Orientador: Djalma de Carvalho Moreira Filho / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Ciencias Medicas / Made available in DSpace on 2018-08-14T09:34:37Z (GMT). No. of bitstreams: 1 Santos_MarcelideOliveira_D.pdf: 636134 bytes, checksum: 78b53a7902f3e2cfd099088e331c0646 (MD5) Previous issue date: 2009 / Resumo: A informação sobre incidência de câncer, obtida através dos registros de câncer de base populacional - RCBP é um componente essencial de qualquer estratégia de controle de câncer. Nos últimos vinte anos o papel dos registros de câncer tem se ampliado, incorporando o planejamento e avaliação das atividades de controle de câncer. Neste cenário, torna-se de fundamental importância a qualidade das informações fornecidas pelos registros. Uma breve revisão das metodologias para realizar o controle de qualidade dos dados nos registros de câncer, das mais tradicionalmente utilizadas às alternativas propostas torna claro que tais processos não são de fácil aplicação. O RCBP de Porto Alegre foi escolhido para verificar a aplicabilidade desta metodologia à realidade dos registros de câncer brasileiros. O Método de Fluxos apresenta-se neste contexto como adaptável a registros de câncer de diferentes padrões, de rápida execução e sem custos financeiros adicionais. O método proposto permite que o registro de câncer estabeleça uma rotina de vigilância de cobertura, segundo variáveis, tais como, localização primária, idade, sexo e área geográfica. / Abstract: Population-based cancer registries are essential to public health and research. The cancer registries provide information on the surveillance of cancer incidence and survival. At the last 20 years, because of the emerging importance of cancer as a health problem, the cancer registries play a important role to evaluate and to frame public health policy to cancer control. A high-quality cancer registration is fundamental to monitoring cancer burden and identifies patterns and trends in various population groups, in different geographic areas, and over time. Cancer registries try to achieve maximum completeness in case-findings procedures in order to ensure that comparative studies are not distorted by variations on efficacy of registry procedures. A brief review about available methods used to estimate completeness of cancer registrations shows that these methodologies are not easy to use, especially in developing countries. The PBCR Porto Alegre was chosen to verify if the method could be applied to Brazilian cancer registries reality. In this context the Flow Method claims to be adaptable to cancer registries with different patterns of registration and can be executed rapidly and inexpensively. The proposed method allows to a cancer registry to provide a routine surveillance of completeness by variables such as tumor site, age, sex and geographic area. / Doutorado / Saude Coletiva / Doutor em Saude Coletiva

京都大学 / 新制・課程博士 / 博士(工学) / 甲第23497号 / 工博第4909号 / 新制||工||1767(附属図書館) / 京都大学大学院工学研究科都市環境工学専攻 / (主査)教授 清水 芳久, 教授 米田 稔, 准教授 松田 知成 / 学位規則第4条第1項該当 / Doctor of Philosophy (Engineering) / Kyoto University / DFAM

Ces travaux de thèse portent sur la reconnaissance automatique du stress chez des humains en interaction dans des situations anxiogènes: prise de parole en public, entretiens et jeux sérieux à partir d'indices audio et visuels.Afin de concevoir des modèles de reconnaissance automatique du stress, nous utilisons : des indices audio calculés à partir de la voix des sujets, capturée par un micro cravate; et des indices visuels calculés soit à partir de l'expression faciale des sujets capturés par une webcam, soit à partir de la posture des sujets capturée par une Kinect. Une partie des travaux portent sur la fusion des informations apportées par les différentes modalités.L'expression et la gestion du stress sont influencées à la fois par des différences interpersonnelles (traits de personnalité, expériences passées, milieu culturel) et contextuelles (type de stresseur, enjeux de la situation). Nous évaluons le stress sur différents publics à travers des corpus de données collectés pendant la thèse: un public sociophobe en situation anxiogène, face à une machine et face à des humains; un public non pathologique en simulation d'entretien d'embauche; et un public non