Le trafic vidéo a subi une augmentation fulgurante sur Internet ces dernières années. Pour pallier à cette importante demande de contenu vidéo, la technologie du streaming adaptatif sur HTTP est utilisée. Elle est devenue par ailleurs très populaire car elle a été adoptée par les différents acteurs du domaine de la vidéo streaming. C’est une technologie moins couteuse qui permet aux fournisseurs de contenu, la réutilisation des serveurs web et des caches déjà déployés. En plus, elle est exempt de tout blocage car elle traverse facilement les pare-feux et les translations d’adresses sur Internet. Dans cette thèse, nous proposons une nouvelle méthode de vidéo streaming adaptatif appelé “Backward-Shifted Coding (BSC)”. Il se veut être une solution complémentaire au standard DASH, le streaming adaptatif et dynamique utilisant le protocole HTTP. Nous allons d’abord décrire ce qu’est la technologie BSC qui se base sur le codec (encodeur décodeur) à multi couches SVC, un algorithme de compression extensible ou évolutif. Nous détaillons aussi l’implémentation de BSC dans un environnement DASH. Ensuite,nous réalisons une évaluation analytique de BSC en utilisant des résultats standards de la théorie des files d’attente. Les résultats de cette analyse mathématique montrent que le protocole BSC permet de réduire considérablement le risque d’interruption de la vidéo pendant la lecture, ce dernier étant très pénalisant pour les utilisateurs. Ces résultats vont nous permettre de concevoir des algorithmes d’adaptation de qualité à la bande passante en vue d’améliorer l’expérience utilisateur. Ces algorithmes permettent d’améliorer la qualité de la vidéo même étant dans un environnement où le débit utilisateur est très instable.La dernière étape de la thèse consiste à la conception de stratégies de caching pour optimiser la transmission de contenu vidéo utilisant le codec SVC. En effet, dans le réseau, des serveurs de cache sont déployés dans le but de rapprocher le contenu vidéo auprès des utilisateurs pour réduire les délais de transmission et améliorer la qualité de la vidéo. Nous utilisons la programmation linéaire pour obtenir la solution optimale de caching afin de le comparer avec nos algorithmes proposés. Nous montrons que ces algorithmes augmentent la performance du système tout en permettant de décharger les liens de transmission du réseau cœur. / Due to the growth of video traffic over the Internet in recent years, HTTP AdaptiveStreaming (HAS) solution becomes the most popular streaming technology because ithas been succesfully adopted by the different actors in Internet video ecosystem. Itallows the service providers to use traditional stateless web servers and mobile edgecaches for streaming videos. Further, it allows users to access media content frombehind Firewalls and NATs.In this thesis we focus on the design of a novel video streaming delivery solutioncalled Backward-Shifted Coding (BSC), a complementary solution to Dynamic AdaptiveStreaming over HTTP (DASH), the standard version of HAS. We first describe theBackward-Shifted Coding scheme architecture based on the multi-layer Scalable VideoCoding (SVC). We also discuss the implementation of BSC protocol in DASH environment.Then, we perform the analytical evaluation of the Backward-Sihifted Codingusing results from queueing theory. The analytical results show that BSC considerablydecreases the video playback interruption which is the worst event that users can experienceduring the video session. Therefore, we design bitrate adaptation algorithms inorder to enhance the Quality of Experience (QoE) of the users in DASH/BSC system.The results of the proposed adaptation algorithms show that the flexibility of BSC allowsus to improve both the video quality and the variations of the quality during thestreaming session.Finally, we propose new caching policies to be used with video contents encodedusing SVC. Indeed, in DASH/BSC system, cache servers are deployed to make contentsclosed to the users in order to reduce network latency and improve user-perceived experience.We use Linear Programming to obtain optimal static cache composition tocompare with the results of our proposed algorithms. We show that these algorithmsincrease the system overall hit ratio and offload the backhaul links by decreasing thefetched content from the origin web servers.

The aim of the thesis Determinants of car prices is to create econometric model for price predictions of new and used cars. The prediction is based on the data provided by website of Slovak retailer of new and used cars. The model should detect statistically significant variables and determine their impact on final price. In the first part of this study, there is theoretical description of automobile industry and factors influencing price of car. The second part is devoted on developing the predictive model, suitable transformation of explanatory variables, interpretation of results and the car price classification in form of decision tree.

