This thesis presents improvements and extensions of a previously presented threat assessment algorithm. The algorithm uses Monte Carlo simulation to find threats in a road scene. It is shown that, by using a wider sample distribution and only apply the most likely samples from the Monte Carlo simulation, for the threat assessment, improved results are obtained. By using this method more realistic paths will be chosen by the simulated vehicles and more complex traffic situations will be adequately handled. An improvement of the dynamic model is also suggested, which improves the realism of the Monte Carlo simulations. Using the new dynamic model less false positive and more valid threats are detected. A systematic method to choose parameters in a stochastic space, using optimisation, is suggested. More realistic trajectories can be chosen, by applying this method on the parameters that represents the human behaviour, in the threat assessment algorithm. A new definition of obstacles in a road scene is suggested, dividing them into two groups, Hard and Soft obstacles. A change to the resampling step, in the Monte Carlo simulation, using the soft and hard obstacles is also suggested.

In this work a particle filter (PF) that uses a one-dimensional dynamic model to estimate the position of vehicles traveling on a road is derived. The dynamic model used in the PF is a second order linear-Gaussian model. To be able to track targets traveling both on and off road two different multiple model filters are proposed. One of the filters is a modified version of the Efficient Interacting Multiple Model (E-IMM) and the other is a version of the Multiple Likelihood Models (MLM). Both of the filters uses two modes, one for the on road motion and one for the off road motion. The E-IMM filter and the MLM filter are compared to the standard PF to be able to see the performance gain in using multiple models. This result indicates that the multiple model filters have better performance, at least when the true mode switching probabilities are used. / Den här arbetet presenterar ett partikelfilter som använder sig av en endimensionell dynamisk modell för att skatta positionen på fordon som befinner sig på någon väg. Den dynamiska modellen som används i partikelfiltret är en andra ordningens linjär-gaussisk modell. För att kunna spåra fordon som befinner sig både på och utanför vägen så föreslås två olika multipla filter. Ena filtret är en modifierad variant av Efficient Interacting Multiple Model (E-IMM) och den andra är en version a Multiple Likelihood Models (MLM). Båda filtren använder sig av två moder, en för rörelse på vägen och en för rörelse utanför vägen. E-IMM filtret och MLM filtret jämförs med ett standard partikelfilter för att kunna se förbättringen vid använding av multipla modeller. Resultatet visar att båda multipla modell filtren ger bättre resultat, i varje fall då rätt sannolikheter för modbyte används.

In this study, a demand oriented simultaneous equation macroeconometric model with a dynamic perspective is constructed in order to investigate the impact of workers&rsquo / remittances on output growth via their effects on key macro variables such as private consumption, investment and imports for Turkey. The study covers the period of 1964-2003 on an annual basis. Results of the analysis suggest that workers&rsquo / remittances affect output growth in a positive manner through the multiplier process. It is found that the highest induced growth rate by remittances to output growth belongs to the early 1970s especially the year of 1973, which corresponds to the date of first oil shock and also the end of labour migration to Europe. Thus, it is concluded that although workers&rsquo / remittances have been mostly used for consumption and imports as mentioned in most of the studies both for Turkey and other countries, remittances contributed to economic growth of Turkey positively through the multiplier process especially in the early 1970s.

Este trabalho apresenta um modelo de dinâmica de desenvolvimento distribuído de software, cujo objetivo é representar a realidade e os aspectos de ambientes de DDS (Desenvolvimento distribuído de software), a fim de torná-los observáveis e descritíveis qualitativa e quantitativamente. Um modelo preliminar foi elaborado a partir da revisão bibliográfica e de um caso de experimentação desenvolvido por LErario et al (2004). Para a construção e validação deste modelo, a metodologia de estudo de múltiplos casos foi aplicada em diversas organizações que desenvolvem software de maneira distribuída. Ao modelo preliminar foram adicionados estados e transições significantes para a dinâmica do desenvolvimento distribuído de software, originando então o M3DS (Modelo de Dinâmica de Desenvolvimento Distribuído de Software). Duas versões do M3DS são apresentadas. Uma versão construída sobre uma máquina de estados, cujo objetivo é representar apenas a transições entre os estados. Outra versão equivalente, porém mais formal, é apresentada no formato de redes de Petri, na qual é possível visualizar a dependência entre transições e mudanças de estado. Com este modelo, é possível compreender o funcionamento de um projeto distribuído e auxiliar na eficácia da gestão da rede de produção, além de auxiliar as demais entidades e pessoas envolvidas a obterem um posicionamento na rede mais preciso. O M3DS pode, também, auxiliar a detecção proativa de problemas originados a partir do desenvolvimento a distância. Os resultados apresentados neste trabalho respondem a questão de como as organizações desenvolvedoras de software produzem software de maneira distribuída. A riginalidade da pesquisa centra-se na construção de um modelo de dinâmica do desenvolvimento distribuído elaborado com os dados levantados a partir de seis estudos de casos. / This work presents a dynamic model of distributed development of software, whose objective is to represent the reality and the aspects of DDS environments, in order to turn them qualitatively and quantitatively observable. A preliminary model was elaborated from the bibliographical revision and an experimentation case developed by L\'Erario et al (2004). The construction and validation of this model used the methodology multiple cases study in several organizations that develop software in a distributed way. After this, states and transitions were added in the dynamics model of the distributed development of software creating the M3DS. (Dynamics Model of Distributed Development of Software). Two versions of M3DS are presented. A version built on a state machine whose objective is demonstrating the transitions among the states. Another version equivalent, however more formal, it is presented in the format of Petri nets. The second version makes possible to visualize the dependence between transitions and state changes. With this model it is possible to understand the operation of a distributed project, aiding in the effectiveness of the manager of the network production and people can obtain a precise positioning in network. Besides, M3DS can also aid the proactive detection of problems originated from the development at the distance. The results presented in this work answer the question: how the development software organizations produce software in a distributed way. The originality of the research is the construction of a model of dynamics of the distributed development elaborated from data of six cases studies.

