This thesis examines three decomposition techniques and their usability for economic and financial time series. The stock index DAX30 and the exchange rate from British pound to US dollar are used as representative economic time series. Additionally, autoregressive and conditional heteroscedastic simulations are analysed as benchmark processes to the real data. Discrete wavelet transform (DWT) uses wavelike functions to adapt the behaviour of time series on different time scales. The second method is the singular spectral analysis (SSA), which is applied to extract influential reconstructed modes. As a third algorithm, empirical mode decomposition (END) leads to intrinsic mode functions, who reflect the short and long term fluctuations of the time series. Some problems arise in the decomposition process, such as bleeding at the DWT method or mode mixing of multiple EMD mode functions. Conclusions to evaluate the predictability of the time series are drawn based on entropy - and recurrence - analysis. The cyclic behaviour of the decompositions is examined via the coefficient of variation, based on the instantaneous frequency. The results show rising predictability, especially on higher decomposition levels. The instantaneous frequency measure leads to low values for regular oscillatory cycles, irregular behaviour results in a high variation coefficient. The singular spectral analysis show frequency - stable cycles in the reconstructed modes, but represents the influences of the original time series worse than the other two methods, which show on the contrary very little frequency - stability in the extracted details.

Normally swallowing occurs completely without effort. Should the act of swallowing for some reason be impaired, it becomes difficult to eat and drink. Dysphagia is the medical term for eating and swallowing disorders. Dysphagia is common in people with dementia, but the prevalence is not yet fully evaluated. The most common cause of death in people with dementia is aspiration pneumonia, which can be caused by dysphagia. In Sweden investigation and treatment of dysphagia are performed by speech and language pathologists (SLPs) but few of them work with dementia care. This study aims to identify the prevalence of dysphagia in people with dementia, living in a nursing home. The screening methods SSA-S and LtL were used to test the swallowing of 38 participants between 68-96 years of age (M = 86 years). To examine the participants’ oral health the risk assessment tool ROAG was used. When tested with the water swallowing test SSA-S 71,1% of the participants showed signs of aspiration, 36,8% had an oral transit time over 5 seconds, measured with LtL and 92% of the participants had an affected oral health, showing one or more symptoms of severity grade 2 according to ROAG. When adding up the results from the two screening tests a total of 86,8% of the participants showed signs of some kind of swallowing difficulty. Correlation analysis did not show any statistically significant correlations between SSA-S, oral transit time, oral health, or age. The present study found that there is a great need for interventions from speech and language pathologists in people with dementia. / Normalt sker sväljning helt utan ansträngning. Skulle sväljningen av någon anledning inte fungera som den ska, blir det svårt att äta och dricka. Den medicinska termen för ät- och sväljsvårigheter är dysfagi. Dysfagi är vanligt hos personer med demens men det är ännu inte helt kartlagt hur vanligt det är. Hos personer med demens är den vanligaste dödsorsaken aspirationspneumoni, vilket kan orsakas av dysfagi. I Sverige är det logopeder som utreder och behandlar dysfagi men det är få som är verksamma inom demensvården. Den här studien syftar till att kartlägga förekomst av dysfagi hos personer med demenssjukdom boende på ett vård- och omsorgsboende. Med screeningmetoderna SSA-S och LtL genomfördes undersökningar av sväljförmågan hos 38 personer mellan 68-96 års ålder (M = 86 år). För att undersöka deltagarnas munhälsa användes riskbedömningsverktyget ROAG. Av deltagarna fick 71,1 % utslag på vattensväljningstestet SSA-S, 36,8 % hade en oral transporttid över 5 sekunder, mätt med LtL och 92 % av deltagarna hade en nedsatt munhälsa med ett eller flera symptom av grad 2 i munhålan, enligt ROAG. Vid sammanräkning av resultaten från de två screeningtesten uppvisade totalt 86,8 % av deltagarna tecken på någon form av sväljsvårighet. Korrelationsberäkningar visade inga statistiskt signifikanta samband mellan resultat på SSA-S, oral transporttid, munhälsa eller ålder. Studien visar på ett stort behov av logopediska insatser hos gruppen personer med demenssjukdom.

