Made available in DSpace on 2014-06-11T19:22:35Z (GMT). No. of bitstreams: 0 Previous issue date: 2008-06-06Bitstream added on 2014-06-13T20:09:51Z : No. of bitstreams: 1 sanchez_frl_me_ilha.pdf: 660422 bytes, checksum: f8ab299d7cef18ca3a218acf27a94f43 (MD5) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Neste trabalho foram implementados diversos agentes heuristicos construtivos, baseados no modelo híbrido linear, que fazem parte de um time assíncrono que tem como objetivo gerar configurações de boa qualidade para inicializar as metaheuríticas que resolvem o problema do planejamento da expansão da transmissão dos sistemas de energia elétrica. A teoria de times assíncronos foi aplicada para reunir as qualidades individuais dos métodos heurísticos, de uma maneira que, partindo de uma configuração base (sem adições) e utilizando um fluxo de dados cíclico, os agentes construtivos adicionassem circuitos a esta configuração de maneira sistemática e aleatória até que esta atenda as demandas de carga solicitadas pelo sistema elétrico em um horizonte futuro. Estas configurações foram então utilizadas por um algoritmo genético no intuito de validar a qualidade das mesmas. Os algoritmos foram implementados em Fortran, utilizando as rotinas de trocas de mensagens do LAM-MPI e simulados para sistemas teste de pequeno, médio e grande porte em ambiente de processamento distribuido. Os resultados comprovam que os times ass´ıncronos de vários metodos heurísticos são mais eficazes comparados com uma única heurística. / In this study, it was implemented several constructive heuristic algorithms, based on hybrid linear model, which are part of a asynchronous team that aims to generate initial solutions with good quality for meta-heuristics that solve the transmission expansion planning problem of electric power systems. The theory of asynchronous team was applied to meet the individual qualities of each heuristic method, in a way that, starting from a base network configuration and using a cyclical flow of data, heuristic agents add circuits to is configuration in a systematic and random way until they meet the load demands requested by the electrical system on a future horizon. Then these configurations are utilized by a genetic algorithm in order to validate the quality of them. The algorithms were implemented in Fortran, using exchanging messages routines from LAM-MPI and simulated for small, medium and large size test-systems in distributed processing environment. The results show that the solutions obtained with asynchronous teams of several heuristic methods are more effective than the solutions with a single heuristic algorithm.

Made available in DSpace on 2014-12-17T14:56:17Z (GMT). No. of bitstreams: 1 GasparFDJ_DISSERT.pdf: 3388304 bytes, checksum: 086a8f61099f69978a8b9f477f351d24 (MD5) Previous issue date: 2014-01-23 / Petr?leo Brasileiro SA - PETROBRAS / Slugging is a well-known slugging phenomenon in multiphase flow, which may cause problems such as vibration in pipeline and high liquid level in the separator. It can be classified according to the place of its occurrence. The most severe, known as slugging in the riser, occurs in the vertical pipe which feeds the platform. Also known as severe slugging, it is capable of causing severe pressure fluctuations in the flow of the process, excessive vibration, flooding in separator tanks, limited production, nonscheduled stop of production, among other negative aspects that motivated the production of this work . A feasible solution to deal with this problem would be to design an effective method for the removal or reduction of the system, a controller. According to the literature, a conventional PID controller did not produce good results due to the high degree of nonlinearity of the process, fueling the development of advanced control techniques. Among these, the model predictive controller (MPC), where the control action results from the solution of an optimization problem, it is robust, can incorporate physical and /or security constraints. The objective of this work is to apply a non-conventional non-linear model predictive control technique to severe slugging, where the amount of liquid mass in the riser is controlled by the production valve and, indirectly, the oscillation of flow and pressure is suppressed, while looking for environmental and economic benefits. The proposed strategy is based on the use of the model linear approximations and repeatedly solving of a quadratic optimization problem, providing solutions that improve at each iteration. In the event where the convergence of this algorithm is satisfied, the predicted values of the process variables are the same as to those obtained by the original nonlinear model, ensuring that the constraints are satisfied for them along the prediction horizon. A mathematical model recently published in the literature, capable of representing characteristics of severe slugging in a real oil well, is used both for simulation and for the project of the proposed controller, whose performance is compared to a linear MPC / A