Thesis (MSc)--Stellenbosch University, 2011. / ENGLISH ABSTRACT: We consider the utility portfolio optimization problem of an investor whose activities are influenced by an exogenous financial risk (like bad weather or energy shortage) in an incomplete financial market. We work with a fairly general non-Markovian model, allowing stochastic correlations between the underlying assets. This important problem in finance and insurance is tackled by means of backward stochastic differential equations (BSDEs), which have been shown to be powerful tools in stochastic control. To lay stress on the importance and the omnipresence of BSDEs in stochastic control, we present three methods to transform the control problem into a BSDEs. Namely, the martingale optimality principle introduced by Davis, the martingale representation and a method based on Itô-Ventzell’s formula. These approaches enable us to work with portfolio constraints described by closed, not necessarily convex sets and to get around the classical duality theory of convex analysis. The solution of the optimization problem can then be simply read from the solution of the BSDE. An interesting feature of each of the different approaches is that the generator of the BSDE characterizing the control problem has a quadratic growth and depends on the form of the set of constraints. We review some recent advances on the theory of quadratic BSDEs and its applications. There is no general existence result for multidimensional quadratic BSDEs. In the one-dimensional case, existence and uniqueness strongly depend on the form of the terminal condition. Other topics of investigation are measure solutions of BSDEs, notably measure solutions of BSDE with jumps and numerical approximations. We extend the equivalence result of Ankirchner et al. (2009) between existence of classical solutions and existence of measure solutions to the case of BSDEs driven by a Poisson process with a bounded terminal condition. We obtain a numerical scheme to approximate measure solutions. In fact, the existing self-contained construction of measure solutions gives rise to a numerical scheme for some classes of Lipschitz BSDEs. Two numerical schemes for quadratic BSDEs introduced in Imkeller et al. (2010) and based, respectively, on the Cole-Hopf transformation and the truncation procedure are implemented and the results are compared. Keywords: BSDE, quadratic growth, measure solutions, martingale theory, numerical scheme, indifference pricing and hedging, non-tradable underlying, defaultable claim, utility maximization. / AFRIKAANSE OPSOMMING: Ons beskou die nuts portefeulje optimalisering probleem van ’n belegger wat se aktiwiteite beïnvloed word deur ’n eksterne finansiele risiko (soos onweer of ’n energie tekort) in ’n onvolledige finansiële mark. Ons werk met ’n redelik algemene nie-Markoviaanse model, wat stogastiese korrelasies tussen die onderliggende bates toelaat. Hierdie belangrike probleem in finansies en versekering is aangepak deur middel van terugwaartse stogastiese differensiaalvergelykings (TSDEs), wat blyk om ’n onderskeidende metode in stogastiese beheer te wees. Om klem te lê op die belangrikheid en alomteenwoordigheid van TSDEs in stogastiese beheer, bespreek ons drie metodes om die beheer probleem te transformeer na ’n TSDE. Naamlik, die martingale optimaliteits beginsel van Davis, die martingale voorstelling en ’n metode wat gebaseer is op ’n formule van Itô-Ventzell. Hierdie benaderings stel ons in staat om te werk met portefeulje beperkinge wat beskryf word deur geslote, nie noodwendig konvekse versamelings, en die klassieke dualiteit teorie van konvekse analise te oorkom. Die oplossing van die optimaliserings probleem kan dan bloot afgelees word van die oplossing van die TSDE. ’n Interessante kenmerk van elkeen van die verskillende benaderings is dat die voortbringer van die TSDE wat die beheer probleem beshryf, kwadratiese groei en afhanglik is van die vorm van die versameling beperkings. Ons herlei ’n paar onlangse vooruitgange in die teorie van kwadratiese TSDEs en gepaartgaande toepassings. Daar is geen algemene bestaanstelling vir multidimensionele kwadratiese TSDEs nie. In die een-dimensionele geval is bestaan ââen uniekheid sterk afhanklik van die vorm van die terminale voorwaardes. Ander ondersoek onderwerpe is maatoplossings van TSDEs, veral maatoplossings van TSDEs met spronge en numeriese benaderings. Ons brei uit op die ekwivalensie resultate van Ankirchner et al. (2009) tussen die bestaan van klassieke oplossings en die bestaan van maatoplossings vir die geval van TSDEs wat gedryf word deur ’n Poisson proses met begrensde terminale voorwaardes. Ons verkry ’n numeriese skema om oplossings te benader. Trouens, die bestaande self-vervatte konstruksie van maatoplossings gee aanleiding tot ’n numeriese skema vir sekere klasse van Lipschitz TSDEs. Twee numeriese skemas vir kwadratiese TSDEs, bekendgestel in Imkeller et al. (2010), en gebaseer is, onderskeidelik, op die Cole-Hopf transformasie en die afknot proses is geïmplementeer en die resultate word vergelyk.

