O objetivo deste trabalho e o desenvolvimento de uma ferramenta estatistica que sirva de base para o estudo do preco spot da energia eletrica do subsistema Sudeste/Centro-Oeste do Sistema Interligado Nacional, utilizando a estimacao por regressao linear e teste de razao de verossimilhanca como instrumentos para desenvolvimento e avaliacao dos modelos. Na analise dos resultados estatsticos descritivos dos modelos, diferentemente do que e observado na literatura, a primeira conclusao e a verificacao de que as variaveis sazonais, quando analisadas isoladamente, apresentam resultados pouco aderentes ao preco spot PLD. Apos a analise da componente sazonal e verificada a influencia da energia fornecida e a energia demandada como variaveis de entrada, com o qual conclui-se que especificamente a energia armazenada e producao de energia termeletrica sao as variaveis que mais influenciam os precos spot no subsistema estudado. Entre os modelos testados, o que particularmente ofereceu os melhores resultados foi um modelo misto criado a partir da escolha das melhores variaveis de entrada dos modelos testados preliminarmente, alcancando um coeficiente de determinacao R2 de 0.825, resultado esse que pode ser considerado aderente ao preco spot. No ultimo capitulo e apresentada uma introducao ao modelo de predicao do preco spot, possibilitando dessa forma a analise do comportamento do preco a partir da alteracao das variaveis de entrada. / The objective of this work is the development of a statistical method to study the spot prices of the electrical energy of the Southeast/Middle-West (SE-CO) subsystem of the The Brazilian National Connected System, using the Least Squares Estimation and Likelihood Ratio Test as tools to perform and evaluate the models. Verifying the descriptive statistical results of the models, differently from what is observed in the literature, the first observation is that the seasonal component, when analyzed alone, presented results loosely adherent to the spot price PLD. It is then evaluated the influence of the energy supply and the energy demand as input variables, verifying that specifically the stored water and the thermoelectric power production are the variables that the most influence the spot prices in the studied subsystem. Among the models, the one that offered the best result was a mixed model created from the selection of the best input variables of the preliminarily tested models, achieving a coeficient of determination R2 of 0.825, a result that can be considered adherent to the spot price. At the last part of the work It is presented an introduction to the spot price prediction model, allowing the analysis of the price behavior by the changing of the input variables.

在線性迴歸分析中，資料的不適當，常導致研究者選擇了不當的模式，為避免此缺失，在分析資料前須先做好診斷工作。本文中將從貝氏觀點提出一些不同的診斷方法以供參考。首先推導出均數移動參數a=(a₁,…,a_k)'的事後分配，並利用a'a/k的事後均數診斷出不當資料點。接著，考慮在個別模式下以β事後分配之總變異及廣義變異為標準，診斷出離群值及具有潛在影響力之觀測值。最後，分別利用(i)β的事後分配(ii)σ²的事後分配(iii)(β,σ²)的聯合事後分配，推導出對應的對稱均方差以做為診斷標準。 / In this thesis, some different diagnostic methodologies for outliers and influential observations from Bayesian point of view are proposed. We firstly derive the marginal posterior distribution of the mean-shift parameter a=(a₁,a_k)¹, then use the posterior mean of a¹a/k to detect the spurious data items. Secondly, we use the posterior total variance and generalized variance of β as diagnostic criterions for outliers and influential observations. Finally, we utilize (i) the posterior distribution of β, (ii) the posterior distribution of σ², and (iii) the joint posterior distribution of β, σ² to find their corresponding symmetric mean square differences , which can be used as diagnostic criterions.

In general, PN code synchronization consists of two steps: PN code acquisition (coarse alignment) and PN code tracking (fine alignment), to estimate the delay offset between received and locally generated codes. Recently, the schemes with a joint adaptive process of PN code acquisition and the weight coefficients of smart antenna have been proposed for improving the received signal-to-interference-plus-noise ratio (SINR) and simultaneously achieving better mean-acquisition-time (MAT) performance in direct-sequence code-division multiple access (DS-CDMA) systems. In which, the setting of the threshold plays an important role on the MAT performance. Often, the received SINR is varying, using the fixed threshold acquisition algorithms may result in undesirable performance. To improve the above problem, in this thesis, a new adaptive threshold scheme is devised in a joint adaptive code acquisition and beam-forming DS-CDMA receiver for code acquisition under a fading multipath and additive white Gaussian-noise (AWGN) channels. The basic idea of this new adaptive threshold scheme is to estimate the averaged output power of smart antenna to scale a reference threshold for each observation interval, such that it can approximately achieve a constant false alarm rate (CFAR) criteria. The system probabilities of the proposed scheme are derived for evaluating MAT under a slowly fading two-paths channels. Numerical analyses and simulation results demonstrate that the proposed adaptive threshold scheme does achieve better performance, in terms of the output SINR, the detection probability and the MAT, compared to a fixed threshold method.

