This thesis evaluates the effect of electricity co-operation regarding import and export on electricity prices for OECD countries and on CO2 emissions for the world. In addition, the study investigates which kinds of renewable energies provide the best economic future for Canada and the U.S. There are three main sections to the thesis. Firstly, panel data analysis determines the electricity price functions, using 29 OECD countries’ yearly data from 1980 to 2007. Membership of the European Union, used to investigate effect of high level co-operation on price, is seen to decrease household and industry prices, but is not significant for household price. The effect of electricity trading in OECD countries is not found to deliver cheaper electricity suggesting that these countries need to co-operate more closely to increase competition and improve efficiency in electricity markets. Secondly, panel data analysis determines parameters of the CO2 emissions function, using 131 countries’ yearly data from 1971 to 2007. The world results show that electricity co-operation is highly significant in decreasing CO2 emissions per unit of generation, thus supporting the hypothesis. At the continent level, Asia shows the highest CO2 decrease from electricity import, with the lowest decrease being for Africa. Electricity export for North America, Latin America and Europe is found to be highly significant in decreasing CO2 emissions. Finally, time series analysis of yearly data for Canada and the U.S. from 1978 to 2009 is used to determine the electricity price functions. For Canada, electricity import is found to be highly significant in decreasing household electricity price, but not so for the U.S. Renewable energies such as wind and hydro are seen to be the future of electricity generation for Canada, but the results for the U.S. indicate that no type of renewable energy can reduce electricity price.

Evidence from various countries over the past two decades proves that swings in house prices have been concomitant with financial instability. The history of financial crises shows that the six biggest banking crises in advanced economies were accompanied by housing busts. Despite the abundance of literature on the forces behind the financial crisis, and in particular studies investigating the connections between financial stability and disturbances in the real estate market, fundamental questions still wait for convincing answers, such as: (i) To what extent is regional heterogeneity in property price increases reflected in dissimilarity in the evolution of credit default? (ii) What role do borrower-related factors such as housing affordability and household indebtedness, and financial market-related factors such as financial developments, play on the growth of bad loans as a main concern for banking sector? (iii) To which extent do banks’ lending behaviour and property prices undermine the stability of the banking sector, and what are the directions of causality between credit defaults, property prices and banks’ lending behaviour? The goal of this thesis is to investigate these issues and explain the practical implications of the findings. This thesis contains three empirical essays. The first essay explores the nexus between house prices and non-performing loans (NPLs), concentrating on the extent to which geographical variations in house prices are translated into regional variations in credit defaults. The stochastic dominance approach has been used for this purpose, with 372 individual US banks. The stochastic dominance analyses disclose symmetric behaviour between NPLs and the scale of house price increments. The essay is further extended by employing Arellano and Bond’s (1991) GMM model to explore the effect of GDP, unemployment rates, lending interest rates and house prices on the growth of NPLs. The outcomes of the GMM estimations reveal a high explanatory power of economic growth, unemployment and lending interest rates on NPLs. In an additional analysis, a generalised panel threshold model is estimated to check for the presence of a threshold point, above which different impacts of house prices might be found. The threshold model specifications provide a threshold point, in relation to which two different impacts of house prices on the evolution of NPLs are estimated. A general consensus in the literature attributes credit defaults to a wide-ranging spectrum of drivers that take into consideration borrower-related factor, lender-related factors and factors related to financial and real estate markets. The second essay attempts to answer the second question mentioned above, by investigating the impact of borrower-related factors, lender-related factors and financial market-related factors in driving NPLs. The impact of these factors on the evolution of impaired loans is explored by estimating fixed effect models then the analysis is extended to dynamic models using the GMM procedure on an annual balanced panel dataset. Household vulnerability, financial developments and housing affordability are found to be significant contributors to the growth of NPLs. The interaction mechanism between the real estate market and the financial system has often been blamed for being the root of financial crises, through the accumulation of housing market bubbles that leads to the ultimate collapse of the financial markets. The third essay, using the Autoregressive Distributed Lag technique, looks for the presence of cointegrating relationships between mortgage defaults, property prices and bank lending in Hong Kong. Our findings reveal evidence of cointegrating relationships between bank lending, property prices and mortgage defaults in the long term, which governs the correction mechanism between these variables. These outcomes call for more effort to be devoted to maintaining a balanced relationship between these factors. The essay also finds evidence of short-term dynamics between these variables. Importantly, loan-to-value is found to play the most effective role in curbing mortgage default risk in the portfolios of the Hong Kong banking sector.

