In a synchronous electric grid the consumption of electricity must always be met by an equal amount of generation. In the Nordic power system, this balance is first and foremost kept by the balance responsible parties in the electric markets. However, from one hour before delivery, it is the Swedish Transmission System Operator (TSO), Svenska kraftnät (Svk) together with its Nordic counterparts, who take over the responsibility. They achieve this by for example purchasing ancillary services such as Frequency Restoration Reserves (FRR) to compensate for frequency deviations. A way of explaining the frequency deviations that would have occurred without the TSO taking actions, is that they are caused by imbalances. Imbalances are the difference between measured and traded energy volumes in the bidding areas, where volumes equals HVDC-connections, consumption and different kinds of power production. In the future, these imbalances will be one of the dimensioning factors of FRR. The purpose of this thesis is to study the imbalances caused by wind power production and to create a model that can simulate future wind power imbalances. The long term goal is that the model will be part of a larger project whose purpose is predicting the future need of FRR. The model has been designed to use future market data, such as traded volumes and spot prices to make the predictions. The model has been developed using statistical methods in MATLAB together with another master student, who has studied consumption imbalances. Due to lack of deterministic correlations, the final model created was an Autoregressive-Moving-Average (ARMA) model together with a linear correlation between quarterly average traded volumes and quarterly standard deviations of the wind power imbalances. The model can recreate the historical autoregressive behaviour and the historical distribution of the imbalances to a satisfactory degree, as well as scaling up the imbalances with a correlation of 0.92. Applying future market data on the model, imbalances are expected to increase by 50\% to 180\% from today to the year 2023, depending on bidding area. However, there are uncertainties due to yearly variations in the wind power production. One conclusion is therefore that a windy year probably also will increase the required need of FRR. Before applying the model to evaluate the future need for FRR, the reliability used in the traded data for developing the model should be checked. A final validation of the total simulated imbalances, not just wind power imbalances, against historic data should also be performed. To develop the model further, a suggestion is to study possible spatial correlations of the imbalances between bidding areas.

Generalized autoregressive moving average (GARMA) models are a class of models that was developed for extending the univariate Gaussian ARMA time series model to a flexible observation-driven model for non-Gaussian time series data. This work presents the GARMA model with discrete distributions and application of resampling techniques to this class of models. We also proposed The Bayesian approach on GARMA models. The TGARMA (Transformed Generalized Autoregressive Moving Average) models was proposed, using the Box-Cox power transformation. Last but not least we proposed the Bayesian approach for the TGARMA (Transformed Generalized Autoregressive Moving Average). / Modelos Autoregressivos e de médias móveis generalizados (GARMA) são uma classe de modelos que foi desenvolvida para extender os conhecidos modelos ARMA com distribuição Gaussiana para um cenário de series temporais não Gaussianas. Este trabalho apresenta os modelos GARMA aplicados a distribuições discretas, e alguns métodos de reamostragem aplicados neste contexto. É proposto neste trabalho uma abordagem Bayesiana para os modelos GARMA. O trabalho da continuidade apresentando os modelos GARMA transformados, utilizando a transformação de Box-Cox. E por último porém não menos importante uma abordagem Bayesiana para os modelos GARMA transformados.

Made available in DSpace on 2019-03-30T00:19:31Z (GMT). No. of bitstreams: 0 Previous issue date: 2017-08-28 / The atomic bombings of Hiroshima and Nagasaki, which put a final point into the World War II, were the greatest demonstration that, with the development of scientific and technological knowledge, the human capacity for self-destruction has become scarily unlimited. The atomic discovery made, thus, the future of humanity unpredictable and unknown. Therefore, having as a premise the broad existence of scholars who, while recognizing the destructive power of nuclear weapons, continue to perpetuate this positivist-voluntarist conception, on the logic of the deterrence strategy, that there is a gap in international law and that, therefore, the use of nuclear weapons would be legitimate, that the present search finds its actuality and justification. It is questioned: after all, are nuclear weapons illegal under contemporary international law? The present work of dissertation aims to ascertain, through an approach centered on the raison d¿humanité, the hypothesis that nuclear weapons are absolutely prohibited by Contemporary International Law. In general terms, a descriptive-analytical study of critical-constructive analysis will be adopted, which is developed through a bibliographical and documentary (as to type), pure and applied (as to use) qualitative (in terms of an approach to results) and, lastly, descriptive and exploratory (in terms of its objectives). Keywords: Nuclear weapons. Illegality. Contemporary International Law. Raison d'Humanité. / Os bombardeios atômicos de Hiroshima e Nagasaki, os quais marcaram o fim da Segunda Guerra Mundial, foram a maior demonstração de que, com o desenvolvimento do conhecimento científico-tecnológico, a capacidade humana de autodestruição se tornou assustadoramente ilimitada. A descoberta atômica tornou, assim, o futuro da humanidade imprevisível e desconhecido. Assim, é tendo como premissa a ampla existência de estudiosos que, apesar de reconhecerem o poder de destruição das armas nucleares, continuam a perpetuar essa concepção positivista-voluntarista, baseada na lógica da strategy of deterrence, de que existe uma lacuna no Direito Internacional e que, portanto, o uso das armas nucleares seria legítimo, que a presente pesquisa encontra sua atualidade e justificativa. Questiona-se: afinal, armas nucleares são ilegais diante do Direito Internacional contemporâneo? O presente trabalho de dissertação tem como objetivo averiguar, por meio de uma abordagem centrada na raison d¿humanité, a hipótese de que as armas nucleares são absolutamente proibidas pelo Direito Internacional contemporâneo. Em linhas gerais, adotar-se-á um estudo de cunho descritivo-analítico de análise crítica-construtiva, o qual será desenvolvido por meio de pesquisa bibliográfica e documental (quanto ao tipo), pura e aplicada (quanto à utilização), de caráter qualitativo (quanto à abordagem dos resultados) e, por fim, descritiva e exploratória (quanto aos seus objetivos). Palavras-chave: Armas nucleares. Ilegalidade. Direito Internacional contemporâneo. Raison d¿Humanité.

