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Statistical modelling of return on capital employed of individual unitsBurombo, Emmanuel Chamunorwa 10 1900 (has links)
Return on Capital Employed (ROCE) is a popular financial instrument and communication tool for the appraisal of companies. Often, companies management and other practitioners use untested rules and behavioural approach when investigating the key determinants of ROCE, instead of the scientific statistical paradigm. The aim of this dissertation was to identify and quantify key determinants of ROCE of individual companies listed on the Johannesburg Stock Exchange (JSE), by comparing classical multiple linear regression, principal components regression, generalized least squares regression, and robust maximum likelihood regression approaches in order to improve companies decision making. Performance indicators used to arrive at the best approach were coefficient of determination ( ), adjusted ( , and Mean Square Residual (MSE). Since the ROCE variable had positive and negative values two separate analyses were done.
The classical multiple linear regression models were constructed using stepwise directed search for dependent variable log ROCE for the two data sets. Assumptions were satisfied and problem of multicollinearity was addressed. For the positive ROCE data set, the classical multiple linear regression model had a of 0.928, an of 0.927, a MSE of 0.013, and the lead key determinant was Return on Equity (ROE),with positive elasticity, followed by Debt to Equity (D/E) and Capital Employed (CE), both with negative elasticities. The model showed good validation performance. For the negative ROCE data set, the classical multiple linear regression model had a of 0.666, an of 0.652, a MSE of 0.149, and the lead key determinant was Assets per Capital Employed (APCE) with positive effect, followed by Return on Assets (ROA) and Market Capitalization (MC), both with negative effects. The model showed poor validation performance. The results indicated more and less precision than those found by previous studies. This suggested that the key determinants are also important sources of variability in ROCE of individual companies that management need to work with.
To handle the problem of multicollinearity in the data, principal components were selected using Kaiser-Guttman criterion. The principal components regression model was constructed using dependent variable log ROCE for the two data sets. Assumptions were satisfied. For the positive ROCE data set, the principal components regression model had a of 0.929, an of 0.929, a MSE of 0.069, and the lead key determinant was PC4 (log ROA, log ROE, log Operating Profit Margin (OPM)) and followed by PC2 (log Earnings Yield (EY), log Price to Earnings (P/E)), both with positive effects. The model resulted in a satisfactory validation performance. For the negative ROCE data set, the principal components regression model had a of 0.544, an of 0.532, a MSE of 0.167, and the lead key determinant was PC3 (ROA, EY, APCE) and followed by PC1 (MC, CE), both with negative effects. The model indicated an accurate validation performance. The results showed that the use of principal components as independent variables did not improve classical multiple linear regression model prediction in our data. This implied that the key determinants are less important sources of variability in ROCE of individual companies that management need to work with.
Generalized least square regression was used to assess heteroscedasticity and dependences in the data. It was constructed using stepwise directed search for dependent variable ROCE for the two data sets. For the positive ROCE data set, the weighted generalized least squares regression model had a of 0.920, an of 0.919, a MSE of 0.044, and the lead key determinant was ROE with positive effect, followed by D/E with negative effect, Dividend Yield (DY) with positive effect and lastly CE with negative effect. The model indicated an accurate validation performance. For the negative ROCE data set, the weighted generalized least squares regression model had a of 0.559, an of 0.548, a MSE of 57.125, and the lead key determinant was APCE and followed by ROA, both with positive effects.The model showed a weak validation performance. The results suggested that the key determinants are less important sources of variability in ROCE of individual companies that management need to work with. Robust maximum likelihood regression was employed to handle the problem of contamination in the data. It was constructed using stepwise directed search for dependent variable ROCE for the two data sets. For the positive ROCE data set, the robust maximum likelihood regression model had a of 0.998, an of 0.997, a MSE of 6.739, and the lead key determinant was ROE with positive effect, followed by DY and lastly D/E, both with negative effects. The model showed a strong validation performance. For the negative ROCE data set, the robust maximum likelihood regression model had a of 0.990, an of 0.984, a MSE of 98.883, and the lead key determinant was APCE with positive effect and followed by ROA with negative effect. The model also showed a strong validation performance. The results reflected that the key determinants are major sources of variability in ROCE of individual companies that management need to work with.
