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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
21

A Robust Cusum Test for SETAR-Type Nonlinearity in Time Series

Ursan, Alina Maria 31 May 2005 (has links)
"As a part of an effective SETAR (self-exciting threshold autoregressive) mod- eling methodology, it is important to identify processes exhibiting SETAR-type non- linearity. A number of tests of nonlinearity have been developed in the literature, including those of Keenan (1985), Petruccelli and Davies (1986), Tsay (1986, 1989), Luukkonen (1988), and Chan and Tong (1990). However, it has recently been shown that all these tests perform poorly for SETAR-type nonlinearity detection in the presence of outliers. In this project we develop an improved test for SETAR-type nonlinearity in time series. The test is an outlier-robust variant of the Petruccelli and Davies (1986) test based on the cumulative sums of ordered weighted residuals from generalized maximum likelihood fits (which we call CUSUM-GM). The properties of the proposed CUSUM-GM test are illustrated by means of Monte Carlo simulations. The merits, in terms of size and power, of the proposed test are evaluated relative to the test based on ordered residuals from the ordinary least squares fit (which we call CUSUM-LS) and also to that of other tests for nonlinearity developed in literature. The simulations are run for uncontaminated data and for data contaminated with additive and innovational outliers. The simulation study strongly supports the validity of the proposed robust CUSUM-GM test, particularly in situations in which outliers might be a problem."
22

Multi-agent-based DDoS detection on big data systems

Osei, Solomon January 2018 (has links)
The Hadoop framework has become the most deployed platform for processing Big Data. Despite its advantages, Hadoop s infrastructure is still deployed within the secured network perimeter because the framework lacks adequate inherent security mechanisms against various security threats. However, this approach is not sufficient for providing adequate security layer against attacks such as Distributed Denial of Service. Furthermore, current work to secure Hadoop s infrastructure against DDoS attacks is unable to provide a distributed node-level detection mechanism. This thesis presents a software agent-based framework that allows distributed, real-time intelligent monitoring and detection of DDoS attack at Hadoop s node-level. The agent s cognitive system is ingrained with cumulative sum statistical technique to analyse network utilisation and average server load and detect attacks from these measurements. The framework is a multi-agent architecture with transducer agents that interface with each Hadoop node to provide real-time detection mechanism. Moreover, the agents contextualise their beliefs by training themselves with the contextual information of each node and monitor the activities of the node to differentiate between normal and anomalous behaviours. In the experiments, the framework was exposed to TCP SYN and UDP flooding attacks during a legitimate MapReduce job on the Hadoop testbed. The experimental results were evaluated regarding performance metrics such as false-positive ratio, false-negative ratio and response time to attack. The results show that UDP and TCP SYN flooding attacks can be detected and confirmed on multiple nodes in nineteen seconds with 5.56% false-positive ration, 7.70% false-negative ratio and 91.5% success rate of detection. The results represent an improvement compared to the state-of the-art.
23

Model Based Diagnosis of the Intake ManifoldPressure on a Diesel Engine / Modellbaserad laddtrycksdiagnos för en dieselmotor

Bergström, Christoffer, Höckerdal, Gunnar January 2009 (has links)
<p>Stronger environmental awareness as well as actual and future legislations increase</p><p>the demands on diagnosis and supervision of any vehicle with a combustion engine.</p><p>Particularly this concerns heavy duty trucks, where it is common with long driving</p><p>distances and large engines. Model based diagnosis is an often used method in</p><p>these applications, since it does not require any hardware redundancy.</p><p>Undesired changes in the intake manifold pressure can cause increased emissions.</p><p>In this thesis a diagnosis system for supervision of the intake manifold</p><p>pressure is constructed and evaluated. The diagnosis system is based on a Mean</p><p>Value Engine Model (MVEM) of the intake manifold pressure in a diesel engine</p><p>with Exhaust Gas Recirculation (EGR) and Variable Geometry Turbine (VGT).</p><p>The observer-based residual generator is a comparison between the measured intake</p><p>manifold pressure and the observer based estimation of this pressure. The</p><p>generated residual is then post treated in the CUSUM algorithm based diagnosis</p><p>test.</p><p>When constructing the diagnosis system, robustness is an important aspect. To</p><p>achieve a robust system design, four different observer approaches are evaluated.</p><p>The four approaches are extended Kalman filter, high-gain, sliding mode and an</p><p>adaption of the open model. The conclusion of this evaluation is that a sliding</p><p>mode approach is the best alternative to get a robust diagnosis system in this</p><p>application. The CUSUM algorithm in the diagnosis test improves the properties</p><p>of the diagnosis system further.</p>
24

Pressure Monitoring and Fault Detection of an Anti-g Protection System / Tryckövervakning och feldetektion av ett anti-g-skyddssystem

Andersson, Kim January 2010 (has links)
<p>When flying a fighter aircraft such as the JAS 39 Gripen, the pilot is exposed to high g-loads. In order to prevent the draining of blood from the brain during this stress an anti-g protection system is used. The system consists of a pair of trousers, called the anti-g trousers, with inflatable bladders. The bladders are filled with air, pressing tightly on to the legs in order to prevent the blood from leaving the upper part of the body.</p><p>The purpose of this thesis is to detect if the pressure of the anti-g trousers is deviating from the desired value. This is done by developing a detection algorithm which gives two kinds of alarm. One is given during minor deviations using a CUSUM test, and one is given at grave deviations, based on different conditions including residual, derivative and time. The thresholds, in which between the pressure should lie in a faultless system, are calculated from the g-load value. The thresholds are based upon given static guidelines for the pressure tolerance area and are modified in order to adapt to the estimated dynamics of the system.</p><p>The values of the input signals, pressure and g-load, were taken from real flight sessions. The validation has been performed using both faultless and faulty flight sequences, with low false alarm rate and no missed detections. All together the detection system is considered to work well.</p>
25

