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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
161

Adaptações neuromusculares ao treinamento concorrente com e sem a execução de séries máximas em homens idosos

Silva, Larissa Xavier Neves da January 2017 (has links)
Introdução: o envelhecimento está associado a perdas cardiorrespiratórias e neuromusculares, que estão relacionadas com quedas, hospitalizações e perda da independência funcional. O treinamento concorrente (TC) já está estabelecido como a melhor ferramenta para combater estes declínios e, portanto, deve-se entender a melhor forma de prescrever este treinamento. Com relação a parte neuromuscular do TC, o uso de repetições máximas (RM) vem sendo questionado sobre sua eficácia e, em idosos, ainda não existem estudos abordando este tema. Objetivo: investigar possíveis diferenças nas adaptações neuromusculares à execução ou não execução de repetições máximas nos exercícios de força, explorando também o uso do volume equalizado (número de repetições igualadas com as repetições máximas), durante o TC em homens idosos. Materiais e métodos: o estudo contou com 12 semanas de TC feito duas vezes na semana; 32 homens idosos foram randomizados para um dos três diferentes grupos: grupo com repetições máximas (GRM); grupo com repetições submáximas (GRNM), que trabalhava com 50% do volume do GRM; e um grupo que trabalhava com volume equalizado (GRNMVE), ou seja, mesmo volume do GRM, porém com ausência de séries chegando até a falha concêntrica. As variáveis analisadas foram o 1RM (kg) no exercício LG e EJ, CIVM dos extensores de joelho direito no dinamômetro isocinético, na qual foram avaliados: PTIso, TPT nos intervalos 0-50, 0100 e 0-250 m.s e EMG (μV) do músculo RF e VL, desempenho de saltos CMJ e SJ, avaliados no tapete de saltos e EM do quadríceps por US. A análise estatística dos dados está apresentada em média e DP. Todas as análises foram feitas no software SPSS 21.0, com nível de significância de  < 0,05 para todas as variáveis. O TE, que foi calculado pela diferença na média pré e pós treinamento da variável dividido pelo DP pré treinamento. Resultados: todos os grupos incrementaram seus valores de base para o período pós treinamento. Para a força máxima, 1RM LG e EJ incrementaram em todos grupos (p < 0,05 e p < 0,001, respectivamente), sem diferenças entre eles (ganhos ~50% e ~30% para LG e EJ, respectivamente). O PTIso teve incrementos, mas não significativos, (p = 0,072; incrementos de 5 – 15%). Para a TPT 0-50m.s (p=0,066) não teve ganhos significativos, porém os intervalos da TPT 0-100 (p=0,027; ganhos ~15%) e TPT 0-250m.s (p<0,05; ganhos~12%) foram significativos para todos os grupos. Para o desempenho de saltos, o CMJ teve uma tendência significativa (p=0,056; ganhos de 3-12%) e o SJ teve incrementos significativos (p<0,05; ganhos ~15%), para todos os grupos, sem diferenças entre os grupos. Para os valores de EMG RF e EMG VL (p>0,05 para ambos), não houve incremento em todos os grupos. Para os valores de EM, todos os grupos aumentaram seus valores, sem diferenças entre os grupos, de modo significativo (p<0,05), com exceção ao VI, que não teve ganhos significativos (VI: p= 0,85), sem diferenças entre os grupos. Para o somatório do quadríceps, todos os grupos incrementaram seus valores significativamente (p<0,05; ganhos de 2-10%), sem diferenças entre os grupos. Para a tensão específica, todos os grupos incrementaram seus valores significativamente (p< 0,001; ganhos de 11-29%), sem diferenças entre eles. Conclusões: o uso de repetições máximas no treino de força (TF), dentro do contexto do TC, em idosos, não é necessário, já que não foi observada vantagem no GRM. Mesmo um menor volume de treinamento foi capaz de induzir a mesma magnitude de adaptações. / Introduction: aging is associated with cardiorespiratory and neuromuscular losses, which are related to falls, hospitalizations, and loss of functional independency. Concurrent training (CT) is already established to be the best form to fight these declines and, therefore, it is necessary to understand the best way to prescribe these type of training. Regarding the neuromuscular part from the CT, the use of repetitions maximum (RM) is being questioned about it’s efficacy and, in elderly, this them has not yet been approached. Objective: investigate the possible differences in the neuromuscular adaptations due to the execution of maximum repetitions in strength training, also exploring the use of equalized volume, during the CT in elderly men. Materials and methods: the study accounted with 12 weeks of CT, done twice a week; 32 male elderly were randomized into one of the three groups: one protocol using RM, referred by the GRM initials; another protocol using 50% of the volume from the GRM, referred by the GRNM initials; and the last protocol using the same volume from the GRM, but with more series to equalize the total volume, without reaching concentric failure, referred by the initials GRNMVE. The analyzed variables were 1RM (kg) for the LG and EJ exercises, MIVC of the knee extensors, in which were computed: PTIso, RFD at the 0-50, 0-100 and 0-250 m.s intervals and the EMG (μV) from RF and VL muscles. Jump’s performance from the CMJ and SJ, at the jump’s carpet, MT done by US. All the data are presented in media and ST. all the analyzes were made in the SPSS software, version 21.0, with the significance level set at  < 0,05 for all variables. The EF was calculated by the difference between the means from pre to post training, divided by the pre training SD. Results: all groups increased their values from baseline to post training. For maximum strength, 1RM LG and EJ increased in all groups (p<0,05 e p<0,001, respectively), without differences between them (gains ~50% and ~30% for LG e EJ, respectively). PTIso increased their values, but without significance (p = 0,072; gains from 5 to 15%). For RFD 0-50 m.s, there were no significative gains (p=0,066), but there significant gains for the intervals RFD 0-100m.s (p=0,027; ganhos ~15%) RFD 0-250 m.s (p<0,05; ganhos~12%) for all groups. For the jump’s performance, the CMJ had a trend towards signifcance (p=0,056; increases from 3 to 12%) and SJ had significant gains (p<0,05; ganhos ~15%), for all grops, with no difference between them.For thw EMG RF e EMG VL values, there was no difference found (p>0,05 for both) in any group. For the MT values, all groups increased their baseline values for all muscles (p<0,05), except for VI, that showed no significative gains (VI: p= 0,85), with no difference between the groups. For the total quadriceps MT, all groups increased their values (p<0,05; gains from 2 to 10%), without any group differences. Fot the MQ quality values, all groups increased their baseline values (p< 0,001; gains from 11 to 29%), with no difference between them. Conclusions: the use of RM on the ST, inside the context of CT, in elderly, is not necessary, because it was not noted an advantage for the GRM. Even a smaller volume of training was able to induce the same magnitude adaptations.
162