Overall, the findings showed that the use of robust maximum likelihood regression provided more precise results compared to those obtained using the three competing approaches, because it is more consistent, sufficient and efficient; has a higher breakdown point and no conditions. Companies management can establish and control proper marketing strategies using the key determinants, and results of these strategies can see an improvement in ROCE. / Mathematical Sciences / M. Sc. (Statistics)
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Análise espacial de uma transeção de solo agrícola cultivado com soja.Oliveira, Marcio Paulo de 04 February 2010 (has links)
Made available in DSpace on 2017-07-10T19:24:46Z (GMT). No. of bitstreams: 1
Marcio Paulo de Oliveira.pdf: 1960743 bytes, checksum: 7438fe00d388d47b01b27d6cfdf2e229 (MD5)
Previous issue date: 2010-02-04 / The knowledge about soil and plant attributes is important for the improvement of agricultural
management. Intense tillage activities may induce not only alterations in the soil attributes
but also decrease in productivity. Studies directed to the soil and plant spatial variability
identification and the relations amid these variables are tools for agriculture, with the
potential to increase productivity. The data set for this study was sampled in a Rhodic
Acrudox soil, at a farmland that has been being cultivated for over five years under no-tillage
system, with soybean and wheat in crop succession. At 252 m long transect, 84 points were
demarcated, with 3 m of spacing between each of them. The relations between soybean
productivity and soil water content, micro, macro and total porosity, soil density and soil
resistance to penetration at 0,0-0,10 m and 0,10-0,20 m deep layers, were evaluated, as well as
the respective variabilities. The relations between soybean productivity and soil attributes were
determined using simple and cross correlations, followed by the state space models
determinations, compared to linear and multiple regression models. The results have shown that
the soybean productivity and soil mechanical resistance variables presented not only
autocorrelation structure but also crosscorrelation structure. The state space models, relating to the
soybean productivity at a point i, with the same attribute at point i-1, at the two layers, were more
efficient than the equivalent models in simple and multiple regression. With geoestatistics, the
spatial dependence structure was determined with envelopes and models for the semivariograms,
allowing identification and classification of the spatial dependence for the variables under study.
The thematic maps were obtained with simple kriging and indicated the soil attributes behavior,
related to the soybean productivity. / O conhecimento do comportamento dos atributos do solo e da planta é importante para a melhoria
das práticas agrícolas. A intensa atividade de cultivo pode provocar modificações dos atributos do
solo e reduzir a produtividade de uma cultura em determinada região. Os estudos que visam
identificar a variabilidade espacial dos atributos do solo e da planta e a relação entre esses
atributos surgem como um recurso para a agricultura, podendo ser utilizados para realização de
um manejo adequado dos recursos disponíveis, ampliando a produtividade e preservando o meioambiente.
Os dados para a realização deste estudo foram obtidos em um Latossolo Vermelho
distroférrico, em uma área cultivada há mais de cinco anos com alternância entre as culturas de
soja e trigo, com o sistema de plantio direto. Em uma transeção de 252 m de comprimento foram
demarcados 84 elementos amostrais, espaçados de 3 m entre si. As relações da produtividade da
soja com os seguintes atributos físicos e hídricos do solo: teor de água no solo, microporosidade,
macroporosidade e porosidade total do solo, densidade do solo e resistência mecânica do solo à
penetração, nas camadas 0,0-0,10 m e 0,10-0,20 m, foram avaliadas bem como a variabilidade
espacial desses atributos. A relação entre a produtividade da soja e os atributos do solo foi
determinada através das correlações simples e cruzada entre os elementos amostrais de cada
atributo, seguida da estimação dos modelos em espaço de estados, comparados aos modelos
equivalentes em regressão linear múltipla. Os resultados mostraram que as variáveis
produtividade da soja e resistência do solo a penetração apresentaram estrutura de
autocorrelação e de correlação cruzada entre si. Os modelos estimados em espaço de estados,
relacionando a produtividade da soja em um ponto i com a produtividade da soja e resistência do
solo a penetração nas duas camadas no ponto i -1 mostraram-se mais eficientes do que os
modelos equivalentes estimados em regressão linear simples e múltipla. Por meio da
geoestatística, a estrutura de dependência espacial foi avaliada por meio dos envelopes e
modelos para os semivariogramas experimentais, permitindo identificar e classificar a
dependência espacial das variáveis em estudo. Os mapas temáticos foram obtidos por meio de
interpolação por krigagem ordinária e indicaram o comportamento dos atributos do solo ligadas a
produtividade da soja.
