La thèse s’intéresse à l’étude du fonctionnement d’un système industriel. Il s’agit de proposer et de développer un nouveau modèle pour modéliser la dégradation accumulative d’un système. Le processus gamma standard est fréquemment utilisé pour étudier l’évolution de la détérioration d’un système. Toutefois, ce processus peut s’avérer inadapté pour décrire le phénomène de dégradation car le rapport variance sur moyenne est constant dans le temps, ce qui est relativement restrictif en pratique. Afin de surmonter cette restriction, nous proposons d’utiliser un processus gamma étendu introduit par Cinlar (1980), qui ne souffre plus de cette restriction. Mais ce dernier présente quelques difficultés techniques. A titre d’exemple, la loi d’un processus gamma étendu n’est pas connue sous une forme explicite. Ces difficultés techniques ont conduit Guida et al. (2012) à utiliser une version discrète d’un processus gamma étendu. Nous travaillons ici avec la version originale d’un processus gamma étendu en temps continu. Le but de ce mémoire est de développer des méthodes numériques permettant de quantifier les quantités fiabilistes associées et de développer des méthodes statistiques d’estimation des paramètres du modèle. Aussi, une autre partie de ce travail consiste à proposer une politique de maintenance dans le contexte d’un processus gamma étendu. / This thesis is dedicated to study the functioning of an industrial system. It is about proposing and developing a new model for modelling the accumulative degradation of a system. The standard gamma process is widely used to model the evolution of the system degradation. A notable restriction of a standard gamma process is that its variance-to-mean ratio is constant over time. This may be restrictive within an applicative context. To overcome this drawback, we propose to use an extended gamma process, which was introduced by Cinlar (1980). However, there is a cost and the use of an extended gamma process presents some technical difficulties. For example, there is no explicit formula for the probability distribution of an extended gamma process. These technical difficulties have lead Guida et al. (2012) to use a discrete version of an extended gamma process. We here propose to deal with the original continuous time version. The aim of this work is to develop numerical methods in order to compute the related reliability function and to develop statistical methods to estimate the parameters of the model. Also, another part of this work consists of proposing a maintenance policy within the context of an extended gamma process.

This thesis studies the Second-order Least Squares (SLS) estimation method in regression models with and without measurement error. Applications of the methodology in general quasi-likelihood and variance function models, censored models, and linear and generalized linear models are examined and strong consistency and asymptotic normality are established. To overcome the numerical difficulties of minimizing an objective function that involves multiple integrals, a simulation-based SLS estimator is used and its asymptotic properties are studied. Finite sample performances of the estimators in all of the studied models are investigated through simulation studies. / February 2009