Sobressemeadura de forrageiras de clima temperado em pastagens tropicais

Bertolote, Lícia Elisa Mazon [UNESP] 14 January 2009 (has links) (PDF)
Made available in DSpace on 2014-06-11T19:32:58Z (GMT). No. of bitstreams: 0 Previous issue date: 2009-01-14Bitstream added on 2014-06-13T20:48:03Z : No. of bitstreams: 1 bertolote_lem_me_botfmvz.pdf: 359265 bytes, checksum: 3b37fd0d739b8724b336a7e443f13ee2 (MD5) / Universidade Estadual Paulista (UNESP) / O objetivo deste trabalho foi avaliar o efeito da densidade de semeadura de aveia e altura de corte do capim-Tanzânia sobre a produção, emergência de plantas, proteína bruta (PB) e digestibilidade in vitro da matéria seca (DIVMS) das espécies em sobressemeadura. Foram avaliados três taxas de semeadura de aveia (60, 90 e 120 kg.ha-1 de sementes puras viáveis) e duas alturas de corte do capim-Tanzânia (10 e 30 cm). A taxa de semeadura não teve efeito sobre a produção ou valor nutritivo tanto da espécie tropical como de clima temperado. A produção de aveia foi de 313,04 e 232,94 kg MS.ha-1 e de capim-Tanzânia de 366,06 e 214,51 kg MS.ha-1, para as alturas de 10 e 30 cm, respectivamente. Foram observados teores de PB na aveia de 22,40% e 21,28% e no capim-Tanzânia de 17,23% e 15,85%, para alturas de 10 e 30 cm, respectivamente. Os teores de DIVMS obtidos para aveia foram de 81,66% e 78,09% e para capim-Tanzânia foram de 64,95% e 68,65% pra as alturas de 10 e 30 cm, respectivamente. A densidade de semeadura mais adequada foi a de 60 kg.ha-1, por ser a menos onerosa e a altura de corte de 10 cm do capim-Tanzânia no momento da sobressemeadura proporcionou melhor produção de forragem e valor nutritivo das pastagens de aveia e de capim-Tanzânia. Termos para indexação: Avena... / The purpose of this study was to evaluate the effect of oats seeding density and Tanzania grass height cutting on yield, number of winter pasture plants, crude protein (CP) and in vitro dry matter digestibility (IVDMD) of grasses overseeded. Three oats seding density (60, 90 and 120 kg.ha-1 seed) and two Tanzania grass height cutting (10 and 30 cm) was evaluated. Oats seeding density there was no significant difference in yield and nutritive value of tropical or winter pasture. Oats yield was 313.04 and 232.94 kg MS.ha-1 and Tanzania grass yield was 366.06 e 214.51 kg MS.ha-1 in height cutting 10 and 30 cm, respectively. Oats CP 22.40% and 21.28% and Tanzania grass CP 17.23% e 15.85% was observed in height cutting 10 and 30 cm, respectively. Oats IVDMD 81.66% and 78.09% and Tanzania grass IVDMD 64.95% e 68.65% was observed in height cutting 10 and 30 cm, respectively. Seeding density more proper is 60 g.ha-1 because is less expensive that another and Tanzania grass height cutting 10 cm had better forage yield and nutritive value... (Complete abstract click electronic access below)
163

Real-Time Power System Topology Monitoring Supported by Synchrophasor Measurements

January 2015 (has links)
abstract: ABSTRACT This dissertation introduces a real-time topology monitoring scheme for power systems intended to provide enhanced situational awareness during major system disturbances. The topology monitoring scheme requires accurate real-time topology information to be effective. This scheme is supported by advances in transmission line outage detection based on data-mining phasor measurement unit (PMU) measurements. A network flow analysis scheme is proposed to track changes in user defined minimal cut sets within the system. This work introduces a new algorithm used to update a previous network flow solution after the loss of a single system branch. The proposed new algorithm provides a significantly decreased solution time that is desired in a real- time environment. This method of topology monitoring can provide system operators with visual indications of potential problems in the system caused by changes in topology. This work also presents a method of determining all singleton cut sets within a given network topology called the one line remaining (OLR) algorithm. During operation, if a singleton cut set exists, then the system cannot withstand the loss of any one line and still remain connected. The OLR algorithm activates after the loss of a transmission line and determines if any singleton cut sets were created. These cut sets are found using properties of power transfer distribution factors and minimal cut sets. The topology analysis algorithms proposed in this work are supported by line outage detection using PMU measurements aimed at providing accurate real-time topology information. This process uses a decision tree (DT) based data-mining approach to characterize a lost tie line in simulation. The trained DT is then used to analyze PMU measurements to detect line outages. The trained decision tree was applied to real PMU measurements to detect the loss of a 500 kV line and had no misclassifications. The work presented has the objective of enhancing situational awareness during significant system disturbances in real time. This dissertation presents all parts of the proposed topology monitoring scheme and justifies and validates the methodology using a real system event. / Dissertation/Thesis / Doctoral Dissertation Electrical Engineering 2015
164

Adubação foliar de zinco quelatizado e seus efeitos na produção de capim-mombaça / Chelated zinc leaf application and the effects on yield of mombasa grass