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Análise espacial de uma transeção de solo agrícola cultivado com soja.Oliveira, Marcio Paulo de 04 February 2010 (has links)
Made available in DSpace on 2017-05-12T14:48:09Z (GMT). No. of bitstreams: 1
Marcio Paulo de Oliveira.pdf: 1960743 bytes, checksum: 7438fe00d388d47b01b27d6cfdf2e229 (MD5)
Previous issue date: 2010-02-04 / The knowledge about soil and plant attributes is important for the improvement of agricultural
management. Intense tillage activities may induce not only alterations in the soil attributes
but also decrease in productivity. Studies directed to the soil and plant spatial variability
identification and the relations amid these variables are tools for agriculture, with the
potential to increase productivity. The data set for this study was sampled in a Rhodic
Acrudox soil, at a farmland that has been being cultivated for over five years under no-tillage
system, with soybean and wheat in crop succession. At 252 m long transect, 84 points were
demarcated, with 3 m of spacing between each of them. The relations between soybean
productivity and soil water content, micro, macro and total porosity, soil density and soil
resistance to penetration at 0,0-0,10 m and 0,10-0,20 m deep layers, were evaluated, as well as
the respective variabilities. The relations between soybean productivity and soil attributes were
determined using simple and cross correlations, followed by the state space models
determinations, compared to linear and multiple regression models. The results have shown that
the soybean productivity and soil mechanical resistance variables presented not only
autocorrelation structure but also crosscorrelation structure. The state space models, relating to the
soybean productivity at a point i, with the same attribute at point i-1, at the two layers, were more
efficient than the equivalent models in simple and multiple regression. With geoestatistics, the
spatial dependence structure was determined with envelopes and models for the semivariograms,
allowing identification and classification of the spatial dependence for the variables under study.
The thematic maps were obtained with simple kriging and indicated the soil attributes behavior,
related to the soybean productivity. / O conhecimento do comportamento dos atributos do solo e da planta é importante para a melhoria
das práticas agrícolas. A intensa atividade de cultivo pode provocar modificações dos atributos do
solo e reduzir a produtividade de uma cultura em determinada região. Os estudos que visam
identificar a variabilidade espacial dos atributos do solo e da planta e a relação entre esses
atributos surgem como um recurso para a agricultura, podendo ser utilizados para realização de
um manejo adequado dos recursos disponíveis, ampliando a produtividade e preservando o meioambiente.
Os dados para a realização deste estudo foram obtidos em um Latossolo Vermelho
distroférrico, em uma área cultivada há mais de cinco anos com alternância entre as culturas de
soja e trigo, com o sistema de plantio direto. Em uma transeção de 252 m de comprimento foram
demarcados 84 elementos amostrais, espaçados de 3 m entre si. As relações da produtividade da
soja com os seguintes atributos físicos e hídricos do solo: teor de água no solo, microporosidade,
macroporosidade e porosidade total do solo, densidade do solo e resistência mecânica do solo à
penetração, nas camadas 0,0-0,10 m e 0,10-0,20 m, foram avaliadas bem como a variabilidade
espacial desses atributos. A relação entre a produtividade da soja e os atributos do solo foi
determinada através das correlações simples e cruzada entre os elementos amostrais de cada
atributo, seguida da estimação dos modelos em espaço de estados, comparados aos modelos
equivalentes em regressão linear múltipla. Os resultados mostraram que as variáveis
produtividade da soja e resistência do solo a penetração apresentaram estrutura de
autocorrelação e de correlação cruzada entre si. Os modelos estimados em espaço de estados,
relacionando a produtividade da soja em um ponto i com a produtividade da soja e resistência do
solo a penetração nas duas camadas no ponto i -1 mostraram-se mais eficientes do que os
modelos equivalentes estimados em regressão linear simples e múltipla. Por meio da
geoestatística, a estrutura de dependência espacial foi avaliada por meio dos envelopes e
modelos para os semivariogramas experimentais, permitindo identificar e classificar a
dependência espacial das variáveis em estudo. Os mapas temáticos foram obtidos por meio de
interpolação por krigagem ordinária e indicaram o comportamento dos atributos do solo ligadas a
produtividade da soja.