Cieľom tejto práce je návrh analýzy tvaru haldy vhodnej pre potreby analyzátora 2LS. 2LS je nástroj pre analýzu C programov založený na automatickom odvodzovaní invariantov s použitím SMT solvera. Navrhované riešenie obsahuje spôsob reprezentácie tvaru programovej haldy pomocou logických formulí nad teóriou bitových vektorov. Tie sú následne využité v SMT solveri pre predikátovú logiku prvého rádu na odvodenie invariantov cyklov a súhrnov jednotlivých funkcií analyzovaného programu. Náš prístup je založený na ukazateľových prístupových cestách, ktoré vyjadrujú dosiahnuteľnosť objektov na halde z ukazateľových premenných. Informácie získané z analýzy môžu byť využité na dokázanie rôznych vlastností programu súvisiacich s prácou s dynamickýcmi dátovými štruktúrami. Riešenie bolo implementované v rámci nástroja 2LS. S jeho použitím došlo k výraznému zlepšeniu schopnosti 2LS analyzovať programy pracujúce s ukazateľmi a dynamickými dátovými štruktúrami. Toto je demonštrované na sade experimentov prevzatých zo známej medzinárodnej súťaže vo verifikácii programov SV-COMP a iných experimentoch.

The aim of this study is to investigate and analyse the military involvement of the USA in the security of sub-Saharan Africa (SSA) during the era of the Clinton administration (1993-2001). The study is based on the assumption that the US did not have that much interest in the security of SSA during the Clinton era and that it did not want to become militarily involved in SSA. Its position as the only remaining superpower in the post-Cold War era, however placed a responsibility on the US to be militarily involved in the creation of a more secure SSA. The study relies on two theoretical constructs. On the one hand the changing nature of security in the post-Cold War world in general, but specifically in SSA, serves as a theoretical starting point. This is, on the other hand, supported by a theoretical focus on the nature of military involvement globally, but also specifically in SSA in the era after the Cold War. The latter is to a large extent related to the changing nature of military force and the use thereof in the post-Cold War era. The military involvement of the US in the management of the security of SSA during the Clinton era is analysed against the background of the US interests, policy, and strategy – specifically its security strategy – in SSA. The reality of the absence of concrete US interests in SSA is highlighted. This lack of interest led to a situation whereby SSA could not be a priority in US foreign policy. The US policy objectives in SSA were nevertheless aimed at the promotion of democracy, the improvement of the security situation and the support of economic progress. The reluctance of the US to deploy military forces in SSA underpins its security strategy and military involvement in SSA. The security strategy of the US was in essence preventive in nature since it aimed at preventing the manifestation of threats from SSA against the US by promoting the stability of SSA. However, the US was still militarily involved in SSA in a variety of ways, from the provision of military training and the conduct of military exercises to military operations. Military involvement centred around the empowerment of armed forces in SSA. It was argued that the capacity of the armed forces of SSA should be developed to support democratic governance and economic progress. The capacity building programmes of the US armed forces in SSA concentrated on defence reform, military professionalism, the creation of indigenous conflict resolution and peace support capabilities, the provision of equipment, and the improvement of health and environmental conditions. / Dissertation (MA (Security Studies))--University of Pretoria, 2005. / Political Sciences / unrestricted

This thesis examines three decomposition techniques and their usability for economic and financial time series. The stock index DAX30 and the exchange rate from British pound to US dollar are used as representative economic time series. Additionally, autoregressive and conditional heteroscedastic simulations are analysed as benchmark processes to the real data. Discrete wavelet transform (DWT) uses wavelike functions to adapt the behaviour of time series on different time scales. The second method is the singular spectral analysis (SSA), which is applied to extract influential reconstructed modes. As a third algorithm, empirical mode decomposition (END) leads to intrinsic mode functions, who reflect the short and long term fluctuations of the time series. Some problems arise in the decomposition process, such as bleeding at the DWT method or mode mixing of multiple EMD mode functions. Conclusions to evaluate the predictability of the time series are drawn based on entropy - and recurrence - analysis. The cyclic behaviour of the decompositions is examined via the coefficient of variation, based on the instantaneous frequency. The results show rising predictability, especially on higher decomposition levels. The instantaneous frequency measure leads to low values for regular oscillatory cycles, irregular behaviour results in a high variation coefficient. The singular spectral analysis show frequency - stable cycles in the reconstructed modes, but represents the influences of the original time series worse than the other two methods, which show on the contrary very little frequency - stability in the extracted details.:1. Einleitung 2. Datengrundlage 2.1. Auswahl und Besonderheiten ökonomischer Zeitreihen 2.2. Simulationsstudie mittels AR-Prozessen 2.3. Simulationsstudie mittels GARCH-Prozessen 3. Zerlegung mittels modernen Techniken der Zeitreihenanalyse 3.1. Diskrete Wavelet Transformation 3.2. Singulärsystemanalyse 3.3. Empirische Modenzerlegung 4. Bewertung der Vorhersagbarkeit 4.1. Entropien als Maß der Kurzzeit-Vorhersagbarkeit 4.2. Rekurrenzanalyse 4.3. Frequenzstabilität der Zerlegung 5. Durchführung und Interpretation der Ergebnisse 5.1. Visuelle Interpretation der Zerlegungen 5.2. Beurteilung mittels Charakteristika 6. Fazit