golfada ? um regime inst?vel do fluxo multif?sico, com oscila??es de press?o e vaz?o abruptas no processo de produ??o de petr?leo, podendo ocasionar problemas tais como vibra??o na tubula??o e alto n?vel de l?quido nos separadores. Pode ser classificada de acordo com seu local de ocorr?ncia. A mais severa destas, conhecida como golfada no riser, ocorre na tubula??o vertical que alimenta a plataforma. Conhecida tamb?m como golfada severa, ela ? capaz de causar bruscas oscila??es na press?o, nas vaz?es do processo, vibra??o excessiva, inunda??o dos tanques separadores, produ??o limitada, parada n?o programada da plataforma, entre outros aspectos negativos que motivaram a produ??o deste trabalho. Uma solu??o vi?vel para lidar com tal problema seria projetar um m?todo efetivo para a remo??o ou diminui??o deste regime, como um controlador. De acordo com a literatura, o controlador convencional PID n?o apresenta bons resultados devido ao alto grau de n?o linearidade do processo, o que impulsionou o desenvolvimento de t?cnicas avan?adas de controle. Dentre estas, o controlador preditivo, cuja a??o de controle resulta da solu??o de um problema de otimiza??o, al?m de ser uma t?cnica que apresenta robustez e pode incorporar restri??es f?sicas e/ou de seguran?a. O objetivo deste trabalho ? estudar a aplica??o de uma t?cnica de controle preditivo n?o linear ao controle de golfada severa, visando controlar a quantidade de massa l?quida no riser atuando na v?lvula de produ??o e, indiretamente, suprimir as oscila??es de vaz?o e press?o. Com a finalidade de obter benef?cios ambientais e econ?micos. A t?cnica de controle preditivo proposta baseia-se no uso de aproxima??es lineares do modelo e na resolu??o repetida de um problema de otimiza??o quadr?tica que proporciona solu??es que melhoram a cada itera??o. No caso em que a converg?ncia desse algoritmo ? satisfeita, os valores preditos das vari?veis do processo s?o iguais ?queles que seriam obtidos pelo modelo n?o linear original, garantindo que as restri??es nessas vari?veis sejam satisfeitas ao longo do horizonte de predi??o. Um modelo matem?tico publicado recentemente na literatura, capaz de representar caracter?sticas da golfada severa em um po?o real, ? utilizado tanto para a simula??o, quanto para projeto do controlador proposto, cujo desempenho ? comparado ao de um controlador preditivo linear

nÃo hà / Esta dissertaÃÃo visa contribuir ao mainstream da Teoria de ApreÃamento de Ativos, ao analisar o desempenho dos fundos de investimento em aÃÃes no Brasil, a partir de um painel composto por 75 fundos do tipo ANBIMA Ibovespa Ativo, sobreviventes no perÃodo de janeiro de 1998 a dezembro de 2008, identificando aqueles cujo resultado se deve simplesmente à sorte ou ao azar e aqueles cujo resultado se deve à habilidade ou à falta de habilidade dos seus gestores. Seguindo a metodologia desenvolvida em Fama & French (1992, 1993) e o trabalho elaborado por Matos e Silva (2010), construÃram-se fatores, os quais consistem em zero cost equal weighted portfolios compostos apenas por fundos, capazes de captar os efeitos tamanho e ganho acumulado destes ativos, sendo os mesmos usados em diversas aplicaÃÃes em uma versÃo estendida do Capital Asset Pricing Model (CAPM). Os efeitos tamanho e ganho acumulado, evidenciados pela inadequaÃÃo do CAPM em modelar fundos com maior patrimÃnio lÃquido e ganhos acumulados muito altos ou baixos, parecem ser muito bem acomodados quando da incorporaÃÃo dos fatores, os quais se mostraram significativos conjuntamente em 50% dos 75 fundos analisados. As principais evidÃncias obtidas a partir de regressÃes temporais individuais sÃo corroboradas quando do teste em painel com efeitos aleatÃrios em que ambos os efeitos sÃo indispensÃveis na explicaÃÃo dos retornos dos fundos de investimento em aÃÃes no Brasil. Para a anÃlise de performance dos fundos, seguiu-se a metodologia proposta por Fama & French (2010), na qual, por meio de tÃcnicas de bootstrap, modela-se o estudo transversal do desempenho dos fundos de investimento. Para a maioria dos fundos que apresentaram outperformance significativa, com base nos alfas estimados nas regressÃes individuais, identificou-se desempenho devido ao acaso. No modelo de fatores proposto, somente trÃs fundos apresentaram real desempenho superior devido à habilidade de seus gestores, todos esses vinculados a instituiÃÃes financeiras privadas. O modelo de fatores se mostrou mais criterioso na caracterizaÃÃo da aleatoriedade de performance. / This dissertation aims to contribute to the mainstream in Asset Pricing Theory, to analyze the performance of stock mutual funds in Brazil, for a panel with 75 mutual funds type ANBIMA Active Ibovespa which have survived during the period between Jan-1998 and Dec-2008, identifying those whose result is simply due to good luck or bad luck and those whose result is due to the skill or lack of skill of their managers. Following the methodology developed in Fama and French (1992, 1993), we built two factors, mutual funds zero cost equal weighted portfolios, able to accommodate the size and performance