommes et les femmes, ce qui suggère que la différence de hauteur de l’arche longitudinale entre les hommes et les femmes n’est pas assez importante pour être perçues au niveau de la torsion des têtes métatarsiennes. La topographie ne semble pas provoquer assez de modifications au niveau du pied pour provoquer une torsion différentielle des têtes métatarsiennes. Cependant, la surface du sol, plat ou accidenté, pourrait être un facteur modifiant ce trait. Finalement, le port de souliers constrictif à semelles dures comparativement aux souliers souples, tels les mocassins, provoque une torsion différentielle des têtes métatarsiennes. Les individus chaussant des souliers à semelles souples ont un premier métatarsien présentant une plus grande éversion et un troisième, quatrième et cinquième métatarsien présentant une plus petite éversion comparativement aux individus chaussant des souliers constrictifs. Ces résultats viennent appuyer l’hypothèse de la capacité plastique de la torsion des têtes métatarsiennes. / It has been shown that the metatarsals head torsion can be influenced by the mode of locomotion in primates and can be used to determine the presence or absence of a longitudinal arch in hominin ancestors. In modern humans, the longitudinal arch results in a foot more inverted than in apes, causing a slight tilting of the dorsoplantary axis of the metatarsals proximal joints. Thus, the metatarsal heads undergo torsion relative to the axis of the shaft so their plantar surface lie parallel to the ground. Since women have a higher longitudinal arch than men and since wearing hard sole shoes causes morphological changes in the foot, making the longitudinal arch higher and the hallux less abducted, it is expected that torsion will be different according to sex and type of shoes worn. By comparing different human populations, this paper examines whether metatarsal torsion is a plastic trait that can be influenced by the loading environment. The sample available for this study, consists of 166 individuals from 18 different archaeological sites including 57 men, 35 women and 74 of indetermined sex that were divided into four groups: Amerinds, Inuits, Military and Euro-canadian. There is no significant difference in torsion between men and women, suggesting that the slight difference in longitudinal arch height between men and women is not sufficient to be perceived in metatarsal variation torsion. The topography of the land does not seem to cause significant changes in the foot such as torsion. However, the surface of the ground, flat or irregular, could be a factor modifying torsion. Finally, wearing constrictive shoes with hard soles compared to flexible shoes, such as moccasins, increased variation in torsion angles. Individuals known to wear moccasins present more eversion of the first metatarsal and less eversion of the third, fourth and fifth metatarsals compared to individuals who used to wear constrictive footwear. These results support the hypothesis that metatarsal torsion is a relatively plastic feature.

Author: Bc. Kateřina Kellerová Title: Foot Arch in Childhood Problem definition: The most often diagnosis related to the foot arch in childhood is definitely flexible flat foot also called pes planovalgus. Because of that this thesis will be mostly oriented on this diagnosis. There are many articles about flexible flat foot and many studies were oriented on this problem. The informations about etiology, influencing factors or therapy are sometimes discordant in different articles. But almost all of them contain one same statement which says that the prevalence of this diagnosis is decreasing as the foot arch is changing during the child's growth. It means in older children there is not flexible flat foot so often as in the younger ones. But there is no detailed description of the dynamics of these changes of the foot arch in childhood. Aim of this thesis: The aim of this thesis is to find out the development of the foot arch in children of pre-school age. In other words to run the survey to find out the changes of the foot arch in children of pre-school age which occurs in six months. Method: The survey contains anamnesis questionnare for parents and also these examinations: footprints, examination of joint laxity, mobility of hip joint, position of knee, patellae and heel, Jack's test, posibility...