Teixeira, Natália Martins [UNESP] 26 April 2016 (has links)
Submitted by Natália Martins Teixeira null (nataliamartinsteixeira@hotmail.com) on 2016-06-21T14:09:42Z No. of bitstreams: 1 Natália Martins Teixeira - Dissertação.pdf: 713591 bytes, checksum: c3efeb3b351738abb465f7c50eeebf9a (MD5) / Approved for entry into archive by Ana Paula Grisoto (grisotoana@reitoria.unesp.br) on 2016-06-23T13:57:32Z (GMT) No. of bitstreams: 1 teixeira_nm_me_dra.pdf: 713591 bytes, checksum: c3efeb3b351738abb465f7c50eeebf9a (MD5) / Made available in DSpace on 2016-06-23T13:57:32Z (GMT). No. of bitstreams: 1 teixeira_nm_me_dra.pdf: 713591 bytes, checksum: c3efeb3b351738abb465f7c50eeebf9a (MD5) Previous issue date: 2016-04-26 / Com a intensificação da produção pecuária são necessários avanços no manejo e adubação das plantas forrageiras, para aumentar a produtividade e manter-se competitivo no setor. A utilização de tecnologias, como a adubação foliar com micronutrientes, torna-se uma importante ferramenta para atingir a plenitude na produção agropecuária. O experimento foi conduzido em casa de vegetação da UNESP, Campus de Dracena, em vasos com capacidade para 4 dm3 de terra, com o objetivo de avaliar a produção de massa seca, teor e quantidade de nutrientes e qualidade bromatológica da forrageira Megathyrsus maximum (syn. Panicum maximum) cv. Mombaça adubado com zinco quelatizado, via foliar, em dois solos com distinta disponibilidade de Zn. O delineamento experimental foi inteiramente casualizado com quatro repetições. Os tratamentos foram arranjados em esquema fatorial 6X2, sendo seis doses foliares de zinco quelatizado, e duas condições de solo (com baixo e médio teor de Zn), acrescidos de um tratamento com sulfato de zinco e dois tratamentos com coquetel de nutrientes. Foram utilizados o Neossolo Quartzarênico, distrófico, fase cerrado, com baixo teor de zinco e o Argissolo Vermelho Amarelo, distrófico, com teores médios de zinco. Nas condições em que foi realizada a pesquisa, os resultados permitem concluir que: a aplicação foliar de Zn quelatizado, coquetel de nutrientes e sulfato de zinco não influenciaram a produção de massa seca do capim-mombaça; o teor de Zn na massa seca do capim-mombaça foi diretamente proporcional à dose de Zn quelatizado via foliar, contribuindo com o fornecimento do micronutriente para alimentação animal; o Zn na adubação foliar reduz os teores de K na massa seca do capim-mombaça cultivado em Argissolo; o teor de Zn no Argissolo aumentou com a aplicação de Zn quelatizado via foliar; o teor de FDN, FDA e PB no capim-mombaça não foi afetado em função da aplicação de Zn quelatizado via foliar; a massa do sistema radicular do capim-mombaça reduziu com a aplicação de Zn quelatizado via foliar no Neossolo Quartzarênico e não apresentou efeito no Argissolo; novos trabalhos de pesquisa devem ser realizados envolvendo o estudo de Zn e adubação foliar para avaliar seus efeitos em plantas forrageiras e suas interações com demais nutrientes. / With the intensification of livestock production are needed advances in the management and fertilization of forage crops, to enhance productivity, reducing costs and remaining competitive in the industry. The use of technologies such as foliar fertilizer with micronutrients, it becomes an important tool to achieve fulfillment in agricultural production. The experiment was conducted at UNESP greenhouse, Campus de Dracena, situated 421 meters above sea level, 21 ° 27 'south latitude and 51 ° 36' west longitude, in pots with a capacity of 4 dm3 of land, in order to evaluate the dry matter production, content and amount of nutrients and chemical quality of the forage Megathyrsus maximum (syn. Panicum maximum) cv. Mombasa fertilized with chelated zinc, foliar, in two soils with different availability of Zn. The experimental design was completely randomized with four replications. The treatments were arranged in a factorial scheme 6X2, six leaf doses of zinc chelate, and two soil conditions (low and medium Zn content), plus a treatment with zinc sulfate and two treatments with cocktail nutrients. The Entisol were used, dystrophic, cerrado phase, with low zinc content and Ultisol, dystrophic, with average zinc content. The conditions under which the survey was conducted, the results showed that: foliar application of chelated Zn cocktail of nutrients and zinc sulfate did not affect the dry matter production of mombaça grass; Zn content in the dry mass of mombaça grass was directly proportional to the dose of chelated Zn foliar contributing to the provision of micronutrient for animal feed; Zn in foliar fertilization reduces the K in the dry mass of mombaça grass grown Ultisol; Zn content in Ultisol increased with the application of chelated Zn foliar; NDF, ADF and CP in mombaça was not affected due to the application of Zn chelated foliar; the mass of the root system of mombaça grass reduced with the application of chelated Zn foliar in Entisol and had no effect on Ultisol; new research work should be carried out involving the study of Zn and foliar application to evaluate its effects on forage plants and their interactions with other nutrients.
165