Le docking moléculaire est une méthode permettant de prédire l'orientation d'une molécule donnée relativement à une autre lorsque celles-ci forment un complexe. Le premier algorithme de docking moléculaire a vu jour en 1990 afin de trouver de nouveaux candidats face à la protéase du VIH-1. Depuis, l'utilisation de protocoles de docking est devenue une pratique standard dans le domaine de la conception de nouveaux médicaments. Typiquement, un protocole de docking comporte plusieurs phases. Il requiert l'échantillonnage exhaustif du site d'interaction où les éléments impliqués sont considérées rigides. Des algorithmes de clustering sont utilisés afin de regrouper les candidats à l'appariement similaires. Des méthodes d'affinage sont appliquées pour prendre en compte la flexibilité au sein complexe moléculaire et afin d'éliminer de possibles artefacts de docking. Enfin, des algorithmes d'évaluation sont utilisés pour sélectionner les meilleurs candidats pour le docking. Cette thèse présente de nouveaux algorithmes de protocoles de docking qui facilitent la prédiction des structures de complexes protéinaires, une des cibles les plus importantes parmi les cibles visées par les méthodes de conception de médicaments. Une première contribution concerne l‘algorithme Docktrina qui permet de prédire les conformations de trimères protéinaires triangulaires. Celui-ci prend en entrée des prédictions de contacts paire-à-paire à partir d'hypothèse de corps rigides. Ensuite toutes les combinaisons possibles de paires de monomères sont évalués à l'aide d'un test de distance RMSD efficace. Cette méthode à la fois rapide et efficace améliore l'état de l'art sur les protéines trimères. Deuxièmement, nous présentons RigidRMSD une librairie C++ qui évalue en temps constant les distances RMSD entre conformations moléculaires correspondant à des transformations rigides. Cette librairie est en pratique utile lors du clustering de positions de docking, conduisant à des temps de calcul améliorés d'un facteur dix, comparé aux temps de calcul des algorithmes standards. Une troisième contribution concerne KSENIA, une fonction d'évaluation à base de connaissance pour l'étude des interactions protéine-protéine. Le problème de la reconstruction de fonction d'évaluation est alors formulé et résolu comme un problème d'optimisation convexe. Quatrièmement, CARBON, un nouvel algorithme pour l'affinage des candidats au docking basés sur des modèles corps-rigides est proposé. Le problème d'optimisation de corps-rigides est vu comme le calcul de trajectoires quasi-statiques de corps rigides influencés par la fonction énergie. CARBON fonctionne aussi bien avec un champ de force classique qu'avec une fonction d'évaluation à base de connaissance. CARBON est aussi utile pour l'affinage de complexes moléculaires qui comportent des clashes stériques modérés à importants. Finalement, une nouvelle méthode permet d'estimer les capacités de prédiction des fonctions d'évaluation. Celle-ci permet d‘évaluer de façon rigoureuse la performance de la fonction d'évaluation concernée sur des benchmarks de complexes moléculaires. La méthode manipule la distribution des scores attribués et non pas directement les scores de conformations particulières, ce qui la rend avantageuse au regard des critères standard basés sur le score le plus élevé. Les méthodes décrites au sein de la thèse sont testées et validées sur différents benchmarks protéines-protéines. Les algorithmes implémentés ont été utilisés avec succès pour la compétition CAPRI concernant la prédiction de complexes protéine-protéine. La méthodologie développée peut facilement être adaptée pour de la reconnaissance d'autres types d'interactions moléculaires impliquant par exemple des ligands, de l'ARN… Les implémentations en C++ des différents algorithmes présentés seront mises à disposition comme SAMSON Elements de la plateforme logicielle SAMSON sur http://www.samson-connect.net ou sur http://nano-d.inrialpes.fr/software. / Molecular docking is a method that predicts orientation of one molecule with respect to another one when forming a complex. The first computational method of molecular docking was applied to find new candidates against HIV-1 protease in 1990. Since then, using of docking pipelines has become a standard practice in drug discovery. Typically, a docking protocol comprises different phases. The exhaustive sampling of the binding site upon rigid-body approximation of the docking subunits is required. Clustering algorithms are used to group similar binding candidates. Refinement methods are applied to take into account flexibility of the molecular complex and to eliminate possible docking artefacts. Finally, scoring algorithms are employed to select the best binding candidates. The current thesis presents novel algorithms of docking protocols that facilitate structure prediction of protein complexes, which belong to one of the most important target classes in the structure-based drug design. First, DockTrina - a new algorithm to predict conformations of triangular protein trimers (i.e. trimers with pair-wise contacts between all three pairs of proteins) is presented. The method takes as input pair-wise contact predictions from a rigid-body docking program. It then scans and scores all possible