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11	Unsupervised Change Detection Using Multi-Temporal SAR Data : A Case Study of Arctic Sea Ice / Oövervakad förändringsdetektion med multitemporell SAR data : En fallstudie över arktisk havsis Fröjse, Linda January 2014 (has links) The extent of Arctic sea ice has decreased over the years and the importance of sea ice monitoring is expected to increase. Remote sensing change detection compares images acquired over the same geographic area at different times in order to identify changes that might have occurred in the area of interest. Change detection methods have been developed for cryospheric topics. The Kittler-Illingworth thresholding algorithm has proven to be an effective change detection tool, but has not been used for sea ice. Here it is applied to Arctic sea ice data. The objective is to investigate the unsupervised detection of changes in Arctic sea ice using multi-temporal SAR images. The well-known Kittler-Illingworth algorithm is tested using two density function models, i.e., the generalized Gaussian and the log-normal model. The difference image is obtained using the modified ratio operator. The histogram of the change image, which approximates its probability distribution, is considered to be a combination of two classes, i.e., the changed and unchanged classes. Histogram fitting techniques are used to estimate the unknown density functions and the prior probabilities. The optimum threshold is selected using a criterion function directly related to classification error. In this thesis three datasets were used covering parts of the Beaufort Sea from the years 1992, 2002, 2007 and 2009. The SAR and ASAR C-band data came from satellites ERS and ENVISAT respectively. All three were interpreted visually. For all three datasets, the generalized Gaussian detected a lot of change, whereas the log-normal detected less. Only one small subset of a dataset was validated against reference data. The log-normal distribution then obtained 0% false alarm rate through all trials. The generalized Gaussian obtained false alarm rates around 4% for most of the trials. The generalized Gaussian achieved detection accuracies around 95%, whereas the log-normal achieved detection accuracies around 70%. The overall accuracies for the generalized Gaussian were about 95% in most trials. The log-normal achieved overall accuracies at around 85%. The KHAT for the generalized Gaussian was in the range of 0.66-0.93. The KHAT for log-normal was in the range of 0.68-0.77. Using one additional speckle filter iteration increased the accuracy for the log-normal distribution. Generally, the detection of positive change has been accomplished with higher level of accuracy compared with negative change detection. A visual inspection shows that the generalized Gaussian distribution probably over-estimates the change. The log-normal distribution consistently detects less change than the generalized Gaussian. Lack of validation data made validation of the results difficult. The performed validation might not be reliable since the available validation data was only SAR imagery and differentiating change and no-change is difficult in the area. Further due to the lack of reference data it could not be decided, with certainty, which distribution performed the best. / Ytan av arktisk havsis har minskat genom åren och vikten av havsisövervakning förväntas öka. Förändrigsdetection jämför bilder från samma geografiska område från olika tidpunkter föra att identifiera förändringar som kan ha skett i intresseområdet. Förändringsdekteringsmetoder har utvecklats för kryosfäriska ämnen. Tröskelvärdesbestämning med Kittler-Illingworth algoritmen har visats sig vara ett effektivt verktyg för förändringsdetektion, men har inte änvänts på havsis. Här appliceras algoritmen på arktisk havsis. Målet är att undersökra oövervakad förändringsdetektion i arktisk havsis med multitemporella SAR bilder. Den välkända Kittler-Illingworth algoritmen testas med två täthetsfunktioner, nämligen generaliserad normaldistribution och log-normal distributionen. Differensbilden erhålls genom den modifierad ratio-operator. Histogrammet från förändringsbilden skattar dess täthetsfunktion, vilken anses vara en kombination av två klasser, förändring- och ickeförändringsklasser. Histogrampassningstekniker används för att uppskatta de okända täthetsfunktionerna och a priori sannolikheterna. Det optimala tröskelvärdet väljs genom en kriterionfunktion som är direkt relaterad till klassifikationsfel. I detta examensarbete användes tre dataset som täcker delar av Beaufort-havet från åren 1992, 2002, 2007 och 2009. SAR C-band data kom från satelliten ERS och ASAR C-band data kom från satelliten ENVISAT. Alla tre tolkades visuellt och för alla tre detekterade generaliserad normaldistribution mycket mer förändring än lognormal distributionen. Bara en mindre del av ett dataset validerades mot referensdata. Lognormal distributionen erhöll då 0% falska alarm i alla försök. Generalised normaldistributionen erhöll runt 4% falska alarm i de flesta försöken. Generaliserad normaldistributionen nådde detekteringsnoggrannhet runt 95% medan lognormal distributionen nådde runt 70%. Generell noggrannheten för generaliserad normaldistributionen var runt 95% i flesta försöken. För lognormal distributionen nåddes en generell noggrannhet runt 85%. KHAT koefficienten för generaliserad normaldistributionen var i intervallet 0.66-0.93. För lognormal distributionen var den i intervallet 0.68-0.77. Med en extra speckle-filtrering ökades nogranneheten för lognormal distributionen. Generellt sett, detekterades positiv förändring med högre nivå av noggrannhet än negativ förändring. Visuell inspektion visar att generaliserad normaldistribution troligen överskattar förändringen. Lognormal distributionen detekterar konsistent mindre förändring än generaliserad normaldistributionen. Bristen på referensdata gjorde valideringen av resultaten svårt. Den utförda valideringen är kanske inte så trovärdig, eftersom den tillgänliga referensdatan var bara SAR bilder och att särskilja förändring och ickeförändring är svårt i området. Vidare, på grund av bristen på referensdata, kunde det inte bestämmas med säkerhet vilken distribution som var bäst. sea ice the Arctic Kittler-Illingworth generalized Gaussian distribution log-normal distribution ERS ENVISAT SAR ASAR havsis Arktis Kittler-Illingworth generaliserad normaldistribution lognormal distribtion ERS ENVISAT SAR ASAR Civil Engineering Samhällsbyggnadsteknik
