The utilization of thermal fluctuations or Johnson/Nyquist noise as a spectroscopic method to determine transport properties in conductors or semiconductors is developed in this paper. The autocorrelation function is obtained from power spectral density measurements thus enabling electronic transport property calculation through the Green-Kubo formalism. This experimental approach is distinct from traditional numerical methods such as molecular dynamics simulations, which have been used to extract the autocorrelation function and directly related physics only. This work reports multi-transport property measurements consisting of the electronic relaxation time, resistivity, mobility, diffusion coefficient, electronic contribution to thermal conductivity and Lorenz number from experimental data. Double validation of the experiment was accomplished through the use of a standard reference material and a standard measurement method, i.e. four-probe collinear resistivity technique. The advantages to this new experimental technique include the elimination of any required thermal or potential gradients, multi-transport property measurements within one experiment, very low error and the ability to apply controlled boundary conditions while gathering data. This research has experimentally assessed the gas pressure and flow effects of helium and argon on 30 nm Au and Cu thin films. The results show a reduction in Au and Cu electronic thermal conductivity and electrical resistivity when subjected to helium and argon pressure and flow. The perturbed electronic transport coefficients, attributed to increased electron scattering at the surface, were so dominant that further data was collected through straight-forward resistance measurements. The resistance data confirmed the thermal noise measurements thus lending considerable evidence to the presence of thin film surface scattering due to elastic and inelastic gas particle scattering effects with the electron ensemble.

In this paper, we investigate the problem of estimating the autocorrelation of squared returns modeled by diffusion processes with data observed at non-equi-spaced discrete times. Throughout, we will suppose that the stock price processes evolve in continuous time as the Heston-type stochastic volatility processes and the transactions arrive randomly according to a Poisson process. In order to estimate the autocorrelation at a fixed delay, the original non-equispaced data will be synchronized. When imputing missing data, we adopt the previous-tick interpolation scheme. Asymptotic property of the sample autocorrelation of squared returns based on the previous-tick synchronized data will be investigated. Simulation studies are performed and applications to real examples are illustrated.

The autocorrelation function is a basic tool for time series analysis. The clas- sical estimation is very sensitive to outliers and can lead to misleading results. This thesis deals with robust estimations of the autocorrelation function, which is more resistant to the outliers than the classical estimation. There are presen- ted following approaches: leaving out the outliers from the data, replacement the average with the median, data transformation, the estimation of another coeffici- ent, robust estimation of the partial autocorrelation function or linear regression. The thesis describes the applicability of the presented methods, their advantages and disadvantages and necessary assumptions. All the approaches are compared in simulation study and applied to real financial data. 1

No description available.

時間數列分析自一九七０年Box-Jenkins 發展出自我迴歸移動平均整合模式（簡稱Ａ ＲＩＭＡ（ｐ，ｄ，ｑ））建立法後，便更普遍地應用於經濟、企管、工程及物理等 相關領域上。但利用Box-Jenkins 的鑑定方法一般只對ＭＡ或ＡＲ模型有效，而對混 合的ＡＲＭＡ模型則不適用。其後陸續有統計學者提出不同的鑑定方法，但都無法有 效地決定Ｐ、ｄ、ｑ階數。 直至一九八四年以後，Tsay和Tiao兩位學者才又提出了一套有效的鑑定法則，利用擴 展的樣本自我相關函數（Extended Sample Autocorrelation Function）或正規分析 （Canonical Analysis）求出的最小正規相關係數（The Smallest Canonical Corr- elation ）做為鑑定ｐ、ｄ、ｑ的準則。這兩種方法的優點皆為可直接處理平穩或非 平穩型時間數列，而不用事先決定差分的階數，而且對混合ＡＲＩＭＡ模型亦有效。 對於有異常點（Outlier ）存在的時間數列，其可能由於某些外在的介入因素所引起 ，而ＡＲＩＭＡ模型對資料的配適是不足夠的。因此該如何發現異常點的存在及加入 合理的介入模式亦構成了模型鑑定的問題。本文除對Tsay和Tiao的方法做一說明外， 亦利用其鑑定方法對存在有異常點的時間數列做一分析，並由實證研究探討其對季節 模型的鑑定效果。