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Long Term Forecasting of Industrial Electricity Consumption Data With GRU, LSTM and Multiple Linear RegressionBuzatoiu, Roxana January 2020 (has links)
Accurate long-term energy consumption forecasting of industrial entities is of interest to distribution companies as it can potentially help reduce their churn and offer support in decision making when hedging. This thesis work presents different methods to forecast the energy consumption for industrial entities over a long time prediction horizon of 1 year. Notably, it includes experimentations with two variants of the Recurrent Neural Networks, namely Gated Recurrent Unit (GRU) and Long-Short-Term-Memory (LSTM). Their performance is compared against traditional approaches namely Multiple Linear Regression (MLR) and Seasonal Autoregressive Integrated Moving Average (SARIMA). Further on, the investigation focuses on tailoring the Recurrent Neural Network model to improve the performance. The experiments focus on the impact of different model architectures. Secondly, it focuses on testing the effect of time-related feature selection as an additional input to the Recurrent Neural Network (RNN) networks. Specifically, it explored how traditional methods such as Exploratory Data Analysis, Autocorrelation, and Partial Autocorrelation Functions Plots can contribute to the performance of RNN model. The current work shows through an empirical study on three industrial datasets that GRU architecture is a powerful method for the long-term forecasting task which outperforms LSTM on certain scenarios. In comparison to the MLR model, the RNN achieved a reduction in the RMSE between 5% up to to 10%. The most important findings include: (i) GRU architecture outperforms LSTM on industrial energy consumption datasets when compared against a lower number of hidden units. Also, GRU outperforms LSTM on certain datasets, regardless of the choice units number; (ii) RNN variants yield a better accuracy than statistical or regression models; (iii) using ACF and PACF as dicovery tools in the feature selection process is unconclusive and unefficient when aiming for a general model; (iv) using deterministic features (such as day of the year, day of the month) has limited effects on improving the deep learning model’s performance. / Noggranna långsiktiga energiprognosprognoser för industriella enheter är av intresse för distributionsföretag eftersom det potentiellt kan bidra till att minska deras churn och erbjuda stöd i beslutsfattandet vid säkring. Detta avhandlingsarbete presenterar olika metoder för att prognostisera energiförbrukningen för industriella enheter under en lång tids förutsägelsehorisont på 1 år. I synnerhet inkluderar det experiment med två varianter av de återkommande neurala nätverken, nämligen GRU och LSTM. Deras prestanda jämförs med traditionella metoder, nämligen MLR och SARIMA. Vidare fokuserar undersökningen på att skräddarsy modellen för återkommande neurala nätverk för att förbättra prestanda. Experimenten fokuserar på effekterna av olika modellarkitekturer. För det andra fokuserar den på att testa effekten av tidsrelaterat funktionsval som en extra ingång till RNN -nätverk. Specifikt undersökte den hur traditionella metoder som Exploratory Data Analysis, Autocorrelation och Partial Autocorrelation Funtions Plots kan bidra till prestanda för RNN -modellen. Det aktuella arbetet visar genom en empirisk studie av tre industriella datamängder att GRU -arkitektur är en kraftfull metod för den långsiktiga prognosuppgiften som överträffar ac LSTM på vissa scenarier. Jämfört med MLR -modellen uppnådde RNN en minskning av RMSE mellan 5 % upp till 10 %. De viktigaste resultaten inkluderar: (i) GRU -arkitekturen överträffar LSTM på datauppsättningar för industriell energiförbrukning jämfört med ett lägre antal dolda enheter. GRU överträffar också LSTM på vissa datauppsättningar, oavsett antalet valenheter; (ii) RNN -varianter ger bättre noggrannhet än statistiska modeller eller regressionsmodeller; (iii) att använda ACF och PACF som verktyg för upptäckt i funktionsvalsprocessen är otydligt och ineffektivt när man siktar på en allmän modell; (iv) att använda deterministiska funktioner (t.ex. årets dag, månadsdagen) har begränsade effekter på att förbättra djupinlärningsmodellens prestanda.
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Functional Genetic Analysis Reveals Intricate Roles of Conserved X-box Elements in Yeast Transcriptional RegulationVoll, Sarah 13 November 2013 (has links)
Understanding the functional impact of physical interactions between proteins and
DNA on gene expression is important for developing approaches to correct disease-associated gene dysregulation. I conducted a systematic, functional genetic analysis of protein-DNA interactions in the promoter region of the yeast ribonucleotide reductase
subunit gene RNR3. I measured the transcriptional impact of systematically
perturbing the major transcriptional regulator, Crt1, and three X-box sites on the
DNA known to physically bind Crt1. This analysis revealed interactions between
two of the three X-boxes in the presence of Crt1, and unexpectedly, a significant
functional role of the X-boxes in the absence of Crt1. Further analysis revealed Crt1-
independent regulators of RNR3 that were impacted by X-box perturbation. Taken
together, these results support the notion that higher-order X-box-mediated interactions
are important for RNR3 transcription, and that the X-boxes have unexpected roles in the regulation of RNR3 transcription that extend beyond their interaction with Crt1.
