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[en] ESTIMATING AND FORECASTING IN VAR MODELS WHITH SHORT-RUN AND LONG-RUN RESTRICTIONS: A MONTE CARLO STUDY / [pt] ESTIMAÇÃO E PREVISÃO EM MODELOS VAR COM RESTRIÇÕES DE CURTO E LONGO PRAZO: UM ESTUDO MONTE CARLOCARLOS ENRIQUE CARRASCO GUTIERREZ 29 March 2007 (has links)
[pt] Neste trabalho estuda-se, por meio de simulação Monte-
Carlo, a importância de duas restrições para a estimação e
a previsão do Modelo Vetorial Autoregressivo - VAR, quais
sejam: cointegração e características cíclicas comuns,
relativas ao longo-prazo e ao curto-prazo, respectivamente.
Cabe observar que as restrições cíclicas comuns de curto-
prazo consideradas neste trabalho estão na forma fraca
(Weak Form - WF), como definido por Hecq, Palma e Urbain
(2006). Esta tese tem dois objetivos. O primeiro trata da
investigação do desempenho de duas classes de critérios de
informação para a seleção dos parâmetros do modelo. O
primeiro critério, denotado por IC(p), refere-se ao
critério tradicional, enquanto o segundo, denotado por IC
(p, s), refere-se ao critério de seleção alternativo como
proposto por Vahid e Issler (2002). Quanto aos segundo
objetivo, a investigação avalia o desempenho da previsão de
três modelos: i) modelo que considera as restrições de
cointegração e do tipo WF; ii) modelo que apenas considera
as restrições de cointegração e iii) modelo sem restrições.
Os resultados indicam que o critério de informação
alternativo, IC(p, s), apresenta desempenho superior ao
modelo escolhido pelos critérios convencionais IC(p). Em
relação ao desempenho da previsão, o modelo que considera
as restrições de cointegração e do tipo WF apresenta
desempenho predicativo superior. / [en] This paper investigates the importance of two restrictions
included in the estimation and the forecasting of the
Vectorial Autoregressive - VAR model using simulation Monte-
Carlo. Those are the cointegration and the common cyclical
characteristics restrictions related to the long run and
the short run, respectively. The short run common cyclical
restrictions considered in this work are in the Weak Form -
WF, as defined by Hecq, Palm and Urbain (2006). This thesis
has two main objectives. The first goal deals with
performance of two classes of information criteria for the
selection of the parameters in the model. The first
criterion, denoted by IC(p) refers to the traditional
technique, while the second one, denoted by IC(p,s) refers
to the alternative selection criterion as proposed by Vahid
and Issler (2002). On the concern of the second objective,
it evaluates the forecasting accuracy of three models: i)
model that considers the cointegration and WF restrictions;
ii) model that just considers the cointegration
restrictions and iii) model without any restrictions. On
balance, the results indicate that the alternative
information criterion, IC(p, s), has a better performance
than the chosen model using the conventional criteria IC
(p). In terms of the forecasting accuracy, the model which
considers the cointegration and WF restrictions presents
superior predicative performance.
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Characterization of Computed Tomography Radiomic Features using Texture PhantomsShafiq ul Hassan, Muhammad 05 April 2018 (has links)
Radiomics treats images as quantitative data and promises to improve cancer prediction in radiology and therapy response assessment in radiation oncology. However, there are a number of fundamental problems that need to be solved in order to potentially apply radiomic features in clinic. The first basic step in computed tomography (CT) radiomic analysis is the acquisition of images using selectable image acquisition and reconstruction parameters. Radiomic features have shown large variability due to variation of these parameters. Therefore, it is important to develop methods to address these variability issues in radiomic features due to each CT parameter. To this end, texture phantoms provide a stable geometry and Hounsfield Units (HU) to characterize the radiomic features with respect to image acquisition and reconstruction parameters. In this project, normalization methods were developed to address the variability issues in CT Radiomics using texture phantoms.
In the first part of this project, variability in radiomic features due to voxel size variation was addressed. A voxel size resampling method is presented as a preprocessing step for imaging data acquired with variable voxel sizes. After resampling, variability due to variable voxel size in 42 radiomic features was reduced significantly. Voxel size normalization is presented to address the intrinsic dependence of some key radiomic features. After normalization, 10 features became robust as a function of voxel size. Some of these features were identified as predictive biomarkers in diagnostic imaging or useful in response assessment in radiation therapy. However, these key features were found to be intrinsically dependent on voxel size (which also implies dependence on lesion volume). The normalization factors are also developed to address the intrinsic dependence of texture features on the number of gray levels. After normalization, the variability due to gray levels in 17 texture features was reduced significantly.
