The emperical pseudopotential method in the large basis approach was used to calculate the electronic bandstructures of bulk semiconductor materials and layered semiconductor heterostructures. The crucial continuous atomic form factor potentials needed to carry out such calculations were determined by using Levenberg-Marquardt optimization in order to obtain optimal cubic spline interpolations of the potentials. The optimized potentials were not constrained by any particular functional form (such as a linear combination of Gaussians) and had better convergence properties for the optimization. It was demonstrated that the results obtained in this work could potentially lead to better agreement between calculated and empirically determined band gaps via optimization / Physics / M. Sc. (Physics)

本研究可分為兩部份，第一部份以CBD為中心，向外擴展之地價空間結構變化情形之測試，主要是方法上的應用。運用較富彈性且能符合多核心都市測試需要之三次雲形函數來測試台北市之地價空間結構。研究發現都市發展方向會影響地價空間結構之變化，而傳統單核心模型之單一核心之假設及無考慮方向性，並不能充份描述現代大都市之真實空間結構。 　　第二部份則為了解各核心對地價影響情形，及在空間上互動關係進行多核心模型之測試。研究發現地價為都市空間中多核心互動的結果。而相同屬性、規模的核心間有排斥效果，不同屬性、規模的核心間則有吸引效果。藉由多核心之分散健全發展，與交通建設之密切配合，將可使都市之地價及都市空間結構更加健全發展。 / This research is divided to two parts. First part is to test the structural variance of the land price which extends by CBD. The method, the cubic spline function, is flexible and it can match the need of the polycentric city. From the test, we find the different directions which will affect the spatial structural variance of the land price. But the factor of the direction isn't included in the hypothesis of the traditional monocentric model, and it can't be described the true spatial structure of modern city sufficiently. 　　Another is the test that to understand the land price variance situation by the different centers and the interactions of them.By this test, it shows that land price is the result of the polycentric interactions of urban spatial structure. We also find there is a repelling effect between the same character and scale centers; vise versa.

The main goal of this thesis is to develop Bayesian model for studying the influence of covariate on dependence between random variables. Conditional copula models are flexible tools for modelling complex dependence structures. We construct Bayesian inference for the conditional copula model adapted to regression settings in which the bivariate outcome is continuous or mixed (binary and continuous) and the copula parameter varies with covariate values. The functional relationship between the copula parameter and the covariate is modelled using cubic splines. We also extend our work to additive models which would allow us to handle more than one covariate while keeping the computational burden within reasonable limits. We perform the proposed joint Bayesian inference via adaptive Markov chain Monte Carlo sampling. The deviance information criterion and cross-validated marginal log-likelihood criterion are employed for three model selection problems: 1) choosing the copula family that best fits the data, 2) selecting the calibration function, i.e., checking if parametric form for copula parameter is suitable and 3) determining the number of independent variables in the additive model. The performance of the estimation and model selection techniques are investigated via simulations and demonstrated on two data sets: 1) Matched Multiple Birth and 2) Burn Injury. In which of interest is the influence of gestational age and maternal age on twin birth weights in the former data, whereas in the later data we are interested in investigating how patient’s age affects the severity of burn injury and the probability of death.

The main goal of this thesis is to develop Bayesian model for studying the influence of covariate on dependence between random variables. Conditional copula models are flexible tools for modelling complex dependence structures. We construct Bayesian inference for the conditional copula model adapted to regression settings in which the bivariate outcome is continuous or mixed (binary and continuous) and the copula parameter varies with covariate values. The functional relationship between the copula parameter and the covariate is modelled using cubic splines. We also extend our work to additive models which would allow us to handle more than one covariate while keeping the computational burden within reasonable limits. We perform the proposed joint Bayesian inference via adaptive Markov chain Monte Carlo sampling. The deviance information criterion and cross-validated marginal log-likelihood criterion are employed for three model selection problems: 1) choosing the copula family that best fits the data, 2) selecting the calibration function, i.e., checking if parametric form for copula parameter is suitable and 3) determining the number of independent variables in the additive model. The performance of the estimation and model selection techniques are investigated via simulations and demonstrated on two data sets: 1) Matched Multiple Birth and 2) Burn Injury. In which of interest is the influence of gestational age and maternal age on twin birth weights in the former data, whereas in the later data we are interested in investigating how patient’s age affects the severity of burn injury and the probability of death.