pathologique en interaction face à un ordinateur ou face au robot humanoïde Nao. Les comparaisons inter- individus, et inter-corpus révèlent la diversité de l'expression du stress.Une application de ces travaux pourrait être la conception d'outils thérapeutiques pour la maitrise du stress, notamment à destination des populations phobiques.Mots clé : stress, phobie sociale, détection multimodale du stress , indices audio du stress, indices faciaux du stress, indices posturaux du stress, fusion multimodale / This thesis focuses on the automatic recognition of human stress during stress-inducing interactions (public speaking, job interview and serious games), using audio and visual cues.In order to build automatic stress recognition models, we used audio cues computed from subjects' voice captured via a lapel microphone, and visual cues computed either form subjects' facial expressions captured via a webcam, or subjects' posture captured via a Kinect. Part of this work is dedicated to the study of information fusion form those various modalities.Stress expression and coping are influenced both by interpersonal differences (personality traits, past experiences, cultural background) and contextual differences (type of stressor, situation's stakes). We evaluated stress in various populations in data corpora collected during this thesis: social phobics in anxiety-inducing situations in interaction with a machine and with humans; apathologic subjects in a mock job interview; and apathologic subjects interaction with a computer and with the humanoid robot Nao. Inter-individual and inter-corpora comparisons highlight the variability of stress expression.A possible application of this work could be the elaboration of therapeutic software to learn stress coping strategies, particularly for social phobics.Key words: stress, social phobia, multimodal stress detection, stress audio cues, stress facial cues, stress postural cues, multimodal fusion

La substitution est une méthode de prévention primaire qui permet l’élimination à la source des dangers pour les travailleurs. Une des étapes de la démarche est la comparaison des options afin de procéder au choix final. Divers indices de comparaison, basés sur des paramètres physicochimiques, sanitaires et environnementaux des substances, permettent de guider ce choix. Toutefois, aucune évaluation de ces indices n’a été effectuée dans le cas de la substitution des solvants. Une recherche de développement a été entreprise afin de proposer une méthodologie améliorée de comparaison des solvants. La démarche d’analyse de substitution et la comparaison des options de remplacement à l’aide du rapport de danger de vapeur (« Vapour Hazard Ratio », VHR) ont été appliquées à un cas réel de substitution de solvants en entreprise. Trois indices de potentiel de surexposition (IPS) (VHR, « Måleteknisk Arbejdshygiejnisk Luftbehov » (MAL) et « SUBstitution FACtor » (SUBFAC)) et trois indices globaux de hiérarchisation des dangers (indice air (ψiair), « Indiana Relative Chemical Hazard Score » (IRCHS) et « Final Hazard Score » (FHS)) ont été évalués et comparés à partir de listes de 56 et 67 solvants respectivement. La problématique de la non-idéalité des mélanges a aussi été considérée par rapport aux IPS par l’évaluation et la comparaison de 50 mélanges de solvant. Une méthodologie d’établissement d’une valeur limite d’exposition (VLE), pour les solvants n’en possédant pas, a été développée par modélisation de type relations quantitatives propriété-propriété (QPPR). La modélisation QPPR des VLE, effectuée sur une liste de 88 solvants possédant une VLE, a été effectuée à partir des coefficients de partage octanol:air, octanol:eau, sang:air et des constantes métaboliques. L’étude de cas a montré que l’utilisation du VHR facilitait la comparaison des options, bien qu’elle puisse se heurter à l’absence de VLE. Les indices VHR et SUBFAC ont été identifiés comme des méthodes très proches, caractérisées par une forte corrélation (R=0,99) alors que l’indice MAL se distingue des deux autres IPS par une perte d’information sur la volatilité résultant en une corrélation plus faible avec le VHR (R=0,75). L’impact de la non idealité, évalué par le calcul de coefficients d’activité sur une série de 50 mélanges, a permis d’établir que