Dans un contexte de variabilité climatique et de multiplication des usages de l'eau, la compréhension et la prévision de la variabilité des débits des cours d'eau est aujourd'hui un enjeu majeur pour améliorer la gestion des ressources en eau à l'échelle des bassins versants. En France, le bassin versant de la Durance (Alpes du Sud), lieu de multiples usages de l'eau (hydroélectricité, agriculture, alimentation en eau potable, loisirs), fait l'objet d'une attention particulière en ce qui concerne les impacts du changement climatique qui pourraient être importants du fait de sa situation géographique et de son régime partiellement nival, et remettre en question les équilibres en place permettant le partage de la ressource. Dans l'optique d'une meilleure anticipation de la variabilité hydrologique d'un bassin versant, bien connaître le passé est une étape fondamentale permettant à la fois une meilleure connaissance du fonctionnement hydrologique du bassin et une mise en perspective des projections hydro-climatiques futures. Cette thèse a pour objectif et résultat principal de faire progresser l'état des connaissances sur la variabilité hydrologique du bassin de la Durance à l'échelle du dernier siècle. Deux axes principaux ont été développés pour remplir cet objectif. Une première étape a été la recherche et la mise au jour d'un ensemble de longues séries hydrométriques concernant la Durance et ses affluents, permettant d'élever à 11 le nombre de séries centenaires de débits journaliers aujourd'hui disponibles sur ce bassin. Les nombreux documents accompagnant les données retrouvées nous ont par ailleurs permis de retracer, pour une partie de ces séries, l'évolution des méthodes utilisées pour les construire. Un processus de simulation des méthodes anciennes à partir de données horaires disponibles sur la période récente nous a permis de quantifier l'incertitude associée à ces méthodes et de mettre en évidence des biais importants causés par celles-ci sur certaines portions de séries. Une méthode de correction a été proposée et appliquée à plusieurs séries. Le deuxième axe de notre travail a consisté en la reconstitution de séries hydrologiques en différents points du bassin. À cette fin, nous avons présenté et appliqué une méthode originale appelée ANATEM de reconstitution de séries climatiques à l'échelle du bassin versant à partir de données climatiques de grande échelle (champs de pressions atmosphériques), combinées à des informations plus régionales (séries de précipitations ou de températures observées). Les séries climatiques ainsi reconstituées ont ensuite été utilisées en entrée d'un modèle hydrologique pour construire des séries de débits. Ce processus nous a permis d'obtenir une vingtaine de séries hydrologiques couvrant la période 1884-2010 sur le bassin de la Durance. La comparaison des reconstitutions hydro-climatiques avec les longues séries de débits observés aujourd'hui disponibles a permis de valider la chaîne de reconstitution sur une période de plus d'un siècle. Les séries observées et reconstituées illustrent finalement la variabilité hydrologique du bassin de la Durance qui se caractérise par une alternance de périodes sèches et humides à l'échelle de la décennie, ainsi que par une légère tendance à la baisse des débits. Ces longues séries de l'hydrologie du passé permettront de mettre en perspective les études prospectives sur les ressources en eau disponibles à l'échelle du siècle prochain. / Understanding and predicting hydrological variability is becoming a major issue to improve water resources management at the watershed scale, as climate variability and multipurpose use of water increase stress on the available resources. In France, the Durance watershed (South part of the Alps) is both characterised by numerous water-related activities such as hydropower, irrigation, water supply, tourism, and by a wide range of meteorological contexts ranging from mountainous to dry Mediterranean watersheds. As a consequence, this watershed appears as very sensitive to observed and projected climate variability, with an impact on water resources sufficient to question the current balance between users. In order to better forecast the Durance watershed hydrological variability, tracing back its past evolution is an essential step. Indeed, historical knowledge provides a better understanding of how the watershed works, and put into perspective hydro meteorological projections for the next century. The main goal of this Ph.D. thesis is then to improve our knowledge of the hydrological variability of the Durance watershed over the last century. Two main themes have been developed.The first step focused on historical research, bringing to light 11 centennial time-series of daily streamflow on the Durance watershed. Those data were quite well documented, allowing us to follow the evolution of the methods used to construct some of those time-series. Based on recent streamflow time-series, a simulation process allowed us to quantify the uncertainty associated to the methods used in the past, and to highlight the significant biases they carried on some periods of time. A correction process was then developed, leading to the partial revision of some of the time-series. A second step involved reconstructing hydrological time-series at different points of the watershed. An original method, called ANATEM, has been introduced and exhaustively applied to rebuild climatological time-series at the watershed scale. This method is based on the use of large scale climatological variables (atmospheric pressure fields) combined with regional scale observations (observed precipitation or air temperature). Those reconstructed climatological time-series were then prescribed in a rainfall-runoff model, allowing the computation of hydrological simulations on the 1884-2010 period. The comparison of the simulated data with our 11 centennial observed time series allowed us to validate our hydro-climatological reconstruction chain over more than a century. Finally, the observed and simulated time-series illustrate the climatological and hydrological variability of the Durance watershed. This variability is characterised by the succession of alternatively dry and humid periods lasting for ten to fifteen years, and by a slight trend to streamflow decrease. These long-term hydrological time-series will then put into perspective future investigations on water resources available over the next century.

