This dissertation aims to develop statistical methodologies for estimating the effects of time-fixed and time-varying factors in recurrent events modeling context. The research is motivated by the traffic safety research question of evaluating the influence of crash on driving risk and driver behavior. The methodologies developed, however, are general and can be applied to other fields. Four alternative approaches based on various data settings are elaborated and applied to 100-Car Naturalistic Driving Study in the following Chapters. Chapter 1 provides a general introduction and background of each method, with a sketch of 100-Car Naturalistic Driving Study. In Chapter 2, I assessed the impact of crash on driving behavior by comparing the frequency of distraction events in per-defined windows. A count-based approach based on mixed-effect binomial regression models was used. In Chapter 3, I introduced intensity-based recurrent event models by treating number of Safety Critical Incidents and Near Crash over time as a counting process. Recurrent event models fit the natural generation scheme of the data in this study. Four semi-parametric models are explored: Andersen-Gill model, Andersen-Gill model with stratified baseline functions, frailty model, and frailty model with stratified baseline functions. I derived model estimation procedure and and conducted model comparison via simulation and application. The recurrent event models in Chapter 3 are all based on proportional assumption, where effects are constant. However, the change of effects over time is often of primary interest. In Chapter 4, I developed time-varying coefficient model using penalized B-spline function to approximate varying coefficients. Shared frailty terms was used to incorporate correlation within subjects. Inference and statistical test are also provided. Frailty representation was proposed to link time-varying coefficient model with regular frailty model. In Chapter 5, I further extended framework to accommodate multi-type recurrent events with time-varying coefficient. Two types of recurrent-event models were developed. These models incorporate correlation among intensity functions from different type of events by correlated frailty terms. Chapter 6 gives a general review on the contributions of this dissertation and discussion of future research directions. / Ph. D.

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Guidance is defined as the determination of a strategy for following a nominal path in the presence of o-nominal conditions, disturbances and uncertainties, and the strategy employed is called a guidance law. Variants of Proportional Navigation (PN), such as True Proportional Navigation (TPN) and Pure Proportional Navigation (PPN), have been studied extensively in the literature on tactical missile guidance. In the absence of target maneuvers, in a linear interceptor guidance problem, TPN was shown to be optimal. However, the standard PN class of guidance laws per se does not show good performance against maneuvering targets, and was found to be eective in intercepting a maneuvering target only from a restrictive set of initial geometries. Also, since these guidance laws were eectively designed for lower speed targets, they show a degraded performance when applied against higher speed targets. However, in the current defense scenario, two classes of agile targets, which are capable of continuous maneuver, and/or of much higher speed than the interceptor, are a reality. This thesis presents analysis of several variants of PN class of guidance laws against these two classes of agile targets. In the literature, an augmentation of the TPN guidance law, termed as Augmented Proportional Navigation (APN), was shown to be optimal in linearized engagement framework. The present work proposes an augmentation of the PPN guidance law, which is more realistic than TPN for an aerodynamically controlled interceptor, and an-alyzes its capturability in fully nonlinear framework, and develops sauciest conditions on speed ratio, navigation gain and augmentation parameter to ensure that all possible initial engagement geometries are included in the capture zone when applied against a target executing piecewise continuous maneuver. The thesis also obtains the capture zone in the relative velocity space for augmented PPN guidance law. In the literature, a novel guidance law was proposed for the interception of higher speed targets in planar engagement by using a negative navigation gain instead of the standard positive one, and was termed as Retro-PN. It was shown that even though the Retro-PN guided interceptor takes more time than PN guided one in achieving successful interception, Retro-PN performs significantly better than the classical PN law, in terms of capturability, lateral acceleration demand, and closing velocity, when used against higher speed targets. The thesis analyzes Retro-PN guidance law in 3-D engagement geometries to yield the complete capture zone of interceptors guided by Retro-PN guidance philosophy, and derives necessary and sucient conditions for the capture of higher speed non-maneuvering targets with and without a constraint on finiteness of lateral acceleration. Terminal impact angle control is crucial for enhancement of warhead eectiveness. In the literature, this problem has been addressed mostly in the context of targets with lower speeds than the interceptor. The thesis analyzes the performance of a composite PN guidance law, that uses standard PPN and the Retro-PN guidance laws based on initial engagement geometry and requirement of impact angle, against higher speed non-maneuvering targets. Then, to expand the set of achievable impact angles, it proposes a modified composite PN guidance scheme, and analyzes the same. For implementation of many modern guidance laws, a good estimate of time-to-go is essential. This requirement is especially severe in case of impact time constrained en-gagement scenarios. To this end, an ecient and fast time-to-go estimation algorithm for generic 3-D engagement is required. Two time-to-go estimation algorithms are presented and analyzed in this work for the engagement of a PPN or Retro-PN guided interceptor and a higher speed target. The first one is a closed form approximation of time-to-go in terms of range, nominal closing speed and an indicator of heading error, and the second one is a numerical recursive time-to-go estimation algorithm. To improve the odds of intercepting an intelligent target and destroying it, a salvo attack of two or more interceptors could be considered as a viable option. Moreover, this simultaneous salvo attack can also be further improved in eciency by incorporating the shoot-look-shoot approach in making a decision about launching interceptors. This can be considered as the first step towards a layered defense system, which has been described in the literature as a potentially eective strategy against short range or long range ballistic threat. To this end, the present work proposes two PPN and Retro-PN based guidance strategies for achieving simultaneous salvo attack on a higher speed non-maneuvering target. For the implementation of the same the numerical recursive time-to-go estimation technique proposed in this work is utilized

