[pt] Desde de 1970, quando Box e Jenkins introduziram os modelos ARMA para análise e previsão de séries temporais, muitos estudos foram desenvolvidos buscando encontrar um método mais eficiente de identificação de tais modelos. Tal fato se deu porque o método por Box e Jenkins, baseado na função de auto-correlação parcial (FACP) não são eficientes quando os modelos apresentam componentes auto- regressivas (AR) e médias móveis (MA). Estudos comparativos realizados anteriormente mostraram que dentre os métodos de identificação já desenvolvidos, o que se mostrou mais eficiente foi o baseado na função de auto-correlação extendida (FACE) de TIAO e TSAY (1992) Recentemente, Kuldeep Kumar introduziu na literatura um método de identificação baseado na teoria de aproximação de Padé. O objetivo deste trabalho é comparar o método da FACE com o método baseado na teoria de aproximação de Padé. / [en] Since 1970, when Box and Jenkins first introduced the ARMA models to analysis and predict of time series data, a lot of studies have been developed to find an efficient identification method for such models. This was due the fact that the identification method proposed by Box and Jenkins, based on Auto-correlation Function (ACF) and Partial Auto-correlation Function (PACF), are inefficient when the models have auto regressive - AR- and moving average - MA- components. Comparative studies undertaken, have shown that, among the identification methods already developed, the method based on the Extended Auto-correlation Fuction of Tiao and Tsay (1982) is the most efficient. More recently, however, Kuldeep Kumar has introduced in the literature an identification method based on the theory of Padé aproximation. The objective of this paper is to compare the Extended Auto-correlation Function method with the method based on the Theory of Padé approximation.

[pt] O objetivo principal deste trabalho é discutir a implementação de um algoritmo recursivo para a estimação da Função de Auto-Correlação Extendida (FACE) para séries univariadas e da Função de Correlação Cruzada Extendida (FCCE) para vetores de séries temporais. Um programa de computador, escrito na Linguagem PL/I foi desenvolvido, utilizando o algoritmo recursivo mencionado para o cálculo somente da FACE. A utilização deste procedimento permitiu um aumento nas dimensões da matriz FACE e, como conseqüência, a identificação de modelos sazonais via FACE. / [en] In this work we discuss the implementation of a recursive procedure for the estimation of the Extended Sample Autocorrelation Function (FACE) for univariate time series, and the Extended Sample Cross-Correlation Function (FCCE) for multivariate time series. A computer program written in PL/I was developed using the procedure above mentioned for the univariate case only. The use of this procedure allows high dimensions for the required FACE matrix, as a consequence, the identification of seasonal series via FACE is included as particular case.

Begreppet Continuous Integration (CI) är idag centralt för många företag i deras produktutveckling. Kraven dessa företag ställer på denna programvara skiljer sig, beroende på vad de använder den till och hur deras miljö ser ut. Jenkins är en programvara som används för CI, det är öppen källkod och har ett brett stöd för pluginer. Det finns ett stort urval av pluginer redan idag, men det är inte säkert att specifika önskemål från företag uppfylls av dessa. Därför är det intressant att på ett snabbt sätt ta fram specifika pluginer för dessa företag. Vi har i denna rapport utrett möjligheterna att utveckla pluginer till Jenkins i Ruby. Det senaste året har utveckling av pluginer i Ruby vuxit fram för Jenkins. Ramverket är fortfarande i ett tidigt stadium, men är utformat för att kunna falla tillbaka på det programmeringsspråk som Jenkins är skrivet i; Java. Det är på så sätt fullt möjligt att nu skriva pluginer i Ruby. Ruby är ett expressivt språk som är lätt att ta till sig, och den komplexitet som följer pluginutveckling i Java är till stor del gömd i Rubys ramverk. Vår slutsats är att Ruby är tillräckligt moget för att användas till pluginutveckling för Jenkins. Examensarbetet är uppdelat i två delar: en utvärdering av ramverken och deras verktyg för Ruby och Java, och en utvecklingsfas där vi fastställer vår analys. Den Rubyplugin som utvecklats kan ses som ett ‘proof-of-concept’, denna kan även användas som en slags mall vid framtida pluginutveckling vid Autoliv. / The concept Continuous Integration (CI) is vital to many companies today in their product development. These companies may have specific demands on their CI-software, depending on how they are using it and what their development environment looks like. Jenkins is a software that is used for CI, it is open source and it has a wide support for plugins. There is a great selection of plugins available today, but it is not certain these plugins satisfy the specific requirements. It is therefore interesting to, in a quick way, develop plugins that meet these conditions. In this report, we have evaluated the possibility to develop plugins for Jenkins in Ruby. In the last year or so, plugin development in Ruby has been growing to become a viable option. The framework is still at a very early stage, but it is constructed in such a way so that one can always fall back on the language Jenkins was made in;; Java. Because of this it’s definitely possible to write plugins in Ruby. Ruby is an expressive language and it is easy to learn, the complexity that comes with writing plugins in Java for Jenkins is largely hidden in the Ruby framework. Our conclusion is that Ruby is ready to be used for plugin development for Jenkins. This thesis is divided into two parts, an evaluation of the frameworks and the tools for Java and Ruby, and a development phase where we concrete our analysis. The Ruby plugin that is developed in this thesis can be seen as proof-of-concept, it can also be used as a kind of template for future plugin development at Autoliv.