The present work deals with selected methods suitable to work with financial time series. Firstly, univariate linear models ARMA are introduced, followed by the description of volatility models ARCH and their generalization to GARCH models. There are many modifications of standard GARCH models designed with respect to the nature of financial data, some of which are presented. Another part of the work dealing with multiple time series focuses on VAR models and bivariate GARCH models. The most important part of the work are practical examples of building the theoretically described models in various types of software with built-in procedures for time series analysis. We apply five different types of commercial and non-commercial software, namely EViews, Mathematica, R, S-PLUS and XploRe. The used software products are presented and compared in terms of their capabilities and the results obtained for particular methods.

This study mainly explores the declaration effect of Capital Reduction on stock price. The samples will be those listed companies which have declared the activity of Capital Reduction, and the sample period is from March 1, 2005 to August 31, 2007. We use multiple factors model (market return, stock volume variance, the net buy-and-sell ratio of foreign investment) with ADF, Ljung-Box Q and Ljung-Box Q2 to build our model, and then apply the method of event study to explain the declaration effect of Capital Reduction. As a result, this study exhibits Capital Reduction can not offer abnormal returns during the period of three days before the declaration and three days after.

Zugl.: Braunschweig, Techn. Univ., Diss., 2009

Universiẗat, Diss., 1997--Jena.

Generalized autoregressive moving average (GARMA) models are a class of models that was developed for extending the univariate Gaussian ARMA time series model to a flexible observation-driven model for non-Gaussian time series data. This work presents the GARMA model with discrete distributions and application of resampling techniques to this class of models. We also proposed The Bayesian approach on GARMA models. The TGARMA (Transformed Generalized Autoregressive Moving Average) models was proposed, using the Box-Cox power transformation. Last but not least we proposed the Bayesian approach for the TGARMA (Transformed Generalized Autoregressive Moving Average). / Modelos Autoregressivos e de médias móveis generalizados (GARMA) são uma classe de modelos que foi desenvolvida para extender os conhecidos modelos ARMA com distribuição Gaussiana para um cenário de series temporais não Gaussianas. Este trabalho apresenta os modelos GARMA aplicados a distribuições discretas, e alguns métodos de reamostragem aplicados neste contexto. É proposto neste trabalho uma abordagem Bayesiana para os modelos GARMA. O trabalho da continuidade apresentando os modelos GARMA transformados, utilizando a transformação de Box-Cox. E por último porém não menos importante uma abordagem Bayesiana para os modelos GARMA transformados.

