V této diplomové práci se zaměřujeme na vytvoření plně automatizovaného algoritmu pro předpovědi finančních řad, který se snaží využít kombinační proceduru na dvou úrovních mezi dvěma rodinami předpovědních modelů, Box-Jenkins a Exponenciální stavové modely, které jsou schopny modelovat jak homoskedastické tak heteroskedastické časové řady. Pro tento účel jsme navrhli selekční proceduru v prostředí MATLAB pro modely ARIMA. Výsledný kombinovaný model je pak aplikován několik finančních časových řad a jeho výkonost je diskutována.

Orientador: Anna Diva Plasencia Lotufo / Coorientador: Mara Lúcia Martins Lopes / Banca: Francisco Villarreal Alvarado / Banca: Luciana Cambraia Leite / Resumo: Atualmente os sistemas elétricos de potência crescem em tamanho e complexidade e se faz necessário criar alternativas para minimizar o custo total de geração e operação. A previsão de cargas é uma tarefa importante para o planejamento e operação dos sistemas elétricos, pois dela dependem outras tarefas como despacho econômico, fluxo de potência, análise de estabilidade, entre outras. Para tanto esta tarefa deve ser precisa para que o sistema opere de forma segura e confiável. A precisão da previsão é de grande importância já que é através dela que é estabelecida quando e quanto de capacidade de geração e transmissão deve-se dispor para atender a carga prevista sem interrupções no fornecimento. O objetivo deste trabalho é desenvolver um modelo híbrido utilizando os modelos ARIMA de Box & Jenkins e Redes Neurais Artificiais com treinamento realizado pelo algoritmo de Levenberg-Marquartd. Este modelo será utilizado com a finalidade de melhorar a precisão dos resultados com relação à previsão de cargas elétricas a curto prazo. Os resultados obtidos através da metodologia proposta, modelo híbrido de regressão com redes neurais artificiais, foram comparados com demais trabalhos da literatura. É importante destacar que os resultados utilizados na comparação usam o mesmo banco de dados históricos (demanda de carga elétrica) de uma companhia do setor elétrico brasileiro, bem como o mesmo período de janelamento / Abstract: Nowadays the electric power systems are increasing and becoming complexes and therefore it is necessary to provide alternatives to minimize the generation and operation costs. Load forecasting is a very important task for planning and operation of electric power systems of which other tasks are dependent, as for example, economic dispatch, power flow, and stability analysis, among others. Therefore, this task (load forecasting) must be precise for a secure and reliable operation of the power system. Forecasting precision is very important to set when and how much generation and transmission capacity is necessary to attend the load without interruptions. The objective of this work is to develop a hybrid model using ARIMA of Box & Jenkins and Neural Networks trained by Levenberg-Marquardt algorithm. This model is used aiming to improve the precision of the short term electrical load forecasting. The results obtained were compared with others available on the literature. It is emphasized that the data used is the same (from a Brazilian electric company) as well as the window period / Mestre

Syftet med denna uppsats är att undersöka hur berättarteknik i tv-spel skulle kunna undervisas om på gymnasienivå. Hur teoretiserar vi det mediespecifikt narrativa i tv-spel, det vill säga hur spelmekaniken i sig förmedlar en narrativ upplevelse, och hur kan denna teoretisering i sin tur anpassas för undervisning? För detta ändamål analyseras här tv-spelet Portal med hjälp av den teori om tv-spelsnarrativ som Henry Jenkins lägger fram i ”Game Design as Narrative Architecture” (2004), där han särskiljer fyra sätt som tv-spel förmedlar berättelser genom sin spatiala design: suggestiva rum, utagerade berättelser, inlemmat narrativ, framväxande narrativ. Analysen finner att berättandet i Portal främst uppvisar drag av kategorierna utagerade berättelser, inlemmat narrativ och suggestiva rum och i diskussionen framkommer det att nackdelen med Jenkins teori är att dessa tre kategorier egentligen borde anses vara varianter av samma kategori, utagerade berättelser, fast med olika betoning. I den didaktiska diskussionen framkommer det avslutningsvis att ett sätt att undvika denna begreppsförvirring och därtill anpassa teorin för gymnasieundervisning i svenskämnet är att ersätta detta begreppspar med hård och mjuk karaktärisering, där hård karaktärisering innebär att spelarkaraktären definieras tydligt i förväg och mjuk karaktärisering innebär att spelaren själv inbjuds att definiera spelarkaraktären.