La technologie de numérisation des données manuscrites a atteint son essor après l’invention du stylo numérique. Les recherches se sont concentrées alors sur le développement des applications IHM qui facilitent la manipulation des données encre numérique. Dans un contexte de recherche, la technologie du papier et stylo numériques s’avère utile pour la collecte des données expérimentales dans différents domaines. Notre but est de fournir une aide pour le traitement et la visualisation des données, notamment les données temps, recueillies avec un stylo numérique dans deux cas d’usage en sciences de l’éducation à savoir les tests d’évaluation et la prise de notes d’observation. Notre démarche consiste à étudier ces cas d’usage en terme de besoin dans quatre expériences concrètes et à développer, en participation avec l’utilisateur, des prototypes de système de traitement et de visualisation des données. Dans le but de concevoir un modèle général de tel système, nous avons analysé l’interface d’utilisation des prototypes en terme de fonctionnalités, de visualisation et d’interaction. Notre modèle décrit le processus de visualisation en mettant en œuvre trois types de tâches d’utilisateur à savoir les tâches d’analyses, les tâches de manipulation et les tâches d’interaction. / Scanning technology for handwritten data has reached its momentum after the invention of the digital pen. Research work focused on the development of HMI applications that facilitate digital ink data manipulation. In a research context, digital pen and paper technology is useful for collecting experimental data in various fields. Our goal is to provide support for the processing and the visualization of time stamped data collected by a digital pen in two cases of use : on one hand, in the educational science field, and especially for assessment tests and, on another hand, for taking observation notes. Our approach is to study these cases of use through four concrete experiences and to develop, with the participation of the user, prototypes for a system that aid to process and to visualize collected data. In order to abstract a general model of such a system, we analyzed prototypes user interfaces in terms of functionality, visualization and interaction. Our model describes the visualization process by implementing three types of user tasks namely analytic tasks, handling tasks and interaction tasks.

Tato disertační práce se zabývá problematikou zpracování vysokofrekvenčních časových řad. Zaměřuje se na návrh algoritmů a metod pro podporu predikce těchto dat. Výsledkem je model pro podporu řízení rozhodovacího procesu implementovaný do platformy pro komplexní zpracování dat. Model navrhuje způsob formalizace množiny podnikových pravidel, které popisují rozhodovací proces. Navržený model musí vyhovovat splnění požadavků na robustnost, rozšiřitelnost, zpracování v reálném čase a požadavkům ekonometriky. Práce shrnuje současné poznatky a metodologie pro zpracování vysokofrekvenčních finančních dat, jejichž zdrojem jsou nejčastěji burzy. První část práce se věnuje popisu základních principů a přístupů používaných pro zpracování vysokofrekvenčních časových dat v současné době. Další část se věnuje popisu podnikových pravidel, rozhodovacího procesu a komplexní platformy pro zpracování vysokofrekvenčních dat a samotnému zpracování dat pomocí zvolené komplexní platformy. Důraz je kladen na výběr a úpravu množiny pravidel, které řídí rozhodovací proces. Navržený model popisuje množinu pravidel pomocí maticové gramatiky. Tato gramatika spadá do oblasti gramatik s řízeným přepisováním a pomocí definovaných matic umožňuje ovlivnit zpracování dat.

[pt] Demanda intermitente é definida por períodos de vendas nulas intercaladas com vendas positivas e de quantidade altamente variável. A maior parte das unidades de manutenção de estoque (stock keeping units, em inglês) ao nível loja pode ser caracterizada como contendo demanda desse tipo. Assim, modelos acurados para prever séries com demanda intermitente trazem grandes impactos em relação à gestão de estoque. Nesta dissertação nós propomos o uso do framework GAS com as distribuições adequadas para dados de contagem, além de suas versões com excesso de zeros, e aplicamos os modelos derivados a dados reais obtidos com uma grande rede varejista brasileira. Nós demonstramos que os modelos com excesso de zeros propostos são estimados de forma consistente por máxima verossimilhança e a distribuição dos estimadores é assintóticamente normal. A performance dos modelos propostos é comparada com benchmarks adequados das literaturas de séries temporais para dados de contagem e previsão de demanda intermitente. A avaliação das previsões é feita com base tanto na precisão da distribuição preditiva quanto na precisão das previsões pontuais. Nossos resultados mostram que os modelos propostos, em especial o modelo derivado sob distribuição hurdle Poisson, performam melhor do que os benchmarks analisados. / [en] Intermittent demand is defined by periods of zero sales interleaved with positive sales with highly variable quantities. Most stock keeping units at the store level can be characterized as containing such demand. Thus, accurate models for predicting series with intermittent demand have major impacts in relation to inventory management. In this dissertation we propose the use of the GAS framework with the appropriate distributions for count data, in addition to their versions with excess of zeroes, and apply the derived models to real data obtained from a large Brazilian retail chain. We demonstrate that the proposed models with excess of zeros are consistently estimated via maximum likelihood and the distribution of the estimator is asymptotically normal. The performance of the proposed models is compared to adequate benchmarks from the time series literature for count data and intermittent demand forecast. Forecasting is evaluated based on the accuracy of both the entire predictive distribution and point forecasts. Our results show that the proposed models, specially the one derived from hurdle Poisson distribution, perform better than the analyzed benchmarks.

