La surveillance des systèmes industriels et/ou embarqués constitue une préoccupation majeure en raison de l’accroissement de leur complexité et des exigences sur le respect des profilsde mission. La détection d’anomalies tient une place centrale dans ce contexte. Fondamentalement,les procédures de détection à base de modèles consistent à comparer le fonctionnement réel dusystème avec un fonctionnement de référence établi à l’aide d’un modèle sans défaut. Cependant,les systèmes à surveiller présentent souvent des dynamiques non linéaires et difficiles à caractériserde manière exacte. L’approche retenue dans cette thèse consiste à englober leur influencepar des incertitudes bornées. La propagation de ces incertitudes permet l’évaluation de seuils dedécision visant à assurer le meilleur compromis possible entre sensibilité aux défauts et robustesseaux perturbations tout en préservant une complexité algorithmique raisonnable. Pour cela, unepart importante du travail porte sur l’extension des classes de modèles dynamiques à incertitudesbornées pour lesquels des observateurs intervalles peuvent être obtenus avec les preuves d’inclusionet de stabilité associées. En s’appuyant sur des changements de coordonnées variant dans letemps, des dynamiques LTI, LPV et LTV sont considérées graduellement pour déboucher sur desclasses de dynamiques Non Linéaires à Incertitudes Bornées continues (NL-IB). Une transformationdes modèles NL-IB en modèles LPV-IB a été utilisée. Une première étude sur les non-linéaritésd’une dynamique de vol longitudinal est présentée. Un axe de travail complémentaire porte surune caractérisation explicite de la variabilité (comportement aléatoire) du bruit de mesure dansun contexte à erreurs bornées. En combinant cette approche à base de données avec celle à basede modèle utilisant un prédicteur intervalle, une méthode prometteuse permettant la détection dedéfauts relatifs à la position d’une surface de contrôle d’un avion est proposée. Une étude portenotamment sur la détection du blocage et de l’embarquement d’une gouverne de profondeur. / The monitoring of industrial and/or embedded systems is a major concern accordingto their increasing complexity and requirements to respect the mission profiles. Detection of anomaliesplays a key role in this context. Fundamentally, model-based detection procedures consist incomparing the true operation of the system with a reference established using a fault-free model.However, the monitored systems often feature nonlinear dynamics which are difficult to be exactlycharacterized. The approach considered in this thesis is to enclose their influence through boundeduncertainties. The propagation of these uncertainties allows the evaluation of thresholds aimingat ensuring a good trade-off between sensitivity to faults and robustness with respect to disturbanceswhile maintaining a reasonable computational complexity. To that purpose, an importantpart of the work adresses the extension of classes of dynamic models with bounded uncertaintiesso that interval observers can be obtained with the related inclusion and stability proofs. Based ona time-varying change of coordinates, LTI, LPV and LTV dynamics are gradually considered tofinally deal with some classes classes of nonlinear continuous dynamics with bounded uncertainties.A transformation of such nonlinear models into LPV models with bounded uncertainties has beenused. A first study on nonlinearities involved in longitudinal flight dynamics is presented. A complementarywork deals with an explicit characterization of measurement noise variability (randombehavior of noise within measurement) in a bounded error context. Combining this data-drivenapproach with a model-driven one using an interval predictor, a promising method for the detectionof faults related to the position of aircraft control surfaces is proposed. In this context, specialattention has been paid to the detection of runaway and jamming of an elevator.