Submitted by Simone Jager (si_jager@hotmail.com) on 2014-02-10T15:30:57Z No. of bitstreams: 1 Simone Jager 2014.pdf: 764649 bytes, checksum: 100e29a7572ff1d6c57a770ace28e1bf (MD5) / Approved for entry into archive by Vitor Souza (vitor.souza@fgv.br) on 2014-02-24T21:08:40Z (GMT) No. of bitstreams: 1 Simone Jager 2014.pdf: 764649 bytes, checksum: 100e29a7572ff1d6c57a770ace28e1bf (MD5) / Made available in DSpace on 2014-05-20T13:15:26Z (GMT). No. of bitstreams: 1 Simone Jager 2014.pdf: 764649 bytes, checksum: 100e29a7572ff1d6c57a770ace28e1bf (MD5) Previous issue date: 2014-01-23 / This paper compares time series models to forecast short-term Brazilian inflation measured by Consumer Price Index (IPCA). Were considered SARIMA Box-Jenkins models and structural models in state space, as estimated by the Kalman filter. For estimation of the models, the series of IPCA monthly basis from March 2003 to March 2012 was used. The SARIMA models were estimated in EVIEWS and structural models in STAMP. For the validation of the models out of sample forecasts were considered one step ahead for the period April 2012 to March 2013, based on the main criteria for assessing predictive ability proposed in the literature. The conclusion of the study is that, although the structural model allows, to decompose the series into components with direct interpretation and study them separately, while incorporating explanatory variables in a simple way, the performance of the SARIMA model to predict Brazilian inflation was higher in the period and horizon considered. Another important positive aspect is that the implementation of a SARIMA model is ready, and predictions from it are obtained in a simple and direct way. / Este trabalho compara modelos de séries temporais para a projeção de curto prazo da inflação brasileira, medida pelo Índice de Preços ao Consumidor Amplo (IPCA). Foram considerados modelos SARIMA de Box e Jenkins e modelos estruturais em espaço de estados, estimados pelo filtro de Kalman. Para a estimação dos modelos, foi utilizada a série do IPCA na base mensal, de março de 2003 a março de 2012. Os modelos SARIMA foram estimados no EVIEWS e os modelos estruturais no STAMP. Para a validação dos modelos para fora da amostra, foram consideradas as previsões 1 passo à frente para o período de abril de 2012 a março de 2013, tomando como base os principais critérios de avaliação de capacidade preditiva propostos na literatura. A conclusão do trabalho é que, embora o modelo estrutural permita, decompor a série em componentes com interpretação direta e estudá-las separadamente, além de incorporar variáveis explicativas de forma simples, o desempenho do modelo SARIMA para prever a inflação brasileira foi superior, no período e horizonte considerados. Outro importante aspecto positivo é que a implementação de um modelo SARIMA é imediata, e previsões a partir dele são obtidas de forma simples e direta.

The euphonium has been an integral part of wind bands and brass bands for more than a century. During this time the instrument has grown in stature in both types of band, as an ensemble member and a solo instrument. Until recently, however, the instrument has been underrepresented in orchestral literature, although a growing number of composers are beginning to appreciate the characteristics of the instrument. The purpose of this research is to explore the perceived rise of the euphonium in an orchestral environment through analyzing the significance of the role it plays within Lorin Maazel's Music for Flute with Tenor Tuba Obbligato (1995) and Karl Jenkins' Cantata Memoria (2005); specifically, how the euphonium contributes to the orchestral scores in relation to its capabilities as an instrumental voice.

Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal.

SKAM (”Shame”) is a Norwegian WebTV-series which portrays several youths during their time in high school. Each season addresses a new main character whom treats or is subjected to the feeling of shame. The WebTV-series is unique in its way of not being shown on the traditional television. Instead the series is shown on the digital play-service NRK and SKAM’s own blog. SKAM is transmedia in its way of using social platforms to expand and give new perspectives and stories to the fictional world. For example, the characters obtain authentic Instagram profiles where the viewers can to comment, like or follow the characters. The aim of this study was thus to explore what kind of relationship between fans establish with the fictional characters of SKAM when using transmedia storytelling and why they interact with the phenomenon’s social platforms. The paper also examines in which way SKAM is using transmedia storytelling. The paper is restricted to the platform Instagram and an audience segment called “fans”. This due to the time restriction for the paper to dictated as well as “fans” being the most exploited to extend a fictional world in form of social and cultural activities. The scientific questions attempt to be answered by interviewing a focus group along with carrying out a semiotic image analysis. The results showed that the way SKAM was using the transmedia storytelling in a realistic manner which created a similar form of hyperreality in which parasocial relationship and emotional realism could be formed. This due to Instagram being already an integrated platform in the fans lifestyles. The integrated platform along with the similar hyperreality allows the fans to interact or have the illusion to interact with the characters in a manner which portrays them as social friends. Creating a social bond from the fans to the characters. The characters Instagram profiles portrays in a realistic manner with text and pictures. Their problems, emotions and lifestyle creates a solid connotation to the audience. Making the fans laugh, cry and feel with the characters and wanting to engage in their life. The transmedia storytelling lets the fans engage with the character and letting new perspective of their realistic lives being portrayed. Creating parasocial and emotional realism.