This diploma thesis deals with the construction of automated trading strategies, which are built on the basis of market statistics. In the first part are shortly introduced the basic parameters of the E-mini S&P 500. In this chapter is also a detailed description of the process of creating a market statistics. In the second part is described a process of building a number of automated trading strategies. Optimization of these strategies is conducted on historical data. In the second part of this thesis is also shown a discretionary trading system based on market statistics. In order to demonstrate the robustness of automated trading strategies, they are tested on a sample of data outside of the optimization period. The result of the diploma thesis will be an evaluation of the trades and evaluation of the robustness of automated trading strategies.

Improving the predictability of airline schedules in the National Airspace System (NAS) has been a constant endeavor, particularly as system delays grow with ever-increasing demand. Airline schedules need to be resistant to perturbations in the system including Ground Delay Programs (GDPs) and inclement weather. The strategic search heuristic proposed in this dissertation significantly improves airline schedule reliability by assigning airport departure and arrival slots to each flight in the schedule across a network of airports. This is performed using a multi-objective optimization approach that is primarily based on historical flight and taxi times but also includes certain airline, airport, and FAA priorities. The intent of this algorithm is to produce a more reliable, robust schedule that operates in today's environment as well as tomorrow's 4-Dimensional Trajectory Controlled system as described the FAA's Next Generation ATM system (NextGen). This novel airline schedule optimization approach is implemented using a multi-objective evolutionary algorithm which is capable of incorporating limited airport capacities. The core of the fitness function is an extensive database of historic operating times for flight and ground operations collected over a two year period based on ASDI and BTS data. Empirical distributions based on this data reflect the probability that flights encounter various flight and taxi times. The fitness function also adds the ability to define priorities for certain flights based on aircraft size, flight time, and airline usage. The algorithm is applied to airline schedules for two primary US airports: Chicago O'Hare and Atlanta Hartsfield-Jackson. The effects of this multi-objective schedule optimization are evaluated in a variety of scenarios including periods of high, medium, and low demand. The schedules generated by the optimization algorithm were evaluated using a simple queuing simulation model implemented in AnyLogic. The scenarios were simulated in AnyLogic using two basic setups: (1) using modes of flight and taxi times that reflect highly predictable 4-Dimensional Trajectory Control operations and (2) using full distributions of flight and taxi times reflecting current day operations. The simulation analysis showed significant improvements in reliability as measured by the mean square difference (MSD) of filed versus simulated flight arrival and departure times. Arrivals showed the most consistent improvements of up to 80% in on-time performance (OTP). Departures showed reduced overall improvements, particularly when the optimization was performed without the consideration of airport capacity. The 4-Dimensional Trajectory Control environment more than doubled the on-time performance of departures over the current day, more chaotic scenarios. This research shows that airline schedule reliability can be significantly improved over a network of airports using historical flight and taxi time data. It also provides for a mechanism to prioritize flights based on various airline, airport, and ATC goals. The algorithm is shown to work in today's environment as well as tomorrow's NextGen 4-Dimensional Trajectory Control setup.