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Medborgarnas Förtroende för EU : En fråga om gemensam europeisk identitet?Älgenäs, Clas January 2015 (has links)
Den Europeiska Unionen är en mångfacetterad samling länder med ett brett spektra av historisk bakgrund, geografisk placering och ekonomiska förhållanden. I denna uppsats undersöks huruvida en gemensam europeisk identitet kan bidra till en ökad tillit från medborgarna i unionen till EU som institution. Uppsatsens teoretiska underlag består av tidigare forskning. Denna forskning skapar ett fundament för den statistiska modell som används för att besvara frågeställningen. Med hjälp av data samlad ur bland annat Eurobarometerrapporter tar uppsatsen, via multipel linjär regression, fram en modell som förklarar förhållandet mellan den beroende variabeln ”förtroende för EU” och de oberoende variablerna ”uppfattning av gemensam europeisk identitet”, ”avstånd till Bryssel”, ”BNP per capita” och ”antal år som medlem i EU”. Resultatet visar en koppling mellan en högre grad av upplevd gemensam identitet hos medborgarna i ett land och ett ökat förtroende för EU. Vidare visar modellen ett negativt samband mellan förtroendet för EU och ett stigande värde på var och en av de övriga förklaringsvariablerna. Med andra ord: ju längre avstånd till Bryssel, ju högre BNP per capita och ju längre medlemskap i unionen desto lägre förtroende känner den genomsnittlige medborgaren för EU. / The European Union is a diverse group of countries characterized by a wide spectra of historical background, geographical location and economic situation. The topic of this essay is whether a common European identity can contribute to an increased level of trust from the citizens towards the EU as an institution. Previous research constitute the theoretical basis of the essay. Using this research, I create the foundation for the statistical model used to answer the question at issue. Using multiple linear regression on data gathered from Eurobarometer reports and other sources, I create a statistical model that explains the relationship between the dependent variable “trust in EU” and the independent variables “feeling of being an EU-citizen”, “distance to Brussels”, “BNP per capita” and “number of years as member of EU”. The results shows a connection between a higher level of feeling of being an EU-citizen and a higher level of trust in EU. Moreover, the model shows a negative connection between trust in EU and an increasing value on each of the other independent variables. In other words: the further away the average citizen is from Brussels, the higher level of BNP per capita her country has and the longer her country has been a member of the EU, the lower trust she has in the EU.
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On the development and application of indirect site indexes based on edaphoclimatic variables for commercial forestry in South AfricaEsler, William Kevin 03 1900 (has links)
Thesis (MScFor)--Stellenbosch University, 2012. / ENGLISH ABSTRACT: Site Index is used extensively in modern commercial forestry both as an indicator of current and future site potential, but also as a means of site comparison. The concept is deeply embedded into current forest planning processes, and without it empirical growth and yield modelling would not function in its present form. Most commercial forestry companies in South Africa currently spend hundreds of thousands of Rand annually collecting growth stock data via inventory, but spend little or no money on the default compartment data (specifically Site Index) which is used to estimate over 90% of the product volumes in their long term plans. A need exists to construct reliable methods to determine Site Index for sites which have not been physically measured (the socalled "default", or indirect Site Index). Most previous attempts to model Site Index have used multiple linear regression as the model, alternative methods have been explored in this thesis: Regression tree analysis, random forest analysis, hybrid or model trees, multiple linear regression, and multiple linear regression using regression trees to identify the variables. Regression tree analysis proves to be ideally suited to this type of data, and a generic model with only three site variables was able to capture 49.44 % of the variation in Site Index. Further localisation of the model could prove to be commercially useful.
One of the key assumptions associated with Site Index, that it is unaffected by initial planting density, was tested using linear mixed effects modelling. The results show that there may well be role played by initial stocking in some species (notably E. dunnii and E. nitens), and that further work may be warranted. It was also shown that early measurement of dominant height results in poor estimates of Site Index, which will have a direct impact on inventory policies and on data to be included in Site Index modelling studies.
This thesis is divided into six chapters: Chapter 1 contains a description of the concept of Site Index and it's origins, as well as, how the concept is used within the current forest planning processes. Chapter 2 contains an analysis on the influence of initial planted density on the estimate of Site Index. Chapter 3 explores the question of whether the age at which dominant height is measured has any effect on the quality of Site Index estimates. Chapter 4 looks at various modelling methodologies and compares the resultant models. Chapter 5 contains conclusions and recommendations for further study, and finally Chapter 6 discusses how any new Site Index model will effect the current planning protocol. / AFRIKAANSE OPSOMMING: Hedendaagse kommersiële bosbou gebruik groeiplek indeks (Site Index) as 'n aanduiding van huidige en toekomstige groeiplek moontlikhede, asook 'n metode om groeiplekke te vergelyk. Hierdie beginsel is diep gewortel in bestaande beplanningsprosesse en daarsonder kan empiriese groeien opbrengsmodelle nie in hul huidige vorm funksioneer nie. SuidAfrikaanse bosboumaatskappye bestee jaarliks groot bedrae geld aan die versameling van groeivoorraad data deur middel van opnames, maar weinig of geen geld word aangewend vir die insameling van ongemete vak data (veral groeiplek indeks) nie. Ongemete vak data word gebuik om meer as 90% van die produksie volume te beraam in langtermyn beplaning. 'n Behoefte bestaan om betroubare metodes te ontwikkel om groeiplek indeks te bereken vir groeiplekke wat nog nie opgemeet is nie. Die meeste vorige pogings om groeiplek indeks te beraam het meervoudige linêre regressie as model gebruik. Alternatiewe metodes is ondersoek; naamlik regressieboom analise, ewekansige woud analise, hibriedeof modelbome, meervoudige linêre regressie en meervoudige linêre regressie waarin die veranderlike faktore bepaal is deur regressiebome. Regressieboom analise blyk geskik te wees vir hierdie tipe data en 'n veralgemeende model met slegs drie groeiplek veranderlikes dek 49.44 % van die variasie in groeiplek indeks. Verdere lokalisering van die model kan dus van kommersiële waarde wees.