El Método de los Momentos (MoM) ha sido ampliamente utilizado en las últimas décadas para la discretización y la solución de las formulaciones de ecuación integral que aparecen en muchos problemas electromagnéticos de antenas y dispersión. Las más utilizadas de dichas formulaciones son la Ecuación Integral de Campo Eléctrico (EFIE), la Ecuación Integral de Campo Magnético (MFIE) y la Ecuación Integral de Campo Combinada (CFIE), que no es más que una combinación lineal de las dos anteriores.Las formulaciones MFIE y CFIE son válidas únicamente para objetos cerrados y necesitan tratar la integración de núcleos con singularidades de orden superior al de la EFIE. La falta de técnicas eficientes y precisas para el cálculo de dichas integrales singulares a llevado a imprecisiones en los resultados. Consecuentemente, su uso se ha visto restringido a propósitos puramente académicos, incluso cuando tienen una velocidad de convergencia muy superior cuando son resuelto iterativamente, debido a su excelente número de condicionamiento.En general, la principal desventaja del MoM es el alto coste de su construcción, almacenamiento y solución teniendo en cuenta que es inevitablemente un sistema denso, que crece con el tamaño eléctrico del objeto a analizar. Por tanto, un gran número de métodos han sido desarrollados para su compresión y solución. Sin embargo, muchos de ellos son absolutamente dependientes del núcleo de la ecuación integral, necesitando de una reformulación completa para cada núcleo, en caso de que sea posible.Esta tesis presenta nuevos enfoques o métodos para acelerar y incrementar la precisión de ecuaciones integrales discretizadas con el Método de los Momentos (MoM) en electromagnetismo computacional.En primer lugar, un nuevo método iterativo rápido, el Multilevel Adaptive Cross Approximation (MLACA), ha sido desarrollado para acelerar la solución del sistema lineal del MoM. En la búsqueda por un esquema de propósito general, el MLACA es un método independiente del núcleo de la ecuación integral y es puramente algebraico. Mejora simultáneamente la eficiencia y la compresión con respecto a su versión mono-nivel, el ACA, ya existente. Por tanto, representa una excelente alternativa para la solución del sistema del MoM de problemas electromagnéticos de gran escala.En segundo lugar, el Direct Evaluation Method, que ha provado ser la referencia principal en términos de eficiencia y precisión, es extendido para superar el cálculo del desafío que suponen las integrales hiper-singulares 4-D que aparecen en la formulación de Ecuación Integral de Campo Magnético (MFIE) así como en la de Ecuación Integral de Campo Combinada (CFIE). La máxima precisión asequible -precisión de máquina se obtiene en un tiempo más que razonable, sobrepasando a cualquier otra técnica existente en la bibliografía.En tercer lugar, las integrales hiper-singulares mencionadas anteriormente se convierten en casi-singulares cuando los elementos discretizados están muy próximo pero sin llegar a tocarse. Se muestra como las reglas de integración tradicionales tampoco convergen adecuadamente en este caso y se propone una posible solución, basada en reglas de integración más sofisticadas, como la Double Exponential y la Gauss-Laguerre.Finalmente, un esfuerzo en facilitar el uso de cualquier programa de simulación de antenas basado en el MoM ha llevado al desarrollo de un modelo matemático general de un puerto de excitación en el espacio discretizado. Con este nuevo modelo, ya no es necesaria la adaptación de los lados del mallado al puerto en cuestión. / The Method of Moments (MoM) has been widely used during the last decades for the discretization and the solution of integral equation formulations appearing in several electromagnetic antenna and scattering problems. The most utilized of these formulations are the Electric Field Integral Equation (EFIE), the Magnetic Field Integral Equation (MFIE) and the Combined Field Integral Equation (CFIE), which is a linear combination of the other two. The MFIE and CFIE formulations are only valid for closed objects and need to deal with the integration of singular kernels with singularities of higher order than the EFIE. The lack of efficient and accurate techniques for the computation of these singular integrals has led to inaccuracies in the results. Consequently, their use has been mainly restricted to academic purposes, even having a much better convergence rate when solved iteratively, due to their excellent conditioning number. In general, the main drawback of the MoM is the costly construction, storage and solution considering the unavoidable dense linear system, which grows with the electrical size of the object to analyze. Consequently, a wide range of fast methods have been developed for its compression and solution. Most of them, though, are absolutely dependent on the kernel of the integral equation, claiming for a complete re-formulation, if possible, for each new kernel. This thesis dissertation presents new approaches to accelerate or increase the accuracy of integral equations discretized by the Method of Moments (MoM) in computational electromagnetics. Firstly, a novel fast iterative solver, the Multilevel Adaptive Cross Approximation (MLACA), has been developed for accelerating the solution of the MoM linear system. In the quest for a general-purpose scheme, the MLACA is a method independent of the kernel of the integral equation and is purely algebraic. It improves both efficiency and compression rate with respect to the previously existing single-level version, the ACA. Therefore, it represents an excellent alternative for the solution of the MoM system of large-scale electromagnetic problems. Secondly, the direct evaluation method, which has proved to be the main reference in terms of efficiency and accuracy, is extended to overcome the computation of the challenging 4-D hyper-singular integrals arising in the Magnetic Field Integral Equation (MFIE) and Combined Field Integral Equation (CFIE) formulations. The maximum affordable accuracy --machine precision-- is obtained in a more than reasonable computation time, surpassing any other existing technique in the literature. Thirdly, the aforementioned hyper-singular integrals become near-singular when the discretized elements are very closely placed but not touching. It is shown how traditional integration rules fail to converge also in this case, and a possible solution based on more sophisticated integration rules, like the Double Exponential and the Gauss-Laguerre, is proposed. Finally, an effort to facilitate the usability of any antenna simulation software based on the MoM has led to the development of a general mathematical model of an excitation port in the discretized space. With this new model, it is no longer necessary to adapt the mesh edges to the port.