In the second part of the project, voxel size and gray level (GL) normalizations developed based on phantom studies, were tested on the actual lung cancer tumors. Eighteen patients with non-small cell lung cancer of varying tumor volumes were studied and compared with phantom scans acquired on 8 different CT scanners. Eight out of 10 features showed high (Rs > 0.9) and low (Rs < 0.5) Spearman rank correlations with voxel size before and after normalizations, respectively. Likewise, texture features were unstable (ICC < 0.6) and highly stable (ICC > 0.9) before and after gray level normalizations, respectively. This work showed that voxel size and GL normalizations derived from texture phantom also apply to lung cancer tumors. This work highlights the importance and utility of investigating the robustness of CT radiomic features using CT texture phantoms.
Another contribution of this work is to develop correction factors to address the variability issues in radiomic features due to reconstruction kernels. Reconstruction kernels and tube current contribute to noise texture in CT. Most of texture features were sensitive to correlated noise texture due to reconstruction kernels. In this work, noise power spectra (NPS) was measured on 5 CT scanners using standard ACR phantom to quantify the correlated noise texture. The variability in texture features due to different kernels was reduced by applying the NPS peak frequency and the region of interest (ROI) maximum intensity as correction factors. Most texture features were radiation dose independent but were strongly kernel dependent, which is demonstrated by a significant shift in NPS peak frequency among kernels. Percent improvements in robustness of 19 features were in the range of 30% to 78% after corrections.
In conclusion, most texture features are sensitive to imaging parameters such as reconstruction kernels, reconstruction Field of View (FOV), and slice thickness. All reconstruction parameters contribute to inherent noise in CT images. The problem can be partly solved by quantifying noise texture in CT radiomics using a texture phantom and an ACR phantom. Texture phantoms should be a pre-requisite to patient studies as they provide stable geometry and HU distribution to characterize the radiomic features and provide ground truths for multi-institutional validation studies.
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Investigating shape representation in area V4 with HMAX: Orientation and Grating selectivitiesKouh, Minjoon, Riesenhuber, Maximilian 08 September 2003 (has links)
The question of how shape is represented is of central interest to understanding visual processing in cortex. While tuning properties of the cells in early part of the ventral visual stream, thought to be responsible for object recognition in the primate, are comparatively well understood, several different theories have been proposed regarding tuning in higher visual areas, such as V4. We used the model of object recognition in cortex presented by Riesenhuber and Poggio (1999), where more complex shape tuning in higher layers is the result of combining afferent inputs tuned to simpler features, and compared the tuning properties of model units in intermediate layers to those of V4 neurons from the literature. In particular, we investigated the issue of shape representation in visual area V1 and V4 using oriented bars and various types of gratings (polar, hyperbolic, and Cartesian), as used in several physiology experiments. Our computational model was able to reproduce several physiological findings, such as the broadening distribution of the orientation bandwidths and the emergence of a bias toward non-Cartesian stimuli. Interestingly, the simulation results suggest that some V4 neurons receive input from afferents with spatially separated receptive fields, leading to experimentally testable predictions. However, the simulations also show that the stimulus set of Cartesian and non-Cartesian gratings is not sufficiently complex to probe shape tuning in higher areas, necessitating the use of more complex stimulus sets.
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Feature based conceptual design modeling and optimization of variational mechanismsWubneh, Abiy 06 1900 (has links)
This research investigates and proposes methods to be used for the automation of the conceptual design phases of variational mechanisms. It employs the concept of feature-based modeling approaches. A method is proposed for integrating the dimensional synthesis, mechanical design and CAD generation phases with minimal designer intervention. Extended feature definitions are used in this research to create a smooth data transfer platform between different engineering tools and applications.
This paper also introduces another method by which a set of dimensional data collected from a family of existing products is used to predict possible solutions for a new design. This method, based on artificial neural networks for training and solution generation, is used with optimization algorithms for the dimensional synthesis of mechanisms.
An excavator arm mechanism is used as a case study to demonstrate these methods. The design of this mechanism is carried out based on its digging mode configurations. / Engineering Design
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Users’ Help-Seeking Behaviors within the Context of Computer Task Accomplishment: An Exploratory StudyWu, Lei 01 August 2011 (has links)
This study investigated computer users’ help-seeking behaviors within the context of accomplishing a novel and challenging computer task. In addition, this study examined how different help-seeking behavioral variables relate to both personal factors and outcome measures in an exploratory manner. Finally, a structural model examined the effect of personal factors on task performance through the mediating function of help-seeking effectiveness. A total of 67 undergraduate students participated in the study. Participants were asked to perform a challenging task in Microsoft Word. The usability software MORAE was used to record the interactions between participants and computer systems. Participants had access to five help sources: “F1 help,” “reference book,” “the Web,” “video tutorial,” and “lab assistant,” which differ in media type (electronic vs. non-electronic) and interactivity levels (high vs. low).