Sob o regime de metas de inflação cabe à autoridade monetária balisar seus instrumentos de política de forma a manter a estabilidade do nível geral de preços. Neste aspecto, pelo caráter volátil dos índices de inflação cheia os bancos centrais de todo o mundo utilizam o conceito de núcleo da inflação para tentar capturar com maior acurácia a tendência subjacente da taxa de inflação. Muitas vezes os índices de preços ao consumidor estão altamente sujeitos a volatilidades decorrentes de fatores temporários e muitas vezes localizados. E já que o objetivo da autoridade monetária está em zelar pela estabilidade \"real\" (ou de fato) do nível geral de preços, mudanças temporárias ou localizadas não afetam as taxas de inflação no longo prazo e, consequentemente, não cabe à autoridade monetária responder a tais mudanças, pois isso poderia gerar uma volatilidade desnecessária à política monetária com consequência sobre as flutuações da atividade econômica no período. Dessa forma, Bancos Centrais do mundo inteiro fazem uso de núcleos de inflação. Este trabalho aplica uma nova metodologia de cálculo de núcleo para a inflação brasileira, utilizando o modelo de fatores dinâmicos generalizados. Esta abordagem permite diferenciar fatores localizados (idiossincráticos) dos choques comuns (generalizados) em um grande conjunto de dados. Usamos o IPCA em seu nível mais desagregado e geramos o choque comum entre este conjunto. E a este choque chamamos de núcleo da inflação. Sua eficiência em termos de antecedência à inflação cheia no curto prazo foi testada por meio de uma cointegração, VEC, tais resultados foram comparados com o desempenho do núcleo por Exclusão, mostrando uma maior eficiência do núcleo aqui encontrado. / Under the inflation target system lies to the monetary authority the evaluation of the best tools to keep general price stability. In this context, due to the volatile character of the inflation, central banks around the world use the concept of the inflation core in attempt to capture in a more accurately way the prices trends. Several times, consumer prices indexes are subjected to very volatile prices, due to temporary or localized factors. As the vigilance of the monetary authority relies on the real stability of the general prices level, temporary or localized changes doesn\'t affect the inflation indexes in the long run and, therefore, it\'s not an issue to the central bank to respond to this variations, this could indeed create an unnecessary volatility to the monetary politics with consequences to the economic activity in the period. This way, central banks around the world calculate and use inflation core. This paper applies a new methodology to calculate the inflation core to the Brazilian inflation, using the generalized dynamic factor model. With this approach it\'s possible to differentiate the localized factors from the common (generalized) shocks in a great data set. We use IPCA on its more disaggregated level and create a common shock in the data set, and we name this shock the inflation core. We test the advance of this core to the inflation in the short run using a VEC, and compare with the results of the Exclusion core, we show that your core by using dynamic factor model is more effcient then Exclusion core.