effects observed for these assets, which are used in some applications in an extended version of Capital Asset Pricing Model (CAPM). Both effects, which seem to play a relevant role due to the inefficiency of the CAPM model to price big funds with huge relative performance (very high or very low), are partially accommodated when one adds factors, which are significant jointly in 50% of the 75 funds analyzed. The main evidences obtained running individual time series regressions are corroborated if one uses the panel technique estimation with random effects, where both factors seem to be vital if one intends to better understand the returns of the mutual funds in Brazil. To analyze the performance of the funds, the methodology developed in Fama and French (2010) was used, in which, by bootstrap techniques, the cross-section of the performance of investment funds are modeled. For most of the funds that had significant outperformance, based on the estimated alphas in individual regressions, performance due to chance was identified. In the factors model proposed, only three funds really outperformed due to the ability of their managers, all those linked to private financial institutions. The factor model proved to be more accurate in characterizing the randomness of performance with the appropriate criteria.

nÃo hà / Segundo Jensen (1968), a indÃstria de fundos mÃtuos de investimento, cuja expansÃo està prevista teoricamente pelo Teorema da SeparaÃÃo enunciado em Sharpe (1964), teria limitaÃÃes no sentido de bater o mercado em termos de performance risco-retorno mensurada pelo alfa de Jensen. Nesta ampla discussÃo, esta dissertaÃÃo se posiciona em sugerir um exercÃcio empÃrico aplicado a um cross-section contendo 243 fundos de investimentos em aÃÃes, categoria Ibovespa Ativo, o qual visa identificar que variÃveis financeiras, contÃbeis e administrativas se mostram capazes de prever no ano seguinte o sinal e a significÃncia do alfa de Jensen. Foram extraÃdos retornos diÃrios para todos os fundos nos anos de 2011 e 2012, e calculadas mÃtricas clÃssicas de retorno, risco e performance, bem como os 24 balancetes mensais e informaÃÃes administrativas do perÃodo em questÃo. Metodologicamente, as variÃveis explicativas consistem em estatÃsticas descritivas obtidas a partir de dados financeiros diÃrios e contÃbeis mensais, enquanto as performances a serem modeladas sÃo estimadas por meio do Capital Asset Pricing Model (CAPM). Dessa maneira, foi possÃvel ordenar os fundos em trÃs grupos, composto por Loosers, Draw e Winners, de acordo com suas performances em relaÃÃo ao Ãndice Ibovespa. Sendo assim, foi identificado que apenas 71 dos fundos foram capazes de performar melhor que o Ãndice Ibovespa durante o ano de 2012. Os resultados obtidos com a estimaÃÃo do arcabouÃo de Probit ordenado sugerem que fundos com maiores performances mensuradas pelos alfa de Jensen e Ãndices de Calmar e Sortino, associados a menores taxas de administraÃÃo, tendem a bater o mercado no ano seguinte. Entretanto, mÃtricas clÃssicas como desvio-padrÃo, taxa de performance e Ãndice de Sharpe (1964) nÃo se mostraram significantes. O modelo sugere, tambÃm, que a variÃvel Drawdown seja apresentada como mÃtrica eficiente de mensuraÃÃo de risco. / According to Jensen (1968), the mutual funds industry expansion is theoretically predicted by the Separation Theorem stated by Sharpe (1964), however with limitations in order to exceed the market in terms of risk-return performance measured by Jensen's alpha. In this broad discussion, this dissertation suggest an empirical exercise applied to a cross-section containing 243 stock funds, within the Ibovespa Active category, which aims to identify which financial, accounting and administrative variables are capable to predict the next year's value and the significance of the Jensen's alpha. Daily returns were extracted for all funds in 2011 and 2012, and were calculated classic metrics such as return, risk and performance. There were also extracted 24 monthly accounting balances and administrative informations for the period in question. Methodologically, the explanatory variables consist of descriptive statistics obtained from daily financial data and monthly accounting data, while the performances to be modeled are estimated using the Capital Asset Pricing Model (CAPM). Using this technic it was possible divide the funds into three groups, consisting of Loosers, Draw and Winners, according to their performances in relation to the Ibovespa index. Thus, it was discovered that only 71 funds were able to perform better than the Ibovespa Index during the year 2012. The estimation results of the ordered probit framework suggests that funds with higher performances measured by the Jensen's Alpha and with higher Sortino and Calmar ratios, associated with lower management fees tend to surpass the market in the next year. However, classical metrics like standard deviation, performance fees and Sharpe ratio (1964) were not significant. The model also suggests that the drawdown variable should be used as an efficient risk metric.