12	漲跌停板限制下之股票報酬機率分配葉宜欣, Yeh, Yi-Shian Unknown Date (has links) 股票市場的報酬率相對於金融市埸是非常重要的，因為其背後的真實機率分配對各種資產定價及選擇權的評價模型都有決定性的影響。本文考慮台灣股票市埸具有漲跌停板的限制來驗證實證中股票報酬機率分配的「厚尾」的現象，希望透過我們的研究能對財務理論在國內金融市埸的應用有更進一步的了解。我們選定了常態分配、對數常態分配及一般化第二種貝它分配 (GB2)來當作是台灣股票報酬率的真實機率分配，以動差法比較再以概似比檢定法(LR test)選出一表現最好的機率分配。由選取的25支國內股票中發現一般化第二種貝它分配 (GB2)可以解釋偏態和峰態對報酬率的影響並且也是概似比檢定法所選出的最適報酬率分配，由此可知一般化第二種貝它分配 (GB2)較為適合作為台灣股票報酬的真實機率分配。機率分配股票報酬率厚尾現象一般化第二種貝它分配最大概似法常態分配及對數常態分配概似比檢定法偏態和峰態 probability distribution stock return thick tail Generalized Beta of The Second Kind; GB2 maxmun likelihood estimation likelihood ratio test (LR test) skewness and kurtosis
13	Sur les familles des lois de fonction de hasard unimodale : applications en fiabilité et analyse de survie Saaidia, Noureddine 24 June 2013 (has links) En fiabilité et en analyse de survie, les distributions qui ont une fonction de hasard unimodale ne sont pas nombreuses, qu'on peut citer: Gaussienne inverse ,log-normale, log-logistique, de Birnbaum-Saunders, de Weibull exponentielle et de Weibullgénéralisée. Dans cette thèse, nous développons les tests modifiés du Chi-deux pour ces distributions tout en comparant la distribution Gaussienne inverse avec les autres. Ensuite nousconstruisons le modèle AFT basé sur la distribution Gaussienne inverse et les systèmes redondants basés sur les distributions de fonction de hasard unimodale. / In reliability and survival analysis, distributions that have a unimodalor $\cap-$shape hazard rate function are not too many, they include: the inverse Gaussian,log-normal, log-logistic, Birnbaum-Saunders, exponential Weibull and power generalized Weibulldistributions. In this thesis, we develop the modified Chi-squared tests for these distributions,and we give a comparative study between the inverse Gaussian distribution and the otherdistributions, then we realize simulations. We also construct the AFT model based on the inverseGaussian distribution and redundant systems based on distributions having a unimodal hazard ratefunction. Distribution Gaussienne inverse, Distribution log-normale, Distribution log-logistique, Distribution de Birnbaum-Saunders, Distribution de Weibull exponentielle, Distribution de Weibull généralisée, Test du Chi-deux, Test modifié du Chi-deux, Fiabilité, Analyse de survie, Modèle de Sedyakin, Modèle AFT, Systèmes redondants, Intervalle de confiance, Temps de panne, Maximum de vraisemblance, Estimation, Classes de Neyman-Pearson. Inverse Gaussian distribution, Log-normal distribution, Log-logistic distribution, Birnbaum-Saunders Distribution , Exponential Weibull distribution, Power generalized Weibull distribution, Chi-square test, Modified Chi-squared, Reliability, Survival analysis, Sedyakin's model, AFT model, Redundant system, Confidence interval, Failure time, Maximum likelihood , Estimation, Neyman-Pearson classes Maximum de vraisemblance,
14	Highway Development Decision-Making Under Uncertainty: Analysis, Critique and Advancement El-Khatib, Mayar January 2010 (has links) While decision-making under uncertainty is a major universal problem, its implications in the field of transportation systems are especially enormous; where the benefits of right decisions are tremendous, the consequences of wrong ones are potentially disastrous. In the realm of highway systems, decisions related to the highway configuration (number of lanes, right of way, etc.) need to incorporate both the traffic demand and land price uncertainties. In the literature, these uncertainties have generally been modeled using the Geometric Brownian Motion (GBM) process, which has been used extensively in modeling many other real life phenomena. But few scholars, including those who used the GBM in highway configuration decisions, have offered any rigorous justification for the use of this model. This thesis attempts to offer a detailed analysis of various aspects of transportation systems in relation to decision-making. It reveals some general insights as well as a new concept that extends the notion of opportunity cost to situations where wrong decisions could be made. Claiming deficiency of the GBM model, it also introduces a new formulation that utilizes a large and flexible parametric family of jump models (i.e., Lévy processes). To validate this claim, data related to traffic demand and land prices were collected and analyzed to reveal that their distributions, heavy-tailed and asymmetric, do not match well with the GBM model. As a remedy, this research used the Merton, Kou, and negative inverse Gaussian Lévy processes as possible alternatives. Though the results show indifference in relation to final decisions among the models, mathematically, they improve the precision of uncertainty models and the decision-making process. This furthers the quest for optimality in highway projects and beyond. highway development decision making under uncertainty real