Orientador: Raul Raposo de Medeiros / Tese (doutorado) - Universidade Estadual Campinas, Faculdade de Ciencias Medicas / Made available in DSpace on 2018-07-20T15:19:24Z (GMT). No. of bitstreams: 1 Borghesi_RonaldoAntonio_D.pdf: 4527312 bytes, checksum: ef71e129830b6af51779afedd98f3fd3 (MD5) Previous issue date: 1995 / Resumo: Realizou-se um estado prospectivo para verificar a aplicabilidade da sistematização de condutas de HADDAD no tratamento das lesões do cólon. Selecionaram-se 127 pacientes portadores de lesão eólica penetrante por arma de fogo que sobreviveram a partir de 48 horas após a operação. Empregaram-se medidas padrões de atendimento inicial, ressuscitação por infusão de soros, antibióticos de largo espectro e tratamento apropriado para todas as lesões viscerais, sendo que para o cólon seguiram-se as normas previamente estabelecidas e influenciadas pelos fatores de risco. No seguimento dos casos, verificou-se o surgimento de complicações sépticas relacionadas à lesão eólica inicial. A maioria dos pacientes compreendeu homens adultos, jovens e brancos com ferimentos por tiros de revólver. Indicou-se o reparo primário, segundo critérios seletivos, em 97 casos, dos quais a sutura primária foi aplicada em 91 casos (71,7%), estando a maioria sem choque, com pequena contaminação peritoneal, com lesão eólica grau II, no máximo com um órgão associado lesado e com índice de trauma abdominal menor ou igual a 25. Para alguns desses casos, considerou-se de uma forma mais liberal a atuação dos fatores de risco, empregando-se a sutura primária menos seletivamente. Este foi o procedimento que apresentou menor índice de complicações e melhor evolução clínica. A hemicolectomia direita com anastomose primária, praticada em seis casos (4,7%) na presença de choque, maior contaminação peritoneal, maior severidade da lesão do cólon e índice de trauma abdominal maior do que 25 apresentou maior proporção de abscesso intraperitoneal do que a sutura primária. Executou-se a colostomia em 30 casos (23,6%) mais graves, com maior proporção de choque, contaminação peritoneal, número de vísceras lesadas e contagem do índice de trauma abdominal. Por esta razão, a freqüência de complicações sépticas, a permanência hospitalar e a mortalidade foram maiores quando comparadas ao reparo primário. A análise dos resultados obtidos permitiu a observação de que as táticas cirúrgicas adotadas orientaram adequadamente o tratamento das lesões do cólon. / Abstract: A prospective study was carried out to verify the applicability of HADDAD's systematization of procedures in the treatment of colon injuries. One hundred and twenty-seven carrier patients of full-thickness penetrating colic injury by firearms who have survived more than 48 hours after the operation, were selected. Initial care standard measures, resuscitation by fluids infusion, broad-spectrum antibiotics and proper treatment for all visceral lesions were performed, regarding the colon, the previously established and influenced by the risk factors rules have been followed. Throughout patients' follow up, the appearance of septic complications related to the initial colic lesion were examined. The majority of the patients included young adult whitemen undergoing revolver shot wounds. The primary repair was proposed according to selective criterious in 97 cases, of which the primary suture was performed in 91 cases (71,7%), being the majority with no shock, with minor peritoneal contamination, with grade II colic lesion, with at the utmost one associated organ injury and with an abdominal trauma index equal to or less than 25. For some of these cases, a more liberal way of the risk factors actuation was judged, making use of the primary suture less selectively. This procedure was the one which showed less complication rates and better clinical evolution. The right hemicolectomy with primary anastomosis, for being performed in six cases (4,7%) in the presence of shock, major peritoneal contamination, major severity of colon injury and an abdominal trauma index higher than 25, exhibited an intraperitoneal abscess ratio larger than the primary suture. The colostomy was performed in the 30 more serious cases (23,6%), with a higher proportion of shock, peritoneal contamination, number of injured visceras and abdominal trauma index score. For this reason, the septic complication rates, the hospital stay and the mortality rate were higher when compared to primary repair. Analysis of the obtained results allowed an observation that the adopted surgical tactics have guided properly the treatment of colon injuries. / Doutorado / Doutor em Cirurgia

Background Forecasts are used as a basis for decision making and they mainly affect decisions at strategic and tactical levels in a company or organization. There are two different methods to perform forecasts. The first one is a qualitative method where a n expert or group of experts tell about the future. The second one is a quantitative method where forecast are produced by mathematical and statistical models. This study used a quantitative method to build a forecast model and took into account external f actors in forecasting the sales volume of Bosch Rexroth’s hydraulic motors. There is a very wide range of external factors and only a limited selection had been analyzed in this study. The selection of the variables was based on the markets where Bosch Rexroth products are used, such as mining. Purpose This study aimed to develop five predictive models: one model for the global sales volume, one model each for sales volume in USA and China and one model each for sales volume of CA engine and Viking engine. By identifying external factors that showed significant relationship in various time lags with Bosch Rexroth’s sales volume, the forecasts 2016 and 2017 were produced. Methods The study used a combination of multiple linear regression and a Box - Jenkins AR MA errors to analyze the association of external factors and to produce forecasts. Externa l factors such as commodity prices, inflation and exchange rates between different currencies were taken into account. By using a cross - correlation function between external factors and the sales volume, significant external factors in different time lags were identified and then put into the model. The forecasting method used is a Causal forecasting model. Conclusions The global sales volume of Bosch Rexroth turned out to be affected by the historical price of copper in three different time lags , one, six and seven months . From 2010 to 2015, the copper price have been continuously dropping which explain s the downward trend of the sales volume. The sales volume in The U SA showed a significant association by the price of coal with three and four time lags. This means that the change of coal price takes three and four months before it affects the sales volume in the USA. The market in China showed to be affected by the development of the price of silver. The volume of sales is affected by the price of silver by four and six time lags. CA engine also displayed association with the price of copper at the same time lags as in the global sales volume. On the other hand, Viking engine showed no significant association at all with any of the external factors that were analyzed in this study. The forecast for global mean sales volume will be between 253 to 309 units a month for May 2016 – December 2017. Mean sales volume in USA projected to be in between 24 to 32 units per month. China's mean sales volume is expected to be in between 42 to 81 units a month. Mean sales volume of CA engine has a forecast of 175 to 212 units a month. While the mean s ales of Viking engine projected to stay in a constant volume of 25 units per month.