International Telemetering Conference Proceedings / October 22-25, 2001 / Riviera Hotel and Convention Center, Las Vegas, Nevada / Synthetic-aperture microwave imaging with ground penetrating radar systems has become a research topic of great importance for the potential applications in sensing and profiling of civil and geophysical structures. It allows us to visualize subsurface structures for nondestructive evaluation with microwave tomographic images. This paper provides an overview of the research program, ranging from the formation of the concepts, physical and mathematical modeling, formulation and development of the image reconstruction algorithms, laboratory experiments, and full-scale field tests.

Thesis (M Sport Sc (Sport Science)--University of Stellenbosch, 2010. / ENGLISH ABSTRACT: Knee injuries are common among the physically active population and are often severe enough that it requires surgery. Rehabilitation specialists are on the constant look-out for the most efficient and cost-effective treatment alternatives to provide athletes with an early return to sport. The inclusion of backward locomotion in knee rehabilitation programs has been proposed since it is considered a safe closed kinetic chain exercise which has been found to increase quadriceps strength and power as well as cardiorespiratory fitness. The primary aim of the study was to establish the efficacy of backward locomotion training during a knee rehabilitation program. Thirty nine men and women (aged 18 to 59 years) with knee pathologies volunteered for the study and were randomly assigned to the experimental group (EXP, n = 20) and control group (CON, n = 19). All participants underwent a 24 session knee rehabilitation program which included 20 – 30 minutes of cardiorespiratory training, either in backward mode (EXP), or forward mode (CON). Aerobic fitness, quadriceps and hamstrings strength and power, single leg balance, lower limb circumferences, and lower limb flexibility were measured before and after the rehabilitation program. Backward locomotion training resulted in a borderline statistical significant improvement in ventilatory threshold (VT) (p = 0.07) and a statistical significant improvement in peak power output (PPO) (p < 0.05). The VT and PPO of the backward locomotion group increased by 9 and 14%, respectively, compared to 0 and 4% in the forward locomotion group. Both groups showed statistically significant improvements in quadriceps and hamstrings strength, except the quadriceps of the uninvolved leg of the forward locomotion group. Similarly, both groups showed a statistically significant improvement in quadriceps and hamstrings average power, except the quadriceps of the uninvolved leg of the forward locomotion group. Single leg balance of the involved and uninvolved legs improved statistically significantly in both groups (p < 0.05). The differences in change between the two interventions were not statistically significantly different (p > 0.05) and the practical differences were small (ES ± 0.2). No statistically significant differences in the change in leg circumferences were observed between the two groups. Only the change in flexibility of the involved soleus was significantly different between the EXP and CON groups. The results show that backward locomotion training result in greater improvements in aerobic fitness and equal or greater improvements in quadriceps and hamstrings muscle strength and power, compared to forward locomotion training. Backward locomotion as well as forward locomotion contributes to the recovery of knee injuries, however, the practical significance of backward locomotion is greater than for forward locomotion. The conclusion of this is that backward locomotion is a better alternative rehabilitation program for athletes as this will affect a quicker return to their sport. / AFRIKAANSE OPSOMMING: Kniebeserings kom algemeen voor in die fisiek aktiewe bevolking en is dikwels so ernstig dat dit chirurgie vereis. Rehabilitasie-spesialiste is voortdurend op soek na die mees doeltreffende en koste-effektiewe alternatief vir behandeling om die atlete vinnig te laat terugkeer na hul sport. Die insluiting van agteruitbeweging in knie-rehabilitasieprogramme is al in die verlede voorgestel, aangesien dit beskou word as 'n veilige geslote-kinetieseketting oefening wat al geskik bevind is om quadriceps sterkte en krag, asook kardiorespiratoriese fiksheid te verbeter. Die hoofdoel van die studie was om die effektiwiteit van agteruitbewegingoefening in 'n knierehabilitasieprogram te