combinations of pairs of monomers using a very fast root mean square deviation (RMSD) test. Being fast and efficient, DockTrina outperforms state-of-the-art computational methods dedicated to predict structure of protein oligomers on the collected benchmark of protein trimers. Second, RigidRMSD - a C++ library that in constant time computes RMSDs between molecular poses corresponding to rigid-body transformations is presented. The library is practically useful for clustering docking poses, resulting in ten times speed up compared to standard RMSD-based clustering algorithms. Third, KSENIA - a novel knowledge-based scoring function for protein-protein interactions is developed. The problem of scoring function reconstruction is formulated and solved as a convex optimization problem. As a result, KSENIA is a smooth function and, thus, is suitable for the gradient-base refinement of molecular structures. Remarkably, it is shown that native interfaces of protein complexes provide sufficient information to reconstruct a well-discriminative scoring function. Fourth, CARBON - a new algorithm for the rigid-body refinement of docking candidates is proposed. The rigid-body optimization problem is viewed as the calculation of quasi-static trajectories of rigid bodies influenced by the energy function. To circumvent the typical problem of incorrect stepsizes for rotation and translation movements of molecular complexes, the concept of controlled advancement is introduced. CARBON works well both in combination with a classical force-field and a knowledge-based scoring function. CARBON is also suitable for refinement of molecular complexes with moderate and large steric clashes between its subunits. Finally, a novel method to evaluate prediction capability of scoring functions is introduced. It allows to rigorously assess the performance of the scoring function of interest on benchmarks of molecular complexes. The method manipulates with the score distributions rather than with scores of particular conformations, which makes it advantageous compared to the standard hit-rate criteria. The methods described in the thesis are tested and validated on various protein-protein benchmarks. The implemented algorithms are successfully used in the CAPRI contest for structure prediction of protein-protein complexes. The developed methodology can be easily adapted to the recognition of other types of molecular interactions, involving ligands, polysaccharides, RNAs, etc. The C++ versions of the presented algorithms will be made available as SAMSON Elements for the SAMSON software platform at http://www.samson-connect.net or at http://nano-d.inrialpes.fr/software.

Power system generators are interconnected in a distributed network to allow sharing of power. If one of the generators cannot meet the power demand, spare power is diverted from neighbouring generators. However, this approach also allows for propagation of electric disturbances. An oscillation arising from a disturbance at a given generator site will affect the normal operation of neighbouring generators and might cause them to fail. Hours of production time will be lost in the time it takes to restart the power plant. If the disturbance is detected early, appropriate control measures can be applied to ensure system stability. The aim of this study is to improve existing algorithms that estimate the oscillation parameters from acquired generator data to detect potentially dangerous power system disturbances. When disturbances occur in power systems (due to load changes or faults), damped oscillations (or &quotmodes") are created. Modes which are heavily damped die out quickly and pose no threat to system stability. Lightly damped modes, by contrast, die out slowly and are more problematic. Of more concern still are &quotnegatively damped" modes which grow exponentially with time and can ultimately cause the power system to fail. Widespread blackouts are then possible. To avert power system failures it is necessary to monitor the damping of the oscillating modes. This thesis proposes a number of damping estimation algorithms for this task. If the damping is found to be very small or even negative, then additional damping needs to be introduced via appropriate control strategies. This thesis presents a number of new algorithms for estimating the damping of modal oscillations in power systems. The first of these algorithms uses multiple orthogonal sliding windows along with least-squares techniques to estimate the modal damping. This algorithm produces results which are superior to those of earlier sliding window algorithms (that use only one pair of sliding windows to estimate the damping). The second algorithm uses a different modification of the standard sliding window damping estimation algorithm - the algorithm exploits the fact that the Signal to Noise Ratio (SNR) within the Fourier transform of practical power system signals is typically constant across a wide frequency range. Accordingly, damping estimates are obtained at a range of frequencies and then averaged. The third algorithm applied to power system analysis is based on optimal estimation theory. It is computationally efficient and gives optimal accuracy, at least for modes which are well separated in frequency.

