This degree project aims to explore the subject of forecasting, which is an ongoing and much alive debate within economics and finance. Within the forecasting field the available research is vast and even if restricted to real estate, which is the main focus of this paper, the available material is comprehensive. A large fraction of published research concerning the subject of real estate forecasting consists of post mortem studies, with econometric models trying to replicate historical trends with the help of available micro and macro data. This branch within the field of forecasting seems to advance and progress with help of refined econometric models. This paper, on the other hand, rather examines the fundamentals behind forecasting and why forecasting can be a difficult task in general. This is shown with an examination of the accuracy of 160 unique forecasts within the field of real estate. To evaluate the accuracy and predictability from different perspectives we state three main null hypotheses: 1. Correct forecasts and the direction of the predictions are independent variables. 2. Correct forecasts and the examined consultants are independent variables. 3. Correct forecasts and the examined cities are independent variables. 4 The observed frequencies for Hypothesis 1 indicate that upward predictions seem to be easier to predict than downward predictions. This is however not supported by the statistical tests. The observed frequencies for Hypothesis 2 clearly indicate that one consultant is a superior forecaster than compared to the other consultants. The statistical tests confirm this. The observed frequencies for Hypothesis 3 indicate no signs of dependence for the variables. The statistical tests confirm this. / Detta examensarbete ämnar att utforska ämnesområdet kring prognoser och prognosmakande, vilket är en högst levande debatt inom ekonomi och finans. Inom detta område är tillgänglig forskning mycket omfattande och även om materialet begränsas till fastighetsmarknaden, som är huvudspåret i denna uppsats, är mängden information ansenlig. En stor andel av publicerad forskning som berör prognoser av fastighetsmarkanden består ofta av studier av typen "post mortem", där man med ekonometriska modeller försöker efterlikna tidigare historiska trender med hjälp av tillgänglig mikro- eller makrodata. Denna gren av forskningen tycks vinna mark och fortsätter att utvecklas med hjälp av allt mer avancerade ekonometriska modeller. Denna studie fokuserar däremot snarare på de fundamentala elementen av prognosmakande och varför detta ibland kan vara en problematisk uppgift. Detta visas med hjälp av en undersökning gällande utfallet och träffsäkerheten av 160 unika prognoser på fastighetsmarknaden. 7 För att utvärdera träffsäkerheten hos prognoserna sätts tre olika nollhypoteser upp: 1. Korrekt prognos och riktning av prognos är oberoende variabler. 2. Korrekt prognos och konsult är oberoende variabler. 3. Korrekt prognos och undersökta städer är oberoende variabler. De observerade frekvenserna för Hypotes 1 indikerar att uppåtgående prognoser är enklare att förutspå än övriga prognoser. Detta kan dock inte stödjas av de statistiska testerna. De observerade frekvenserna för Hypotes 2 indikerar tydligt att en konsult är en överlägsen prognosmakare än övriga konsulter. Detta stöds av de statistiska testerna. De observerade frekvenserna för Hypotes 3 indikerar inget samband av beroende mellan variablerna. Detta kan dock inte stödjas av de statistiska testerna.