Under  ekonomiska  konjunkturcykler  är  sambandet  mellan  grundläggande makroekonomiska variabler och aktiemarknadens avkastning högst intressant att undersöka. Syftet med denna uppsats är att undersöka hur aktiepriser på den svenska- och amerikanska aktiemarknaden påverkas av relevanta makroekonomiska faktorer under tidsperioden 1970–2021. Genom ko-integrationstest, Vector Error Correction modeller och kausalitetstest på årsdata finner vi signifikanta resultat för att den svenska aktiemarknaden divergerar från jämvikt av en chock i penningmängd. För den amerikanska aktiemarknaden finner vi fler signifikanta resultat och att en chock i statsskulden skapar en divergerande effekt i fjärde laggen men en konvergerande effekt i andra. För att fördjupa undersökningen genomförs en bivariat analys för att undersöka hur aktiepriser påverkas av BNP som en indikation på ekonomisk tillväxt och även hur aktiepriser påverkas av lång och kort ränta som en konjunkturindikator. Resultaten varierar för Sverige och USA. Det kausala sambandet mellan aktiepris och BNP visar att aktiepris påverkar BNP för Sverige. För USA finner vi däremot inga signifikanta resultat gällande det kausala sambandet. För sambandet mellan amerikanskt aktiepris mot kort och lång ränta så visade det sig att kort ränta orkar divergens mot jämvikt för aktiemarknaden. För Sverige påvisade resultaten att kort ränta orsakar konvergens och lång ränta divergens vid en chock i aktiemarknaden. / During economic cycles, the relationship between fundamental macroeconomic variables and stock market returns is highly interesting to examine. The purpose of this thesis is to investigate how share prices in the Swedish and American stock markets are affected by relevant macroeconomic factors during the period 1970–2021. Through co-integration tests, Vector Error Correction models and causality tests on annual data, we find significant results for the Swedish stock market to diverge from equilibrium by a shock in the money supply. For the US stock market, we find more significant variables and a result that a shock in the central government debt creates a divergent effect in the fourth layer but a converging effect in the second. To deepen the survey, a bivariate analysis is carried out to examine how share prices are affected by GDP as an indication of economic growth and how share prices are affected by long-term and short-term interest rates as a business cycle indicator. The results vary for Sweden and the USA. The causal relationship between share price and GDP shows that share price affects GDP for Sweden. For the United States, however, we find no significant results regarding the causal relationship. For the relationship between the US share price against short and long interest rates, it turned out that short interest rates can withstand divergence towards equilibrium for the stock market. For Sweden, the results showed that short-term interest rates cause convergence and long-term interest rate divergence in the event of a shock in the stock market.

This thesis provides a general methodology for classifying and describing many combinatoric problems, systematising and finding theoretical expressions for quantities of interest, and investigating their feasible numerical evaluation. Unifying notation and definitions are provided. Our knowledge of random allocations is also extended. This is achieved by investigating new processes, generalising known processes, and by providing a formal structure and innovative techniques for analysing them. The random allocation models described in this thesis can be classified as occupancy urn models, in which we have a sequence of urns and throw balls into them, and investigate static, waiting-time and dynamic processes. Various structures are placed on the relationship(s) between cells, balls, and the selection of items being distributed, including varieties, batch arrivals, taboo sets and blocking sets. Static, waiting-time and dynamic processes are investigated. Both without-replacement and with-replacement sampling types are considered. Emphasis is placed on the distributions of waiting-times for one or more events to occur measured from the time a particular event occurs; this begins as an abstraction and generalisation of a model of departures of cars parked in lanes. One of several additional determinations is the platoon size distribution. Models are analysed using combinatorial analysis and Markov Chains. Global attributes are measured, including maximum waits, maximum room required, moments and the clustering of completions. Various conversion formulae have been devised to reduce calculation times by several orders of magnitude. New and extended applications include Queueing in Lanes, Cake Displays, Coupon Collector's Problem, Sock-Sorting, Matching Dependent Sets (including Genetic Code Attribute Matching and the game SET), the Zig-Zag Problem, Testing for Randomness (including the Cake Display Test, which is a without-replacement test similar to the standard Empty Cell test), Waiting for Luggage at an Airport, Breakdowns in a Network, Learning Theory and Estimating the Number of Skeletons at an Archaeological Dig. Fundamental, reduction and covering theorems provide ways to reduce the number of calculations required. New combinatorial identities are discovered and a well-known one is proved in a combinatorial way for the first time. Some known results are derived from simple cases of the general models. / http://proxy.library.adelaide.edu.au/login?url= http://library.adelaide.edu.au/cgi-bin/Pwebrecon.cgi?BBID=1309598 / Thesis (Ph.D.) -- University of Adelaide, School of Mathematical Sciences, 2007