Modeling and monitoring of the price process of Credit Default Swaps

Loshkina, Anna, Malysheva, Elena January 2008 (has links)
<p>Credit derivatives are very popular on financial markets in recent days.</p><p>The most liquid credit derivative is a credit default swap (CDS). In</p><p>this research we investigate methods for modeling and monitoring of the</p><p>price process of CDS. We study Hull and White model to calculate CDS</p><p>spread and have data for our analysis. We consider different methods for</p><p>monitoring of the price process of CDS. In particular we study CUSUM</p><p>method. And we calculate more commonly used perfomance measures</p><p>for this method.</p>
26

Model Based Diagnosis of the Intake ManifoldPressure on a Diesel Engine / Modellbaserad laddtrycksdiagnos för en dieselmotor

Bergström, Christoffer, Höckerdal, Gunnar January 2009 (has links)
Stronger environmental awareness as well as actual and future legislations increase the demands on diagnosis and supervision of any vehicle with a combustion engine. Particularly this concerns heavy duty trucks, where it is common with long driving distances and large engines. Model based diagnosis is an often used method in these applications, since it does not require any hardware redundancy. Undesired changes in the intake manifold pressure can cause increased emissions. In this thesis a diagnosis system for supervision of the intake manifold pressure is constructed and evaluated. The diagnosis system is based on a Mean Value Engine Model (MVEM) of the intake manifold pressure in a diesel engine with Exhaust Gas Recirculation (EGR) and Variable Geometry Turbine (VGT). The observer-based residual generator is a comparison between the measured intake manifold pressure and the observer based estimation of this pressure. The generated residual is then post treated in the CUSUM algorithm based diagnosis test. When constructing the diagnosis system, robustness is an important aspect. To achieve a robust system design, four different observer approaches are evaluated. The four approaches are extended Kalman filter, high-gain, sliding mode and an adaption of the open model. The conclusion of this evaluation is that a sliding mode approach is the best alternative to get a robust diagnosis system in this application. The CUSUM algorithm in the diagnosis test improves the properties of the diagnosis system further.
27

Examine the Impacts of Structural Changes on the Networking Products¡GThe Comparison of Chow, CUSUM, STAR Tests.

Chang, Jr-yang 29 July 2006 (has links)
Abstract Under the great impact and known to all, the structural changes may be obviously clear that can be observed out, when being not so obvious, should observe whether there are structural changes to appear, it is very difficult to get a clear result clearly to turn into. This paper tries to use such models as Chow test, CUSUM test, CUSUMSQ test, STAR in unknown cases, whether going to assay the data separately has structural changes, various kinds of examination ways of result received are each different to some extent, clear conclusion not unanimous and unified. The dominance the Chow test is the most obvious; Consider heteroscedasticity and autocorrelation restriction in because CUSUM test and CUSUMSQ test model, it is not apt to demonstrate the dominance instead; The STAR depends on state of the materials.
28

The Development of an Automated Method of Monitoring Surgeon Performance at an Academic Teaching Hospital

Chan, Beverley 27 March 2014 (has links)
In this thesis, I chose to identify and evaluate different monitoring methods on surgeon specific outcomes in colorectal surgery. An initial literature search identified different methods that were applied to a cohort of colorectal patients operated on by general surgeons using an electronic hospital database. Surgeon specific complications were validated with a chart review. General surgeons at The Ottawa Hospital were surveyed on their opinions regarding monitoring outcomes. We can conclude that different methods may be needed as they are dependent heavily on specified target limits. With our derived cohort, we had adequate risk adjustment using a modified Escobar model for 30 day mortality and morbidity. These complications were derived from electronic algorithms and had excellent specificity and sensitivity. General surgeons at The Ottawa Hospital have different opinions regarding monitoring their outcomes and surgeon engagement is necessary to make monitoring fruitful for patients, public, hospital administration, and surgeons.
29

Money demand in Eurozone and other European countries

Slezarová, Iva January 2014 (has links)
The goal of this thesis is to examine relationship between money demand, interest rates and real GDP in the Czech Republic, United Kingdom and Eurozone in time period 2005-2013. Apart from OLS regression the work will also focus on stability of the demand form money and exogeneity of money. In the thesis is among general tools as OLS and its variants used cointegration analysis for determination of exogeneity and other methods connected with it. For analysis were used quarterly data obtained from central banks of given countries and OECD statistical database.
30

The Development of an Automated Method of Monitoring Surgeon Performance at an Academic Teaching Hospital

Chan, Beverley January 2014 (has links)
In this thesis, I chose to identify and evaluate different monitoring methods on surgeon specific outcomes in colorectal surgery. An initial literature search identified different methods that were applied to a cohort of colorectal patients operated on by general surgeons using an electronic hospital database. Surgeon specific complications were validated with a chart review. General surgeons at The Ottawa Hospital were surveyed on their opinions regarding monitoring outcomes. We can conclude that different methods may be needed as they are dependent heavily on specified target limits. With our derived cohort, we had adequate risk adjustment using a modified Escobar model for 30 day mortality and morbidity. These complications were derived from electronic algorithms and had excellent specificity and sensitivity. General surgeons at The Ottawa Hospital have different opinions regarding monitoring their outcomes and surgeon engagement is necessary to make monitoring fruitful for patients, public, hospital administration, and surgeons.

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