Os modelos mistos são apropriados na análise de dados longitudinais, agrupados e hierárquicos, permitindo descrever e comparar os perfis médios de respostas, levando em conta a variabilidade e a correlação entre as unidades experimentais de um mesmo grupo e entre os valores observados na mesma unidade experimental ao longo do tempo, assim como a heterogeneidade das variâncias. Esses modelos possibilitam a análise de dados desbalanceados, incompletos ou irregulares com relação ao tempo. Neste trabalho, buscou-se mostrar a flexibilidade dos modelos lineares mistos e a sua importância na análise de dados toxicológicos longitudinais. Os modelos lineares mistos foram utilizados para analisar os efeitos de dose no ganho de peso de ratos adultos machos e fêmeas, em teste de toxicidade por doses repetidas e também os efeitos de fase de gestação e dose nos perfis de pesos de filhotes de ratas tratadas. Foram comparados os modelos lineares mistos de regressão polinomial de grau 3, spline e de regressão por partes, ambos com um único ponto de mudança na idade média de abertura dos olhos dos filhotes, buscando o mais apropriado para descrever o crescimento dos mesmos ao longo do período de amamentação. São apresentados os códigos escritos no SAS/STAT para a análise exploratória dos dados, ajuste, comparação e validação dos modelos. Espera-se que o detalhamento da teoria e das aplicações apresentado contribua para a compreensão, interesse e uso desta metodologia por estatísticos e pesquisadores da área. / Mixed models are appropriate in the analysis of longitudinal, grouped and hierarchical data, allowing describe and compare the average response profiles, taking into account the variability and correlation among the experimental units of the same group and among the values observed over the time in the same experimental unit, as well as the heterogeneity of variances. These models allow the analysis of unbalanced, incomplete or irregular data with respect to time. This work aimed to show the flexibility of linear mixed models and its importance in the analysis of longitudinal toxicological data. Linear mixed models were used to evaluate the effects of doses in the body weight gain of adult male and female Wistar rats, in repeated doses toxicity test and also the effects of pregnancy period and dose in the pups growth of treated dams. It were compared the linear mixed models of third degree polynomial regression, spline and piecewise regression, both with a single point of change in the average time of pups eyes opening, searching for the most appropriate one to describe their growth along the lactation period. The SAS/STAT codes used for exploratory data analysis, comparison and validation of fitted models are presented. It is expected that the detailing of the theory and of the applications presented contribute with the understanding, interest and use of this methodology by statisticians and researchers in the area.