<p> We study the problem of finding approximate significance points of random variables whose exact distributions are unknown or extremely complicated . We consider the case where at least the first three moments, and possibly the lower or upper endpoint of the distribution are known. </p> <p> The methods of approximation studied include the Johnson system of transformations, Pearson curves, Pearson curves with known lower terminal, Cornish-Fisher expansions and the approximation a+bW, where W is chi-squared with p degrees of freedom . A new three-moment approximation of the form (cW)^k, with W as defined above, is also considered. These methods of approximation are discussed, with special attention to fitting procedures and computer implementation. </p> <p> The methods of approximation are compared, with respect to ease of application and accuracy of approximation, over a wide variety of exact distributions. The accuracy of each approximation is discussed and guidelines are given for determining which of several approximations should be used in a particular case. </p> / Thesis / Master of Science (MSc)

Made available in DSpace on 2016-04-28T20:56:51Z (GMT). No. of bitstreams: 1 Natalia de Mesquita Matheus.pdf: 3517136 bytes, checksum: 5518b3ee2f114334fb6f19567338c20c (MD5) Previous issue date: 2015-03-19 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / The present study aimed at evaluating the functionality of CHAID to analyze educational data by demonstrating Ideb s sensitivity to different aspects of educational system. The dependent variables were Ideb 2011 from initial and final series of the elementary years; the independent variables were considered separately in a multilevel analysis. At the first level, considered independent variable were the cities former performance measured by the Ideb at 2005, 2007 and 2009; at the second level, the cities budget with education, such as student cost and the percentage of investments at basic education, and others came into focus; and, at the third level, the independent variables considered were demographic data such as region, State, index of human development and influence region. The results shown at the first level indicate a direct relationship between higher scores at the dependent variable and at former performance. Most of the cities with higher scores in 2009 showed higher scores at the Ideb in 2011 and those cities with lower scores in former performances (in 2009, 2007 and, some cases even in 2005) showed lower scores in 2011. At the second level, the results indicate that the effects produced by most recent expenditure (from 2011) are less relevant than those expended earlier (in 2009). Those data suggest that the effects from financial investments in education are / will probably be seen at medium or long term. At the third level, the State was a more significant variable than region and the other tested variables. Statistical algorithms CHAID and exhaustive-CHAID showed to be effective to identify significant variables related to academic performance measured by Ideb, with the production of comprehensive information without losing the specifies of each reality. However, exhaustive-CHAID, turned out to be a more rigorous than CHAID in the selection of variables. It was demonstrated that the multilevel analysis produced different results whern compared with the comprehensive analysis. It suggests an important effects from the interaction among all tested variables. The availability of educational data for identification and analysis of relationships between political actions and its educational outcomes is discussed. Finally,, the contributions of behavior analysis to the interpretation and analysis of people involved at educational policy behavior are considered / O presente trabalho teve como objetivo avaliar a funcionalidade do modelo CHAID para a análise de dados educacionais por meio da demonstração da sensibilidade do Ideb a diferentes aspectos do sistema educacional. As variáveis dependentes do presente estudo foram o Ideb 2011 municipal dos anos iniciais e finais do ensino fundamental e as variáveis independentes foram consideradas separadamente em uma análise multinível. No primeiro nível, considerou-se o desempenho anterior do município no Ideb em 2005, 2007 e 2009; no segundo nível, a execução orçamentária do município, tais como gasto-aluno e porcentagem de investimentos na educação básica, dentre outros; e, no terceiro nível, dados demográficos, como região do país, UF, índice de desenvolvimento humano do município e região de influência. Os resultados no primeiro nível apontam uma relação direta entre índices elevados na VD e em desempenhos anteriores: a maior parte dos municípios com desempenho superior em 2009 apresentaram índices elevados no Ideb em 2011 e aqueles com desempenho inferior em avaliações anteriores (em 2009, 2007 e, em alguns casos, em 2005) apresentaram índices baixos em 2011. No segundo nível, os resultados indicaram que os efeitos gerados por gastos mais recentes (de 2011) são menos relevantes do que aqueles realizados anteriormente (em 2009). Esses dados sugerem que o efeito de investimentos financeiros na educação é/será mais provavelmente observado a médio ou longo prazo. No terceiro nível, a Unidade da Federação se mostrou mais relevante do que a região do país e as demais variáveis testadas. O modelo CHAID, nas duas formas testadas (CHAID e exhaustive-CHAID), se mostrou efetivo para a identificação das variáveis significativamente relacionadas ao desempenho acadêmico, aferido pelo Ideb, produzindo informações abrangentes, mas sem que se percam as especificidades de cada realidade, tendo sido o modelo exhaustive-CHAID mais rigoroso na seleção de variáveis. Demonstrou-se que a análise multinível produz resultados diferentes da análise geral das variáveis, sugerindo importantes efeitos da interação entre elas. Discute-se a disponibilidade de dados educacionais para a identificação e análise de relações entre ações políticas e seus efeitos educacionais. Por fim, nas considerações finais, apresentam-se algumas das contribuições da Análise do Comportamento à análise e interpretação dos comportamentos das pessoas envolvidas na Política Educacional

工業的發達與否代表一個國家國力的強弱，故欲使我國達已開發國家之林，提昇整個工業或產業的升級，已經是刻不容緩的事。近年來，政府致力於發展新的高科技產業，同時，對於傳統工業也以獎勵或鼓勵技術升級的方式，以提昇整體產業競爭力。其中包含了所謂"傳統工業技術升級計畫"。 　　所以，本文欲藉助對數線型模式，針對"傳統工業技術升級計畫"，來建構及解釋一些模式，並提出建議，以期傳統工業升級計畫，能更符合每個產業的要求。 / Modernization of Industry represents the powerfulness of a country. It'surgent to upgrade the inndustry, so that our country become a developed country.The government has been making every effort on new hi-tech industries lately, at the same time, the government also provide different incentives to upgradethe tradional industries. This way would increase the competitiveness of ourone of the incentives is that the government provided the so called "Conventionalindustries upgrading program" 　　In this paper, we use loglinear models to analyze the data given by those companies that participated "Conventional industries upgrading program". Based on the models, we shall make some suggestions and conclusions.

Les océans subissent des pressions d'origine anthropique particulièrement fortes comme la surpêche, la pollution physico-chimique, et le bruit rayonné par les activités industrielles et militaires. Cette thèse se place dans un contexte de compréhension de l'impact du bruit rayonné dans les océans sur les mammifères marins. L'acoustique passive joue donc un rôle fondamental dans ce problème. Ce travail aborde la tâche de détection de signatures acoustiques de mammifères marins dans le spectrogramme. Cette tâche est difficile pour deux raisons : 1. le bruit océanique a une structure complexe (non-stationnaire, coloré), 2. les signaux de mammifères marins sont inconnus et possèdent eux aussi une structure complexe (non-stationnaires bande étroite et/ou impulsionnels). Le problème doit donc être résolu de manière locale en temps-fréquence, et ne pas faire d'hypothèse a priori sur le signal. Des détecteurs statistiques basés uniquement sur la connaissance des statistiques du bruit dans le spectrogramme existent, mais souffrent deux lacunes : 1. leurs performances en terme de probabilité de fausse alarme/ probabilité de détection se dégradent fortement à faible rapport signal à bruit, et 2. ils ne sont pas capables de séparer les signaux à bande étroite des signaux impulsionnels. Ce travail apporte des pistes de réflexion sur ces problèmes.L'originalité de ce travail de thèse repose dans la formulation d'un test d'hypothèse binaire prenant explicitement en compte l'organisation spatiale des pics temps-fréquence. Nous introduisons une méthode d'Analyse de la Densité des Fausses Alarmes (FADA) qui permet de discriminer les régions temps-fréquence abritant le signal de celles n'abritant que du bruit. Plus précisément,le nombre de fausses alarmes dans une région du plan est d'abord modélisé par une loi binomiale, puis par une loi binomiale corrélée, afin de prendre en considération la redondance du spectrogramme. Le test d'hypothèse binaire est résolu par une approche de Neyman-Pearson. Nous démontrons numériquement la pertinence de cette approche et nous la validons sur données réelles de mammifères marins disposant d'une grande variété de signaux et de conditions de bruit. En particulier, nous illustrons la capacité de FADA à discriminer efficacement le signal du bruit en milieu fortement impulsionnel. / The oceans experience heavy anthropogenic pressure due to overfishing, physico-chemical pollution, and noise radiated by industrial and military activities. This work focuses on the use of passive acoustic monitoring of the oceans, as a tool