'n Sleutel aanname is gemaak dat aanvanklike plantdigtheid nie 'n invloed op groeiplek indeks het nie. Hierdie aanname is getoets deur linêre gemengde uitwerkings modelle. Die toetsuitslag dui op 'n moontlikheid dat plantdigtheid wel 'n invloed het op sommige spesies (vernaamlik E. dunnii en E. nitens) en verdere navorsing kan daarom geregverdig word. Dit is ook bewys dat metings van jonger bome vir dominante hoogtes gee aanleiding tot swak beramings van groeiplek indekse. Gevolglik sal hierdie toestsuitslag groeivoorraad opname beleid, asook die data wat vir groeiplek indeks modellering gebruik word, beïnvloed.
Hierdie tesis word in ses hoofstukke onderverdeel. Hoofstuk een bevat 'n beskrywing van die beginsel van groeiplek indeks, die oorsprong daarvan, asook hoe die beginsel tans in huidige bosbou beplannings prosesse toegepas word. Hoofstuk twee bestaan uit ń ontleding van die invloed van aanvanklike plantdigtheid op die beraming van groeplek indeks. In hoofstuk drie word ondersoek wat die moontlike invloed is van die ouderdom waarop metings vir dominante hoogte geneem word, op die kwaliteit van groeplek indeks beramings het. Hoofstuk vier verken verskeie modelle metodologieë en vergelyk die uitslaggewende modelle. Hoofstuk vyf bevat gevolgtrekkings en voorstelle vir verdere studies. Afsluitend, is hoofstuk ses ń bespreking van hoe enige nuwe groeiplek indeks modelle die huidige beplannings protokol kan beïnvloed.
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Optimisation de l'implantation glénoïdienne d'une prothèse d'épaule : de la reconstitution 3D à la réalité augmentée / Optimization of the glenoid component positioning of a shoulder prosthesis : from the 3D reconstruction to the augmented realityBerhouet, Julien 03 October 2016 (has links)
Deux méthodes d’assistance opératoire, pour le positionnement du composant glénoïdien d’une prothèse d’épaule, sont explorées. Elles ont pour dénominateur commun une reconstruction 3D première de la glène pathologique à implanter. Une approche essentiellement clinique, avec des travaux d’application pratique, est proposée pour la technologie des Patients Specific Implants (PSI), dont l’utilisation en orthopédie est croissante. Une approche davantage technologique est ensuite proposée, de type Réalité Augmentée, jusqu’à maintenant encore inexploitée dans le champ de la chirurgie orthopédique. La faisabilité de cette approche, les conditions d’emploi des technologies inhérentes, ont été étudiées. En amont, un nouveau type d’information pour implémenter, sur le support connecté (lunettes électroniques), l’application de réalité, est proposé, avec la modélisation mathématique par régression linéaire multiple d’une glène normale. L’objectif secondaire est d’obtenir une banque de données dites de glènes génériques normales, pouvant servir de référence à la reconstitution d’une glène pathologique à traiter, après un processus de morphing. / In this thesis, two methods of operating assistance for the positioning of the glenoid component of a shoulder prosthesis, are addressed. They have in common a preliminary 3D reconstruction of the pathological glenoid to implant. A main clinical approach, with practice studies, is proposed for the Patient Specific Implants technology, which is currently used in orthopaedics. Then a main prospective and technological approach is proposed with the Augmented Reality, while it is so far untapped in the field of orthopaedic surgery. The feasibility of this last technology, as well as the tools and the manual for its use, were studied. Upstream, a new type of information to implement the augmented reality connected application support is offered, with mathematical modeling by multiple linear regression of a normal glenoid. The second goal is to build a normal generic glenoids database. It can be used as reference to the reconstruction of a pathological glenoid to treat, after a morphing process step.