<p>  </p> <p>During the construction of a bridge, more specifically a concrete bridge deck, there are sometimes defects in materials or workmanship, resulting in what is called a construction defect. These defects can have a large impact on the lifecycle performance of the bridge deck, potentially leading to more preventative and reactive maintenance actions over time and thus a larger monetary investment by the bridge owner. Bridge asset managers utilize prediction software to inform their annual budgetary needs, however this prediction software traditionally relies only on historical condition rating data for its predictions. When attempting to understand how deterioration of a bridge deck changes with the influence of construction defects, utilizing the current prediction software is not appropriate as there is not enough historical data available to ensure accuracy of the prediction. There are numerical modeling approaches available that capture the internal physical and chemical deterioration processes, and these models can account for the change in deterioration when construction defects are present. There are also numerical models available that capture the effect of external factors that may be affecting the deterioration patterns of the bridge deck, in parallel to the internal processes. The goal of this study is to combine a mechanistic model capturing the internal physical and chemical processes associated with deterioration of a concrete bridge deck, with a model that is built strictly from historical condition rating data, in order to predict the changes in condition rating prediction of a bridge deck for a standard construction case versus a substandard construction case. Being able to measure the change in prediction of deterioration when construction defects are present then allows for quantifying the additional cost that would be required to maintain the defective bridge deck which is also presented. </p>

This paper explores an approach to extracting historical insights into a software keyword by data mining GitHub and Libraries.io. We test our method using the keyword GraphQL to see what insights we can gain. We managed to plot several timelines of how repositories and software libraries related to our keyword were created over time. We could also do a rudimentary analysis of how active said items were. We also extracted programing language data associated with each repository and library from GitHub and Libraries.io. With this data, we could, at worst, correlate which programming languages were associated with each item or, in the best case, predict what implementations of GraphQL they used. We found through our attempt many problems and caveats that needed to be dealt with but still concluded that extracting historical insights by data mining GitHub and Libraries.io is worthwhile.

Submitted by SANTIAGO BURGADA (sburgada@maxam.net) on 2015-01-25T12:10:08Z No. of bitstreams: 1 DISSERTATION SANTIAGO BURGADA CORPORATE INTERNATIONAL MASTERS SUBMISSION VERSION.pdf: 3588309 bytes, checksum: b70385fd690a43ddea32379f34b4afe9 (MD5) / Approved for entry into archive by Janete de Oliveira Feitosa (janete.feitosa@fgv.br) on 2015-02-04T19:27:15Z (GMT) No. of bitstreams: 1 DISSERTATION SANTIAGO BURGADA CORPORATE INTERNATIONAL MASTERS SUBMISSION VERSION.pdf: 3588309 bytes, checksum: b70385fd690a43ddea32379f34b4afe9 (MD5) / Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2015-02-11T13:27:32Z (GMT) No. of bitstreams: 1 DISSERTATION SANTIAGO BURGADA CORPORATE INTERNATIONAL MASTERS SUBMISSION VERSION.pdf: 3588309 bytes, checksum: b70385fd690a43ddea32379f34b4afe9 (MD5) / Made available in DSpace on 2015-02-11T13:34:18Z (GMT). No. of bitstreams: 1 DISSERTATION SANTIAGO BURGADA CORPORATE INTERNATIONAL MASTERS SUBMISSION VERSION.pdf: 3588309 bytes, checksum: b70385fd690a43ddea32379f34b4afe9 (MD5) Previous issue date: 2014-10-29 / Industrial companies in developing countries are facing rapid growths, and this requires having in place the best organizational processes to cope with the market demand. Sales forecasting, as a tool aligned with the general strategy of the company, needs to be as much accurate as possible, in order to achieve the sales targets by making available the right information for purchasing, planning and control of production areas, and finally attending in time and form the demand generated. The present dissertation uses a single case study from the subsidiary of an international explosives company based in Brazil, Maxam, experiencing high growth in sales, and therefore facing the challenge to adequate its structure and processes properly for the rapid growth expected. Diverse sales forecast techniques have been analyzed to compare the actual monthly sales forecast, based on the sales force representatives’ market knowledge, with forecasts based on the analysis of historical sales data. The dissertation findings show how the combination of both qualitative and quantitative forecasts, by the creation of a combined forecast that considers both client´s demand knowledge from the sales workforce with time series analysis, leads to the improvement on the accuracy of the company´s sales forecast.