to understand the impact of radiated noise on marine ecosystems, and particularly on marine mammals. This work tackles the task of detection of acoustical signals of marine mammals using the spectrogram. This task is uneasy for two reasons : 1. the ocean noise structure is complex (non-stationary and colored) and 2. the signals of interest are unknown and also shows a complex structure (non-stationary narrow band and/or impulsive). The problem therefore must be solved locally without making a priori hypothesis on the signal. Statistical detectors only based on the local analysis of the noise spectrogram coefficients are available, making them suitable for this problem. However, these detectors suffer two disadvantages : 1. the trade-offs false alarm probability/ detection probability that are available for low signal tonoise ratio are not satisfactory and 2. the separation between narrow-band and impulsive signals is not possible. This work brings some answers to these problems.The main contribution of this work is to formulate a binary hypothesis test taking explicitly in account the spatial organization of time-frequency peaks. We introduce the False Alarm Density Analysis (FADA) framework that efficiently discriminates time-frequency regions hosting signal from the ones hosting noise only. In particular the number of false alarms in regions of the binary spectrogram is first modeled by a binomial distribution, and then by a correlated binomial distribution to take in account the spectrogram redundancy. The binary hypothesis test is solved using a Neyman-Pearson criterion.We demonstrate the relevance of this approach on simulated data and validate the FADA detector on a wide variety of real signals. In particular we show the capability of the proposed method to efficiently detect signals in highly impulsive environment.

The first chapter covers the basics of the Internet as well as the strenghts and weaknesses of online shopping and data collection. The second chapter describes the decision-making process of the consumer along with possibilities of communications with customers and the differences between the bricks-and-mortar and the online customers. The third chapter provides research and results evaluation methods. The fourth chapter describes the selected search portals that help customers with the choice where to shop. The last chapter is devoted to the results of quantitative and qualitative research together with the recommendation of elements that an online store should include.

Bankruptcy prediction is an important research topic. The cost of incorrect decision making in companies and financial institutions can be great and could affect large parts of society. But while it is indeed a major research area, there are few studies which consider the effects of feature selection. This is an important step that could improve the performance of bankruptcy prediction models. This thesis therefore aims to find which feature selection methods perform best for bankruptcy prediction. Five feature selection methods will be compared and used to create datasets with fewer redundant features. To test these methods, a LSTM model is used to train on both an unaltered dataset and datasets created by the mentioned models. The predictive performance of these are then compared with the metrics AUC, Type I error, and Type II error. This study finds that the forward selection algorithm from the Stepwise regression method performed best with an increase in AUC score and decrease in both Type I and Type II error rates compared to the model trained on the unaltered dataset.

Cette thèse a été conçu pour explorer les modèles dynamiques de régression, d’évaluer les inférences statistiques pour l’analyse des données de survie et de fiabilité. Ces modèles de régression dynamiques que nous avons considérés, y compris le modèle des hasards proportionnels paramétriques et celui de la vie accélérée avec les variables qui peut-être dépendent du temps. Nous avons discuté des problèmes suivants dans cette thèse.Nous avons présenté tout d’abord une statistique de test du chi-deux généraliséeY2nquiest adaptative pour les données de survie et fiabilité en présence de trois cas, complètes,censurées à droite et censurées à droite avec les covariables. Nous avons présenté en détailla forme pratique deY2nstatistique en analyse des données de survie. Ensuite, nous avons considéré deux modèles paramétriques très flexibles, d’évaluer les significations statistiques pour ces modèles proposées en utilisantY2nstatistique. Ces modèles incluent du modèle de vie accélérés (AFT) et celui de hasards proportionnels (PH) basés sur la distribution de Hypertabastic. Ces deux modèles sont proposés pour étudier la distribution de l’analyse de la duré de survie en comparaison avec d’autre modèles paramétriques. Nous avons validé ces modèles