Τα σύγχρονα τηλεπικοινωνιακά συστήματα, καθώς επίσης και οι επόμενες γενιές τους, πρέπει να προσαρμόζονται για να υποστηρίζουν ένα μεγάλο αριθμό από υπηρεσίες με διαφορετικές απαιτήσεις ποιότητας. Για παράδειγμα, στα κυψελικά συστήματα, οι κυψέλες μικραίνουν σε μέγεθος και αυξάνονται σε πλήθος για να υποστηρίζουν ένα συνεχώς αυξανόμενο πλήθος χρηστών. Επίσης, σε μια άλλη κατεύθυνση, τα δίκτυα αισθητήρων αποτελούνται από μικρές συσκευές που εισάγουν περιορισμούς μεγέϑους, ενέργειας και επεξεργαστικής ισχύος. Αυτά τα δυο παραδείγματα επιδεικνύου τόσο την αυξανόμενη πολυπλοκότητα των τηλεπικοινωνιακών συστημάτων όσο και τις ιδιαίτερες απαιτήσεις που υπάρχουν στους μεμονωμένους κόμβους τους. Τα τηλεπικοινωνιακά συστήματα πολλαπλών εισόδων και εξόδων έχουν την δυνατότητα να προσφέρουν αυξημένη χωρητικότητα και αξιοπιστία στην μετάδοση δεδομένων μέσω της έννοιας της χωρικής ποικιλομορφίας (space diversity). Συγκεκριμένα, αυτό επιτυγχάνεται με την μετάδοση της ζητούμενης πληροφορίας μέσω ενός αριθμού από διαφορετικά χωρικά μονοπάτια τα οποία δημιουργούνται από την ύπαρξη πολλαπλών κεραιών στον πομπό ή/και στον δέκτη. Ωστόσο, η προαναφερόμενη πολυπλοκότητα στα τηλεπικοινωνιακά συστήματα και οι ιδιαίτερες απαιτήσεις των κόμβων έχουν ως αποτέλεσμα να μην επαρκούν οι τεχνικές που έχουν αναπτυχθεί. Μια πιθανή διέξοδο έρχεται να δώσει η ιδέα της συνεργασίας. Η έννοια της συνεργασίας έχει διάφορες οπτικές γωνίες σε ένα τηλεπικοινωνιακό σύστημα. Πρώτον, αν οι συσκευές δεν μπορούν να υποστηρίξουν πολλαπλές κεραίες (π.χ. λόγω μεγέϑους όπως στα δίκτυα αισθητήρων και στα κινητά τηλέφωνα), σίγουρα μπορούν να συνεργαστούν ώστε με έναν κατανεμημένο τρόπο να προσφέρουν σε επίπεδο συστήματος τα απαραίτητα διαφορετικά χωρικά μονοπάτια. Δεύτερον, ακόμη και αν είναι δυνατή η χρήση πολλαπλών κεραιών σε κάποιον κόμβο ενός δικτύου, π.χ. σε σταθμούς ϐάσης κυψελικών συστημάτων, ο αριθμός τους μπορεί απλώς να μην αρκεί λόγω της αυξημένης πολυπλοκότητας και του μεγέθους του δικτύου. Η κατάλληλη χρήση συνεργατικών κόμβων μπορεί να δώσει επίσης λύση στον εν λόγω περιορισμό.Η παρούσα διδακτορική διατριβή ϑα ϐασιστεί πάνω σε συνεργατικά συστήματα υπό την πρώτη οπτική γωνία που παρουσιάστηκε παραπάνω. Συγκεκριμένα, ϑα ϑεωϱηθεί ένα συνεργατικό δίκτυο με τρεις κόμβους, δηλαδή μια πηγή, έναν αναμεταδότη και έναν προορισμό. ϑα μελετηθούν τεχνικές εκτίμησης των καναλιών που συμμετέχουν στην μετάδοση της πληροφορίας αναδεικνύοντας τα ϐασικά χαρακτηριστικά που εισάγει η έννοια της συνεργασίας στις εν λόγω τεχνικές. Επίσης, ϑα παρουσιαστούν υλοποιήσεις διαφόρων συνεργατικών πρωτοκόλλων μετάδοσης σε ένα πραγματικό τηλεπικοινωνιακό σύστημα προσφέροντας έτσι την απαραίτητη πρακτική διαίσθηση πίσω από αυτά τα συστήματα. Συγκεκριμένα, αφού παρουσιαστούν κάποιες ϐασικές έννοιες για τις συνεργατικές επικοινωνίες και την λειτουργία της εκτίμησης καναλιών, ϑα μελετηθεί το πρόβλημα εκτίμησης με μερική επίβλεψη σε σχέση με το μοντέλο του συνεργατικού συστήματος που ϑεωρήθηκε. Προτείνονται εναλλακτικά σχήματα για την υλοποίηση του εκτιμητή καθώς επίσης και ένας απλός σχεδιασμός της ακολουθίας συμβόλων που υποβοηθάει το εφαρμοζόμενο κριτήριο ετεροσυσχέτισης. ΄Ολες οι έννοιες που παρουσιάζονται σε αυτό το κεφάλαιο υποστηρίζονται με πειραματικά και ημιαναλυτικά επιχειρήματα. Στην συνέχεια, παρουσιάζεται το πρόβλημα σχεδιασμού της κατανομής ενέργειας σε σύμβολα εκμάθησης για την εκτίμηση συσχετισμένων καναλιών. Αφού περιγραφεί το προς μελέτη πρόβλημα, ϑα επικεντρωθούμε στο κριτήριο ελαχίστων τετραγώνων για το οποίο παρουσιάζονται η ϐέλτιστη και τρεις υποβέλτιστες λύσεις που συνοδεύονται από χρήσιμα συμπεράσματα και παρατηρήσεις. ΄Επειτα, μελετάται το κριτήριο ελάχιστου μέσου τετραγωνικού σφάλματος για δυο περιπτώσεις. Στην πρώτη, παρουσιάζεται μια ανάλυση χειρότερης περίπτωσης και γίνεται η σύνδεση των λύσεων του προβλήματος με τις λύσεις του προηγούμενου κριτηρίου. Επίσης, υπό την υπόθεση των καναλιών χωρίς συσχέτιση, παρουσιάζεται η ϐέλτιστη λύση για τον σχεδιασμό της ακολουθίας των συμβόλων εκμάθησης. Στην τρίτη κατεύθυνση, ϑα παρουσιαστεί αρχικά το σύστημα στο οποίο ϑα υλοποιηθούν και εκτελεστούν τα πρωτόκολλα συνεργατικής επικοινωνίας. Στην συνέχεια, παρουσιάζονται τα εν λόγω σχήματα και το κεφάλαιο καταλήγει με την πειραματική διαδικασία, την παρουσίαση και αξιολόγηση των