les ratios entre les indices VHR corrigés et non corrigés variaient entre 0,57 et 2,7, suggérant un facteur de sécurité de cinq lors de la comparaison de mélanges. Les analyses de corrélation et de sensibilité ont montré que les indices de hiérarchisation des dangers différaient de façon importante sur leur prise en compte de paramètres comme la volatilité, les VLE, l’exposition cutanée, l’inflammabilité, la cancérogénicité et les divers paramètres environnementaux. Aucun de ces indices ne peut être recommandé pour la substitution des solvants. Deux modèles QPPR ont été développés afin de prédire des VLE et des VHR, et 61 % et 87 % des VHR prédits variaient respectivement d’un facteur maximal de deux et de cinq par rapport aux VHR calculés. Nos résultats mènent à proposer une démarche améliorée de comparaison en deux étapes. Après un tri selon des critères prioritaires de santé, de sécurité et d’environnement, la comparaison devrait se baser sur le calcul du VHR tout en considérant d’autres paramètres selon la situation concrète de l’entreprise ou du procédé. La comparaison devra tenir compte de la non-idéalité pour les mélanges, et de VLE estimées pour les solvants n’en possédant pas. / Substitution is a primary preventive method which allows the elimination of hazards to workers at the source. One of the steps in substitution analysis is the comparison between options in order to choose the best alternative. Various comparison indices based on physicochemical, health and environmental parameters of substances may facilitate the choice. However, no evaluation of theses indices has been done in the case of solvent substitution. Development research was undertaken in order to propose an improved methodology for solvent substitution. A systematic procedure of solvent substitution was applied to a real workplace case and the comparison between options was made using the Vapour Hazard Ratio (VHR). Three Overexposure Potential Indices (OPIs) (VHR, « Måleteknisk Arbejdshygiejnisk Luftbehov » (MAL) and SUBstitution FACtor (SUBFAC)) and three comprehensive hazard screening indices (air index (ψiair), Indiana Relative Chemical Hazard Score (IRCHS) and Final Hazard Score (FHS)) were evaluated and compared using a list of 56 and 67 solvents respectively. In the case of mixtures, the effect of nonideality on OPIs was also investigated by comparing 50 solvent mixtures. Quantitative property-property relationship (QPPR) models were developed for estimating Occupational Exposure Limits (OELs) for solvents without OELs. QPPR models were made from octanol:air, blood:air and metabolic constants using a list of 88 solvents. The case study showed that the use of the VHR made comparison of replacement options easier, although it was limited by the absence of an OEL for a solvent. VHR and SUBFAC were shown to be close with excellent correlation between the two indices (R=0.99) but a worse correlation was calculated between MAL and VHR (R=0.75). This was attributed to the discrete nature of the volatility parameter in MAL. The impact of nonideality, evaluated by the calculation of activity coefficients on 50 solvent mixtures, resulted in ratios between corrected and non corrected VHRs varying between 0.57 and 2.7, suggesting that a safety factor of five could be used when comparing solvent mixtures. Correlation and sensitivity analysis showed that hazard screening indices differed in the way they integrate key substitution factors such as volatility, OEL, skin exposure, flammability, carcinogenicity and various environmental parameters. No index was found to be suitable for performing solvent substitution. Two QPPR modeling approaches were developed for computing OELs and VHRs; and 61 % and 87 % of the predicted VHRs were within a factor of two and five, respectively, of the calculated VHRs. Our results lead us to propose an improved comparison procedure using a two-tier approach. In the first tier, a selection would eliminate solvent candidates having crucial health, safety and environmental impacts. In the second tier, the comparison would emphasize the VHR but also consider other parameters which are relevant to the specific context. Comparison would also take into account nonideality for mixtures and predicted OELs for solvents without such values.