La tesi si propone di indagare l’intertestualità dantesca nell’opera volgare di Matteo Maria Boiardo. Il fenomeno è già stato oggetto di studi – indirizzati soprattutto al poema cavalleresco, e in misura minore (specie negli ultimi anni) al canzoniere lirico – che si sono mossi però nell’alveo dell’impostazione strutturalista, con una considerazione della memoria poetica da un punto di vista formalista e tipologico. Questa corrente ha consentito sviluppi importanti negli studi filologici, ma porta a vedere il fatto letterario staccato dal suo contesto di riferimento. Se questo esito in Italia è stato arginato da una forte base storicista, va detto che gli studi sulle riprese poetiche hanno però vissuto una situazione particolare. Da una parte, infatti, lo strutturalismo fra anni ’60 e ’70 ha imposto anche in Italia, attraverso una serie di importanti lavori, il suo modo di trattare la questione, senza poi che il successivo approdo semiotico incidesse in maniera significativa. Dall’altra, la reazione di chi voleva agganciare il fenomeno al dato storico ha riportato il problema all’impostazione erudita della critica delle fonti, privilegiando la raccolta dati da mettere in relazione con le informazioni sulla storia della tradizione e della circolazione. L’obbiettivo di questa tesi è fare un passo avanti, nella convinzione che per lo studio di questi fenomeni di riuso sia la circolazione manoscritta che i dati testuali e formali vadano letti in una piena prospettiva semiotica: guardare ai fenomeni di tradizione e trasmissione testuale nell’ottica dei processi ricettivi, e considerare le scelte di memoria poetica come atti comunicativi, con un valore pragmatico. La ricerca ha l’intento di giungere ad una maggior comprensione del rapporto del dotto poeta umanistico con il modello dantesco, un’interpretazione più chiara delle strategie di riuso, determinate dal particolare modo di leggere la Commedia nel contesto specifico, e perciò attraverso un preciso filtro fra quelli disponibili al tempo. Accanto all’insieme di informazioni filologiche sulle attestazioni manoscritte nelle biblioteche del tempo, l’indagine qui condotta consente – anche da un punto di vista che potremmo definire attributivo – di indicare in Benvenuto da Imola l’esegeta di riferimento per Boiardo e il suo pubblico, proprio perché l’osservazione ravvicinata dei testi e dei loro legami fa emergere questa tradizione interpretativa come la più attiva nell’elaborazione boiardesca rivolta ai lettori. Il lavoro non ha preso le mosse da un afflato teorico, teso a riconcettualizzare l’intertestualità, ma da un intento di chiarificazione sui testi e alcuni loro aspetti che non sembravano però trovare una spiegazione soddisfacente all’interno del quadro metodologico diffuso. Il lavoro, allora, ha assunto poco alla volta anche una vena metodologica sorta dall’osservazione dei fenomeni in modo nuovo. E così, accanto all’indagine storico-letteraria, e in stretta relazione con essa, è stato possibile avanzare alcune proposte ermeneutiche sui meccanismi intertestuali in base alle dinamiche della comunicazione letteraria. E nelle pagine che seguono il percorso si articola attorno a nuclei diversi ma interconnessi: da una parte la riflessione generale a carattere semiotico sui fenomeni di memoria poetica, che vengono concettualizzati grazie agli apporti di discipline come la pragmatica; segue una ricognizione storica sulle modalità di lettura e ricezione del modello dantesco – e non solo – in base alla circolazione dei testi e dei loro apparati esegetici; si arriva poi al nucleo del lavoro con l’affondo diretto su opere e paratesti esegetici con le loro relazioni, che si instaurano all’interno del laboratorio d’autore e poi da lì arrivano al pubblico.