This thesis deals with the financial time series model identification. The univariate and multivariate ARMA models and their identification criteria are described. The procedures using the correlation structure of the time series and some information criteria are presented. The functioning of the criteria is verified on simulated time series AR, MA and ARMA. Afterwards, the criteria are compared in terms of reliability and simplicity of use. Finally, there are two examples of univariate and multivariate ARMA model identification for the real financial time series. The data and the R programme source code are enclosed on a CD. Powered by TCPDF (www.tcpdf.org)

The thesis deals with testing of radar-based hail detection methods and their use in hail climatology of Czechia. Data from C-band Doppler radars were used. There is described the testing of the selected algorithms in the first part of the thesis. The algorithms were chosen according to the data availability. On the basis of 25 well documented hail events, suitable threshold values were found to form hail criteria. Because of the hail events considered, the work concentrates on severe hail with diameter from about 2 cm. In addition, available data from Germany (Baden-Württemberg) were included in testing the detection criteria. The best performing criteria were used to form a new combined criterion (COMBI). The second part of the work applies the hail criteria, in particular the COMBI criterion. The performance of the COMBI criterion is shown in four case studies. Then the COMBI criterion was determined from the radar data of the six years 2007-2012. All the days from the months May to August were evaluated. The point maximum of about one day with severe hail was found for Czechia. For the most of the Czech territory the value was not higher than a quarter of a day in a year. In the seasonal distribution the maximum of hail days belongs to June. And the diurnal distribution showed the maximum of severe hail...

Made available in DSpace on 2016-04-26T20:29:15Z (GMT). No. of bitstreams: 1 Solange Tomiyama.pdf: 1534259 bytes, checksum: 8ebb6fdd4d1024a4a15359c197e09ebd (MD5) Previous issue date: 2009-05-26 / Conselho Nacional de Desenvolvimento Científico e Tecnológico / The principles, at the science scope, correspond to the basic, typical and fundamental proposals for the construction of a system. These are considered species of norms to the side of the rules that compose all the structure of the legal system. In the scope of the environmental law the Brazilian doctrine is not homogenous in the boarding of its principles. One is about a legal uncertainty related to the identification of these principles and, consequently a difficult at the correct application in the interpretation and implementation of this legal branch by all operators of the right. That happens because of the analysis of the principles of the environmental law which are done based on different fundamentals: a) international declarations; b) law of the international politics of the environment; c) adaptation of the principles of other branches of the right; d) Federal Constitution e) junction of all the mentioned fundamentals. Through the analysis of the legal system of Brazilian ambient protection associated to the methodology of bibliographical research we intend to reach a common denominator to indicate the direction of the criteria capable to become objective the identification of the principles of the environmental law. At the end, we can contribute scientifically with the studies on the legal science of protection to the environment in order to attempt to help in the effective construction and consolidation that is adequate to its purpose: protection of the ambient goods that are guarantors of salutary quality of life for the present and future generations / Os princípios, no campo da ciência, correspondem a proposições básicas, típicas, fundamentais para a construção de um sistema. Estes são considerados espécies de normas, ao lado das regras, que compõem toda a estrutura do sistema jurídico. No âmbito do direito ambiental, a doutrina brasileira não é homogênea na abordagem de seus princípios. Trata-se de uma incerteza jurídica quanto à identificação desses princípios, e, por via de conseqüência, na dificuldade da correta aplicação, na interpretação e na implementação desse ramo jurídico, por todos os operadores do direito. Isso porque, os princípios de direito ambiental são identificados sob diferentes critérios: a) com base nas Declarações Internacionais; b) com base na Lei da Política Nacional do Meio Ambiente; c) com base na adaptação dos princípios de outros ramos do direito, aplicáveis à matéria ambiental; d) com base na Constituição Federal; e) com base na conjugação de todos os fundamentos acima mencionados. Através da análise do sistema jurídico de proteção ambiental brasileiro, associada à metodologia de pesquisa bibliográfica, envolvendo a literatura já publicada sobre o assunto, buscar-se-á a identificação de um denominador comum que possa indicar a direção dos critérios capazes de tornar objetiva a identificação dos princípios de direito ambiental. E ao final, poder contribuir cientificamente com os estudos sobre a ciência jurídica de proteção do meio ambiente, na tentativa de ajudar na sua construção e consolidação, efetiva e adequada aos fins a que foi criada: a proteção dos bens ambientais, garantidores de uma sadia qualidade de vida para as presentes e futuras gerações