options jump processes infinitely divisible distributions Lévy processes measure theory characteristic function characteristic exponent Lévy jump measure probability measure cádlág stochastic process Wiener process Poisson process compound Poisson process finite activity models jump diffusion models Merton model Gaussian jump process Kou model double exponential jump process leptokurtic volatility smile infinite activity models pure jumps process generalized hyperbolic model modified Bessel function negative inverse Gaussian model geometric Brownian motion model log-normal distribution model normality assumption heavy-tailed distribution asymmetric distribution quantile-quantile plot Rydberg algorithm parameter calibration moments cummulants sum of squares Monte Carlo simulation least-squares regression backward dynamic programming discrete-time Markov chain land price traffic demand highway service quality index data collection traffic volume Annual Average Daily Traffic Ontario Ministry of Transportation Land Registry Office Freedom of Information Act seasonality value of transportation types of transportation systems importance of highway systems cost of wrong decisions monetary cost private sector cost human cost land expropriation environmental cost irreversibility cost factor time cost factor political cost factor opportunity cost opportunity cost of wrong decisions economic cost of wrong decisions economic cost of mis-estimation economic profit of wrong decisions cost of inaction price of making right decisions scope of decisions rehabilitation decision land acquisition decision expansion decision uncertainty modeling land acquisition cost expropriation cost construction cost material cost Montréal-Mirabel International Airport Pickering Airport 407 Express Toll Route Highway 407 Statistics
15	Highway Development Decision-Making Under Uncertainty: Analysis, Critique and Advancement El-Khatib, Mayar January 2010 (has links) While decision-making under uncertainty is a major universal problem, its implications in the field of transportation systems are especially enormous; where the benefits of right decisions are tremendous, the consequences of wrong ones are potentially disastrous. In the realm of highway systems, decisions related to the highway configuration (number of lanes, right of way, etc.) need to incorporate both the traffic demand and land price uncertainties. In the literature, these uncertainties have generally been modeled using the Geometric Brownian Motion (GBM) process, which has been used extensively in modeling many other real life phenomena. But few scholars, including those who used the GBM in highway configuration decisions, have offered any rigorous justification for the use of this model. This thesis attempts to offer a detailed analysis of various aspects of transportation systems in relation to decision-making. It reveals some general insights as well as a new concept that extends the notion of opportunity cost to situations where wrong decisions could be made. Claiming deficiency of the GBM model, it also introduces a new formulation that utilizes a large and flexible parametric family of jump models (i.e., Lévy processes). To validate this claim, data related to traffic demand and land prices were collected and analyzed to reveal that their distributions, heavy-tailed and asymmetric, do not match well with the GBM model. As a remedy, this research used the Merton, Kou, and negative inverse Gaussian Lévy processes as possible alternatives. Though the results show indifference in relation to final decisions among the models, mathematically, they improve the precision of uncertainty models and the decision-making process. This furthers the quest for optimality in highway projects and beyond. highway development decision making under uncertainty real options jump processes infinitely divisible distributions Lévy processes measure theory characteristic function characteristic exponent Lévy jump measure probability measure cádlág stochastic process Wiener process Poisson process compound Poisson process finite activity models jump diffusion models Merton model Gaussian jump process Kou model double exponential jump process leptokurtic volatility smile infinite activity models pure jumps process generalized hyperbolic model modified Bessel function negative inverse Gaussian model geometric Brownian motion model log-normal distribution model normality assumption heavy-tailed distribution asymmetric distribution quantile-quantile plot Rydberg algorithm parameter calibration moments cummulants sum of squares Monte Carlo simulation least-squares regression backward dynamic programming discrete-time Markov chain land price traffic demand highway service quality index data collection traffic volume Annual Average Daily Traffic Ontario Ministry of Transportation Land Registry Office Freedom of Information Act seasonality value of transportation types of transportation systems importance of highway systems cost of wrong decisions monetary cost private sector cost human cost land expropriation environmental cost irreversibility cost factor time cost factor political cost factor opportunity cost opportunity cost of wrong decisions economic cost of wrong decisions economic cost of mis-estimation economic profit of wrong decisions cost of inaction price of making right decisions scope of decisions rehabilitation decision land acquisition decision expansion decision uncertainty modeling land acquisition cost expropriation cost construction cost material cost Montréal-Mirabel International Airport Pickering Airport 407 Express Toll Route Highway 407 Statistics

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