paramétriques en utilisantY2n. Les études de simulation ont été conçus.Dans le dernier chapitre, nous avons proposé les applications de ces modèles paramétriques à trois données de bio-médicale. Le premier a été fait les données étendues des temps de rémission des patients de leucémie aiguë qui ont été proposées par Freireich et al. sur la comparaison de deux groupes de traitement avec des informations supplémentaires sur les log du blanc du nombre de globules. Elle a montré que le modèle Hypertabastic AFT est un modèle précis pour ces données. Le second a été fait sur l’étude de tumeur cérébrale avec les patients de gliome malin, ont été proposées par Sauerbrei & Schumacher. Elle a montré que le meilleur modèle est Hypertabastic PH à l’ajout de cinq variables de signification. La troisième demande a été faite sur les données de Semenova & Bitukov, à concernant les patients de myélome multiple. Nous n’avons pas proposé un modèle exactement pour ces données. En raison de cela était les intersections de temps de survie.Par conséquent, nous vous conseillons d’utiliser un autre modèle dynamique que le modèle de la Simple Cross-Effect à installer ces données. / This thesis was designed to explore the dynamic regression models, assessing the sta-tistical inference for the survival and reliability data analysis. These dynamic regressionmodels that we have been considered including the parametric proportional hazards andaccelerated failure time models contain the possibly time-dependent covariates. We dis-cussed the following problems in this thesis.At first, we presented a generalized chi-squared test statisticsY2nthat is a convenient tofit the survival and reliability data analysis in presence of three cases: complete, censoredand censored with covariates. We described in detail the theory and the mechanism to usedofY2ntest statistic in the survival and reliability data analysis. Next, we considered theflexible parametric models, evaluating the statistical significance of them by usingY2nandlog-likelihood test statistics. These parametric models include the accelerated failure time(AFT) and a proportional hazards (PH) models based on the Hypertabastic distribution.These two models are proposed to investigate the distribution of the survival and reliabilitydata in comparison with some other parametric models. The simulation studies were de-signed, to demonstrate the asymptotically normally distributed of the maximum likelihood estimators of Hypertabastic’s parameter, to validate of the asymptotically property of Y2n test statistic for Hypertabastic distribution when the right censoring probability equal 0% and 20%.n the last chapter, we applied those two parametric models above to three scenes ofthe real-life data. The first one was done the data set given by Freireich et al. on thecomparison of two treatment groups with additional information about log white blood cellcount, to test the ability of a therapy to prolong the remission times of the acute leukemiapatients. It showed that Hypertabastic AFT model is an accurate model for this dataset.The second one was done on the brain tumour study with malignant glioma patients, givenby Sauerbrei & Schumacher. It showed that the best model is Hypertabastic PH onadding five significance covariates. The third application was done on the data set given by Semenova & Bitukov on the survival times of the multiple myeloma patients. We did not propose an exactly model for this dataset. Because of that was an existing oneintersection of survival times. We, therefore, suggest fitting other dynamic model as SimpleCross-Effect model for this dataset.

En fiabilité et en analyse de survie, les distributions qui ont une fonction de hasard unimodale ne sont pas nombreuses, qu'on peut citer: Gaussienne inverse ,log-normale, log-logistique, de Birnbaum-Saunders, de Weibull exponentielle et de Weibullgénéralisée. Dans cette thèse, nous développons les tests modifiés du Chi-deux pour ces distributions tout en comparant la distribution Gaussienne inverse avec les autres. Ensuite nousconstruisons le modèle AFT basé sur la distribution Gaussienne inverse et les systèmes redondants basés sur les distributions de fonction de hasard unimodale. / In reliability and survival analysis, distributions that have a unimodalor $\cap-$shape hazard rate function are not too many, they include: the inverse Gaussian,log-normal, log-logistic, Birnbaum-Saunders, exponential Weibull and power generalized Weibulldistributions. In this thesis, we develop the modified Chi-squared tests for these distributions,and we give a comparative study between the inverse Gaussian distribution and the otherdistributions, then we realize simulations. We also construct the AFT model based on the inverseGaussian distribution and redundant systems based on distributions having a unimodal hazard ratefunction.