bepaal. Nege-en-dertig mans en vroue (tussen die ouderdom van 18 en 59 jaar) met kniepatologieë het vrywillig ingestem om aan die studie deel te neem en is lukraak verdeel in die eksperimentele groep (EXP, n = 20) en kontrole groep (CON, n = 19). Alle deelnemers het 24 sessies voltooi waarvan 20 – 30 minute kardiorespiratoriese oefeninge was. Dit het óf in die agteruitrigting (EXP), óf vorentoe-rigting (CON) plaasgevind. Aërobiese fiksheid, quadriceps en hamstrings sterkte en krag, eenbeenbalans, omtrekke van die onderste ledemaat, en soepelheid van die onderste ledemaat is gemeet, voor en na die rehabilitasieprogram. Agteruitbeweging-oefening het 'n geringe verbetering in ventilatoriese draaipunt (VT) (p = 0.07) opgelewer wat grens aan 'n statisties betekenisvolle verbetering, asook 'n statisties betekenisvolle verbetering in piek kraguitset (PPO) (p <0.05). Die VT en PPO van die agteruitbeweging groep het onderskeidelik verbeter met 9 en 14%, in vergelyking met 0 en 4% in die vorentoe-beweging groep. Beide groepe het statisties betekenisvolle verbeteringe in quadriceps en hamstrings sterkte getoon, behalwe die quadriceps van die onbeseerde been van die vorentoe-beweging groep. Soortgelyk daaraan het beide groepe statisties betekenisvolle verbeteringe in quadriceps en hamstrings gemiddelde krag getoon, behalwe die quadriceps van die onbeseerde been van die vorentoe-beweging groep. Eenbeenbalans van die beseerde en onbeseerde bene het statisties betekenisvol verbeter in beide groepe (p < 0.05). Die verskil in verandering tussen die twee intervensies was nie statisties betekenisvol verskillend nie en die praktiese verskil was klein (ES ± 0.2). Geen statisties betekenisvolle verskille is waargeneem tussen die twee groepe in die verandering in beenomtrekke nie. Slegs die soepelheid van die beseerde soleus van die EXP groep het statisties betekenisvol verbeter tussen die twee groepe. Die resultate toon dat agteruitbeweging-oefening tot groter verbetering gelei het in aërobiese fiksheid en gelyke of groter verbetering in quadriceps en hamstrings sterkte en krag, in vergelyking met vorentoe-beweging oefening. Agteruitbeweging-oefening sowel as vorentoe-beweging oefening dra by tot die herstel van kniebeserings, maar die praktiese beduidendheid van agteruitbeweging-oefening is groter as vorentoe-beweging oefening. Die gevolgtrekking van die studie is dat agteruitbeweging 'n beter alternatiewe rehabilitasieprogram vir atlete is, met 'n gevolglike vinniger terugkeer na hul sport.

Stock market volatility has been an important subject in the finance literature for which now an enormous body of research exists. Volatility modelling and forecasting have been in the epicentre of this line of research and although more than a few models have been proposed and key parameters on improving volatility forecasts have been considered, finance research has still to reach a consensus on this topic. This thesis enters the ongoing debate by carrying out empirical investigations by comparing models from the current pool of models as well as exploring and proposing the use of further key parameters in improving the accuracy of volatility modelling and forecasting. The importance of accurately forecasting volatility is paramount for the functioning of the economy and everyone involved in finance activities. For governments, the banking system, institutional and individual investors, researchers and academics, knowledge, understanding and the ability to forecast and proxy volatility accurately is a determining factor for making sound economic decisions. Four are the main contributions of this thesis. First, the findings of a volatility forecasting model comparison reveal that the GARCH genre of models are superior compared to the more ‘simple' models and models preferred by practitioners. Second, with the use of backward recursion forecasts we identify the appropriate in-sample length for producing accurate volatility forecasts, a parameter considered for the first time in the finance literature. Third, further model comparisons are conducted within a Value-at-Risk setting between the RiskMetrics model preferred by practitioners, and the more complex GARCH type models, arriving to the conclusion that GARCH type models are dominant. Finally, two further parameters, the Volatility Index (VIX) and Trading Volume, are considered and their contribution is assessed in the modelling and forecasting process of a selection of GARCH type models. We discover that although accuracy is improved upon, GARCH type forecasts are still superior.