L’objectif général de cette thèse est de caractériser la dynamique des transferts des bactéries fécales à l’aide d’une modélisation spatio-temporelle, à l’échelle du bassin versant (BV) dans une région agricole et à l’échelle événementielle. Ce projet vise à mieux comprendre l'influence des processus hydrologiques, les facteurs environnementaux et temporels impliqués dans l’explication des épisodes de contamination microbienne des eaux récréatives. Premièrement, un modèle bayésien hiérarchique a été développé pour quantifier et cartographier les niveaux de probabilité des eaux à être contaminées par des effluents agricoles, sur la base des données spectrales et des variables géomorphologiques. Par cette méthode, nous avons pu calculer les relations pondérées entre les concentrations d’Escherichia coli et la distribution de l’ensemble des paramètres agro-pédo-climatiques qui régissent sa propagation. Les résultats ont montré que le modèle bayésien développé peut être utilisé en mode prédictif de la contamination microbienne des eaux récréatives. Ce modèle avec un taux de succès de 71 % a mis en évidence le rôle significatif joué par la pluie qui est la cause principale du transport des polluants. Deuxièmement, le modèle bayésien a fait l’objet d'une analyse de sensibilité liée aux paramètres spatiaux, en utilisant les indices de Sobol. Cette démarche a permis (i) la quantification des incertitudes sur les variables pédologiques, d’occupation du sol et de la distance et (2) la propagation de ces incertitudes dans le modèle probabiliste c'est-à-dire le calcul de l’erreur induite dans la sortie par les incertitudes des entrées spatiales. Enfin, une analyse de sensibilité des simulations aux différentes sources d’incertitude a été effectuée pour évaluer la contribution de chaque facteur sur l’incertitude globale en prenant en compte leurs interactions. Il apparaît que sur l’ensemble des scénarios, l’incertitude de la contamination microbienne dépend directement de la variabilité des sols argileux. Les indices de premier ordre de l’analyse de Sobol ont montré que parmi les facteurs les plus susceptibles d’influer la contamination microbienne, la superficie des zones agricoles est le premier facteur important dans l'évaluation du taux de coliformes. C’est donc sur ce paramètre que l’attention devra se porter dans le contexte de prévision d'une contamination microbienne. Ensuite, la deuxième variable la plus importante est la zone urbaine avec des parts de sensibilité d’environ 30 %. Par ailleurs, les estimations des indices totaux sont meilleures que celles des indices de premier ordre, ce qui signifie que l’impact des interactions paramétriques est nettement significatif pour la modélisation de la contamination microbienne Enfin, troisièmement, nous proposons de mettre en œuvre une modélisation de la variabilité temporelle de la contamination microbiologique du bassin versant du lac Massawippi, à partir du modèle AVSWAT. Il s'agit d'une modélisation couplant les composantes temporelles et spatiales qui caractérisent la dynamique des coliformes. La synthèse des principaux résultats démontrent que les concentrations de coliformes dans différents sous-bassins versants se révèlent influencées par l’intensité de pluie. La recherche a également permis de conclure que les meilleures performances en calage sont obtenues au niveau de l'optimisation multi-objective. Les résultats de ces travaux ouvrent des perspectives encourageantes sur le plan opérationnel en fournissant une compréhension globale de la dynamique de la contamination microbienne des eaux de surface. / Abstract : The aim of this study was to predict water faecal contamination from a bayesian probabilistic model, on a watershed scale in a farming area and on a factual scale. This project aims to better understand the influence of hydrological, environmental and temporal factors involved in the explanation of microbial contamination episodes of recreational waters. First, a bayesian probabilistic model: Weight of Evidence was developed to identify and map the probability of water levels to be contaminated by agricultural effluents, on the basis of spectrals data and geomorphologic variables. By this method, we were able to calculate weighted relationships between concentrations of Escherichia coli and distribution of key agronomic, pedologic and climatic parameters that influence the spread of these microorganisms. The results showed that the Bayesian model that was developed can be used as a prediction of microbial contamination of recreational waters. This model, with a success rate of 71%, highlighted the significant role played by the rain, which is the main cause of pollution transport. Secondly, the Bayesian probabilistic model has been the subject of a sensitivity analysis related to spatial parameters, using Sobol indications. This allowed (1) quantification of uncertainties on soil variables, land use and distance and (2) the spread of these uncertainties in the probabilistic model that is to say, the calculation of induced error in the output by the uncertainties of spatial