This thesis explores the feasibility of clustering mixed data and unevenly spaced time series for customer segmentation. The proposed method implements the Gower dissimilarity as the local distance function in dynamic time warping to calculate dissimilarities between mixed data time series. The time series are then clustered with k−medoids and the clusters are evaluated with the silhouette score and t−SNE. The study further investigates the use of a time warping regularisation parameter. It is derived that implementing time as a feature has the same effect as penalising time warping, andtherefore time is implemented as a feature where the feature weight is equivalent to a regularisation parameter. The results show that the proposed method successfully identifies clusters in customer transaction data provided by Nordea. Furthermore, the results show a decrease in the silhouette score with an increase in the regularisation parameter, suggesting that the time at which a transaction occurred might not be of relevance to the given dataset. However, due to the method’s high computational complexity, it is limited to relatively small datasets and therefore a need exists for a more scalable and efficient clustering technique. / Denna uppsats utforskar klustring av ojämnt fördelade tidsserier med numeriska och kategoriska variabler för kundsegmentering. Den föreslagna metoden implementerar Gower dissimilaritet som avståndsfunktionen i dynamic time warping för att beräkna dissimilaritet mellan tidsserierna. Tidsserierna klustras sedan med k-medoids och klustren utvärderas med silhouette score och t-SNE. Studien undersökte vidare användningen av en regulariserings parameter. Det härledes att implementering av tid som en egenskap hade samma effekt som att bestraffa dynamic time warping, och därför implementerades tid som en egenskap där dess vikt är ekvivalent med en regulariseringsparameter.  Resultaten visade att den föreslagna metoden lyckades identifiera kluster i transaktionsdata från Nordea. Vidare visades det att silhouette score minskade då regulariseringsparametern ökade, vilket antyder att tiden transaktion då en transaktion sker inte är relevant för det givna datan. Det visade sig ytterligare att metoden är begränsad till reltaivt små dataset på grund av dess höga beräkningskomplexitet, och därför finns det behov av att utforksa en mer skalbar och effektiv klusteringsteknik.

Large, strongly connected amounts of data, as collected in knowledge bases or those occurring when describing software, are often read slowly and with difficulty by humans when they are represented as spreadsheets or text. Graphical representations can help people to understand facts more intuitively and offer a quick overview. The electronic representation offers means that are beyond the possibilities of print such as unlimited zoom and hyperlinks. This paper addresses a framework for visualizing connected information in 3D-space taking into account the techniques of media design to build visualization structures and map information to graphical properties.:1 EINFÜHRUNG S. 9 1.1 Zusammenfassung des Gestaltungsentwurfs S. 9 1.2 Ziel des Belegs S. 10 1.3 Interdisziplinäres Projekt S. 10 2 VORGEHEN S. 12 2.1 Ablauf S. 12 2.2 Konkrete Beispielinhalte S. 13 2.3 Beispielimplementierung S. 13 3 DATENMODELL S. 15 3.1 Ontologien S. 15 3.2 Ontologie Konstruktion S. 15 3.3 Analyse der Domain Design S. 18 3.8 Erstes Ordnen S. 19 3.9 Verwendete Ontologie-Struktur S. 21 3.10 Design-Ontologien S. 23 3.11 Schwierigkeiten bei der Ontologiekonstruktion S. 28 3.12 Einpflegen der Daten mit Protégé S. 29 3.13 Facetten S. 29 3.14 Filter S. 32 4 DATENVISUALISIERUNG S. 35 4.1 Visualisierung zeitlicher Daten S. 35 4.2 Hyperhistory S. 35 4.3 