In this thesis, we consider a class of stochastic dynamics running backwards, so called backward stochastic differential equations (BSDEs) in the literature. We demonstrate BSDEs can be reformulated as functional differential equations defined on path spaces, and therefore solving BSDEs is equivalent to solving the associated functional differential equations. With such observation we can solve BSDEs on general filtered probability space satisfying the usual conditions, and in particular without the requirement of the martingale representation. We further solve the above functional differential equations numerically, and propose a numerical scheme based on the time discretization and the Picard iteration. This in turn also helps us solve the associated BSDEs numerically. In the second part of the thesis, we consider a class of BSDEs with quadratic growth (QBSDEs). By using the functional differential equation approach introduced in this thesis and the idea of the Cole-Hopf transformation, we first solve the scalar case of such QBSDEs on general filtered probability space satisfying the usual conditions. For a special class of QBSDE systems (not necessarily scalar) in Brownian setting, we do not use such Cole-Hopf transformation at all, and instead introduce the weak solution method, which is to use the strong solutions of forward backward stochastic differential equations (FBSDEs) to construct the weak solutions of such QBSDE systems. Finally we apply the weak solution method to a specific financial problem in the credit risk setting, where we modify the Merton's structural model for credit risk by using the idea of indifference pricing. The valuation and the hedging strategy are characterized by a class of QBSDEs, which we solve by the weak solution method.

Este trabalho analisou as diferenças entre o processo de conformação de rebites de Alumínio da liga AA 5052 e de aço inoxidável das ligas ABNT 420, ABNT 430 e ABNT 302, os quais são utilizados em grande escala na indústria cuteleira. Levando em conta as particularidades de cada material em estudo, foram analisadas as forças de conformação, tensões, deformações e temperaturas. A partir delas buscou-se chegar a um modelo de processo viável para se obter rebites de Aço inoxidável. Apesar da fabricação do rebite de Alumínio ser menos crítica, no que diz respeito a força necessária para conformação, a qualidade do produto é inferior, quando se compara com o Aço inoxidável. Este confere maior resistência mecânica e resistência à corrosão. Para modelamento do processo desenvolvido com o Alumínio AA5052 e com as ligas de Aço inoxidável utilizadas utilizou-se o software de simulação por elementos finitos SIMUFACT 11.0. Os resultados das simulações com o aço inoxidável com temperaturas a morno demonstraram grande dependência da temperatura para obtenção de tensões e forças suportadas pelo ferramental. Alguns resultados alcançados com o aço inoxidável aquecido, quando se variaram as temperaturas de 25ºC até 500ºC, geraram o grau de tensões e esforços no ferramental menor ou igual à condição onde o Alumínio é conformado a frio. Também, critérios como resistência à corrosão foram determinantes para a aprovação das ligas de aço inoxidável 302 e 430 estudadas. Esse resultado confirmou o que é indicado na bibliografia, onde são recomendadas ligas austeníticas e ferríticas, ao invés de martensíticas, para a fabricação de produtos de aço inoxidável que exigem alta resistência à corrosão, como é o caso dos rebites. / This study analyzed the differences between the rivet manufacturing process made by Aluminum of alloy AA5052 and Stainless Steel of alloys AISI 420, AISI 430 and AISI 302, wich are widely used in the cutlery industry. Taking into account the particularities of both materials, it was analyzed forming forces, stresses, strains and temperatures in order to find a viable process to manufacture stainless steel rivets. Even the manufacturing of Aluminum rivets is less critical, regarding the forming forces, the quality of the product is inferior than the stainless steel, wich provides more mechanical and corrosion resistance. The study of the process of forming Aluminum AA5052 and Stainless Steel rivets was developed using the finite elements software SIMUFACT 11.0. The simulation results of the Stainless Steel with warm temperatures showed big influence of the temperature to obtain lower stresses and forces, wich are supported by the tools. Some results with heated Stainless steel, considering temperatures from 25ºC to 500ºC, resulted in lower stress and tool forces than in the Aluminum with cold temperatures. Also, criteria like corrosion resistance was very important to the approval of the Stainless Steel AISI 302 and AISI 430. Those results confirm the information available in the bibliography, where it is preferential austenitic and ferritic alloys of stainless steel instead of martensitic alloys, when used to manufacture stainless steel rivets, wich require high corrosion resistance.