Coloring Graphs from Almost Maximum Degree Sized Palettes

January 2013 (has links)
abstract: Every graph can be colored with one more color than its maximum degree. A well-known theorem of Brooks gives the precise conditions under which a graph can be colored with maximum degree colors. It is natural to ask for the required conditions on a graph to color with one less color than the maximum degree; in 1977 Borodin and Kostochka conjectured a solution for graphs with maximum degree at least 9: as long as the graph doesn't contain a maximum-degree-sized clique, it can be colored with one fewer than the maximum degree colors. This study attacks the conjecture on multiple fronts. The first technique is an extension of a vertex shuffling procedure of Catlin and is used to prove the conjecture for graphs with edgeless high vertex subgraphs. This general approach also bears more theoretical fruit. The second technique is an extension of a method Kostochka used to reduce the Borodin-Kostochka conjecture to the maximum degree 9 case. Results on the existence of independent transversals are used to find an independent set intersecting every maximum clique in a graph. The third technique uses list coloring results to exclude induced subgraphs in a counterexample to the conjecture. The classification of such excludable graphs that decompose as the join of two graphs is the backbone of many of the results presented here. The fourth technique uses the structure theorem for quasi-line graphs of Chudnovsky and Seymour in concert with the third technique to prove the Borodin-Kostochka conjecture for claw-free graphs. The fifth technique adds edges to proper induced subgraphs of a minimum counterexample to gain control over the colorings produced by minimality. The sixth technique adapts a recoloring technique originally developed for strong coloring by Haxell and by Aharoni, Berger and Ziv to general coloring. Using this recoloring technique, the Borodin-Kostochka conjectured is proved for graphs where every vertex is in a large clique. The final technique is naive probabilistic coloring as employed by Reed in the proof of the Borodin-Kostochka conjecture for large maximum degree. The technique is adapted to prove the Borodin-Kostochka conjecture for list coloring for large maximum degree. / Dissertation/Thesis / Ph.D. Mathematics 2013
166

Maximum net power output from an integrated design of a small-scale open and direct solar thermal Brayton cycle

