Data warehouse technology has been successfully integrated into the information infrastructure of major organizations as potential solution for eliminating redundancy and providing for comprehensive data integration. Realizing the importance of a data warehouse as the main data repository within an organization, this dissertation addresses different aspects related to the data warehouse architecture and performance issues. Many data warehouse architectures have been presented by industry analysts and research organizations. These architectures vary from the independent and physical business unit centric data marts to the centralised two-tier hub-and-spoke data warehouse. The operational data store is a third tier which was offered later to address the business requirements for inter-day data loading. While the industry-available architectures are all valid, I found them to be suboptimal in efficiency (cost) and effectiveness (productivity). In this dissertation, I am advocating a new architecture (The Hybrid Architecture) which encompasses the industry advocated architecture. The hybrid architecture demands the acquisition, loading and consolidation of enterprise atomic and detailed data into a single integrated enterprise data store (The Enterprise Data Warehouse) where businessunit centric Data Marts and Operational Data Stores (ODS) are built in the same instance of the Enterprise Data Warehouse. For the purpose of highlighting the role of data warehouses for different applications, we describe an effort to develop a data warehouse for a geographical information system (GIS). We further study the importance of data practices, quality and governance for financial institutions by commenting on the RBC Financial Group case. v The development and deployment of the Enterprise Data Warehouse based on the Hybrid Architecture spawned its own issues and challenges. Organic data growth and business requirements to load additional new data significantly will increase the amount of stored data. Consequently, the number of users will increase significantly. Enterprise data warehouse obesity, performance degradation and navigation difficulties are chief amongst the issues and challenges. Association rules mining and social networks have been adopted in this thesis to address the above mentioned issues and challenges. We describe an approach that uses frequent pattern mining and social network techniques to discover different communities within the data warehouse. These communities include sets of tables frequently accessed together, sets of tables retrieved together most of the time and sets of attributes that mostly appear together in the queries. We concentrate on tables in the discussion; however, the model is general enough to discover other communities. We first build a frequent pattern mining model by considering each query as a transaction and the tables as items. Then, we mine closed frequent itemsets of tables; these itemsets include tables that are mostly accessed together and hence should be treated as one unit in storage and retrieval for better overall performance. We utilize social network construction and analysis to find maximum-sized sets of related tables; this is a more robust approach as opposed to a union of overlapping itemsets. We derive the Jaccard distance between the closed itemsets and construct the social network of tables by adding links that represent distance above a given threshold. The constructed network is analyzed to discover communities of tables that are mostly accessed together. The reported test results are promising and demonstrate the applicability and effectiveness of the developed approach.

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal.