The aim of this study is to get some approach which can help in improving the predictions of daily temperature of Umeå. Weather forecasts are available through various sources nowadays. There are various software and methods available for time series forecasting. Our aim is to investigate the daily maximum temperatures of Umeå, and compare the performance of some methods in forecasting these temperatures. Here we analyse the data of daily maximum temperatures and find the predictions for some local period using methods of autoregressive integrated moving average (ARIMA), exponential smoothing (ETS), and cubic splines.  The forecast package in R is used for this purpose and automatic forecasting methods available in the package are applied for modelling with ARIMA, ETS, and cubic splines. The thesis begins with some initial modelling on univariate time series of daily maximum temperatures. The data of daily maximum temperatures of Umeå from 2008 to 2013 are used to compare the methods using various lengths of training period. On the basis of accuracy measures we try to choose the best method. Keeping in mind the fact that there are various factors which can cause the variability in daily temperature, we try to improve the forecasts in the next part of thesis by using multivariate time series forecasting method on the time series of maximum temperatures together with some other variables. Vector auto regressive (VAR) model from the vars package in R is used to analyse the multivariate time series. Results: ARIMA is selected as the best method in comparison with ETS and cubic smoothing splines to forecast one-step-ahead daily maximum temperature of Umeå, with the training period of one year. It is observed that ARIMA also provides better forecasts of daily temperatures for the next two or three days. On the basis of this study, VAR (for multivariate time series) does not help to improve the forecasts significantly. The proposed ARIMA with one year training period is compatible with the forecasts of daily maximum temperature of Umeå obtained from Swedish Meteorological and Hydrological Institute (SMHI).

Submitted by Matheus Faria (mathnf@gmail.com) on 2014-08-14T21:19:09Z No. of bitstreams: 1 Dissertacao Matheus Nascif.pdf: 1111352 bytes, checksum: 57093d0997e459e3be627507d6928945 (MD5) / Approved for entry into archive by Gisele Gammaro (gisele.gammaro@fgv.br) on 2014-08-29T17:24:12Z (GMT) No. of bitstreams: 1 Dissertacao Matheus Nascif.pdf: 1111352 bytes, checksum: 57093d0997e459e3be627507d6928945 (MD5) / Approved for entry into archive by Gisele Gammaro (gisele.gammaro@fgv.br) on 2014-08-29T17:41:07Z (GMT) No. of bitstreams: 1 Dissertacao Matheus Nascif.pdf: 1111352 bytes, checksum: 57093d0997e459e3be627507d6928945 (MD5) / Made available in DSpace on 2014-09-23T13:55:26Z (GMT). No. of bitstreams: 1 Dissertacao Matheus Nascif.pdf: 1111352 bytes, checksum: 57093d0997e459e3be627507d6928945 (MD5) Previous issue date: 2014-05-30 / This paper explores an important concept developed by Breeden & Litzenberger in which extract information contained in interest options in the Brazilian IDI Option market. It will be demonstrated the IDI Option Behavior under the Securities, Commodities and Futures Exchange (BM & FBOVESPA) before and after the Central Bank Meetings on the Selic Rate. The method involved determines the probability distribution through the prices of options after calculating the implied volatility surface IDI. It uses two common techniques on the market: Cubic Spline interpolation and Black (1976). / Este trabalho explora um importante conceito desenvolvido por Breeden & Litzenberger para extrair informações contidas nas opções de juros no mercado brasileiro (Opção Sobre IDI), no âmbito da Bolsa de Valores, Mercadorias e Futuros de São Paulo (BM&FBOVESPA) dias antes e após a decisão do COPOM sobre a taxa Selic. O método consiste em determinar a distribuição de probabilidade através dos preços das opções sobre IDI, após o cálculo da superfície de volatilidade implícita, utilizando duas técnicas difundidas no mercado: Interpolação Cúbica (Spline Cubic) e Modelo de Black (1976). Serão analisados os quatro primeiros momentos da distribuição: valor esperado, variância, assimetria e curtose, assim como suas respectivas variações.