The necessity to incorporate renewable energy systems into existing electric power grid and need of efficient utilization of electrical energy are growing every day. A shunt connected Voltage Source Inverter(VSI) capable of bidirectional power flow and fast control has become one of the building block to address such requirements. However with growing number of grid connected VSI, new requirements related to harmonic injection, higher overall efficiency and better performances during short term grid disturbances have emerged as challenges. For this purpose a grid connected three phase four wire VSI with LCL filter can be considered as a general module to study different control approaches and system behavior under ideal and non-ideal grid conditions. This work focuses on achieving enhanced performance by analyzing effect of non-ideal conditions on system level and relating it to individual control blocks. In this work a phase locked loop structure has been proposed which is capable of extracting positive sequence fundamental phase information under non-ideal grid conditions. It can also be used in a single phase system without any structural modification. The current control for the three phase four wire VSI system has been implemented using Proportional Resonant (PR) controller in a per phase basis in stationary reference frame. A simplified controller design procedure based on asymptotic representation of the system transfer function is proposed. Using this method expressions for controller gains can be derived. A common mode model of the inverter system has been derived for low frequencies. Using this model a controller is designed to mitigate DC bus imbalance caused by sensor and ADC channel offsets. A multi-rate approach for digital implementation of PR controller with low resource consumption, that is suitable for an FPGA like digital controller ,is proposed. This multi-rate method can maintain resonance frequency accuracy even at low sampling frequency and can easily be frequency adaptive. Anti-wind up methods for PI controller have been studied to find suitable anti-wind up methods for PR controller. The tracking anti-wind up method is shown to be suitable for use with a PR controller. The effectiveness of this method under sudden disconnection and reconnection of VSI from grid is experimentally verified. A resonant integrator based second order filter is shown to be useful for active damping of LCL filter resonance with a wide range of grid inductance variation. The proposed method utilizes the LCL filter capacitor voltage to estimate resonance frequency current. Suitability of fundamental current PR controller for active damping alone, and with the proposed method show the superiority of the proposed method especially for low switching frequencies. Design oriented analysis of the above topics are included in the thesis. The theoretical understandings developed have been verified through experiments in the laboratory and can be readily implemented in industrial power electronic systems.