確保保險公司之清償能力是保險監理單位之首要目標，監理單位使用各種不同的監理制度以確保保險公司的財務體質，並防止保單持有人因為保險公司失去清償能力所遭致之損失。在各種監理制度中，RBC監理制度主要是衡量保險公司的資本適足性並且提供監理單位採取相關監理行動的準則；VaR監理制度則是目前銀行業之監理所嘗試採取的新監理方式，而且VaR也被廣泛運用在銀行內部的風險管理系統中，由銀行監理的發展趨勢看來，可以預期保險監理將來也會以VaR監理制度為主。 本研究的主要目的在於探討VaR監理制度適用在保險監理制度上的可行性以及與現行RBC監理制度的比較。在探討VaR監理制度的可行性前，本研究先就VaR監理制度運用在保險監理的前提以及影響保險公司失去清償能力的原因進行探討。 在瞭解影響保險公司失去清償能力的原因後，本研究分別對於在VaR監理制度下保險公司如何分別針對各種不同的風險因子決定所需持有的資本額度。經過相關文獻的探討以及考慮保險業的行業特性，本研究建議市場風險與核保風險可以用VaR計算其資本額度；信用風險由於尚未有十分完善的量化模型，所以本研究建議應以徵信方式因應此一風險，而業務風險則是以規定一固定比率的資本額度因應之。本研究也建議待保險公司累積足夠的VaR使用經驗後，保險監理制度可以開放使用預先承諾法。 在運用VaR於保險監理上時，本研究也建議監理單位必須注意有關VaR的實行風險與模型風險的影響，同時也強調監理單位的檢核與市場制度的力量是VaR監理制度能夠充分運作的必要條件；此外，由於制度實施的初期，無法驗證模型與資料的可用性，所以仍必須輔以最低固定比率的要求，以確保保險公司的清償能力。 在探討VaR運用在保險監理制度上的可行性後，本研究將進一步比較VaR與現行RBC監理制度的比較。本研究主要是由制度實行的難易程度、衡量資本適足的準確性，以及監理的成本三方面進行比較。制度實行的難易程度主要是比較VaR與RBC制度的複雜度與可行性，以及與公司內部風險管理和全球金融監理趨勢的整合程度。衡量資本適足的準確性主要是比較二種制度何者更可以衡量保險公司所面臨的各種風險、清償能力的效力，以及保險公司投資組合的風險分散效果。至於監理的成本則可分為監理者、保險公司與社會成本三方面來探討。 透過本研究的比較結果發現VaR監理制度除了在制度的複雜度與可行性較RBC制度差以外，其他項目皆優於RBC監理制度。除此之外，VaR與RBC都各自有其監理上的道德風險。本研究建議如同銀行監理一般，保險監理制度應朝向VaR監理制度的趨勢前進，以更可以確保保險公司的清償能力以及投保大眾的權益。 / Assuring insurance company solvency has always been the focal point of insurance regulation. Regulators use various methods to promote insurers' financial strength and protect policyholders from losses due to insolvency. Among these methods, risk-based capital (RBC) is used to measure the insurer's capital adequacy and provide the relative action rule for the regulator, and the VaR (value-at-risk) regulation is new regulatory type the bank regulator attempt to adopt. Besides the regulatory application, VaR is also used in bank's risk management system broadly. We can expect the VaR-type regulation will be the new insurance regulation in the future according to the development of bank's regulation. The methodology of this study adopt is literature review. The most important purpose of this study is to explore the feasibility of VaR-type insurance regulation and compare the VaR regulation with current RBC regulation. Before the regulation system examination, this study firstly discusses the presupposition of the VaR regulation application and the causes of insurer insolvency. For the purpose of developing the VaR-type capital requirement in insurance regulation, this study proposes that market and underwriting risk capital requirement can be directly calculated in VaR; credit and business risk capital requirement should be regulated a fixed-rate capital amount. This study also proposes the application of precommitment approach when the regulator assure the insurer accumulate good experience in VaR. In addition, this study also addresses some points for attention of VaR insurance regulation. The other purpose of this study is to compare the RBC and VaR through the regulatory implementation, solvency measurement, and regulatory cost. The result of this study indicates that VaR is superior to RBC in any aspect, besides the complexity and feasibility. In addition, VaR and RBC both have their own regulatory moral hazard. This study suggests VaR should be used in the insurance regulation as other financial regulation in the future.

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

台灣風險基礎資本額制度實施至今已將近七年，但風險係數卻從未調整，本研究主要針對股票指數與匯率之風險係數探討其是否有更新之必要，藉由1986年12月至2009年12月之資料，利用GARCH模型及EGARCH模型進行風險係數之估計，除了和風險基礎資本額制度相同，以風險值為考量外，另外加入條件尾端期望值，並比較其與風險值之差別。 實證結果發現，僅部分財務時間序列有顯著之槓桿效果，因此使用GARCH模型估計風險係數較為合適；所估計之風險係數，無論是股價指數或是匯率，其估計結果皆比現行標準高出許多。 / In Taiwan, Risk-based capital (RBC) is set up in 2003. From 2003 until now, no matter how the economical environment has changed, the risk factors have remained all the same.This research mainly focuses on the risk factors of stock index and foreign exchange and wants to know if the risk factors need to be changed. The data this research encompasses is from December 1986 to December 2009.The risk factors are estimated by GARCH model and EGARCH model, utilizing not only the VaR but also the conditional tail expectation (CTE). From the result, only a few financial time series have shown leverage effect, therefore it is indeed more appropriate to apply GARCH model in risk factors estimation. Moreover, the risk factors from the result of this research, whether it is stock index or foreign exchange rate, are significantly higher than the risk factors standard applicable in Taiwan at the present.