Made available in DSpace on 2016-03-22T17:26:24Z (GMT). No. of bitstreams: 1 Wagner Guimaraes Al-Alam.pdf: 2995290 bytes, checksum: 9902eafe02c0b5318a99f1e796dc399f (MD5) Previous issue date: 2010-01-15 / Companies working with bulk materials have appropriate locations for storage during the development of the production and storage of the final product, known as warehouses or storehouses. The values of stocks need to be periodically validated by comparing the control of receipts the and the physical situation (removal of the volume stored in the company). In this context, the calculation of physical inventory as the volume of bulk present in the warehouses is usually done manually with low credibility and prone to errors. The current audit procedures on the contents of warehouses involve inaccurate estimates, and often require emptying the warehouse. Considering the use of technologies which enable the electronic measurement of distances, angles, and automatic controls on actuators enabling mechanical movements on the supporting structures, we sought to develop a system capable of providing both computing solutions, and technology for the problem of calculation of irregular relief (products stocked in warehouses). The Automated Auditing Warehouse SisA3 intends to make this process automatic, fast and precise, without the need for emptying warehouses or having contact the products. To achieve this goal, we developed an integrated system composed of: (i) a scanner equipment, consoling the hybrid prototype of hardware and software called DigSisA3, in order to the measurement of points of relief non-uniform, formed by the products in stock, and (ii) a method for calculating the volume iCone, which combines techniques of scientific visualization, numerical interpolation points and iterative calculation of volume. The parallelization of the prototype iCone was also developed in order to satisfy the test of agility and performance of the method iCone in the audit process. The development for multiprocessor, multi-core, and distributed architectures was done over the DGM (Geometric Distributed Machine), which provides the formalities to ensure creation, management and application processing parallel and / or distributed scientific computing, with emphasis on the exploitation of data parallelism and synchronization steps. The prototype of software iCone was functionally validated, including analysis of error in the method. The analysis of performance in the prototype p-iCone showed satisfactory results. The development of this work strengthens the system SisA3, enabling automatic and reliable measurement of inventories, including broad market application / Empresas que trabalham com produtos a granel possuem locais para estocagem, durante o desenvolvimento do processo produtivo e no armazenamento do produto final, denominados armaz´ens ou silos. Os valores dos estoques devem ser validados periodicamente atrav´es da comparac¸ ao dos estoques fiscal (controle das notas fiscais) e f´ısico (levantamento do volume estocado na empresa). Neste contexto, o c´alculo do estoque f´ısico, ou seja, o volume de gran´eis presentes nos armaz´ens, ´e geralmente efetuado de forma manual e com baixa credibilidade, desta forma com propens ao a erros. Os atuais processos de auditoria no conte´udo de silos, al´em de envolverem estimativas inexatas, est ao frequentemente baseados no esvaziamento do silo. Considerando o uso de tecnologias que viabilizam a medic¸ ao eletr onica de dist ancias, angulos, e controles autom´aticos sobre atuadores que possibilitam movimentos mec anicos sobre estruturas de suporte, buscou-se o desenvolvimento de um sistema capaz de prover tanto soluc¸ oes computacionais, quanto tecnol´ogicas para o problema de c´alculo do volume de relevos irregulares, no caso dos produtos estocados nos armaz´ens. O Sistema Automatizado de Auditoria em Armaz´ens (SisA3) pretende tornar este processo autom´atico, r´apido e preciso, sem a necessidade de esvaziamento ou contato com os produtos. Para alcanc¸ar este objetivo, tem-se um sistema integrado composto de: (i) um equipamento digitalizador, consolidando o prot´otipo h´ıbrido de hardware e software denominado Dig-SisA3 , para a medic¸ ao de pontos do relevo n ao-uniforme, formado pelos produtos estocados; e (ii) m´etodo para o c´alculo do volume (iCone), que combina t´ecnicas de visualizac¸ ao cient´ıfica, interpolac¸ ao num´erica de pontos e c´alculo iterativo de volume. Al´em disto, introduz-se a paralelizac¸ ao do prot´otipo iCone, para diminuir o tempo da obtenc¸ ao dos resultados do m´etodo iCone no processo de auditoria. A an´alise sobre as perspectivas em arquiteturas multiprocessadas, multi-core e paralela distribu´ıda, utiliza o ambiente D-GM (Distributed Geometric Machine), a qual prov e os formalismos para garantir criac¸ ao, gerenciamento e processamento de aplicac¸ oes paralelas e/ou distribu´ıdas da computac¸ ao cient´ıfica, com enfase na explorac¸ ao do paralelismo de dados e nas etapas de sincronizac¸ oes. O prot´otipo de software iCone apresenta-se funcionalmente validado, incluindo an´alise de erro na execuc¸ ao do m´etodo. As an´alises de desempenho no prot´otipo p-iCone apresentaram resultados satisfat´orios. O desenvolvimento deste trabalho consolida o sistema SisA3, viabilizando aferic¸ ao autom´atica e confi´avel de estoques, incluindo ampla aplicac¸ ao no mercado