αποτελεσμάτων καθώς και την εξαγωγή χρήσιμων συμπερασμάτων. Στο τέλος της διατριβής περιγράφονται συνοπτικά τα ϐασικά συμπεράσματα που έχουν προκύψει και παρουσιάζονται κάποιες ενδιαφέρουσες νέες κατευθύνσεις. / Contemporary communication systems, as well as their next generations, are expected to adapt to a rapidly increasing number of desired applications and quality of service levels. For example, in cellular systems, the cells are getting smaller in size and larger in numbers in order to support the increasing number of users. Also, towards another direction, wireless sensor network consist of small devices that comply with stringent constraints such as size, consumed energy and computational power. These examples demonstrate both the high complexity of communication networks and the specific requirements that exist in individual communication nodes. Multiple input multiple output systems are capable of offering high capacity and reliable data communications utilizing the notion of spatial diversity. This is achieved by transmitting the desired information through different spatial paths that are created because of multiple antennas at the transmitter and/or the receiver side. However, the aforementioned complexity of communication networks and the specific requirements of the nodes have as a result that currently proposed techniques, for such systems, are inadequate. A possible solution to this dead end is the idea of cooperation. Cooperation has several aspects in a communication system. Firstly, if the nodes cannot support multiple antennas (e.g. due to size restriction as in sensor networks and mobile phones), they can cooperate in order to provide, in a distributed manner, the desired spatial paths. Secondly, even if multiple antennas can be used, as in base stations, their number might not be good enough because of the increased complexity and size of the network. The appropriate use of cooperative nodes can provide a solution to this problem, too. This dissertation has been focused on cooperative systems that are viewed according to the first aspect. Specifically, it has been assumed that the cooperative network consists of three nodes, a source, a relay and a destination. On this network, channel estimation techniques have been studied pointing out the main characteristics that are inherent to cooperation. Moreover, test-bed implementations have been provided for several well known cooperative schemes and protocols pointing out the practical aspects of such systems. In more detail, after the presentation of some introductory notions on cooperation and channel estimation, a semi-blind technique has been studied that is based on the so called cross-relation criterion. Two alternative schemes for constructing the channel estimator have been proposed as well as a simple training design procedure for improving the estimation performance has been devised. The results that have been produced are supported by semi analytic arguments and computer simulations. Then, a training design problem has been studied for a training based channel estimator. The design has been focused on the energy allocation of training symbols under the assumption that channel taps are correlated. After the description of the problem, the least squares criterion has been utilized and the optimal solution, along with three suboptimal ones, has been presented and useful conclusions have been drawn. Also, the problem has been studied under the minimum mean square error criterion for two cases. In the first one, a worst case analysis has been presented. There, a connection to the least squares solution was provided. In the second case, relaxing the assumption of correlated channel taps, the optimal solution has been presented. In the third direction, a number of well known protocols have been implemented in a test-bed system. A measurement campaign has been conducted to acquire the bit error performance and the computational complexity of the protocols. The protocols have been compared according to three different metrics and useful insights have been identified. The dissertation is concluded with a brief presentation of the main points that have been raised in the aforementioned directions. Moreover, new interesting research directions have been provided.

