Submitted by Luciana Sebin (lusebin@ufscar.br) on 2016-09-20T12:21:32Z No. of bitstreams: 1 DissRLR.pdf: 4212262 bytes, checksum: f63697a666a8852c76e6c394a0ea7d56 (MD5) / Approved for entry into archive by Marina Freitas (marinapf@ufscar.br) on 2016-09-21T12:44:46Z (GMT) No. of bitstreams: 1 DissRLR.pdf: 4212262 bytes, checksum: f63697a666a8852c76e6c394a0ea7d56 (MD5) / Approved for entry into archive by Marina Freitas (marinapf@ufscar.br) on 2016-09-21T12:44:53Z (GMT) No. of bitstreams: 1 DissRLR.pdf: 4212262 bytes, checksum: f63697a666a8852c76e6c394a0ea7d56 (MD5) / Made available in DSpace on 2016-09-21T12:45:01Z (GMT). No. of bitstreams: 1 DissRLR.pdf: 4212262 bytes, checksum: f63697a666a8852c76e6c394a0ea7d56 (MD5) Previous issue date: 2015-09-04 / Não recebi financiamento / This dissertation project aims at the Teaching of Linear Interpolation logarithmic, with the target group students from High school and their teachers to facilitate the meeting of the logarithms of values without the use of board existing common logarithms or the calculating machines. The concepts, the properties of logarithms and interpolations inserted in activities based on the Didactic Engineering are the brand and the engine of development of this work. The materials handling, visualization of results and activities developed by high school students from public schools ensured the originality of the teaching relationship / learning of mathematics, especially in the Linear Interpolation logarithmic, circumscribing on purpose that objective. / Este projeto de dissertação tem por objetivo o Ensino da Interpolação Linear Logarítmica, tendo como público-alvo estudantes do Ensino médio bem como seus educadores visando facilitar o encontro dos valores de logaritmos sem o uso da tábua de logaritmos decimais existentes nem das máquinas de calcular. Os conceitos, as propriedades dos logaritmos e as interpolações inseridas nas atividades baseadas na Engenharia Didática são a marca e o propulsor do desenvolvimento desta dissertação. A manipulação de materiais, a visualização dos resultados e as atividades desenvolvidas pelos alunos do Ensino Médio da escola pública garantiu a originalidade da relação ensino/aprendizagem da Matemática, em especial na Interpolação Linear Logarítmica, circunscrevendo de forma proposital o referido objetivo.

The first part of this Master’s Thesis deals with the theory of digital signal processing and describes the JUCE library. In this part some basic operations are explained with digital audio signals, such as polarity inversion, delay and linear interpolation of signal samples. The creation of new audio applications using the JUCE library in the C++ programming language is explained too. The next parts of this thesis describe the implemented audio application that allows the user to provide the described basic operations with digital audio signals in real time. For multiple channel audio signals the channels can be processed independently.

A framework for optimization of reinsurance strategy is proposed for an insurance company with several lines of business (LoB), maximizing the Economic Value of purchasing reinsurance. The economic value is defined as the sum of the average ceded loss, the deducted risk premium, and the reduction in the cost of capital. The framework relies on simulated large claims per LoB rather than specific distributions, which gives more degrees of freedom to the insurance company.  Three models are presented, two non non-linear optimization models and a benchmark model. One non-linear optimization model is on individual LoB level and the other one is on company level with additional constraints using space bounded black box algorithms. The benchmark model is a Brute Force method using quantile discretization of potential retention levels, that helps to visualize the optimization surface.  The best results are obtained by a two-stage optimization using a mixture of global and local optimization algorithms. The economic value is maximized by 30% and reinsurance premium is halved if the optimization is made at the company level, by putting more emphasis on reduction in the cost of capital and less to average ceded loss. The results indicate an over-fitting when using VaR as the risk measure, impacting reduction in the cost of capital. As an alternative, Average VaR is recommended being numerically more robust.

[pt] Tendo como objetivo a construção de uma metodologia para a estimação do agregado do Consumo Pessoal para as Contas Nacionais do Brasil, o presente trabalho contém a definição de uma modificação sobre o Estimador de Regressão de Nadaraya-Watson (NWRE), que objetiva o uso de uma rede neural tipo RBF sobre dados provenientes de duas pesquisas dotadas de planos amostrais amplamente diferenciados, quais sejam: POF e PNAD. A partir da aplicação de tal modelo, são obtidos dados e calculados erros estimados, além de outras estatísticas que se mostram úteis na validação das estimativas. / [en] It is the objective of this dissertation to produce a methodological framework to the estimation of the Family Comsumption agregate in the brasilian National Accounts. In order to perform this task, a modification in the Nadaraya-Watson Regression Estimator (NWRE) has been developed, intended to allow the use of an RBF neural network in the context of data originated in two surveys which significantly differ in sample design, which are POF and PNAD. From the application of the developed methodology, groups of data are presented, providing results, estimated errors and other statistics useful for the comprehension and validation of the model. / [es] El objetivo de este trabajo es establecer una metodologia para la estimación del agregado del Consumo familiar para las Cuentas Nacionales del Brasil. Para ello, se define una modificación sobre el Estimador de Regresión de Nadaraya- Watson (NWRE), que tiene como objetivo el uso de una red neural tipo RBF sobre datos provenientes de dos investigaciones dotadas de planos muestrales ampliamente diferenciados: POF y PNAD. A partir de la aplicación de tal modelo, se obtienen los datos y se calculan los erros estimados, además de otras estadísticas útiles en la evaluación de las estimativas.

Prvotním cílem tohoto projektu bylo prostudovat problematiku jazykového modelování pro rozpoznávání řeči a techniky pro získávání textových dat z Webu. Text představuje základní techniky rozpoznávání řeči a detailněji popisuje jazykové modely založené na statistických metodách. Zvláště se práce zabývá kriterii pro vyhodnocení kvality jazykových modelů a systémů pro rozpoznávání řeči. Text dále popisuje modely a techniky dolování dat, zvláště vyhledávání informací. Dále jsou představeny problémy spojené se získávání dat z webu, a v kontrastu s tím je představen vyhledávač Google. Součástí projektu byl návrh a implementace systému pro získávání textu z webu, jehož detailnímu popisu je věnována náležitá pozornost. Nicméně, hlavním cílem práce bylo ověřit, zda data získaná z Webu mohou mít nějaký přínos pro rozpoznávání řeči. Popsané techniky se tak snaží najít optimální způsob, jak data získaná z Webu použít pro zlepšení ukázkových jazykových modelů, ale i modelů nasazených v reálných rozpoznávacích systémech.