Made available in DSpace on 2014-07-29T14:49:09Z (GMT). No. of bitstreams: 1 Regina Machado de Souza.pdf: 2267991 bytes, checksum: 8d027b752f21409f678aeb40c2f660a8 (MD5) Previous issue date: 2010-08-17 / This word aimeded to develop a friendly computational tool that, given the expectation of the producer in relation to soybean prices at a future date, help them decide whether or not it‟s worth waiting to sell their produce at that future date or sell in the current date. This work relied mainly with the System Dynamics methodology for model building and testing of Box-Jenkins to obtain the price expectations. The model also allows deriving the likely minimum price to be received by the producer in order to justify its decision to postpone its sale. We found no empirical evidence capable of sustaining the existence of a priori a better time to sell soybeans. / Este trabalho desenvolveu um instrumento computacional amigável que pudesse, dada a expectativa do produtor em relação ao preço da soja em uma data futura, auxiliá-lo a decidir se vale a pena ou não esperar para vender sua produção naquela data futura ou vendê-la na data atual. Para tanto, contou principalmente com a metodologia System Dynamics para construção do modelo e a análise de Box-Jenkins para obtenção das expectativas de preços. O modelo desenvolvido, também, permite auferir o provável preço mínimo a ser recebido pelo produtor, a fim de que possa justificar sua decisão em postergar sua venda. Não foram encontradas evidências empíricas capazes de sustentar a existência a priori de uma melhor data para se vender a soja.

Thesis (M.Statistics) North-West University, Mafikeng Campus, 2010

La presente investigación trata sobre la creación y aplicación de una Metodología para solucionar problemas resolubles de manera determinista mediante técnicas sencillas y en un tiempo razonable, como puede ser, por ejemplo la resolución de ecuaciones lineales, la realización de pronósticos basados en la ecuación de la línea, pudiendo acortar el tiempo de resolución, más o menos largo, de una manera aceptable Se presenta una nueva metodología, que utiliza la clase Box-Jenkins, para la predicción de la demanda de llamadas, que efectúan los clientes a los centros de llamadas más conocidos como call-center. Se registró, en el trabajo de campo, los aportes y los modelos de solución de diversos autores: orientación del asesor, aporte de investigadores de la UNMSM, investigaciones desarrolladas en diversas organizaciones y las propuestas del autor. El propósito de la Tesis es generar un modelo de consenso con mayor eficiencia que las alternativas existentes y aplicar este modelo en la realidad administrativa. El estudio concluye que la propuesta metodológica para rediseñar procesos de atención al cliente, dentro del contexto de los modelos empresariales, empleando herramientas de serie de tiempos funciona de manera eficiente y reporta excelentes resultados en su aplicación, lo que ha de redundar en la mejora de la eficiencia y competitividad derivado de un uso racional de un recurso escaso clave, el humano. / --- This research is about creating and implementing a methodology to solve problems deterministically solvable through simple techniques and a reasonable time, as can be, for example, solving linear equations, the performance of forecasts based on the equation of the online and can shorten the resolution time, more or less long, in a manner acceptable We present a new methodology, which uses the Box-Jenkins class, for prediction of demand for calls, which make customers call centers known as call-center. Was recorded in the field, contributions and solution models from various authors: guidance counselor, contribution of researchers from San Marcos University, research conducted in various organizations and the author's proposals. The purpose of this thesis is to generate a consensus model more efficiently than existing alternatives and apply this model in the administrative reality. The study concludes that the proposed methodology to redesign customer processes within the context of business models, using time series tools works efficiently and provides excellent results in their application, which would be in improving efficiency and competitiveness from a rational use of a scarce resource key, the human.