Graphisches Vokabular - graphische Dimensionen S. 37 4.4 Mapping S. 39 5 FRAMEWORK UND GESTALTUNG DES MEDIUMS S. 43 5.1 Technologien und Werkzeuge S. 44 5.2 Architektur S. 46 5.3 Konfiguration S. 51 5.4 DataBackendManager S. 52 5.5 Mapping im Framework S. 53 5.6 atomicelements S. 54 5.7 Appearance Bibliothek S. 55 5.8 TransformationUtils S. 56 5.9 Structures S. 57 5.10 LOD S. 64 5.11 Häufung von Einträgen [+] S. 66 5.12 Darstellung von Relationen [+] S. 69 5.13 Head Up Display [+] S. 71 5.14 Navigation S. 72 5.15 Performanz S. 73 5.16 Gestaltung des Mediums S. 74 6 AUSBLICK S. 80 7 FAZIT S. 81 8 ANHANG A – Installation S. 82 8.1 Vorraussetzungen S. 82 8.2 Programmaufruf S. 82 8.3 Stereoskopie S. 82 9 ANHANG B – Beispielimplementierung zur Visualisierung des Themas „Geschichte des Designs in Deutschland im 19. und 20. Jh.“ S. 84 9.1 Eingrenzung des Umfangs S. 84 9.2 Überblick zur deutschen Designgeschichte S. 84 9.3 Vorgehen S. 85 9.4 Unscharfe Datumsangaben S. 85 9.5 Kontextereignisse S. 85 9.6 Ursache-Wirkung-Beziehungen S. 86 9.7 Mehrsprachigkeit S. 86 9.8 Quellenangaben S. 86 9.9 Bildmaterial S. 87 LITERATURVERZEICHNIS S. 88 GLOSSAR S. 90 ABBILDUNGSVERZEICHNIS S. 91 / Große, stark vernetzte Datenmengen, wie sie in Wissensbasen oder Softwaremodellen vorkommen, sind von Menschen oft nur langsam und mühsam zu lesen, wenn sie als Tabellen oder Text dargestellt werden. Graphische Darstellungen können Menschen helfen, Tatsachen intuitiver zu verstehen und bieten einen schnellen Überblick. Die elektronische Darstellung bietet Mittel, welche über die Möglichkeiten von Print hinausgehen, wie z.B. unbegrenzten Zoom und Hyperlinks. Diese Arbeit stellt ein Framework für die Visualisierung vernetzter Informationen im 3D-Raum vor, welches Techniken der Gestaltung zur Erstellung von graphischen Strukturen und zur Abbildung von Informationen auf graphische Eigenschaften berücksichtigt.:1 EINFÜHRUNG S. 9 1.1 Zusammenfassung des Gestaltungsentwurfs S. 9 1.2 Ziel des Belegs S. 10 1.3 Interdisziplinäres Projekt S. 10 2 VORGEHEN S. 12 2.1 Ablauf S. 12 2.2 Konkrete Beispielinhalte S. 13 2.3 Beispielimplementierung S. 13 3 DATENMODELL S. 15 3.1 Ontologien S. 15 3.2 Ontologie Konstruktion S. 15 3.3 Analyse der Domain Design S. 18 3.8 Erstes Ordnen S. 19 3.9 Verwendete Ontologie-Struktur S. 21 3.10 Design-Ontologien S. 23 3.11 Schwierigkeiten bei der Ontologiekonstruktion S. 28 3.12 Einpflegen der Daten mit Protégé S. 29 3.13 Facetten S. 29 3.14 Filter S. 32 4 DATENVISUALISIERUNG S. 35 4.1 Visualisierung zeitlicher Daten S. 35 4.2 Hyperhistory S. 35 4.3 Graphisches Vokabular - graphische Dimensionen S. 37 4.4 Mapping S. 39 5 FRAMEWORK UND GESTALTUNG DES MEDIUMS S. 43 5.1 Technologien und Werkzeuge S. 44 5.2 Architektur S. 46 5.3 Konfiguration S. 51 5.4 DataBackendManager S. 52 5.5 Mapping im Framework S. 53 5.6 atomicelements S. 54 5.7 Appearance Bibliothek S. 55 5.8 TransformationUtils S. 56 5.9 Structures S. 57 5.10 LOD S. 64 5.11 Häufung von Einträgen [+] S. 66 5.12 Darstellung von Relationen [+] S. 69 5.13 Head Up Display [+] S. 71 5.14 Navigation S. 72 5.15 Performanz S. 73 5.16 Gestaltung des Mediums S. 74 6 AUSBLICK S. 80 7 FAZIT S. 81 8 ANHANG A – Installation S. 82 8.1 Vorraussetzungen S. 82 8.2 Programmaufruf S. 82 8.3 Stereoskopie S. 82 9 ANHANG B – Beispielimplementierung zur Visualisierung des Themas „Geschichte des Designs in Deutschland im 19. und 20. Jh.“ S. 84 9.1 Eingrenzung des Umfangs S. 84 9.2 Überblick zur deutschen Designgeschichte S. 84 9.3 Vorgehen S. 85 9.4 Unscharfe Datumsangaben S. 85 9.5 Kontextereignisse S. 85 9.6 Ursache-Wirkung-Beziehungen S. 86 9.7 Mehrsprachigkeit S. 86 9.8 Quellenangaben S. 86 9.9 Bildmaterial S. 87 LITERATURVERZEICHNIS S. 88 GLOSSAR S. 90 ABBILDUNGSVERZEICHNIS S. 91