Nowadays, small autonomous underwater robots are strongly preferred for remote exploration of unknown and unstructured environments. Such robots allow the exploration and monitoring of underwater environments where a long term underwater presence is required to cover a large area. Furthermore, reducing the robot size, embedding electrical board inside and reducing cost are some of the challenges designers of autonomous underwater robots are facing. As a key device for reliable operation-decision process of autonomous underwater robots, a relatively fast and cost effective controller based on Fuzzy logic and proportional-integral-derivative method is proposed in this thesis. It efficiently models nonlinear system behaviors largely present in robot operation and for which mathematical models are difficult to obtain. To evaluate its response, the fault finding test approach was applied and the response of each task of the robot depicted under different operating conditions. The robot performance while combining all control programs and including sensors was also investigated while the number of program codes and inputs were increased.

Underachievement in Mathematics hangs over South African Mathematics learners like a dark cloud. TIMSS studies over the past decade have confirmed that South African learners‟ results (Grades 8 and 9 in 2011) remained at a low ebb, denying them the opportunity to compete and excel globally in the field of Mathematics. It is against this backdrop that the researcher investigated the meaningful understanding of the important yet challenging algebraic concept of Proportion. The theoretical as well as the empirical underpinnings of the fundamental idea of Proportion are highlighted. The meaningful learning of Algebra was explored and physical, effective and cognitive factors affecting meaningful learning of Algebra, views on Mathematics and learning theories were examined. The research narrowed down to the meaningful understanding of Proportion, misconceptions, and facilitation in developing Proportional reasoning. This study was embedded in an interpretive paradigm and the research design was qualitative in nature. The qualitative data was collected via task sheets and interviews. The sample informing the central phenomenon in the study consisted of a heterogeneous group of learners and comprised a kaleidoscope of nationalities, both genders, a variety of home languages, differing socio-economic statuses and varying cognitive abilities. The findings cannot be generalised. Triangulation of the literature review, the analysis of task sheets and interviews revealed that overall the participants have a meaningful understanding of the Proportion concept. However, a variety of misconceptions were observed in certain cases. Finally, recommendations are made to address the meaningful learning of Proportion and its associated misconceptions. It is hoped that teachers read and act on the recommendations as it is the powerful mind and purposeful teaching of the teacher that can make a difference in uplifting the standard of Mathematics in South African classrooms! / MEd (Mathematics Education), North-West University, Potchefstroom Campus, 2014

Underachievement in Mathematics hangs over South African Mathematics learners like a dark cloud. TIMSS studies over the past decade have confirmed that South African learners‟ results (Grades 8 and 9 in 2011) remained at a low ebb, denying them the opportunity to compete and excel globally in the field of Mathematics. It is against this backdrop that the researcher investigated the meaningful understanding of the important yet challenging algebraic concept of Proportion. The theoretical as well as the empirical underpinnings of the fundamental idea of Proportion are highlighted. The meaningful learning of Algebra was explored and physical, effective and cognitive factors affecting meaningful learning of Algebra, views on Mathematics and learning theories were examined. The research narrowed down to the meaningful understanding of Proportion, misconceptions, and facilitation in developing Proportional reasoning. This study was embedded in an interpretive paradigm and the research design was qualitative in nature. The qualitative data was collected via task sheets and interviews. The sample informing the central phenomenon in the study consisted of a heterogeneous group of learners and comprised a kaleidoscope of nationalities, both genders, a variety of home languages, differing socio-economic statuses and varying cognitive abilities. The findings cannot be generalised. Triangulation of the literature review, the analysis of task sheets and interviews revealed that overall the participants have a meaningful understanding of the Proportion concept. However, a variety of misconceptions were observed in certain cases. Finally, recommendations are made to address the meaningful learning of Proportion and its associated misconceptions. It is hoped that teachers read and act on the recommendations as it is the powerful mind and purposeful teaching of the teacher that can make a difference in uplifting the standard of Mathematics in South African classrooms! / MEd (Mathematics Education), North-West University, Potchefstroom Campus, 2014