Le docking moléculaire est une méthode permettant de prédire l'orientation d'une molécule donnée relativement à une autre lorsque celles-ci forment un complexe. Le premier algorithme de docking moléculaire a vu jour en 1990 afin de trouver de nouveaux candidats face à la protéase du VIH-1. Depuis, l'utilisation de protocoles de docking est devenue une pratique standard dans le domaine de la conception de nouveaux médicaments. Typiquement, un protocole de docking comporte plusieurs phases. Il requiert l'échantillonnage exhaustif du site d'interaction où les éléments impliqués sont considérées rigides. Des algorithmes de clustering sont utilisés afin de regrouper les candidats à l'appariement similaires. Des méthodes d'affinage sont appliquées pour prendre en compte la flexibilité au sein complexe moléculaire et afin d'éliminer de possibles artefacts de docking. Enfin, des algorithmes d'évaluation sont utilisés pour sélectionner les meilleurs candidats pour le docking. Cette thèse présente de nouveaux algorithmes de protocoles de docking qui facilitent la prédiction des structures de complexes protéinaires, une des cibles les plus importantes parmi les cibles visées par les méthodes de conception de médicaments. Une première contribution concerne l‘algorithme Docktrina qui permet de prédire les conformations de trimères protéinaires triangulaires. Celui-ci prend en entrée des prédictions de contacts paire-à-paire à partir d'hypothèse de corps rigides. Ensuite toutes les combinaisons possibles de paires de monomères sont évalués à l'aide d'un test de distance RMSD efficace. Cette méthode à la fois rapide et efficace améliore l'état de l'art sur les protéines trimères. Deuxièmement, nous présentons RigidRMSD une librairie C++ qui évalue en temps constant les distances RMSD entre conformations moléculaires correspondant à des transformations rigides. Cette librairie est en pratique utile lors du clustering de positions de docking, conduisant à des temps de calcul améliorés d'un facteur dix, comparé aux temps de calcul des algorithmes standards. Une troisième contribution concerne KSENIA, une fonction d'évaluation à base de connaissance pour l'étude des interactions protéine-protéine. Le problème de la reconstruction de fonction d'évaluation est alors formulé et résolu comme un problème d'optimisation convexe. Quatrièmement, CARBON, un nouvel algorithme pour l'affinage des candidats au docking basés sur des modèles corps-rigides est proposé. Le problème d'optimisation de corps-rigides est vu comme le calcul de trajectoires quasi-statiques de corps rigides influencés par la fonction énergie. CARBON fonctionne aussi bien avec un champ de force classique qu'avec une fonction d'évaluation à base de connaissance. CARBON est aussi utile pour l'affinage de complexes moléculaires qui comportent des clashes stériques modérés à importants. Finalement, une nouvelle méthode permet d'estimer les capacités de prédiction des fonctions d'évaluation. Celle-ci permet d‘évaluer de façon rigoureuse la performance de la fonction d'évaluation concernée sur des benchmarks de complexes moléculaires. La méthode manipule la distribution des scores attribués et non pas directement les scores de conformations particulières, ce qui la rend avantageuse au regard des critères standard basés sur le score le plus élevé. Les méthodes décrites au sein de la thèse sont testées et validées sur différents benchmarks protéines-protéines. Les algorithmes implémentés ont été utilisés avec succès pour la compétition CAPRI concernant la prédiction de complexes protéine-protéine. La méthodologie développée peut facilement être adaptée pour de la reconnaissance d'autres types d'interactions moléculaires impliquant par exemple des ligands, de l'ARN… Les implémentations en C++ des différents algorithmes présentés seront mises à disposition comme SAMSON Elements de la plateforme logicielle SAMSON sur http://www.samson-connect.net ou sur http://nano-d.inrialpes.fr/software. / Molecular