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Estimativa do escoamento superficial em diferentes níveis de dossel vegetativo e cobertura do solo / Runoff estimate at different levels of canopy vegetative and soil coverKnies, Alberto Eduardo 25 March 2014 (has links)
Conselho Nacional de Desenvolvimento Científico e Tecnológico / The soil tillage systems modify its water balance and for the correct irrigation
management is fundamental to determining the runoff and effective rainfall, which helps
to maximize the use of rainwater and minimizes the use of supplemental irrigation. The
objective of this study was to determine, model and estimate the runoff and the effective
rainfall during the development cycle of the common black bean and maize in soil with
and without straw on the surface, in different land slope and rainfall intensities simulated,
using the field experiments, multivariate equations, the Curve Number Method (CN) and
the SIMDualKc Model. Two experiments were conducted in the field with crops of black
beans and maize, where different intensities of simulated rainfall (35, 70 and 105 mm h-1)
were applied at different times of the crop cycle (soil cover of 0, 28, 63 and 100% by the
canopy beans; 0, 30, 72 and 100% by canopy of maize) and distinct land slope (1, 5 and
10%) in soil without and with (5 Mg ha-1) of oat straw on the surface. The runoff values
observed were compared with those estimated by the CN method, suggesting new
values of CN to improve the estimate. From the set of data collected from the field
analysis of multiple linear regression to estimate runoff and simulations with SIMDualKc
model to estimate runoff and effective rainfall were performed. The start time of the
runoff, constant runoff rate, total runoff and the percentage of runoff in relation to the
volume of rain were little influenced by the crops of beans and maize. Reductions in
runoff were provided by the straw on the soil surface within 45 and 48% for the crops
beans and maize, respectively. The CN method for the bean crop underestimated runoff
by up to 10% for the soil without straw on the surface, and overestimated by up to 17%
for the soil with straw. For maize, the method overestimated the runoff by up 32.4% in
soil with straw and 12% in soil without straw. To improve estimation the CN, new values
are proposed for CN, considering the crop, the presence or absence of straw on soil
surface and intensity rain. The use of multiple linear regression analyzes indicated that
the volume of precipitation (R2=0.52) and soil cover by straw (R2=0.18) are the variables
with the greatest influence on runoff. Four multiple equations were generated, and the
equation 2, whose input parameters are the volume of rain and amount of litter on the
soil surface, was presented the best estimate of the runoff of a data set than the one that
gave its origin. The SIMDualKc Model requires adjustments to estimate runoff and
effective rainfall during the crop cycle of beans and maize, so consider the benefits of
straw on the soil surface in reducing runoff. Thus, the suggested value of CN (CN=75)
was changed to 71 and 87 to the black bean crop, and 56 and 79 for the maize crop for
the soil with and without straw on the surface, respectively. / Os sistemas de manejo do solo modificam o seu balanço hídrico e para o correto
manejo da irrigação é de fundamental importância a determinação do escoamento
superficial e da chuva efetiva, o que contribui para maximizar o uso da água das chuvas e
minimiza a utilização de irrigação suplementar. O objetivo do presente trabalho foi
determinar, modelar e estimar o escoamento superficial e a chuva efetiva durante o ciclo de
desenvolvimento das culturas do feijão e milho, cultivados em solo com e sem palha na
superfície, em diferentes declividade do terreno e intensidades de chuvas simuladas,
utilizando experimentos a campo, equações multivariadas, o método Curva Número (CN) e
o modelo SIMDualKc. Foram realizados dois experimentos à campo, com as culturas do
feijão e milho, em que foram aplicadas diferentes intensidades de chuvas simuladas (35, 70
e 105 mm h-1), em diferentes momentos do ciclo das culturas (cobertura do solo de 0, 28, 63
e 100% pelo dossel vegetativo do feijão; 0, 30, 72 e 100% pelo dossel vegetativo do milho) e
distintas declividade do terreno (1, 5 e 10%), em solo sem e com (5 Mg ha-1) palha de aveia
preta na superfície. Os valores de escoamento superficial observados foram comparados
com os estimados pelo método CN, sugerindo-se novos valores de CN para melhorar a
estimativa. A partir do conjunto de dados coletados a campo, foram realizadas análises de
regressão linear múltiplas para a estimativa do escoamento superficial e, simulações com o
modelo SIMDualKc para estimativa do escoamento superficial e da chuva efetiva. O tempo
de início do escoamento, a taxa constante de escoamento, o escoamento total e a
porcentagem de escoamento em relação ao volume da chuva foram pouco influenciados
pelo crescimento do dossel vegetativo das plantas de feijão e milho. Reduções no
escoamento superficial foram proporcionadas pela presença de palha na superfície do solo,
em até 45 e 48% para as culturas do feijão e milho, respectivamente. O método CN para a