Submitted by (ana.araujo@ufrpe.br) on 2016-05-20T14:30:00Z No. of bitstreams: 1 Andrea Andrade Prudente.pdf: 1364424 bytes, checksum: 52db48248a4f42fd96b6ee53463083eb (MD5) / Made available in DSpace on 2016-05-20T14:30:00Z (GMT). No. of bitstreams: 1 Andrea Andrade Prudente.pdf: 1364424 bytes, checksum: 52db48248a4f42fd96b6ee53463083eb (MD5) Previous issue date: 2009-03-18 / Conselho Nacional de Pesquisa e Desenvolvimento Científico e Tecnológico - CNPq / The main objective in this dissertation is to derive expressions for the second-order biases of the maximum likelihood estimators of the parameters of the Weibull generalized linear model (WGLM), which are useful to define corrected estimators. In order to reduce the bias of these estimators in finite sample sizes, the method of bias correction introduced by Cox and Snell (1968) was used. The new model adopts a link function which relates the vector of scale parameters of the Weibull distribution to a linear predictor. As a second objective, a revision of the normal non-linear models was also presented, including the method of least squares for estimating the parameters, some asymptotic results, measures of nonlinearity and diagnostic techniques, because in contrast to linear models, quality and, especially, the validity of their fits are evaluated not only by means of regression diagnostics, but also with the extent of the non-linear behavior. Finally, a brief description of generalized linear models (GLM) is given and the applicability of the model range. Real data sets were analyzed to demonstrate the applicability of the proposed models. These tests were conducted in the R environment for programming, data analysis, andgraphics. / Esta dissertação tem como objetivo principal apresentar expressões para os vieses de segunda ordem dos estimadores de máxima verossimilhança dos parâmetros do modelo linear generalizado de Weibull (MLGW), utilizando-as para obter estimadores corrigidos. Com o intuito de reduzir os vieses destes estimadores, em amostras de tamanho finito, utilizou-se a correção do viés pelo uso da equação de Cox e Snell (1968). Esse modelo permite a utilização de uma função de ligação para relacionar o vetor dos parâmetros de escala da distribuição de Weibull (parte da média) ao preditor linear. Um objetivo secundário foi revisar os modelos normais não-lineares, contemplando o método de mínimos quadrados para estimação dos seus parâmetros, alguns resultados assintóticos, medidas de não-linearidade e técnicas de diagnóstico, pois ao contrário dos modelos lineares, a qualidade e, principalmente, a validade dos seus ajustes são avaliadas não só por meio de diagnósticos de regressão, mas pela extensão do comportamento nãolinear. Por fim, foi apresentada, também, uma sucinta descrição dos modelos lineares generalizados (MLG) e a aplicabilidade do modelo gama. Dados reais foram analisados para demonstrar a aplicabilidade dos modelos propostos. Estas análises foram realizadas no ambiente de programação, análise de dados e gráficos R.

Cette thèse a pour objectif de proposer une modélisation performante des supercondensateurs à électrodes à base de carbone activé, composants de puissance présents dans un nombre croissant d’applications de stockage d’énergie. La première étape des travaux a consisté à mettre en évidence les phénomènes physico-chimiques, qu’ils soient électrostatiques ou électrochimiques grâce à des essais de caractérisation spécifiques et de vieillissement. L’analyse des résultats associée à la connaissance des matériaux constitutifs a conduit à attribuer le comportement non linéaire du supercondensateur aux phénomènes d’adsorption-désorption (électrosorption) et de diffusion anomale des espèces adsorbées dans le réseau microporeux de l’électrode. La prise en compte de ces phénomènes et de la capacité de double couche a permis de définir un modèle non linéaire fractionnaire dont les paramètres dépendent des grandeurs physico-chimiques de la cellule. La procédure proposée pour l’identification des paramètres du modèle repose sur la réponse en tension du supercondensateur à des profils de charges-décharges. Malgré la simplicité de l’identification, le modèle traduit fidèlement le comportement du supercondensateur soumis à des profils en courant typiques d’applications véhicules électriques et hybrides. / This work aim is an efficient modelling proposal for supercapacitors made of activated carbon electrodes which are power components used in many energy storage applications. In the first part of this study, the purpose is to evidence physico-chemical phenomena, electrostatic or electrochemical as well, thanks to characterization and aging tests. The results analysis combined with materials knowledge leads to suppose that the supercapacitor non linear behavior is due to adsorption-desorption processes and also to anomalous diffusion of adsorbed species into the electrode microporous network. These mechanisms in addition with the double layer capacitor principle allow us to define a non linear fractional model with parameters that depend on physic0-chemical characteristics of the cell. The proposed identification procedure is based on the voltage response to charges-discharge current profiles. In spite of the simplicity of this identification method, the model matches very well the behavior of the supercapacitor under current profiles that are typical of hybrid and electric vehicle applications.