inputs. Lastly, simulation sensitivity analysis to the various sources of uncertainty was performed to assess the contribution of each factor on the overall uncertainty taking into account their interactions. It appears that of all the scenarios, the uncertainty of the microbial contamination is directly dependent on the variability of clay soils. Sobol prime indications analysis showed that among the most likely to influence the microbial factors, the area of farmland is the first important factor in assessing the coliforms. Importance must be given on this parameter in the context of preparation for microbial contamination. Then, the second most important variable is the urban area with sensitivity shares of approximately 30%. Furthermore, estimates of the total indications are better than those of the first order, which means that the impact of parametric interaction is clearly significant for the modeling of microbial contamination. Thirdly, we propose to implement a temporal variability model of microbiological contamination on the watershed of Lake Massawippi, based on the AVSWAT model. This is a model that couples the temporal and spatial components that characterize the dynamics of coliforms. The synthesis of the main results shows that concentrations of Escherichia coli in different sub-watersheds are influenced by rain intensity. Research also concluded that best performance is obtained by multi-objective optimization. The results of these studies show the prospective of operationally providing a comprehensive understanding of the dynamics of microbial contamination of surface water.

Este trabalho faz parte do projeto Biota/FAPESP, Métodos de Inventário da Biodiversidade de Espécies Arbóreas, e analisou a diferença na estrutura florística entre as áreas estudadas. Na Estação Ecológica de Assis, SP, área de Cerradão, foram amostradas 102 espécies, 72 gêneros e 43 famílias; 67% das espécies foram exclusivas desta fitofisionomia. Na Floresta Estacional Semidecidual da Estação Ecológica dos Caetetus, município de Gália-SP, foram amostradas 208 espécies, 138 gêneros e 49 famílias; sendo 65% das espécies exclusivas. Na Floresta Ombrófila Densa do Parque Estadual de Carlos Botelho, município de São Miguel Arcanjo-SP, foram encontradas 410 espécies, pertencentes a 152 gêneros e 64 famílias; 84% das espécies exclusivas desta fitofisionomia. A Floresta Estacional apresentou maior similaridade com a Floresta Ombrófila do que com o Cerradão. Apesar de apresentar maior número de espécies, a Floresta Ombrófila Densa apresenta concentração de espécies nas famílias Myrtaceae e Lauraceae. Em outra análise foram calculados os índices de distinção taxonômica nas 5 grades amostrais para os métodos de amostragem testados. O método de Bitterlich apresentou tendência nos índices de diversidade e distinção taxonômica, conforme a diversidade taxonômica do sub-bosque. Esses índices apresentaram média independente e variância decrescente com o aumento da amostra. Os índices de distinção taxonômica média e variância da distinção taxonômica média também apresentaram variância decrescente. Porém, a estabilização da média ocorreu com amostras de maior tamanho, principalmente para as parcelas de área fixa na Estação Ecológica dos Caetetus. Na Floresta Ombrófila Densa, a distinção taxonômica média foi menor e a variância da distinção taxonômica média foi maior, devido a alta concentração de espécies de Myrtales e Laurales nesta fitofisionomia. / This research is part of the project Biota / FAPESP, \"Tree Species Biodiversity Inventory Methods, and analised floristic structural differences among three areas. In Assis Ecological Station, Forest Savanna area were sampled 102 species, 72 genus and 43 families, 67% of this species were exclusive of this phytophisiognomy. Semideciduous seasonal forest in the Caetetus Ecological Station, 208 species were sampled, 138 genus and 49 families, with 65% of exclusive species. Rain Forest in the Carlos Botelho State Park, were found 410 species, belonging to 152 genus and 64 families, 84% of exclusive species. The seasonal forest showed greater similarity to the rain forest than the Savanna. In spite of the greater number of species, the Rain Forest presents concentration of species in the Myrtaceae and Lauraceae families. In another analysis were calculated the taxonomic indices in tree species data provided by sampling methods tested in five sampling grids. The Bitterlich sampling method was tendecious in estimates the taxonomic diversity and taxonomic distinctness indices because the taxonomic diversity in the understory. These indices showed average independent and variance decreasing with increasing sample. The average taxonomic distinctness and variation in taxonomic distinctness also showed decreased, but the stabilization of the average occurred with samples of greater size, mainly for fixed area plots at Caetetus Ecological Station. In the Rain Forest the average taxonomic distinctness was lower and the variation of taxonomic distinctness was higher due to high concentration of species of Myrtales and Laurales in this phytophisiognomy.