nÃo hà / Desde o inÃcio do Plano Real, em julho de 1994, a razÃo DÃvida LÃquida do Setor PÃblico sobre o Produto Interno Bruto teve expansÃo vertiginosa ao sair de um patamar de cerca de 30%, no inÃcio do perÃodo, para montante superior a 57% no final de 2002, quando, a partir de entÃo, retomou trajetÃria decrescente. Hà de se salientar que no perÃodo entre 1994 2002 o paÃs atravessou algumas crises tanto no ambiente interno quanto externo o que contribuiu para o agravamento desta variÃvel. O objetivo deste trabalho à analisar o comportamento desta relaÃÃo, considerada um dos principais indicadores de solvÃncia intertemporal de um paÃs. Para tanto, este estudo està dividido em trÃs sub-anÃlises diferentes. A primeira visa à modelagem da dÃvida por meio da metodologia dos mÃnimos quadrados ordinÃrios. A anÃlise seguinte à voltada para a demonstraÃÃo do mecanismo de contÃgio da dÃvida pÃblica sob a visÃo de vetores autoregressivos. E, na Ãltima, desenvolve-se um modelo de dinÃmica da dÃvida por meio de equaÃÃes diferenciais de onde se obtÃm, ainda, a condiÃÃo de solvÃncia de um paÃs. A partir disto, vÃrios exercÃcios de trajetÃria desta variÃvel sÃo realizados. Para a amostra disponÃvel, e considerando as trÃs diferentes anÃlises, os resultados corroboram a teoria apresentada. Desta forma, evidencia-se que o estudo do comportamento da dÃvida pÃblica torna-se indispensÃvel para o melhor entendimento de algumas polÃticas econÃmicas utilizadas atà entÃo no Brasil. / Since the beginning of the Real Plan, in July 1994, the ratio Public Debt/GDP had a vertiginous increase going from a level around 30% in the begin of the period to an amount above 57% at the end of 2002. From this moment onwards the ratio restarted a new decreasing path. During this period, Brazil has gone through some crisis in the internal field as well as in the external one which contributed to the aggravation of this relation. The goal of this work is to analyze the behavior of this relationship, which is considered one of the most important indices of a country’s solvency during a period of time. So, this research is divided into three different sub-analyses. The first aims to model the debt in the short term through the methodology of the minimum ordinary squares. The following analysis demonstrates the mechanism of infection of the public debt under the vision of vector autoregressions. And in the last one a model of debt dynamic is developed using difference equations from which the condition of solvency of a country can be obtained. From this point, several exercises of this variable path are tested. For the available sample and considering the three different analysis, the outcomes corroborate the presented theory. In such case, it is clear that the behavior’s study of the public debt is essential for a better understanding of some economic policies applied so far in Brazil.

Dynamic model driven architecture (DMDA) is a architecture made to aid in the development of parallel computing code. This thesis is applied to an implementation of DMDA known as DMDA3 that should convert graphs of computations into efficient computation code, and it deals with the translation of Platform Specific Models (PSM) into running systems. Currently DMDA3 can generate schedules of operations but not finished code. This thesis describes a DMDA3 module that turns a schedule of operations into a runable program. Code was obtained from the DMDA3 schedules by reflection and a framework was build that allowed generation of low level language code from schedules. The module is written in Java and can currently generate C and Fortran code for computational tasks. Based on runtime tests for matrix multiplication algorithms the generated code is almost as fast as handwritten code.

In industrial fuel gas preparation, there are several compositional properties that must be controlled within specified limits. This allows client plants to use the fuel gas mixture safely without having to adjust and control the composition themselves. The variables to be controlled are the Higher Heating Value (HHV), Wobbe Index (WI), Flame Speed Index (FSI), and Pressure (P). These variables are controlled by adjusting the volumetric flow rates of several inlet gas streams of which some are makeup streams (always available) and some are wild streams that vary in composition and availability (by-products of plants). The inlet streams need to be adjusted in the correct ratios to keep all the controlled variables (CVs) within limits while minimising the cost of the gas blend. Furthermore, the controller needs to compensate for fluctuations in inlet stream compositions and total fuel gas demand (the total discharge from the header). This dissertation describes the modelling and model validation of an industrial fuel gas header as well as a simulation study of three different Model Predictive Control (MPC) strategies for controlling the system while minimising the overall operating cost. / Dissertation (MEng)--University of Pretoria, 2011. / Electrical, Electronic and Computer Engineering / unrestricted

The objective of this thesis is to present the basics of production scheduling problems for workstations and to create an application of dynamic model. This application should help the UNIKOV company to produce similar schedules for their own operations. The theoretical part provides a brief description of terms and characteristics of the scheduling problems. Detailed characteristics are provided on the open shop problem - the task applied on the real world example. The paper then follows with a practical part, covering an explanation of the heuristics model written in VBA for MS Excel, allowing dynamic expansion and management of the production.

Different scenarios of the financial situation can take place before the company's bankruptcy. There may be long-term trends in the deteriorating financial situation that indicate the impending corporate bankruptcy, or the bankruptcy may occur unexpectedly, even though the company was ranked among prosperous business units. If the economic situation of the company followed the second scenario, when insolvency was quite predictable, static model, i.e. the model which does not take into account the dynamics of changes in the financial indicators, is a good option to capture the probability of bankruptcy. However, the situation becomes different when the financial indicators fail to show a positive trend throughout some years before the insolvency. In this case, the predictive accuracy of the static model could be increased by a dynamic model by taking into account the fact that the development of the financial indicators in the past periods may affect the company's financial health for the period under consideration.