This study found that participants showed a wide range of help-seeking behaviors. Some participants were more active in seeking help than others. Participants also engaged in different help-seeking patterns when using different help sources. A dominant help-seeking strategy was to stay with the same source used in the previous help-seeking episode. Help-seeking behavior affected task performances, but personal factors had no significant effect on help seeking or task performances. Based on the findings, the research value of this study, its practical implications, its limitations, and future research directions are discussed.
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Effect of Maternal Borderline Personality Disorder on Emotional Availability in Mother-Child InteractionsTrupe, Rebecca Devan 01 December 2010 (has links)
Individuals with borderline personality disorder (BPD) experience severe and pervasive disturbances in the development of attachment relationships, identity, and emotion regulation. Given these deficits, mothers diagnosed with BPD are likely to experience significant difficulties in parenting their children. The present study examined the effect of maternal BPD and borderline personality features on emotional availability in interactions between mothers with BPD and their 4- to 7-year-old children. In a low socioeconomic status (SES) sample of n = 35 children of mothers diagnosed with BPD and n = 35 normative comparisons, groups were compared on maternal and child emotional availability, and self-reported maternal borderline personality features were assessed across the sample as a whole. No significant differences in emotional availability were found between groups. Across the sample as whole, however, maternal borderline personality features of affective instability, identity disturbance, negative relationships, and self-harm were significantly correlated with maternal intrusiveness and maternal hostility. Maternal borderline personality features of affective instability and negative relationships were significantly associated with maternal sensitivity, child responsiveness, and child involvement. Results are discussed in terms of putative precursors to BPD and preventive interventions.
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The Internationalization of Family Firms : Facilitating and Constraining FeaturesKoopman, Martin, Sebel, Kevin January 2009 (has links)
Introduction: Research has shown that family firms play an important role in modern economies and that they maintain special characteristics and features in comparison to non-family businesses. Furthermore, it is evident in literature and practice that internationalization is a crucial process and strategy in the present global business environment. Problem: These findings however, have not led to a family business internationalization strategy. Only some studies have been conducted concerning the influence of the special features of family firms on the process of internationalization. This means that there is a gap between theory and practice. Purpose: To increase the academic understanding of the phenomenon internationalization of family businesses, through the use of both theoretical and empirical findings. Research questions: This study attempted to fulfill the purpose by providing answers to several research questions. The main research questions are: What is the current state of knowledge about internationalization, family business features and previous research in internationalization of family firms? How do the family business features theoretically influence the internationalization process? How do the family business features empirically influence the internationalization process? What are the theoretical contributions and practical managerial implications of these findings? Method: A solid literature research has been conducted in order to determine the theoretical influences of family business features on internationalization. The empirical testing of the expectations was conducted through a qualitative approach by taking personal interviews at eight companies, four in The Netherlands and four in Sweden, and studying secondary documentation. Findings: The study shows that it is difficult to decisively determine the either facilitating or constraining influence of family business features on internationalization. The results show that the 23 features which have been studied in the sample are facilitating or constraining under certain conditions (see table 5, p. 108). This implies that managers, researchers and consultants will be required to study these conditions first in order to determine the facilitating or constraining effects in a company. In addition, a model has been constructed illustrating the empirical findings concerning the internationalization process (see figure 8, p.112). Finally, concerning internationalization theories, it is determined that family businesses tend to use the Network approach in starting their internationalization process, the Stage approaches in further developing the international operations and support their process through the Resource-based view and the Knowledge-based view.