Le bruit, en particulier celui dû au trafic routier, est cité par de nombreuses études comme une source de préoccupation sociétale majeure. Jusqu'à présent les réponses des pouvoirs publics ne se basent que sur une quantification énergétique de l'exposition sonore, souvent via la mesure ou l'estimation du LA ou du Lden, et des prises de décisions relatives à la diminution du niveau sonore. Or des études psychoacoustiques ont montré que le niveau sonore n'expliquait qu'une faible part de la gêne sonore ressentie. Il est donc intéressant d'avoir plus d'information sur la source de bruit et de ne pas la réduire à un simple niveau sonore. Dans cette thèse, nous proposons de concevoir un outil permettant d'estimer la gêne sonore associée à chaque véhicule du trafic routier via l'utilisation de son signal audio et de modèles de gêne sonore. Pour ce faire, le signal audio du véhicule est isolé de l'ensemble du trafic routier urbain grâce à l'utilisation de méthodes inverses et de grands réseaux de microphones ainsi que du traitement d'images pour obtenir sa trajectoire. Grâce à la connaissance de la trajectoire ainsi que du signal, le véhicule est classifié par une méthode de machine learning suivant la taxonomie de Morel et al. Une fois sa catégorie obtenue, la gêne spécifique du véhicule est estimée grâce à un modèle de gêne sonore utilisant des indices psychoacoustiques et énergétiques. Cela permet l'estimation des gênes sonores spécifiques à chaque véhicule au sein du trafic routier. L'application de cette méthode est faite lors d'une journée de mesure sur une grande artère parisienne. / Noise, especially road traffic noise, is cited by many studies as a source of major societal concern. So far, public responses are based only on energy quantification of sound exposure, often by measuring or estimating LA or Lden, and sound-level reduction related decision are taken. Nevertheless, psychoacoustic studies have shown that the sound level explains only a small part of the perceived noise annoyance. It is interesting to have more information about the source of noise and not to reduce the information to its sound level. In this thesis a tool is proposed for estimating the noise annoyance induced by each road vehicle using its audio signal and noise annoyance models. To do so, the audio signal of the vehicle is isolated by using inverse methods, large microphones arrays and image processing to obtain its trajectory. The knowledge of the trajectory and of the signal allows the vehicle to be classified by a machine learning method according to Morel et al. taxonomy. Once its category obtained, the specific annoyance of the vehicle is estimated thanks to a noise annoyance model using psychoacoustic and energetic indices. This allows the estimation of specific noise annoyance for each vehicle within the road traffic. The application of this method is made during a measurement day on a large Parisian artery.