The emperical pseudopotential method in the large basis approach was used to calculate the electronic bandstructures of bulk semiconductor materials and layered semiconductor heterostructures. The crucial continuous atomic form factor potentials needed to carry out such calculations were determined by using Levenberg-Marquardt optimization in order to obtain optimal cubic spline interpolations of the potentials. The optimized potentials were not constrained by any particular functional form (such as a linear combination of Gaussians) and had better convergence properties for the optimization. It was demonstrated that the results obtained in this work could potentially lead to better agreement between calculated and empirically determined band gaps via optimization / Physics / M. Sc. (Physics)

The aim of this thesis is to describe the variability of cardiac rhythm and familiarity with the methods of the analysis, ie by monitoring changes in heart rhythm electrogram signal recording and using the methods in the time domain using recurrent diagram. The work describes the quantification of the methods and possibilities of quantifiers in the evaluation of heart rate variability analysis. It also describes the clinical significance of heart rate variability and diagnostic capabilities changes of heart rate variability caused by ischemic heart disease. The practical part describes how to create applications in Matlab to calculate the quantifiers analysis of heart rate variability in the time domain using recurrent diagram. The calculation was made of the positions R wave elektrogram signal isolated rabbit hearts. The calculated values of quantifiers both methods were statistically evaluated and discussed.

In this study, four frequently used yield curve construction methods are evaulated on a set of metrics with the aim of determining which method is the most suitable for estimating yield curves from European zero rates. The included curve construction methods are Nelson-Siegel, Nelson-Siegel-Svensson, cubic spline interpolation and forward monotone convex spline interpolation. We let the methods construct yield curves on multiple sets of zero yields with different origins. It is found that while the interpolation methods show greater ability to adapt to variable market conditions as well as hedge arbitrary fixed income claims, they are outperformed by the parametric methods regarding the smoothness of the resulting yield curve as well as their sensitivity to noise and perturbations in the input rates. This apart from the Nelson-Siegel method's problem of capturing the behavior of underlying rates with a high curvature. The Nelson-Siegel-Svensson method did also exhibit instability issues when exposed to perturbations in the input rates. The Nelson-Siegel method and the forward monotone convex spline interpolation method emerge as most favorable in their respective categories. The ultimate selection between the two methods must however take the application at hand into consideration due to their fundamentally different characteristics. / I denna studie utvärderas fyra välanvända metode för att konstruera yieldkurvor på ett antal punkter. Detta med syfte att utröna vilken metod som är bäst lämpad för att estimera yieldkurvor på Europeiska nollkupongräntor. Metoderna som utvärderas är Nelson-Siegel, Nelson-Siegel-Svensson, cubic spline-interpolering samt forward monotone convex spline-interpolering. Vi låter metoderna estimera yieldkurvor på flera sammansättningar nollkupongräntor med olika ursprung. Vi ser att interpoleringsmetoderna uppvisar en större flexibilitet vad gäller att anpassa sig till förändrade marknadsförutsättningar samt att replikera godtyckliga ränteportföljer. När det gäller jämnhet av yieldkurvan och känsligheten för brus och störningar i de marknadsräntor som kurvan konstrueras utifrån så presterar de parametiska metoderna däremot avsevärt bättre. Detta bortsett från att Nelson-Siegel-metoden hade problem att fånga beteendet hos nollkupongräntor med hög kurvatur. Vidare hade Nelson-Siegel-Svensson-metoden problem med instabilitet när de underliggande marknadsrentorna utsattes för störningar. Nelson-Siegen-metoden samt foward monotone convex spline-interpolering visade sig vara bäst lämpade för att konstruera yieldkurvor på de Europeiska marknaderna av de utvärderade metoderna. Vilken metod av de två som slutligen bör användas behöver bedömas från fall till fall grundat i vilken tillämpning som avses.