Le Roux, Willem Gabriel 22 September 2011 (has links)
The geometry of the receiver and recuperator in a small-scale open and direct recuperative solar thermal Brayton cycle can be optimised in such a way that the system produces maximum net power output. The purpose of this work was to apply the second law of thermodynamics and entropy generation minimisation to optimise these geometries using an optimisation method. The dynamic trajectory optimisation method was used and off-the-shelf micro-turbines and a range of parabolic dish concentrator diameters were considered. A modified cavity receiver was used in the analysis with an assumed cavity wall construction method of either a circular tube or a rectangular channel. A maximum temperature constraint of 1 200 K was set for the receiver surface temperature. A counterflow plate-type recuperator was considered and the recuperator length was constrained to the length of the radius of the concentrator. Systems producing a steady-state net power output of 2 – 100 kW were analysed. The effect of various conditions, such as wind, receiver inclination and concentrator rim angle on the maximum net power output, and optimum geometry of the system were investigated. Forty-five different micro-turbines and seven concentrator diameters between 6 and 18 metres were considered. Results show the optimum geometries, optimum operating conditions and minimum entropy generation as a function of the system mass flow rate. The optimum receiver tube diameter was relatively large when compared with the receiver size. The optimum counterflow plate-type recuperator channel aspect ratio is a linear function of the optimum system mass flow rate for a constant recuperator height. The optimum recuperator length and optimum NTU are small at small system mass flow rates but increase as the system mass flow rate increases until the length constraint is reached. For the optimised systems with maximum net power output, the solar receiver is the main contributor to the total rate of minimum entropy generation. The contributions from the recuperator, compressor and turbine are next in line. Results show that the irreversibilities were spread throughout the system in such a way that the minimum internal irreversibility rate was almost three times the minimum external irreversibility rate for all optimum system geometries and for different concentrator diameters. For a specific environment and parameters, there exists an optimum receiver and recuperator geometry so that the system can produce maximum net power output. / Dissertation (MEng)--University of Pretoria, 2011. / Mechanical and Aeronautical Engineering / unrestricted
167

Colorations de graphes sous contraintes / Graph coloring under constraints

Hocquard, Hervé 05 December 2011 (has links)
Dans cette thèse, nous nous intéressons à différentes notions de colorations sous contraintes. Nous nous intéressons plus spécialement à la coloration acyclique, à la coloration forte d'arêtes et à la coloration d'arêtes sommets adjacents distinguants.Dans le Chapitre 2, nous avons étudié la coloration acyclique. Tout d'abord nous avons cherché à borner le nombre chromatique acyclique pour la classe des graphes de degré maximum borné. Ensuite nous nous sommes attardés sur la coloration acyclique par listes. La notion de coloration acyclique par liste des graphes planaires a été introduite par Borodin, Fon-Der Flaass, Kostochka, Raspaud et Sopena. Ils ont conjecturé que tout graphe planaire est acycliquement 5-liste coloriable. De notre côté, nous avons proposé des conditions suffisantes de 3-liste coloration acyclique des graphes planaires. Dans le Chapitre 3, nous avons étudié la coloration forte d'arêtes des graphes subcubiques en majorant l'indice chromatique fort en fonction du degré moyen maximum. Nous nous sommes également intéressés à la coloration forte d'arêtes des graphes subcubiques sans cycles de longueurs données et nous avons également obtenu une majoration optimale de l'indice chromatique fort pour la famille des graphes planaires extérieurs. Nous avons aussi présenté différents résultats de complexité pour la classe des graphes planaires subcubiques. Enfin, au Chapitre 4, nous avons abordé la coloration d'arêtes sommets adjacents distinguants en déterminant les majorations de l'indice avd-chromatique en fonction du degré moyen maximum. Notre travail s'inscrit dans la continuité de celui effectué par Wang et Wang en 2010. Plus précisément, nous nous sommes focalisés sur la famille des graphes de degré maximum au moins 5. / In this thesis, we are interested in various coloring of graphs under constraints. We study acyclic coloring, strong edge coloring and adjacent vertex-distinguishing edge coloring.In Chapter 2, we consider acyclic coloring and we bound the acyclic chromatic number by a function of the maximum degree of the graph. We also study acyclic list coloring. The notion of acyclic list coloring of planar graphs was introduced by Borodin, Fon-Der Flaass, Kostochka, Raspaud, and Sopena. They conjectured that every planar graph is acyclically 5-choosable. We obtain some sufficient conditions for planar graphs to be acyclically 3-choosable.In Chapter 3, we study strong edge coloring of graphs. We prove some upper bounds of the strong chromatic index of subcubic graphs as a function of the maximum average degree. We also obtain a tight upper bound for the minimum number of colors in a strong edge coloring of outerplanar graphs as a function of the maximum degree. We also prove that the strong edge k-colouring problem, when k=4,5,6, is NP-complete for subcubic planar bipartite graphs with some girth condition. Finally, in Chapter 4, we focus on adjacent vertex-distinguishing edge coloring, or avd-coloring, of graphs. We bound the avd-chromatic number of graphs by a function of the maximum average degree. This work completes a result of Wang and Wang in 2010.
168