docking is a method that predicts orientation of one molecule with respect to another one when forming a complex. The first computational method of molecular docking was applied to find new candidates against HIV-1 protease in 1990. Since then, using of docking pipelines has become a standard practice in drug discovery. Typically, a docking protocol comprises different phases. The exhaustive sampling of the binding site upon rigid-body approximation of the docking subunits is required. Clustering algorithms are used to group similar binding candidates. Refinement methods are applied to take into account flexibility of the molecular complex and to eliminate possible docking artefacts. Finally, scoring algorithms are employed to select the best binding candidates. The current thesis presents novel algorithms of docking protocols that facilitate structure prediction of protein complexes, which belong to one of the most important target classes in the structure-based drug design. First, DockTrina - a new algorithm to predict conformations of triangular protein trimers (i.e. trimers with pair-wise contacts between all three pairs of proteins) is presented. The method takes as input pair-wise contact predictions from a rigid-body docking program. It then scans and scores all possible combinations of pairs of monomers using a very fast root mean square deviation (RMSD) test. Being fast and efficient, DockTrina outperforms state-of-the-art computational methods dedicated to predict structure of protein oligomers on the collected benchmark of protein trimers. Second, RigidRMSD - a C++ library that in constant time computes RMSDs between molecular poses corresponding to rigid-body transformations is presented. The library is practically useful for clustering docking poses, resulting in ten times speed up compared to standard RMSD-based clustering algorithms. Third, KSENIA - a novel knowledge-based scoring function for protein-protein interactions is developed. The problem of scoring function reconstruction is formulated and solved as a convex optimization problem. As a result, KSENIA is a smooth function and, thus, is suitable for the gradient-base refinement of molecular structures. Remarkably, it is shown that native interfaces of protein complexes provide sufficient information to reconstruct a well-discriminative scoring function. Fourth, CARBON - a new algorithm for the rigid-body refinement of docking candidates is proposed. The rigid-body optimization problem is viewed as the calculation of quasi-static trajectories of rigid bodies influenced by the energy function. To circumvent the typical problem of incorrect stepsizes for rotation and translation movements of molecular complexes, the concept of controlled advancement is introduced. CARBON works well both in combination with a classical force-field and a knowledge-based scoring function. CARBON is also suitable for refinement of molecular complexes with moderate and large steric clashes between its subunits. Finally, a novel method to evaluate prediction capability of scoring functions is introduced. It allows to rigorously assess the performance of the scoring function of interest on benchmarks of molecular complexes. The method manipulates with the score distributions rather than with scores of particular conformations, which makes it advantageous compared to the standard hit-rate criteria. The methods described in the thesis are tested and validated on various protein-protein benchmarks. The implemented algorithms are successfully used in the CAPRI contest for structure prediction of protein-protein complexes. The developed methodology can be easily adapted to the recognition of other types of molecular interactions, involving ligands, polysaccharides, RNAs, etc. The C++ versions of the presented algorithms will be made available as SAMSON Elements for the SAMSON software platform at http://www.samson-connect.net or at http://nano-d.inrialpes.fr/software.