In this thesis we study the utility maximization problem for assets whose prices are cointegrated, which arises from the investment practice of convergence trading and its special forms, pairs trading and spread trading. The major theme in the first two chapters of the thesis, is to investigate the assumption of market-neutrality of the optimal convergence trading strategies, which is a ubiquitous assumption taken by practitioners and academics alike. This assumption lacks a theoretical justification and, to the best of our knowledge, the only relevant study is Liu and Timmermann (2013) which implies that the optimal convergence strategies are, in general, not market-neutral. We start by considering a minimalistic pairs-trading scenario with two cointegrated stocks and solve the Merton investment problem with power and logarithmic utilities. We pay special attention to when/if the stochastic control problem is well-posed, which is overlooked in the study done by Liu and Timmermann (2013). In particular, we show that the problem is ill-posed if and only if the agent’s risk-aversion is less than a constant which is an explicit function of the market parameters. This condition, in turn, yields the necessary and sufficient condition for well-posedness of the Merton problem for all possible values of agent’s risk-aversion. The resulting well-posedness condition is surprisingly strict and, in particular, is equivalent to assuming the optimal investment strategy in the stocks to be market-neutral. Furthermore, it is shown that the well-posedness condition is equivalent to applying Novikov’s condition to the market-price of risk, which is a ubiquitous sufficient condition for imposing absence of arbitrage. To the best of our knowledge, these are the only theoretical results for supporting the assumption of market-neutrality of convergence trading strategies. We then generalise the results to the more realistic setting of multiple cointegrated assets, assuming risk factors that effects the asset returns, and general utility functions for investor’s preference. In the process of generalising the bivariate results, we also obtained some well-posedness conditions for matrix Riccati differential equations which are, to the best of our knowledge, new. In the last chapter, we set up and justify a Merton problem that is related to spread-trading with two futures assets and assuming proportional transaction costs. The model possesses three characteristics whose combination makes it different from the existing literature on proportional transaction costs: 1) finite time horizon, 2) Multiple risky assets 3) stochastic opportunity set. We introduce the HJB equation and provide rigorous arguments showing that the corresponding value function is the viscosity solution of the HJB equation. We end the chapter by devising a numerical scheme, based on the penalty method of Forsyth and Vetzal (2002), to approximate the viscosity solution of the HJB equation.

This thesis surveys the method of extending Cox proportional hazard models (1972) and the general class of semiparametric model (2004) in the upgrades or downgrades of credit ratings by S&P. The two kinds of models can be used to modify the relationship of covariates to a recurrent event data of upgrades or downgrades. The benchmark credit-scoring model with a quintet of financial ratios which is inspired by the Z-Score model is employed. These financial ratios include measures of short-term liquidity, leverage, sales efficiency, historical profitability and productivity. The evidences of empirical results show that the financial ratios of historical profitability, leverage, and sales efficiency are significant factors on the rating transitions of upgrades. For the downgrades data setting, the financial ratios of short-term liquidity, productivity, and leverage are significant factors in the extending Cox models, whereas only the historical profitability is significant in the general class of semiparametric model. The empirical analysis of S&P credit ratings provide evidence supporting that the transitions of credit ratings are related to some determined financial ratios under these new econometrics methods.

Approved for public release, distribution is unlimited / The purpose of this thesis is to firstly analyze the determinants on the survival of United States Marine Corps Officers, and secondly, to develop the methodology to optimize the accessions of prior and non-prior enlisted officers. Using data from the Marine Corps Officer Accession Career file (MCCOAC), the Cox Proportional Hazards Model is used to estimate the effects of officer characteristics on their survival as a commissioned officer in the USMC. A Markov model for career transition is combined with fiscal data to determine the optimum number of prior and non-prior enlisted officers under the constraints of force structure and budget. The findings indicate that prior enlisted officers have a better survival rate than their non-prior enlisted counterparts. Additionally, officers who are married, commissioned through MECEP, graduate in the top third of their TBS class, and are assigned to a combat support MOS have a better survival rate than officers who are unmarried, commissioned through USNA, graduate in the middle third of their TBS class, and are assigned to either combat or combat service support MOS. The findings also indicate that the optimum number of prior enlisted officer accessions may be considerably lower than recent trends and may differ across MOS. Based on the findings; it is recommended that prior enlisted officer accession figures be reviewed. / Major, Australian Army