cultura do feijão subestimou o escoamento superficial em até 10% para o solo sem palha na
superfície e, superestimou em até 17% para o solo com palha. Para a cultura do milho, o
método CN superestimou o escoamento superficial em até 32,4% no solo com palha e 12%
no solo sem palha. Para melhorar a estimativa do método CN, foram propostos novos
valores de CN, considerando a cultura, a presença ou não de palha na superfície do solo e a
intensidade da chuva. A utilização de análises de regressão linear múltiplas indicaram que o
volume da chuva (R2=0,52) e a cobertura do solo por palha (R2=0,18) são as variáveis com
maior influência sobre o escoamento superficial. Foram geradas quatro equações múltiplas,
sendo que a equação 2, cujos parâmetros de entrada são o volume da chuva e quantidade
de palha na superfície do solo, foi a que apresentou a melhor estimativa do escoamento
superficial de um conjunto de dados diferente daquele que lhe deu origem. O modelo
SIMDualKc necessita de ajustes para estimar o escoamento superficial e a chuva efetiva
durante o ciclo das culturas de feijão e milho, de modo que considere os benefícios da palha
na superfície do solo na redução do escoamento superficial. Desta forma, o valor sugerido
de CN (CN=75) foi alterado para 71 e 87 para a cultura do feijão e, 56 e 79 para a cultura do
milho, para o solo com e sem palha na superfície, respectivamente.
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Aplicação estruturada de dados de redes sociais na modelagem de instrumentos de apoio às decisões de concessão de crédito / Social networks structured data application: modelins support tools for credit acquisitions decisionsFattibene, Marcos 27 January 2015 (has links)
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Previous issue date: 2015-01-27 / The credit analysis for individuals has traditionally relied on three pillars: documentary proof of income and residence; refers to negative credit bureaus as SERASA and SCPC and the use of forecasting models based on the hypothesis that similar profiles in the future will reproduce the same credit behavior of the past, such as the "credit scores" (HAND; HENLEY, 2007) . This approach has been adequate, while being susceptible to moments of economic crisis or to fast profile changing of the target market, as occurred in the U.S. subprime in 2008. This study aims to point out ways to use Social Networks informational content, where individuals express and record their opinions, preferences, and especially get evident their network of relationships, in the credit analysis context. It was made evident the feasibility to investigate the assumption that an individual's proximity to other appropriate profile payers, or vice versa, influences the repayment rate. To illustrate such a conclusion, a real social network, enriched with credit data obtained by statistical simulation, was used. Three models of data weighting and three other based on multiple linear regression models were developed. In general the results were not statistically significant, by need to use a non-brazilian social network, as well synthetic data bureau score, since real information was not available in this country. It was shown a way to investigate the hypothesis that the informational content of a social network may generate greater efficiency into credit analysis when added to decision-making, operational and control systems of this segment. / A análise de crédito para pessoas físicas tem tradicionalmente se apoiado em três pilares: comprovação documental de renda e de residência; consulta a birôs negativos de crédito, como SERASA Experian e SCPC e a utilização de modelos de projeção baseados na hipótese que perfis semelhantes reproduzirão no futuro o comportamento de crédito do passado, como por exemplo, os credit scores (HAND ; HENLEY, 2007). Tal abordagem tem se mostrado adequada, sendo, entretanto suscetível a momentos de crise econômica ou mudança rápida do perfil do mercado alvo, a exemplo do ocorrido no mercado imobiliário dos EUA no ano de 2008. O presente trabalho propõe-se indicar alternativas para a utilização do teor informacional presente nas Redes Sociais, onde os indivíduos registram suas opiniões, preferências e especialmente evidenciam sua rede de relacionamentos, no contexto da análise de risco de crédito. Evidenciaram-se formas de averiguação da premissa que proximidade de um indivíduo a outros com perfil de bons pagadores, ou vice-versa, influencia a taxa de adimplência. Para se ilustrar tais sugestões, foi utilizada uma rede social real, enriquecida com dados de crédito obtidos por simulação estatística. Foram elaborados três modelos de ponderação de dados e três modelos baseados em regressão linear múltipla. Em geral os resultados não foram estatisticamente significantes, dada a necessidade de uso de rede social estrangeira como também da geração de dados sintéticos de score de birô de crédito, dada a indisponibilidade de informações reais no País. Porém, ficou evidenciada a viabilidade da averiguação da hipótese de que o conteúdo informacional contido em redes sociais pode ampliar a eficiência do sistema de análise de crédito, se incorporado aos sistemas decisórios, operativos e de controle.
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