Three Essays on Complex Systems: Self-Sorting in a One-Dimensional Gas, Collective Motion in a Two-Dimensional Ensemble of Disks, and Environment-Driven Seasonality of Mosquito Abundance

Young, Alexander L., Young, Alexander L. January 2017 (has links)
Complex systems offer broad, unique research challenges due to their inability to be understood through a classic reductionist perspective, as they exhibit emergent phenomena that arise through the interactions of their components. In this thesis, we briefly review some characteristics of complex systems and the interplay of mathematical and computational methods to study them. We then discuss these approaches, how they are implemented, and how they support one another in three settings. First, we present a study that connects weather data to seasonal population-abundance of mosquitoes, using a microscopic model. Secondly, we consider the collective motions that arise in ensembles of disks interacting through non-elastic collisions and investigate how such behaviors affect macroscopic transport properties. Finally, we consider a 'self-sorting' one-dimensional collection of point-particles. In all of these cases, agent-based models and simulations are used to guide analysis, and in the final example, we explain how the simulations led to new theorems. Articles and molecular dynamics computer codes are provided as appendices.
169

Estimation of long-range dependence

Vivero, Oskar January 2010 (has links)
A set of observations from a random process which exhibit correlations that decay slower than an exponential rate is regarded as long-range dependent. This phenomenon has stimulated great interest in the scientific community as it appears in a wide range of areas of knowledge. For example, this property has been observed in data pertaining to electronics, econometrics, hydrology and biomedical signals.There exist several estimation methods for finding model parameters that help explain the set of observations exhibiting long-range dependence. Among these methods, maximum likelihood is attractive, given its desirable statistical properties such as asymptotic consistency and efficiency. However, its computational complexity makes the implementation of maximum likelihood prohibitive.This thesis presents a group of computationally efficient estimators based on the maximum likelihood framework. The thesis consists of two main parts. The first part is devoted to developing a computationally efficient alternative to the maximum likelihood estimate. This alternative is based on the circulant embedding concept and it is shown to maintain the desirable statistical properties of maximum likelihood.Interesting results are obtained by analysing the circulant embedding estimate. In particular, this thesis shows that the maximum likelihood based methods are ill-conditioned; the estimators' performance will deteriorate significantly when the set of observations is corrupted by errors. The second part of this thesis focuses on developing computationally efficient estimators with improved performance under the presence of errors in the observations.
170

The covariance structure of conditional maximum likelihood estimates

Strasser, Helmut 11 1900 (has links) (PDF)
In this paper we consider conditional maximum likelihood (cml) estimates for item parameters in the Rasch model under random subject parameters. We give a simple approximation for the asymptotic covariance matrix of the cml-estimates. The approximation is stated as a limit theorem when the number of item parameters goes to infinity. The results contain precise mathematical information on the order of approximation. The results enable the analysis of the covariance structure of cml-estimates when the number of items is large. Let us give a rough picture. The covariance matrix has a dominating main diagonal containing the asymptotic variances of the estimators. These variances are almost equal to the efficient variances under ml-estimation when the distribution of the subject parameter is known. Apart from very small numbers n of item parameters the variances are almost not affected by the number n. The covariances are more or less negligible when the number of item parameters is large. Although this picture intuitively is not surprising it has to be established in precise mathematical terms. This has been done in the present paper. The paper is based on previous results [5] of the author concerning conditional distributions of non-identical replications of Bernoulli trials. The mathematical background are Edgeworth expansions for the central limit theorem. These previous results are the basis of approximations for the Fisher information matrices of cmlestimates. The main results of the present paper are concerned with the approximation of the covariance matrices. Numerical illustrations of the results and numerical experiments based on the results are presented in Strasser, [6].

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