There are many mathematical and engineering methods, problems and experiments which make use of the finite element method. For any given use of the finite element method we get an approximate solution and we usually wish to have some indication of the accuracy in the approximation. In the case when the calculation is done to estimate a quantity of interest the indication of the accuracy is concerned with estimating the difference between the unknown exact value and the finite element approximation. With a means of estimating the error, this can sometimes be used to determine how to improve the accuracy by repeating the computation with a finer mesh. A large part of this thesis is concerned with a set-up of this type with the physical problem described in a weak form and with the error in the estimate of the quantity of interest given in terms of a function which solves a related dual problem. We consider this in the case of modelling the large deformation of thin incompressible isotropic hyperelastic sheets under pressure loading. We assume throughout that the thin sheet can be modelled as a membrane, which gives us a two dimensional description of a three dimensional deformation and this simplifies further to a one space dimensional description in the axisymmetric case when we use cylindrical polar coordinates. In the general case we consider the deformation under quasi-static conditions and in the axisymmetric case we consider both quasi-static conditions and dynamic conditions, which involves the full equations of motion, which gives three different problems. In all the three problems we describe how to get the finite element solution, we describe associated dual problems, we describe how to solve these dual problems and we consider using the dual solutions in error estimation. There is hence a common framework. The details however vary considerably and much of the thesis is in describing each case.

A presente tese, a partir de três ensaios, faz uso de diferentes especificações da curva de Phillips, para discutir distintos objetivos embasados em assuntos relevantes como o processo de determinação de preços e seus custos sociais para a economia brasileira. Neste sentido, o primeiro ensaio utiliza de uma equação de transferência para a especificação da curva de Phillips, a partir do método das variáveis instrumentais, para alcançar a taxa de desemprego não aceleradora da inflação (NAIRU). Este método, para dados trimestrais de 2000 a 2013, possibilitou identificar uma mudança no coeficiente de correlação entre a taxa de desemprego e a taxa de inflação, que passou de um trade-off (negativo) para uma relação positiva, além da permanência da taxa NAIRU acima da taxa de desemprego no período em questão. Preocupando-se com este resultado expressivo, o segundo ensaio se comprometeu em analisar se esse adveio de possíveis não linearidades presentes na curva, preocupação que já havia sido retratada pelo trabalho seminal de Phillips (1958), indicando que a relação da taxa de variação dos salários nominais e a taxa de desemprego seria altamente não linear. Nesse contexto, utilizando o modelo de vetores autorregressivos que considera a não-linearidade dos parâmetros (quebras estruturais), variáveis exógenas de controle (para contornar o problema de omissão de variáveis) para o período de 1995 a 2014, estimou-se a Curva de Phillips Novo-Keynesiana Hibrida (CPNKH) para identificar possíveis quebras estruturais para dados da economia brasileira. O modelo estimado foi caracterizado por um MSIH(2)VAR(1) e foi possível confirmar a não linearidade a partir do teste da razão de verossimilhança, com a identificação de dois períodos bem distintos ao longo da amostra. Além disso, foi verificada uma representatividade maior para o termo inercial (Backward Looking) indicando que as expectativas de inflação contribuem menos para a explicação do processo inflacionário recente da economia brasileira. Uma vez que um dos principais objetivos do Regime de Metas de Inflação (RMI) é ancorar a formação de preços a partir das expectativas futuras dos agentes econômicos, além disso, dada a não linearidade encontrada para dados da economia brasileira no segundo ensaio, e dada as diferentes significâncias, importâncias e patamares para os componentes da curva que representam as expectativas (futuras e passadas), o terceiro ensaio se comprometeu em, ao invés de confiar exclusivamente em uma única medida de tendência central, analisar os quantis de toda a distribuição condicional da variável resposta (taxa de inflação). Utilizando do método da regressão quantílica inversa, que utiliza