This thesis is focused on analysis of the development of gross month wage and in particular on development and examining seasonality. There are also described the institutions and their surveys of wages, such as the Czech Statistical Office, Ministry of Finance and the Ministry of Labor and Social Affairs, which administers the Information System of Average Earnings. The monthly income is compared between regions and between major classes KZAM. The development of time series is modeled by the Box-Jenkins methodology, further charts of seasonal values and seasonal indexes . For comparison the average relative wage growth in regions are used cartograms. The base for these analyses is data obtained from business statistical return systems and structural statistics from the site of the Czech Statistical Office and the Ministry of Labor and Social Affairs.

by Moon-Tong Chan. / Thesis submitted in: December 1997. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1998. / Includes bibliographical references (leaves 123-124). / Abstract also in Chinese. / Chapter Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- The Data Set --- p.8 / Chapter Chapter 2 --- The Box-Jenkins Time Series Models --- p.15 / Chapter 2.1 --- The White-noise Process --- p.16 / Chapter 2.2 --- Stationarity of Time Series --- p.17 / Chapter 2.3 --- Differencing --- p.19 / Chapter 2.4 --- Seasonal ARIMA Models - SARIMA Models --- p.20 / Chapter 2.5 --- Intervention Models --- p.22 / Chapter 2.6 --- The Three Phases of ARMA Procedure --- p.24 / Chapter Chapter 3 --- Seasonal ARMA Models with Several Mean Levels --- p.38 / Chapter 3.1 --- Review of Linear Models --- p.40 / Chapter 3.1.1 --- Method of Weighted Least Squares --- p.41 / Chapter 3.2 --- The Proposed Model --- p.41 / Chapter 3.2.1 --- The Weightings --- p.43 / Chapter 3.2.2 --- Selection of Submodels --- p.45 / Chapter 3.2.3 --- Estimation of Model (3.4) --- p.46 / Chapter 3.3 --- Model Adequacy Checking --- p.55 / Chapter 3.3.1 --- Checking of Independence of Residuals --- p.56 / Chapter 3.3.2 --- Checking of Normality of Residuals --- p.58 / Chapter 3.4 --- Forecasting --- p.62 / Chapter Chapter 4 --- Comparison --- p.77 / Chapter 4.1 --- Similarities and Differences Between the Two Models --- p.78 / Chapter 4.2 --- Model Comparative Criterion --- p.81 / Chapter 4.2.1 --- Model Fitting Comparison --- p.82 / Chapter 4.2.2 --- Model Forecasting Comparison --- p.83 / Chapter 4.3 --- Conclusion --- p.90 / Chapter 4.4 --- Generation of Predicted Hourly Calls --- p.91 / Chapter 4.5 --- Extension --- p.92 / Appendix A --- p.97 / Appendix B --- p.105 / Appendix C --- p.122 / References --- p.123

This thesis examines the first Citizenship School, its location, participants, and success. Johns Islanders, Esau Jenkins, Septima Clark, Myles Horton, Bernice Robinson, and the Highlander Folk School all collaborated to create this school. Why and how this success was reached is the main scope of this manuscript. Emphasis is also placed on the school's impact upon the modern Civil Rights Movement. Primary sources such as personal accounts, manuscripts, and archive collections were examined. Secondary sources were also researched for this manuscript. The conclusion reached from these sources is that faith was the driving force behind the success of the Citizenship School. The schools unlocked the chains of political, social, and economic disenfranchisement for Gullah Islanders and African Americans all over the South, greatly affecting the outcome of the Civil Rights Movement. African Americans, who had once been forced into second-class citizenship, now through faith and the vote, obtained first-class citizenship.