The actual work shows a model of discovery learning in order to realize a discovery environment (PARAGUAÇU, 1997) to demonstrate to the apprentice students in science, the understanding of how the concepts that are used in the creation of scientific theories are related. The subject is reached with the idea that is possible to create scientific theories in scientific models (FRIGG; HARTMANN, 2006; RUDNER, 1969), and that these models can be used to help in such learning. However, with the availability of such models, instead of introducing scientific terms related to some scientific topics, it intends to use the metaphor of Fairy Tales, what means, the vocabulary use of terms where the apprentice can understand by intuition on how a scientific theory is elaborated. On the other hand, in order to create and formalize this scientific model it was created the idea that was proposed by MIDES Architecture MIDES (PARAGUAÇU et al., 2003), which means the creation of a scientific model with the representation in XML (W3SCHOOLS, 2005b) in four views of knowledge: Hierarchy, Relational, Causal, and by Asking. So, the idea of this work is to show how the creation in XML is made, and to do so, it s necessary to make a review of the following subjects: learning environments; teaching based on cases; and some general aspects of a creation of a scientific theory, and about the creation of a theory like an axiomatic system, as well as to present the ideas for the elaboration of discovery learning models. When this review is done, we have the necessary knowledge to propose an architecture able to integrate two applications by the use of XML, that is, the first application is to a teacher s community that elaborate theories in scientific models using the metaphor of the Fairy Tales, and the second one, for students that desire to learn how the creation of a theory is made, by the use of models that were introduced by the teacher s community. / O presente trabalho apresenta um modelo de aprendizagem por descoberta no âmbito de realização de um ambiente de descoberta (PARAGUAÇU, 1997) para proporcionar a alunos aprendizes em ciência, o entendimento de como os conceitos que são utilizados na formação de teorias científicas estão relacionados. O assunto é abordado com a suposição de que é possível formular teorias científicas em modelos científicos (FRIGG; HARTMANN, 2006; RUDNER, 1969), e que estes modelos podem ser disponibilizados para proporcionar tal aprendizagem. Porém, com a disponibilidade de tais modelos, em vez de introduzir termos científicos relacionados a alguma disciplina científica, pretende-se para tal realização utilizar a metáfora de contos infantis, ou seja, utilizar um vocabulário de termos onde o aprendiz possa entender intuitivamente como é elaborada uma teoria científica. Por outro lado, para proporcionar a formalização deste modelo científico, foi adotada a idéia proposta pela arquitetura MIDES (PARAGUAÇU et al., 2003), ou seja, a realização de um modelo científico com uma representação em XML (W3SCHOOLS, 2005b), em quatro visões de conhecimento: hierárquica, relacional, causal e de questionamento. Sendo assim, pretende-se no decorrer deste trabalho mostrar como é realizada esta formalização em XML e, para isso, é necessário revisar os seguintes assuntos: ambientes de aprendizagem; ontologias; ensino baseado em casos; e alguns aspectos gerais sobre a elaboração de uma teoria científica e sobre a formulação de uma teoria como um sistema axiomático, como também apresentar as idéias para a elaboração de modelos de aprendizagem por descoberta. Feita esta revisão, tem-se o embasamento necessário para propor uma arquitetura que possa integrar duas aplicações por intermédio deste modelo XML, ou seja, a primeira aplicação serve para uma comunidade de professores que elaboram teorias em modelos científicos, utilizando a metáfora de contos, e a segunda, para alunos que desejam aprender como é realizada a formação de uma teoria, por intermédio dos modelos que foram disponibilizados pela comunidade de professores.