Darbe nagrinėjamas lygiavertės dozės galios (LDG) laukų struktūros virš mažų teritorijų nustatymas optimalios interpoliacijos metodu, lygiavertės dozės galios laukų struktūros pokyčiai nuo meteorologinių sąlygų. Baltijos jūros priekrantėje prie Juodkrantės atlikti LDG matavimai prie žemės paviršiaus ir vieno metro aukštyje virš jos. Matavimai atlikti 2008 m. liepos 2, 7, 10 ir 12 dienomis 63 taškuose (2,00,2) km teritorijoje esant šiaurės, pietų, rytų ir vakarų vėjo kryptims. Vidutinių dydžių ekstremalios reikšmės buvo 50 nSv/h ir 130 nSv/h. LDG laukų struktūrai nustatyti ir įvertinti buvo panaudotas optimalios interpoliacijos metodas trim atvejams – kai tyrimų teritorijoje atlikta 63, 33 ir 18 matavimų. Gautos identiškos LDG laukų struktūros. Rasta, kad naudojant tik 18 matavimo rezultatų modelyje gaunamas patenkinamas eksperimentinių ir teorinių rezultatų sutapimas, t.y. skirtumas tarp išmatuotų ir sumodeliuotų rezultatų neviršija 20  paklaidos. Nustatyta, kad esant šiaurės, pietų ir vakarų vėjo kryptims, padidėjus vėjo greičiui vidutiniškai 3 kartus, LDG sumažėja apie 8 nSv/h. Esant rytų vėjui, padidėjus vėjo greičiui 3 kartus, LDG padidėja 7 nSv/h. Darbą sudaro 3 dalys: įvadas, darbo metodai ir priemonės, išvados, literatūra. Darbo apimtis – 58 p. teksto be priedų, 46 iliustr., 1 lent., 36 bibliografiniai šaltiniai. Atskirai pridedami darbo priedai ir publikacija, parengta spaudai. / In this work equivalent dose rate (EDR) field structures under small area was estimated by applying optimal interpolation method and EDR fields structure differences was depended on meteorological conditions. EDR measurements were made to the ground surface and one meter above it beside Juodkrante near Baltic seaside. Measurements carried out in 2008 July 2, 7, 10 and 12 days, in 63 points (2.0 x 0.2) km area then was the north, south, east and west wind direction. Extreme values of the average was 50 nSv/h ir 130 nSv/h. To determine EDR fields structure was used the optimal interpolation method in three cases – then in research area conducted 63, 33 and 18 measurements. Received identical EDR fields structure. Found that the use of only 18 measurements in the model obtained satisfactory experimental and theoretical results coincide, i.e., the difference between measured and model results in less than 20  errors. Found that, in the north, south and west wind direction, wind speed increased by an average of 3 times, EDR decreases about 8 nSv/h. In the east wind, the wind speed increased by 3 times, EDR increased 7 nSv/h / h. Structure: introduction, methods and tools of work, conclusions and suggestions, references. Thesis consist of: 58 p. text without appendixes, 46 pictures, 1 tables, 36 bibliographical entries. Appendixes and publication included.