os blocos em movimento bootstrap de Fitzenberger (1997), descrito por Chernozhukov e Hansen (2005), para o período de maio de 2001 a agosto de 2016, foi possível identificar a importância adquirida pelas expectativas futuras ao longo dos períodos analisados. Quando se faz estimações considerando somente a média condicional, o termo inercial é maior e significativo para praticamente todas as especificações e modelos apresentados. Utilizando do modelo da regressão quantílica inversa, por outro lado, é possível verificar que o termo Forward Looking ganha força e domina o Backward Looking nos três períodos analisados, em diferentes níveis de inflação, demonstrando, assim, o comportamento assimétrico (não linear) do processo inflacionário. Desta forma, foi possível mostrar o amadurecimento do objetivo do RMI e averiguar que os componentes expectacionais da CPNKH, para dados da economia brasileira, foram capazes de manter sua importância e significância em toda distribuição condicional no processo de determinação de preços recente. / The present dissertation, based on three essays, makes use of different specifications for the Phillips curve, to discuss different objectives based on relevant issues such as the process of price determination and its social costs for the Brazilian economy. In this sense, the first assay uses a transfer equation for the specification of the Phillips curve, using the instrumental variables method, to reach the non-accelerating inflation rate of unemployment (NAIRU). This method, for quarterly data from 2000 to 2013, enable the identification of a change in the coefficient of correlation between the unemployment rate and the inflation rate, which transitioned from a trade-off to a positive relation, in addition to the permanence of the NAIRU above the unemployment rate in the period in question. Concerning with this expressive result, the second essay undertook to analyze whether this resulted from possible non-linearities present in the curve, a concern that had already been portrayed by the seminal work of Phillips (1958), indicating that the relation of the rate of change of wages and the unemployment rate would be highly non-linear. In this context, using the autoregressive vector model that considers the non-linearity of the parameters (structural breaks), exogenous variables of control (to circumvent the problem of omission of variables) for the period from 1995 to 2014, it was estimated the Phillips New-Keynesian Hybrid (CPNKH) to identify possible structural breaks for Brazilian economy data. The estimated model was characterized by a MSIH (2) VAR (1) and it was possible to confirm the nonlinearity from the likelihood ratio test, with the identification of two distinct periods throughout the sample. In addition, it was verified a greater representativeness for the inertial term (Backward Looking), indicating that the expectations of inflation contributed less to the explanation of the recent inflationary process of the Brazilian economy. Since one of the main objectives of the Inflation Targeting Regime (ITR) is to anchor the formation of prices based on the future expectations of the economic agents, in addition, given the non-linearity found for the data of the Brazilian economy in the second essay, and considering the different significance, importance and thresholds for the components of the curve that represent (future and past) expectations, the third assay committed to, instead of relying solely on a single measure of central tendency, analyze the quantiles of the entire conditional distribution of the response variable (inflation rate). Using the reverse quantum regression method, which uses the Fitzenberger (1997) bootstrap blocks, described by Chernozhukov and Hansen (2005), for the period from May 2001 to August 2016, it was possible to identify the importance acquired by the expectations over the periods analyzed. When estimating only the conditional average, the inertial term is larger and significant for practically all the specifications and models presented. On the other hand, it is possible to verify the Forward Looking term gaining importance and dominating the Backward Looking in the three analyzed periods, at different levels of inflation, thus, demonstrating the asymmetric (non-linear) behavior of the inflationary process. In this way, it was possible to show the maturity of the objective of the ITR as to verify that the expected components of the CPNKH for the Brazilian economy data were able to maintain its importance and significance in all conditional distribution in the recent pricing process.