Dans cette thèse, nous étudions le problème de l'identification d'un système à dynamique linéaire. Dans un premier temps, nous répertorions les différentes méthodes qui ont été développées dans la littérature en nous concentrant plus particulièrement sur les méthodes des observateurs adaptatifs. Dans un second temps nous présentons un premier algorithme qui est une approche mixant les méthodes des sous-espaces et celles des observateurs adaptatifs. Ce nouvel algorithme est d'autant plus intéressant qu'il nous permet d'identifier des réalisations de systèmes MIMO dans une base d'état arbitraire. La convergence de cet algorithme est démontrée en utilisant les notions d'excitation persistantes. Dans un troisième chapitre nous introduisons une nouvelle méthode qui s'appuie sur le concept des observateurs de Luenberger non linéaires développés ces dernières années. Ce nouvel algorithme se différencie des algorithmes existants par sa capacité à produire une estimation simultanée des paramètres et de l'état du système. Nous démontrons alors sa robustesse à des perturbations affectant la dynamique interne ou les mesures. La convergence de cet algorithme est obtenue si les entrées du système satisfont une hypothèse d'excitation différentielle. Tous ces algorithmes sont alors évalués et implémentés sur un banc d'expérimentation / In this thesis, we study the problem of identification of a linear dynamical system. First, we survey various methods that have been developed in the literature. We focus more particularly on methods named adaptive observers. Secondly we present an approach which combines subspace identification methods and adaptive observers. This new method is interesting since it allows us to identify MIMO systems in an arbitrary basis. The convergence of this algorithm is demonstrated using the persistent excitation notions. In the third chapter we introduce a new method that is inspired from nonlinear Luenberger observers developed in recent years. This new algorithm is different from the existing algorithms since the parameters and the systemstatus are estimated simultaneously. We demonstrate the robustness of this approach. The convergence of the algorithm is obtained if the system inputs satisfy a differential excitation hypothesis. All these algorithms are evaluated and implemented on an experimental bench

L'IRM de diffusion (IRMd) est une modalité d'imagerie qui permet d'étudier in vivo la structure des faisceaux de la substance blanche grâce à la caractérisation des propriétés de diffusion des molécules d'eau dans le cerveau. Les travaux de cette thèse se sont concentrés sur la comparaison de groupes d'individus en IRMd. Le but est d'identifier les zones de la substance blanche dont les propriétés structurelles sont statistiquement différentes entre les deux populations ou significativement corrélées avec certaines variables explicatives. L’enjeu est de pouvoir localiser et caractériser les lésions causées par une pathologie et de comprendre les mécanismes sous-jacents. Pour ce faire, nous avons proposé dans cette thèse des méthodes d'analyse basées voxel reposant sur le Modèle Linéaire Général (MLG) et ses extensions multivariées et sur des variétés, qui permettent d'effectuer des tests statistiques intégrant explicitement des variables explicatives. En IRMd, la diffusion des molécules d'eau peut être modélisée par un tenseur d'ordre deux représenté par une matrice symétrique définie-positive de dimension trois. La principale contribution de cette thèse a été de montrer la plus-value de considérer, dans le MLG, l'information complète du tenseur par rapport à un unique descripteur scalaire caractérisant la diffusion (fraction d’anisotropie ou diffusion moyenne), comme cela est généralement fait dans les études en neuro-imagerie. Plusieurs stratégies d’extension du MLG aux tenseurs ont été comparées, que ce soit en termes d’hypothèse statistique (homoscédasticité vs hétéroscédasticité), de métrique utilisée pour l’estimation des paramètres (Euclidienne, Log-Euclidienne et Riemannienne), ou de prise en compte de l’information du voisinage spatial. Nous avons également étudié l'influence de certains prétraitements comme le filtrage et le recalage. Enfin, nous avons proposé une méthode de caractérisation des zones détectées afin d’en faciliter l’interprétation physiopathologique. Les validations ont été menées sur données synthétiques ainsi que sur une base d’images issues d’une cohorte de patients atteints de Neuromyélite optique de Devic. / Diffusion Tensor MRI (DT-MRI) is an imaging modality that allows to study in vivo the structure of white matter fibers through the characterization of diffusion properties of water molecules in the brain. This work focused on group comparison in DT-MRI. The aim is to identify white matter regions whose structural properties are statistically different between two populations or significantly correlated with some explanatory variables. The challenge is to locate and characterize lesions caused by a disease and to understand the underlying mechanisms. To this end, we proposed several voxel-based strategies that rely on the General Linear Model (GLM) and its multivariate and manifold-based extensions, to perform statistical tests that explicitly incorporate explanatory variables. In DT-MRI, diffusion of water molecules can be modeled by a second order tensor represented by a three dimensional symmetric and positive definite matrix. The main contribution of this thesis was to demonstrate the added value of considering the full tensor information as compared to a single scalar index characterizing some diffusion properties (fractional anisotropy or mean diffusion) in the GLM, as it is usually done in neuroimaging studies. Several strategies for extending the GLM to tensor were compared, either in terms of statistical hypothesis (homoscedasticity vs heteroscedasticity), or metrics used for parameter estimation (Euclidean, Log-Euclidean and Riemannian), or the way to take into account the spatial neighborhood information. We also studied the influence of some pre-processing such as filtering and registration. Finally, we proposed a method for characterizing the detected regions in order to facilitate their physiopathological interpretation. Validations have been conducted on synthetic data as well as on a cohort of patients suffering from Neuromyelitis Optica.