Title: Analysis of Climate Model Outputs Author: RNDr. Zuzana Chládová E-mail: zuzana.chladova@gmail.com Department: Department of Meteorology and Environment Protection, Faculty of Mathematics and Physics, Charles University in Prague Supervisor: RNDr. Aleš Raidl, Ph.D. Supervisor's e-mail address: ales.raidl@mff.cuni.cz Consultant: doc. RNDr. Jaroslava Kalvová, CSc. Regional climate models are currently the most important tools regularly used for downscaling outputs of global climate models. This analysis compares control and future runs of the global climate models HadCM3, ECHAM5/OPYC3 and ARPÉGE/OPA and the regional climate models RCAO, RCA3, HIRHAM4, HIRHAM5 and ALADIN- CLIMATE/CZ with observed data and CRU data for the Czech Republic. In the period 1961-1990, the global climate models underestimated the air temperature in comparison with corresponding virtual time series representing real data; mean annual courses and variance of the temperature, on the other hand, were simulated satisfactorily. The results of the regional climate models showed overestimation of the model temperature in winter season, while in other seasons the model temperatures corresponded better with real values and the results of simulation were generally more accurate in comparison with global climate models. Concerning...

Submitted by Fabio Sobreira Campos da Costa (fabio.sobreira@ufpe.br) on 2017-07-11T13:06:08Z No. of bitstreams: 2 license_rdf: 811 bytes, checksum: e39d27027a6cc9cb039ad269a5db8e34 (MD5) TeseJoseversaoCD.pdf: 2349040 bytes, checksum: f9cf2bfb304c798e864da4edd16e3a90 (MD5) / Made available in DSpace on 2017-07-11T13:06:08Z (GMT). No. of bitstreams: 2 license_rdf: 811 bytes, checksum: e39d27027a6cc9cb039ad269a5db8e34 (MD5) TeseJoseversaoCD.pdf: 2349040 bytes, checksum: f9cf2bfb304c798e864da4edd16e3a90 (MD5) Previous issue date: 2016-02-26 / CNPQ / Geradores de números pseudo-aleatórios são amplamente utilizados em aplicações científicas e tecnológicas. Particularmente em criptografia, estes são empregados em sistemas de chave secreta, como geradores de sequências de cifragem. Neste trabalho, propomos algumas metodologias para o projeto destes geradores a partir de mapas caóticos. A primeira é baseada em duas técnicas: salto de amostras e discretização codificada variante no tempo. Mostra-se que o procedimento possui alta taxa de geração de bits por amostra caótica quando comparado com a codificação fixa no tempo, além de dispensar pós-processamento para melhoria de suas propriedades aleatórias. A outra metodologia utilizada é o emprego de sequências-m para eliminar a correlação residual na sequência codificada. A discretização variante no tempo apresenta uma característica de correlação bem definida que é aproveitada por um novo bloco de pós-processamento que utiliza sequências-m de menor complexidade linear que a metodologia anterior. Validam-se os métodos propostos empregando a bateria de teste NIST. / Random number generators are widely used in scientific and technological applications. Particularly in cryptography, they are used in secret-key systems, such as key sequence generators. In this work, we present two methodologies for the design of these generators from chaotic maps. The first one is based on two techniques: Skipping and time-varying coded discretization. We show that the proposed method has higher bit generation rate when compared to fixed-time coded discretization and dispenses post-processing in order to improve their random properties. Another methodology is the use of m-sequences to eliminate the residual correlation of the coded sequence. The time-varying coded discretization has a well-defined correlation characteristic that is exploited by a new block ofpost-processing using m-sequences that requires less memory than the previous methodology. The effectiveness of this procedure is verified through the NIST test.

In theoretical part Master’s thesis deals with processing acoustic signal before speech recognition. There are described methods of automatic speech recognition and capture attributes. Those methods are short-term energy of signal, short-term autocorrelation analysis, linear predictive analysis etc. In practical part has been created software, which has to switch off of electrical tool, if the keyword “zastav” has been spoken. In the second part of this thesis software has been optimized for work in real conditions (noise generated by electrical tools).

This thesis deals with the analysis methods used to fundamental frequency detection and methods for changing the fundamental frequency of the audio signal containing vocals. It also explores general musical intonation theory. On the basis of this analysis, suitable methods are selected for the follow realization software fine-tuning vocal audio signal.