Master of Music / Department of Music / Gary C. Mortenson / This Master’s report contains biographical, historical, and theoretical analysis as well as stylistic and technical considerations for the four works performed for the author’s Master’s recital on April 29th, 2009. The works are Handel’s aria “Let the Bright Seraphim” from Samson, Franz Joseph Haydn’s Concerto for Trumpet in E Flat Major, Karl Jenkins’ Salm o Dewi Sant, and Erik Morales’ Concerto for Trumpet in C and Piano.

by Lawrence Chi-Ho Lee. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1998. / Includes bibliographical references (leaves 91-97). / Abstract also in Chinese. / Chapter Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- The Importance of Forecasting --- p.1 / Chapter 1.2 --- Objective --- p.3 / Chapter Chapter 2 --- Holt-Winters Forecasting Procedure --- p.6 / Chapter 2.1 --- Exponential Smoothing and Holt-Winters Method --- p.6 / Chapter 2.2 --- Relationships Between Holt-Winters models and ARIMA Models --- p.13 / Chapter 2.2.1 --- A Steady Model --- p.14 / Chapter 2.2.2 --- A Growth Model --- p.15 / Chapter 2.2.3 --- The Three-Parameter Holt-Winters Model --- p.18 / Chapter 2.3 --- Some Practical Issues --- p.19 / Chapter 2.3.1 --- Normalizing the Seasonal Factors --- p.20 / Chapter 2.3.2 --- Choosing Starting Values --- p.20 / Chapter 2.3.3 --- Choosing the Smoothing Parameters --- p.22 / Chapter Chapter 3 --- Methods of Constructing Simultaneous Prediction Intervals --- p.24 / Chapter 3.1 --- Three Approximation Procedures --- p.25 / Chapter 3.1.1 --- Bonferroni-type Inequality --- p.26 / Chapter 3.1.2 --- Product-type Inequality --- p.28 / Chapter 3.1.3 --- Chi-square-type Inequality --- p.30 / Chapter 3.2 --- The 'Exact' Procedure --- p.31 / Chapter 3.3 --- Summary --- p.32 / Chapter Chapter 4 --- An Illustrative Example --- p.33 / Table 4.1 - 4.7 --- p.47 / Figure 4.1 - 4.5 --- p.55 / Chapter Chapter 5 --- Simulation Study --- p.60 / Chapter 5.1 --- Holt-Winters Forecasting Procedure for Optimal Model --- p.60 / Chapter 5.2 --- Holt-Winters Forecasting Procedure for Some Non-optimal Models --- p.66 / Chapter 5.3 --- A Comparison of Box-Jenkins Method and Holt-Winters Forecasting Procedure --- p.68 / Chapter 5.4 --- Conclusion --- p.74 / Table 5.1-5.10 --- p.75 / Chapter Chapter 6 --- Further Research --- p.82 / APPENDIXES --- p.87 / REFERENCES --- p.91

Composer Joseph Willcox Jenkins (b. 1928), longtime professor at Duquesne University in Pittsburgh, Pennsylania (since 1961) and the first arranger for the United States Army Chorus (1956-1959), has composed and arranged a prolific amount of choral music, much of which has remained unpublished. After presenting a brief biography of Jenkins, this essay examines a sample of seven of his choral works, with analyses and scores of each. Catalogs of the choral compositions to which he assigned opus numbers and his U.S. Army Chorus arrangements follow, along with a classified list of remaining choral works and arrangements. The document concludes with the transcription of a conversation between Jenkins and the author about his career and music. It is hoped that this resource for choral musicians will encourage a more widespread knowledge of Jenkins’ choral music, providing increased possibilities for performance and further study.

Durability tests are important to ensure the safety and reliability of a ground vehicle and involve frequently driving a vehicle through a series of events that simulate different road conditions or obstacles encountered during actual driving. Since durability tests are costly in-terms of time and money, accelerated durability lab tests can be used to spot failures before actual road tests. Signals of different events of the actual durability road tests generate three continuous time series data, that can be used to conduct accelerated durability lab tests. The actual analysis of these time series is very challenging because they are (i) of high frequency (ii) very noisy and (iii) inconsistent. The purpose of this study was to identify the patterns of signals from the noisy and inconsistent time series data collected from the field tests. The Box-Jenkins methodology was used to identify models corresponding to different events. Due to complex structures of the real data, ARMA modelling was considered after testing stationarity of the given time series. While the time series data in vertical direction was used to identify the first three events, the time series in vertical, longitudinal and lateral directions were used to identify other four events.