Natural turbulent convection studies encompass a wide range of flows occurring in nature, for example, atmospheric and oceanic flows, con-vection in the Earth’s mantle, convection in the stars and also in many engineering applications. Rayleigh-Benard convection (RBC), i.e. con-vection in a horizontal fluid layer confined between two plates with a temperature differential maintained across them, has been a proto-type problem in the studies of turbulent natural convection. Many small scale and global features of the flow in the turbulent regime of RBC are known, yet the flow dynamics is not fully understood, es-pecially at high Rayleigh numbers (Ra). Present work comprises of experimental investigations of a different type of flow, high Rayleigh number turbulent convection in a long vertical tube (abbreviated as tube convection or TC). The tube of aspect ratio (length to diameter) of about 10, open at both the ends interconnects two large tanks. The flow driven by an unstable density difference created between the two tanks, has some unique features, different from RBC. The net flow at any tube cross-section is zero and the time averages of the velocities, the Reynolds shear stress and the mean shear are also zero. Turbu-lent energy production is therefore solely due to buoyancy. The flow is axially homogeneous and axisymmetric. In the homogeneous region, the mean density gradient is linear. Rayleigh number in TC is conve-niently defined based on the mean (linear) density gradient (denoted by Rag). Two sets of experiments are carried out. In one set of experiments, the density difference is created using brine and fresh water and in another set, it is created using heat. The ranges of Rag achieved are 3 × 108 < Rag < 8 × 109 in the experiments using salt (Schmidt number, Sc ≈ 600) and 5 × 104 < Rag < 5 × 106 in the experiments using heat (Prandtl number, P r ≈ 6). From the measured salt and heat fluxes in both the sets of experiments, the non dimensional flux 1 1 scaling above a certain value of Rag is obtained as N ug ∼ Rag2 P r 2 and from the velocity measurements in the experiments using salt, the 1 Reynolds number scaling is obtained as Re ∼ Rag2 P r− 12 . Both these are as per the predicted scalings by the mixing length model proposed by Arakeri et al. (2000) for high Rag convection in the vertical tube. The flux scaling N u ∼ (RaP r)2 , also known as the ‘ultimate regime’ of convection, expected at very high Ra but not yet observed in the experiments in classical RBC, is easily achieved in TC at relatively lower values of Ra. The fluxes and Reynolds numbers in TC are orders of magnitude higher as compared to those obtained in RBC for similar values of Ra and P r. In the lower range of Rag values for P r ≈ 6, a transition to a new flux scaling, N u ∼ (RaP r)0.29 is found. Similar transitions are also found to be present in the results of Tovar (2002) for Sc ≈ 600 and in the DNS results of Schmidt et al. (2012) for P r = 1, at different values of Rag. Collecting all these data, it is shown that the transition occurs at a fixed Grashof number of 1.6 × 105, independent of P r. Velocity measurements are carried out using particle image velocime-try (PIV) in the salt experiments. Kinetic energy spectra computed from the velocity fields are presented for the locations from the tube axis to the wall, for the lowest and the highest values of Rag achieved in the experiments. The spatial energy spectrum of lateral velocity at the tube axis follows Kolmogorov-Obukhov (KO) scaling (−5/3 scaling exponent) while the spatial spectrum of longitudinal velocity shows a scaling slightly higher than −5/3 but lower than −11/5 (the Bolgiano-Obukhov (BO) scaling). The scalar spectra is computed from the concentration fields obtained from planar laser induced fluorescence (PLIF) in the experiments using salt, and also from the temperature measurements from the experiments using heat. Both the concentra-tion and temperature fluctuations spectra show some evidence of dual scaling - BO scaling (−7/5 scaling exponent) in the inertial subrange followed by Obukhov-Corrsin (OC) scaling (−5/3 scaling exponent) over a narrow range of scales. Light propagation through the buoyancy driven turbulent flow in TC has also been experimentally investigated. Light propagation through convective turbulence is encountered in many situations. In some cases e.g. in observational astronomy it is undesirable, while in some other cases it is useful, e.g. in remote sensing of meteorological parameters. In the present study, light intensity and angle of arrival fluctuations in a parallel beam of light are measured. Laser shadowgraphy is used in the intensity measurements while the angle of arrival is obtained by measuring deflections of narrow laser beams, created by passing collimated laser light through a mask having equispaced grid of holes. Background oriented schlieren (BOS) measurements have also been carried out to obtain the displacements, which are proportional to the angle of arrivals. The equations for frequency spectrum of intensity and angle of arrival from the literature, developed for isotropic, ho-mogeneous turbulent media, are modified for the flow in the present case and the asymptotic scalings for high and low frequency ranges are obtained. The scalings in the frequency spectra computed from the measurements of intensity and angle of arrival fluctuations are com-pared with the obtained asymptotic scalings. The results from the present work are also compared with results from studies in the atmo-sphere and lab experiments.