Organizzata in tre saggi, questa tesi si pone l’obiettivo di consentire una migliore comprensione del legame tra crescita e istituzioni, e dei meccanismi attraverso cui gli assetti istituzionali possono condizionare i sentieri economici. Riconoscendo, sulla base di considerazioni storiche, il potere esemplificativo delle ex Repubbliche Socialiste Sovietiche e della loro comune esperienza passata, questo lavoro fornisce, da un lato, una struttura empirica di riferimento per esaminare l’impatto sulla performance economica di un insieme di istituzioni, concretamente legate al funzionamento dell’attività economica; dall’altro, approfondisce lo studio degli effetti e delle determinanti delle azioni di policy. Il primo saggio offre una disamina della letteratura riguardante il legame crescita e istituzioni, fornendo un quadro esaustivo degli sviluppi teorici ed empirici, e illustra diversi aspetti che possono essere concepiti come obiettivi per la ricerca futura; il secondo, attraverso la costruzione di un modello statico e di un modello dinamico, quantifica l’impatto delle istituzioni economiche sui sentieri di crescita di questi paesi, impiegando e analizzando numerose tecniche di stima; il terzo saggio formula diverse specificazioni e affronta il tema rilevante del ruolo degli interventi di policy sullo sviluppo economico e dell’effetto delle istituzioni politiche su comportamenti e decisioni del governo. / Organized in three essays, this thesis aims at achieving a better understanding of the link between growth and institutions, and of the mechanisms through which the institutional arrangements affect the economic paths. Exploiting the past common experience of the Former Soviet Union economies, this work provides an empirical framework to examine the impact on the economic performance of a set of institutions concretely related to the “functioning” of the economic activity and offers a first attempt to include in this research program the study of the consequences of the government actions. The first essay offers a thorough review of the literature researching on the link between economic growth and institutions, and elucidates several issues that deserve further attention; the second develops a static and a dynamic approach to assess, using multiple estimation techniques, the impact of a set of economic institutions on the growth paths of these countries; the third essay, through several formal specifications, deals with the relevant issue of the role of policy measures and of the effect of the political institutions on the governments behaviour.

This thesis provides a general methodology for classifying and describing many combinatoric problems, systematising and finding theoretical expressions for quantities of interest, and investigating their feasible numerical evaluation. Unifying notation and definitions are provided. Our knowledge of random allocations is also extended. This is achieved by investigating new processes, generalising known processes, and by providing a formal structure and innovative techniques for analysing them. The random allocation models described in this thesis can be classified as occupancy urn models, in which we have a sequence of urns and throw balls into them, and investigate static, waiting-time and dynamic processes. Various structures are placed on the relationship(s) between cells, balls, and the selection of items being distributed, including varieties, batch arrivals, taboo sets and blocking sets. Static, waiting-time and dynamic processes are investigated. Both without-replacement and with-replacement sampling types are considered. Emphasis is placed on the distributions of waiting-times for one or more events to occur measured from the time a particular event occurs; this begins as an abstraction and generalisation of a model of departures of cars parked in lanes. One of several additional determinations is the platoon size distribution. Models are analysed using combinatorial analysis and Markov Chains. Global attributes are measured, including maximum waits, maximum room required, moments and the clustering of completions. Various conversion formulae have been devised to reduce calculation times by several orders of magnitude. New and extended applications include Queueing in Lanes, Cake Displays, Coupon Collector's Problem, Sock-Sorting, Matching Dependent Sets (including Genetic Code Attribute Matching and the game SET), the Zig-Zag Problem, Testing for Randomness (including the Cake Display Test, which is a without-replacement test similar to the standard Empty Cell test), Waiting for Luggage at an Airport, Breakdowns in a Network, Learning Theory and Estimating the Number of Skeletons at an Archaeological Dig. Fundamental, reduction and covering theorems provide ways to reduce the number of calculations required. New combinatorial identities are discovered and a well-known one is proved in a combinatorial way for the first time. Some known results are derived from simple cases of the general models. / http://proxy.library.adelaide.edu.au/login?url= http://library.adelaide.edu.au/cgi-bin/Pwebrecon.cgi?BBID=1309598 / Thesis (Ph.D.) -- University of Adelaide, School of Mathematical Sciences, 2007