In developing an understanding of real-world problems, researchers develop mathematical and statistical models. Various model selection methods exist which can be used to obtain a mathematical model that best describes the real-world situation in some or other sense. These methods aim to assess the merits of competing models by concentrating on a particular criterion. Each selection method is associated with its own criterion and is named accordingly. The better known ones include Akaike's Information Criterion, Mallows' Cp and cross-validation, to name a few. The value of the criterion is calculated for each model and the model corresponding to the minimum value of the criterion is then selected as the "best" model. / Mathematical Sciences / M. Sc. (Statistics)

O objetivo deste trabalho e o desenvolvimento de uma ferramenta estatistica que sirva de base para o estudo do preco spot da energia eletrica do subsistema Sudeste/Centro-Oeste do Sistema Interligado Nacional, utilizando a estimacao por regressao linear e teste de razao de verossimilhanca como instrumentos para desenvolvimento e avaliacao dos modelos. Na analise dos resultados estatsticos descritivos dos modelos, diferentemente do que e observado na literatura, a primeira conclusao e a verificacao de que as variaveis sazonais, quando analisadas isoladamente, apresentam resultados pouco aderentes ao preco spot PLD. Apos a analise da componente sazonal e verificada a influencia da energia fornecida e a energia demandada como variaveis de entrada, com o qual conclui-se que especificamente a energia armazenada e producao de energia termeletrica sao as variaveis que mais influenciam os precos spot no subsistema estudado. Entre os modelos testados, o que particularmente ofereceu os melhores resultados foi um modelo misto criado a partir da escolha das melhores variaveis de entrada dos modelos testados preliminarmente, alcancando um coeficiente de determinacao R2 de 0.825, resultado esse que pode ser considerado aderente ao preco spot. No ultimo capitulo e apresentada uma introducao ao modelo de predicao do preco spot, possibilitando dessa forma a analise do comportamento do preco a partir da alteracao das variaveis de entrada. / The objective of this work is the development of a statistical method to study the spot prices of the electrical energy of the Southeast/Middle-West (SE-CO) subsystem of the The Brazilian National Connected System, using the Least Squares Estimation and Likelihood Ratio Test as tools to perform and evaluate the models. Verifying the descriptive statistical results of the models, differently from what is observed in the literature, the first observation is that the seasonal component, when analyzed alone, presented results loosely adherent to the spot price PLD. It is then evaluated the influence of the energy supply and the energy demand as input variables, verifying that specifically the stored water and the thermoelectric power production are the variables that the most influence the spot prices in the studied subsystem. Among the models, the one that offered the best result was a mixed model created from the selection of the best input variables of the preliminarily tested models, achieving a coeficient of determination R2 of 0.825, a result that can be considered adherent to the spot price. At the last part of the work It is presented an introduction to the spot price prediction model, allowing the analysis of the price behavior by the changing of the input variables.

La diffusion multiple de la lumière(DWS) est une technique qui permet de sonder la dynamique interne de milieux opaques et concentrés à des fréquences élevées. Elle a été utilisée pour déterminer les propriétés viscoélastiques de ces milieux. Elle a l'avantage d'être non destructive, rapide et sensible. Ce travail a pour objectif l'étude des tissus biologiques mous par DWS. La première étape est la mise en place du dispositif expérimental. Afin d'évaluer les limites de la technique, des études successives ont été réalisées sur des matériaux de complexité croissante (une suspension, le lait et une mousse) tendant vers la complexité structurale des tissus biologiques. Pour la suspension et le lait, la théorie de DWS peut s'appliquer et permet de mesurer avec une bonne précision leur viscosité. Les limites de DWS pour évaluer la viscosité sont atteintes avec la mousse dont la structure complexe est proche de celle des tissus biologiques. Enfin, le cortex rénal, le parenchyme hépatique et le cerveau de porc ont été étudiés. La théorie appliquée pour les milieux précédents ne permet pas de remonter à leur viscosité. Mais la DWS a permis de suivre leur microstructure au cours de la déshydratation et de la dégénérescence. Pour tous ces milieux la répétabilité, la reproductibilité, la variabilité et l'effet des conditions expérimentales ont été évalués. La DWS pourrait être utilisée pour étudier l'effet de la température et de la congélation sur le spectre de DWS des tissus biologiques ou combinée à la rhéologie pour suivre l'évolution des spectres de DWS au cours d'un cisaillement / Diffusing Wave Spectroscopy (DWS) is a technique that allows to probe the internal dynamics of opaque media and concentrated at high frequencies. It has been used to determine the viscoelastic properties of these media. It has the advantage of being nondestructive, rapid and sensitive. This work aims to study soft biological materials by DWS. The first step is setting up of the experimental device. To evaluate the limits of the art, successive studies were conducted on materials of increasing complexity (a suspension, milk and a foam) tending to the structural complexity of biological tissues. Concerning the suspension and milk, two concentrated media, and mono-dispersed in which the particles are in Brownian motion, DWS allowed to measure with good precision their viscosity. The limits of DWS to evaluate the viscosity of the medium are achieved with the foam which the complex structure is similar to that of soft biological tissues. Finally, the renal cortex, the hepatic parenchyma and porcine brain were studied. The theory applied to previous media does not allow to calculate viscosity. But the DWS allowed us to follow their microstructure during dehydration and degeneration. For all these media, repeatability, reproducibility, variability and effect of experimental conditions were evaluated. The DWS could be used to study the effect of temperature and freezing on the DWS spectrum of biological tissues, or combined with rheology to monitor the evolution spectra DWS during shear