<p> This report examines the dynamic response of a 0. 5 metre pilot scale rotating biological contactor when operated under transient influent conditions. Experimental data are presented for two modes of operation: carbon oxidation and carbon oxidation plus nitrification. During the carbon oxidation experimental runs, a 2.0 metre RBC was operated in parallel with the 0.5 metre RBC, thus allowing comparisons in the performance of the units. </p> <p> When the 0. 5 metre RBC was operated under nitrifying conditions, it was found that the effluent filterable TKN responded positively to influent variations in filterable TKN loading, TKN concentration and hydraulic loading. Transfer f unction noise models were developed which successfully predicted the time varying effluent TKN response. The response in effluent filterable TKN was predicted most precisely by influent TKN loading. Models based on influent TKN concentration and flow were not as precise in predicting effluent response. The effluent response of the 0.5 metre RBC was found to be greater than the response of activated sludge pilot units when operated at similar levels of removal. </p> <p> When the 0. 5 metre RBC was operated in the carbon oxidation 'mode, significant effluent responses were observed for carbon loading and concentration. Little correlation was found between influent flow and effluent carbon concentration. Operating under identical conditions, the 2.0 m RBC showed significant responses to carbon loading, carbon concentration and flow. </p> / Thesis / Master of Engineering (MEngr)

The performance of dental resin-based composites (RBCs) heavily depends on the characteristic properties of the individual filler fraction. As specific information regarding the properties of the filler fraction is often missing, the current study aims to characterize the filler fractions of several contemporary computer-aided design/computer-aided manufacturing (CAD/CAM) RBCs from a material science point of view. The filler fractions of seven commercially available CAD/CAM RBCs featuring different translucency variants were analysed using Scanning Electron Microscopy (SEM) with Energy Dispersive X-ray Spectroscopy (EDS), Micro-X-ray Computed Tomography (µXCT), Thermogravimetric Analysis (TG) and X-ray Diffractometry (XRD). All CAD/CAM RBCs investigated included midifill hybrid type filler fractions, and the size of the individual particles was clearly larger than the individual specifications of the manufacturer. The fillers in Shofu Block HC featured a sphericity of ≈0.8, while it was <0.7 in all other RBCs. All RBCs featured only X-ray amorphous phases. However, in Lava Ultimate, zircon crystals with low crystallinity were detected. In some CAD/CAM RBCs, inhomogeneities (X-ray opaque fillers or pores) with a size <80 µm were identified, but the effects were minor in relation to the total volume (<0.01 vol.%). The characteristic parameters of the filler fraction in RBCs are essential for the interpretation of the individual material’s mechanical and optical properties.

The aim of the study was to investigate the effect of X-rays used in micro X-ray computer tomography (µXCT) on the mechanical performance and microstructure of a variety of dental materials. Standardised bending beams (2 × 2 × 25 mm3) were forwarded to irradiation with an industrial tomograph. Using three-dimensional datasets, the porosity of the materials was quantified and flexural strength was investigated prior to and after irradiation. The thermal properties of irradiated and unirradiated materials were analysed and compared by means of differential scanning calorimetry (DSC). Single µXCT measurements led to a significant decrease in flexural strength of polycarbonate with acrylnitril-butadien-styrol (PC-ABS). No significant influence in flexural strength was identified for resin-based composites (RBCs), poly(methyl methacrylate) (PMMA), and zinc phosphate cement (HAR) after a single irradiation by measurement. However, DSC results suggest that changes in the microstructure of PMMA are possible with increasing radiation doses (multiple measurements, longer measurements, higher output power from the X-ray tube). In summary, it must be assumed that X-ray radiation during µXCT measurement at high doses can lead to changes in the structure and properties of certain polymers.