Le développement et l'utilisation de modèles intégrés transport-urbanisme sont devenus une norme pour représenter les interactions entre l'usage des sols et le transport de biens et d'individus sur un territoire. Ces modèles sont souvent utilisés comme outils d'aide à la décision pour des politiques de planification urbaine.Les modèles transport-urbanisme, et plus généralement les modèles mathématiques, sont pour la majorité conçus à partir de codes numériques complexes. Ces codes impliquent très souvent des paramètres dont l'incertitude est peu connue et peut potentiellement avoir un impact important sur les variables de sortie du modèle.Les méthodes d'analyse de sensibilité globales sont des outils performants permettant d'étudier l'influence des paramètres d'un modèle sur ses sorties. En particulier, les méthodes basées sur le calcul des indices de sensibilité de Sobol' fournissent la possibilité de quantifier l'influence de chaque paramètre mais également d'identifier l'existence d'interactions entre ces paramètres.Dans cette thèse, nous privilégions la méthode dite à base de plans d'expériences répliqués encore appelée méthode répliquée. Cette méthode a l'avantage de ne requérir qu'un nombre relativement faible d'évaluations du modèle pour calculer les indices de Sobol' d'ordre un et deux.Cette thèse se focalise sur des extensions de la méthode répliquée pour faire face à des contraintes issues de notre application sur le modèle transport-urbanisme Tranus, comme la présence de corrélation entre paramètres et la prise en compte de sorties multivariées.Nos travaux proposent également une approche récursive pour l'estimation séquentielle des indices de Sobol'. L'approche récursive repose à la fois sur la construction itérative d'hypercubes latins et de tableaux orthogonaux stratifiés et sur la définition d'un nouveau critère d'arrêt. Cette approche offre une meilleure précision sur l'estimation des indices tout en permettant de recycler des premiers jeux d'évaluations du modèle. Nous proposons aussi de combiner une telle approche avec un échantillonnage quasi-Monte Carlo.Nous présentons également une application de nos contributions pour le calage du modèle de transport-urbanisme Tranus. / Land Use and Transportation Integrated (LUTI) models have become a norm for representing the interactions between land use and the transportation of goods and people in a territory. These models are mainly used to evaluate alternative planning scenarios, simulating their impact on land cover and travel demand.LUTI models and other mathematical models used in various fields are most of the time based on complex computer codes. These codes often involve poorly-known inputs whose uncertainty can have significant effects on the model outputs.Global sensitivity analysis methods are useful tools to study the influence of the model inputs on its outputs. Among the large number of available approaches, the variance based method introduced by Sobol' allows to calculate sensitivity indices called Sobol' indices. These indices quantify the influence of each model input on the outputs and can detect existing interactions between inputs.In this framework, we favor a particular method based on replicated designs of experiments called replication method. This method appears to be the most suitable for our application and is advantageous as it requires a relatively small number of model evaluations to estimate first-order or second-order Sobol' indices.This thesis focuses on extensions of the replication method to face constraints arising in our application on the LUTI model Tranus, such as the presence of dependency among the model inputs, as far as multivariate outputs.Aside from that, we propose a recursive approach to sequentially estimate Sobol' indices. The recursive approach is based on the iterative construction of stratified designs, latin hypercubes and orthogonal arrays, and on the definition of a new stopping criterion. With this approach, more accurate Sobol' estimates are obtained while recycling previous sets of model evaluations. We also propose to combine such an approach with quasi-Monte Carlo sampling.An application of our contributions on the LUTI model Tranus is presented.