Bien qu’il existe un large consensus de la communauté scientifique quant au rôle des indices acoustiques dans la compréhension de la parole, les mécanismes exacts permettant la transformation d’un flux acoustique continu en unités linguistiques élémentaires demeurent aujourd’hui largement méconnus. Ceci est en partie dû à l’absence d’une méthodologie efficace pour l’identification et la caractérisation des primitives auditives de la parole. Depuis les premières études de l’interface acoustico-phonétique par les Haskins Laboratories dans les années 50, différentes approches ont été proposées ; cependant, toutes sont fondamentalement limitées par l’artificialité des stimuli utilisés, les contraintes du protocole expérimental et le poids des connaissances a priori nécessaires. Le présent travail de thèse s’est intéressé { la mise en oeuvre d’une nouvelle méthode tirant parti de la situation de compréhension de parole dégradée pour mettre en évidence les indices acoustiques utilisés par l’auditeur.Dans un premier temps, nous nous sommes appuyés sur la littérature dans le domaine visuel en adaptant la méthode des Images de Classification à une tâche auditive de catégorisation de phonèmes dans le bruit. En reliant la réponse de l’auditeur { chaque essai à la configuration précise du bruit lors de cet essai, au moyen d’un Modèle Linéaire Généralisé, il est possible d’estimer le poids des différentes régions temps-fréquence dans la décision. Nous avons illustré l’efficacité de notre méthode, appelée Image de Classification Auditive, à travers deux exemples : une catégorisation /aba/-/ada/, et une catégorisation /da/-/ga/ en contexte /al/ ou /aʁ/. Notre analyse a confirmé l’implication des attaques des formants F2 et F3, déjà suggérée par de précédentes études, mais a également permis de révéler des indices inattendus. Dans un second temps, nous avons employé cette technique pour comparer les résultats de participants musiciens experts (N=19) ou dyslexiques (N=18) avec ceux de participants contrôles. Ceci nous a permis d’étudier les spécificités des stratégies d’écoute de ces différents groupes.L’ensemble des résultats suggèrent que les Images de Classification Auditives pourraient constituer une nouvelle approche, plus précise et plus naturelle, pour explorer et décrire les mécanismes { l’oeuvre au niveau de l’interface acoustico-phonétique. / There is today a broad consensus in the scientific community regarding the involvement of acoustic cues in speech perception. Up to now, however, the precise mechanisms underlying the transformation from continuous acoustic stream into discrete linguistic units remain largely undetermined. This is partly due to the lack of an effective method for identifying and characterizing the auditory primitives of speech. Since the earliest studies on the acoustic–phonetic interface by the Haskins Laboratories in the 50’s, a number of approaches have been proposed; they are nevertheless inherently limited by the non-naturalness of the stimuli used, the constraints of the experimental apparatus, and the a priori knowledge needed. The present thesis aimed at introducing a new method capitalizing on the speech-in-noise situation for revealing the acoustic cues used by the listeners.As a first step, we adapted the Classification Image technique, developed in the visual domain, to a phoneme categorization task in noise. The technique relies on a Generalized Linear Model to link each participant’s response to the specific configuration of noise, on a trial-by-trail basis, thereby estimating the perceptual weighting of the different time-frequency regions for the decision. We illustrated the effectiveness of our Auditory Classification Image method through 2 examples: a /aba/-/ada/ categorization and a /da/-/ga/ categorization in context /al/ or /aʁ/. Our analysis confirmed that the F2 and F3 onsets were crucial for the tasks, as suggested in previous studies, but also revealed unexpected cues. In a second step, we relied on this new method to compare the results of musical experts (N=19) or dyslexics participants (N=18) to those of controls. This enabled us to explore the specificities of each group’s listening strategies.All the results taken together show that the Auditory Classification Image method may be a more precise and more straightforward approach to investigate the mechanisms at work at the acoustic-phonetic interface.