This thesis presents an efficient self-consistent Hybrid Spectral Ray Tracing (HSRT) technique for analysis and design of multi-scale sub-millimeter wave problems, where sub-wavelength features are modeled using rigorous methods, and complex structures with dimensions in the order of tens or even hundreds of wavelengths are modeled by asymptotic methods. Quasi-optical devices are used in imaging arrays for sub-millimeter and terahertz applications, THz time-domain spectroscopy (THz-TDS), high-speed wireless communications, and space applications to couple terahertz radiation from space to a hot electron bolometer. These devices and structures, as physically small they have become, are very large in terms of the wavelength of the driving quasi-optical sources and may have dimension in the tens or even hundreds of wavelengths. Simulation and design optimization of these devices and structures is an extremely challenging electromagnetic problem. The analysis of complex electrically large unbounded wave structures using rigorous methods such as method of moments (MoM), finite element method (FEM), and finite difference time domain (FDTD) method can become almost impossible due to the need for large computational resources. Asymptotic high-frequency techniques are used for analysis of electrically large quasi-optical systems and hybrid methods for solving multi-scale problems. Spectral Ray Tracing (SRT) has a number of unique advantages as a candidate for hybridization. The SRT method has the advantages of Spectral Theory of Diffraction (STD). STD can model reflection, refraction and diffraction of an arbitrary wave incident on the complex structure, which is not the case for diffraction theories such as Geometrical Theory of Diffraction (GTD), Uniform theory of Diffraction (UTD) and Uniform Asymptotic Theory (UAT). By including complex rays, SRT can effectively analyze both near-fields and far-fields accurately with minimal approximations. In this thesis, a novel matrix representation of SRT is presented that uses only one spectral integration per observation point and applied to modeling a hemispherical and hyper-hemispherical lens. The hybridization of SRT with commercially available FEM and MoM software is proposed in this work to solve the complexity of multi-scale analysis. This yields a computationally efficient self-consistent HSRT algorithm. Various arrangements of the Hybrid SRT method such as FEM-SRT, and MoM-SRT, are investigated and validated through comparison of radiation patterns with Ansoft HFSS for the FEM method, FEKO for MoM, Multi-level Fast Multipole Method (MLFMM) and physical optics. For that a bow-tie terahertz antenna backed by hyper-hemispherical silicon lens, an on-chip planar dipole fabricated in SiGe:C BiCMOS technology and attached to a hyper-hemispherical silicon lens and a double-slot antenna backed by silica lens will be used as sample structures to be analyzed using the HSRT. Computational performance (memory requirement, CPU/GPU time) of developed algorithm is compared to other methods in commercially available software. It is shown that the MoM-SRT, in its present implementation, is more accurate than MoM-PO but comparable in speed. However, as shown in this thesis, MoM-SRT can take advantage of parallel processing and GPU. The HSRT algorithm is applied to simulation of on-chip dipole antenna backed by Silicon lens and integrated with a 180-GHz VCO and radiation pattern compared with measurements. The radiation pattern is measured in a quasi-optical configuration using a power detector. In addition, it is shown that the matrix formulation of SRT and HSRT are promising approaches for solving complex electrically large problems with high accuracy. This thesis also expounds on new measurement setup specifically developed for measuring integrated antennas, radiation pattern and gain of the embedded on-chip antenna in the mmW/ terahertz range. In this method, the radiation pattern is first measured in a quasi-optical configuration using a power detector. Subsequently, the radiated power is estimated form the integration over the radiation pattern. Finally, the antenna gain is obtained from the measurement of a two-antenna system.

Method of Moments (MoM)/Green&rsquo / s function formulation is developed for the analysis of electromagnetic radiation from planar rectangular microstrip antennas with different feeding techniques. Investigated structures are microstrip line fed patch antenna, proximity coupled patch antenna and slot coupled patch antenna. For all these structures equivalent problems are defined. Then, integral equations where currents are the unknowns are obtained from boundary conditions and by using spectral domain representation of Green&rsquo / s functions. Finally, MoM is applied to convert these integral equations to a system of linear equations. Currents on the conducting surfaces as well as equivalent magnetic currents on the apertures are modeled as a sum of piecewise sinusoidal subdomain basis functions with unknown coefficients which are calculated by solving the system of linear equations. Based on the formulations provided in this study, a Fortran code is developed. Numerical results calculated by using the code are presented in the form of patch and line currents and input impedances. Presented results are in good agreement with the results given in the literature.