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Prognostic factors associated with disease progression in parkinson's diseaseFerguson, Leslie Wayne 27 February 2006
This thesis examined the factors correlated with rapid and benign progression of disease in a group of 1452 Parkinsons disease (PD) patients. The data were collected in a movement disorders clinic at the Royal University Hospital, University of Saskatchewan run by Dr. Alex Rajput and Dr. Ali Rajput. This data is a clinical dataset of PD patients collected from 1970 through to February, 2005. This was a retrospective cases-only study, with anticipated analytical follow-up if any correlations were detected between progression type of PD and the many independent variables available in the dataset. <p>Rapid progression was defined as those subjects who reached Hoehn and Yahr stage 3 within three years or H&Y stage 4 or 5 within five years. Subjects who remained in Hoehn and Yahr stage 1 or 2, ten years after onset of disease, were defined as having benign progression. The study analyzed demographic and clinical findings at first visit to this clinic associated with rapid and benign progression of PD. <p> Analysis revealed that, at first clinic visit, benign progression was positively associated with disease duration (OR=1.41; 95% CI 1.27, 1.57), male sex (OR=3.23; 95% CI 1.70, 6.16), and current smoking habit (OR=2.33; 95% CI 0.67, 8.11). Benign progression was negatively associated with older age of onset (OR=0.36; 95% CI 0.25, 0.50), past history of smoking (OR=0.46; 95% CI 0.24, 0.89), current or past use of levodopa (OR=0.45; 95% CI 0.21, 0.98), and mild to severe rigidity (OR=0.43; 95% CI 0.23, 0.80). <p>Analysis also revealed that, at first clinic visit, rapid progression was positively associated with older age of onset (OR=2.45; 95% CI 1.80, 3.33) and mild to severe rigidity (OR=1.73; 95% CI 1.02, 2.94). Rapid progression was negatively associated with disease duration (OR=0.52; 95% CI 0.44, 0.62), male sex (OR=0.58; CI 0.35, 0.95), and mild to severe resting tremor (OR=0.47; CI 0.28, 0.77). <p>The results of this study indicate that age of onset, disease duration, male sex, and rigidity are good potential predictors of disease progression in PD because they have opposite associations with rapid and benign progression. History of levodopa use was negatively associated with benign progression and as such may be good indicator of non-benign progression. Although previous studies found no predictive value for smoking history, the current study reported a unique association between smoking history and benign progression. Past smoking history was negatively associated with benign progression. While there was a positive association with current smoking history, the result was not statistically significant. Resting tremor was negatively associated with rapid progression and as such may be a good indicator of non-rapid progression. <p> Disease characteristics collected at first clinic visit are useful in predicting the course of progression of PD. With more rapid progression of PD closer and more frequent follow-up of patients may be necessary.
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Development of an Optical Brain-computer Interface Using Dynamic Topographical Pattern ClassificationSchudlo, Larissa Christina 26 November 2012 (has links)
Near-infrared spectroscopy (NIRS) in an imaging technique that has gained much attention in brain-computer interfaces (BCIs). Previous NIRS-BCI studies have primarily employed temporal features, derived from the time course of hemodynamic activity, despite potential value contained in the spatial attributes of a response. In an initial offline study, we investigated the value of using joint spatial-temporal pattern classification with dynamic NIR topograms to differentiate intentional cortical activation from rest. With the inclusion of spatiotemporal features, we demonstrated a significant increase in achievable classification accuracies from those obtained using temporal features alone (p < 10-4). In a second study, we evaluated the feasibility of implementing joint spatial-temporal pattern classification in an online system. We developed an online system-paced NIRS-BCI, and were able to differentiate two cortical states with high accuracy (77.4±10.5%). Collectively, these findings demonstrate the value of including spatiotemporal features in the classification of functional NIRS data for BCI applications.
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DEVELOPMENT OF A MANUFACTURING CELL IN COMPLIANCE WITH IEC 61499 : Implementation of a function blocks network for controlling a CNC-based systemPalomeque Soto, José Enrique January 2012 (has links)
Today’s market is subjected to numerous changes due to the need of continuous improvement of different commercial brands in order to survive against competitors. This competition drives the evolution of industrial processes, to satisfy the high customers’ requirements. It means that factors such as flexibility, adaptability and agility are crucial for the successful development of industries, which experience some degrees of uncertainty due to machine breakdowns, delays and market fluctuations among others. The current trend in manufacturing industries consists in the implementation of distributed control systems (DCS), substituting the earlier programmable logic controllers (PLC) systems where a main processor operated as the central unit of the system. To this end, the application of function blocks (FB) compliant with the IEC 61499 standard represents an innovative technique for dealing with the design and programming of DCSs. These FBs enable the creation of event-driven networks governed by embedded algorithms that can be used to enhance the flexibility and portability of industrial job-shops based on a distributed architecture. Job-shop floors represent a principal concept in manufacturing industries. This project is focused on the integration of a computer numerically controlled (CNC) machine and a gantry robot which must be coordinated and cooperate for the achievement of an industrial machining and assembly process. It implies the design of a PLC-managed distributed cell using nxtControl software. This software facilitates the construction of FBs-networks to control both machines and enables the communication process via service interface function blocks (SI-FB). Likewise, the whole process will be monitored using an interface also created within nxtControl which will allow the operator to decide the batch and characteristics of the production. This project is also intended to set the basis for the understanding of the FB concept defined in IEC 61499 which moves away from earlier scan-based systems to event-driven models, aiming to contribute to the development of future research in the function blocks area.
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