<p>This study deals with one of the efficient market hypothesis’ anomaly. The research aims at proving the</p><p>existence of a size anomaly by answering the question: can you outperform the market by investing in</p><p>small and mid caps? It is in fact a questioning of the well-know efficient market hypothesis (EMH). We</p><p>investigate the size effect in the situation of a passive strategy with different indices (Russell Indices and</p><p>S&P Indices) from 1995 to 2005.</p><p>The introduction gives to the reader the background he needs to understand the methodology and the</p><p>approach of the issue by the authors. Key concepts are defined such as EMH, passive strategy.</p><p>The second part exposes the methodology the authors choose and the methodology of exploited indices.</p><p>The research consist on measuring the risk adjusting excess returns by comparing the market index</p><p>return (S&P 500 or Russell 3000) and the Small and Mid Caps indices (S&P Small Cap 600, S&P Mid</p><p>Cap 400, Russell Mid Cap and Russell 2000) over the period. Indeed the methodology of indices is</p><p>exposing in details to understand in which extent the study can be influence by the construction of</p><p>indices.</p><p>Then in part 3 the authors describe theories that are possible explanations for the size effect. Then it is</p><p>understandable that the size anomaly is the result of a set of factors that generate abnormal returns.</p><p>These theories help the authors to come up with a model that gives an overview of the research.</p><p>After having explained their research method and reveal their empirical findings. The authors</p><p>demonstrate that excess returns can be earned by investing in small and mid caps indices even after</p><p>controlling for risk. The risk adjusting excess returns their findings can potentially be explained by the</p><p>other factors depicted in the theoretical part. E/P ratios, Trading Costs, January effect, Overreaction are</p><p>possible reasons to explain the size anomaly. They also find an instability and/or reversal of the size</p><p>effect consistent with one of the theories. However the authors find data with non statistic significance,</p><p>so I accept the null hypothesis that the excess returns of small and mid caps indices are equal to zero.</p><p>The paper ends with a discussion about the limitations of the study and possible further researches. The</p><p>authors conclude that even if the existence of a size effect is obvious for some years and horizons of</p><p>investment, the passive strategy appears to be an unsuited method to take advantage of the small effect</p><p>since the results reject the null hypothesis. The authors clarify the fact that before investing in small and</p><p>mid caps, one has to be aware of all the factors that can influence his investment (beside risk) because</p><p>the size effect is a set of factors.</p><p>Key words: Efficient Market Hypothesis, Abnormal returns, Size effect (anomaly), Passive strategy,</p><p>Market Index, S&P indices, Russell indices</p>

This study deals with one of the efficient market hypothesis’ anomaly. The research aims at proving the existence of a size anomaly by answering the question: can you outperform the market by investing in small and mid caps? It is in fact a questioning of the well-know efficient market hypothesis (EMH). We investigate the size effect in the situation of a passive strategy with different indices (Russell Indices and S&amp;P Indices) from 1995 to 2005. The introduction gives to the reader the background he needs to understand the methodology and the approach of the issue by the authors. Key concepts are defined such as EMH, passive strategy. The second part exposes the methodology the authors choose and the methodology of exploited indices. The research consist on measuring the risk adjusting excess returns by comparing the market index return (S&amp;P 500 or Russell 3000) and the Small and Mid Caps indices (S&amp;P Small Cap 600, S&amp;P Mid Cap 400, Russell Mid Cap and Russell 2000) over the period. Indeed the methodology of indices is exposing in details to understand in which extent the study can be influence by the construction of indices. Then in part 3 the authors describe theories that are possible explanations for the size effect. Then it is understandable that the size anomaly is the result of a set of factors that generate abnormal returns. These theories help the authors to come up with a model that gives an overview of the research. After having explained their research method and reveal their empirical findings. The authors demonstrate that excess returns can be earned by investing in small and mid caps indices even after controlling for risk. The risk adjusting excess returns their findings can potentially be explained by the other factors depicted in the theoretical part. E/P ratios, Trading Costs, January effect, Overreaction are possible reasons to explain the size anomaly. They also find an instability and/or reversal of the size effect consistent with one of the theories. However the authors find data with non statistic significance, so I accept the null hypothesis that the excess returns of small and mid caps indices are equal to zero. The paper ends with a discussion about the limitations of the study and possible further researches. The authors conclude that even if the existence of a size effect is obvious for some years and horizons of investment, the passive strategy appears to be an unsuited method to take advantage of the small effect since the results reject the null hypothesis. The authors clarify the fact that before investing in small and mid caps, one has to be aware of all the factors that can influence his investment (beside risk) because the size effect is a set of factors. Key words: Efficient Market Hypothesis, Abnormal returns, Size effect (anomaly), Passive strategy, Market Index, S&amp;P indices, Russell indices