In this thesis, an analysis technique for the slot coupled patch antennas using MoM in conjunction with the closed form Green&rsquo / s functions is presented. Slot coupled patch antennas are fed by a microstrip open stub which is coupled to the patch through an electrically small slot. Current distributions over the microstrip line, slot line and the patch are represented by rooftop basis functions. First, a relatively simple structure, microstrip coupled slot line is investigated using the proposed technique. Then the method is extended to the slot coupled patch antenna geometry. By using the method, current distributions on the feedline and the patch are calculated for a generic slot coupled patch antenna. Then by using the distributions, return scattering parameters of the antenna is approximated with complex exponentials using Prony&rsquo / s method. A parametric study is carried out to observe the effect of each antenna component on the antenna performance. Current distributions and return loss calculations are repeated for modified antennas to observe and demonstrate the performance differences. All simulations are verified using HFSS&reg / software and the results available in the literature.

Various error estimation and adaptive refinement techniques for the solution of electromagnetic integral equations were developed. Residual based error estimators and h-refinement implementations were done for the Method of Moments (MoM) solution of electromagnetic integral equations for a number of different problems. Due to high computational cost associated with the MoM, a cheaper solution technique known as the Locally-Corrected Nyström (LCN) method was explored. Several explicit and implicit techniques for error estimation in the LCN solution of electromagnetic integral equations were proposed and implemented for different geometries to successfully identify high-error regions. A simple p-refinement algorithm was developed and implemented for a number of prototype problems using the proposed estimators. Numerical error was found to significantly reduce in the high-error regions after the refinement. A simple computational cost analysis was also presented for the proposed error estimation schemes. Various cost-accuracy trade-offs and problem-specific limitations of different techniques for error estimation were discussed. Finally, a very important problem of slope-mismatch in the global error rates of the solution and the residual was identified. A few methods to compensate for that mismatch using scale factors based on matrix norms were developed.

Drei numerische Feldberechnungsverfahren - die Momentenmehtode, die Einheitliche Geometrische Beugungstheorie und die Verallgemeinerte Multipoltechnik - werden schrittweise zu einer Erweiterten Hybridmethode (EHM) kombiniert. Dabei wird jeder einzelne Kombinationsschritt anschaulich anhand von Beispielen erläutert, die den Vorteil der EHM verdeutlichen: Mit diesem Verfahren lassen sich bestimmte Anordnungen äußerst effektiv analysieren.

This thesis studies the Second-order Least Squares (SLS) estimation method in regression models with and without measurement error. Applications of the methodology in general quasi-likelihood and variance function models, censored models, and linear and generalized linear models are examined and strong consistency and asymptotic normality are established. To overcome the numerical difficulties of minimizing an objective function that involves multiple integrals, a simulation-based SLS estimator is used and its asymptotic properties are studied. Finite sample performances of the estimators in all of the studied models are investigated through simulation studies.

This thesis focuses on two statistical problems related to credit scoring. In credit scoring of individuals, two classes are distinguished, namely low and high risk individuals (the so-called "good" and "bad" risk classes). Firstly, we suggest a measure which may be used to study the nature of a classifier for distinguishing between the two risk classes. Secondly, we derive a new method DOUW (detecting outliers using weights) which may be used to fit logistic regression models robustly and for the detection of outliers. In the first problem, the focus is on a measure which may be used to study the nature of a classifier. This measure transforms a random variable so that it has the same distribution as another random variable. Assuming a linear form of this measure, three methods for estimating the parameters (slope and intercept) and for constructing confidence bands are developed and compared by means of a Monte Carlo study. The application of these estimators is illustrated on a number of datasets. We also construct statistical hypothesis to test this linearity assumption. In the second problem, the focus is on providing a robust logistic regression fit and the identification of outliers. It is well-known that maximum likelihood estimators of logistic regression parameters are adversely affected by outliers. We propose a robust approach that also serves as an outlier detection procedure and is called DOUW. The approach is based on associating high and low weights with the observations as a result of the likelihood maximization. It turns out that the outliers are those observations to which low weights are assigned. This procedure depends on two tuning constants. A simulation study is presented to show the effects of these constants on the performance of the proposed methodology. The results are presented in terms of four benchmark datasets as well as a large new dataset from the application area of retail marketing campaign analysis. In the last chapter we apply the techniques developed in this thesis on a practical credit scoring dataset. We show that the DOUW method improves the classifier performance and that the measure developed to study the nature of a classifier is useful in a credit scoring context and may be used for assessing whether the distribution of the good and the bad risk individuals is from the same translation-scale family. / Thesis (Ph.D. (Risk Analysis))--North-West University, Potchefstroom Campus, 2008.