[pt] Nesta tese de doutorado, é proposta uma combinação híbrida de métodos preditivos que agrega cinco abordagens distintas e genéricas, do ponto de vista de modelagem: método SSA; decomposição wavelet; redes neurais artificiais; programação matemática multiobjetivo MINIMAX, com abordagem de programação por metas; e método de simulação de quase Monte-Carlo. Para exemplificar e demonstrar a eficiência da combinação híbrida proposta, são mostrados, no Capítulo 7, os principais resultados de uma aplicação computacional, no qual é possível verificar que o seu desempenho, em termos de modelagem, foi consideravelmente superior, em relação a todas as estatísticas de aderência consideradas. / [en] In this thesis, we propose a hybrid combination of predictive methods that aggregates five distinct and general approaches, from the viewpoint of modeling: SSA method; wavelet decomposition, artificial neural networks, multiobjective mathematical programming MINIMAX, with goal programming approach; quasi- Monte-Carlo simulation method. To exemplify and demonstrate the efficiency of the proposed hybrid combination are shown, in Section 7, the main results of a computer application in which you can verify that their performance, in terms of modeling, was significantly higher, compared to all considered adherence statistics.

<p>In sera remitted for anti-nuclear antibody (ANA) analysis, the supplement of a sensitive anti-SSA/Ro ELISA to the conventional ANA screening by immunofluorescence (IF) revealed that one fourth of the individuals with IF-ANA negative, but SSA/Ro ELISA positive sera, had systemic lupus erythematosus (SLE) or cutaneous LE. Consequently, adding a sensitive anti-SSA/Ro ELISA to the ANA screening is valuable for the serological detection of ANA negative SLE/LE patients.</p><p>SLE patients often have measurable interferon-alpha (IFN-α) levels in serum, and IFN-α treatment of patients with non-autoimmune diseases can induce SLE. Thus, the type I IFN system seems to be important in SLE and was therefore investigated. Initially, a decreased IFN-α producing capacity, due to a 70-fold reduction in the number of circulating natural IFN-α producing cells (NIPC), was noted in peripheral blood mononuclear cells (PBMC) from SLE patients. SLE-sera contained an endogenous IFN-α inducing factor (SLE-IIF), consisting of IgG and DNA in the form of small immune complexes (300-1000 kD). The SLE-IIF selectively activated NIPC and was more common in sera from patients with active disease compared to individuals with inactive disease. IFN-α producing cells could be detected by immunohistochemistry in both lesional and unaffected skin from SLE patients, and IFN-α gene transcription could be verified by in situ hybridisation in some of the skin biopsies. A reduced number of NIPC, detected by expression of the blood dendritic cell antigen (BDCA)-2, was noted among SLE-PBMC. The IFN-α production triggered by SLE-IIF in SLE-PBMC was inhibited by monoclonal antibodies (mAbs) to BDCA-2 and markedly decreased by anti-BDCA-4 mAbs. </p><p>The observations in the present thesis may explain the ongoing IFN-α production in SLE patients, indicate an important role for the activated type I IFN system in the pathogenesis, and suggest that direct targeting of SLE-NIPC may constitute a new therapeutic principle in SLE.</p>

In sera remitted for anti-nuclear antibody (ANA) analysis, the supplement of a sensitive anti-SSA/Ro ELISA to the conventional ANA screening by immunofluorescence (IF) revealed that one fourth of the individuals with IF-ANA negative, but SSA/Ro ELISA positive sera, had systemic lupus erythematosus (SLE) or cutaneous LE. Consequently, adding a sensitive anti-SSA/Ro ELISA to the ANA screening is valuable for the serological detection of ANA negative SLE/LE patients. SLE patients often have measurable interferon-alpha (IFN-α) levels in serum, and IFN-α treatment of patients with non-autoimmune diseases can induce SLE. Thus, the type I IFN system seems to be important in SLE and was therefore investigated. Initially, a decreased IFN-α producing capacity, due to a 70-fold reduction in the number of circulating natural IFN-α producing cells (NIPC), was noted in peripheral blood mononuclear cells (PBMC) from SLE patients. SLE-sera contained an endogenous IFN-α inducing factor (SLE-IIF), consisting of IgG and DNA in the form of small immune complexes (300-1000 kD). The SLE-IIF selectively activated NIPC and was more common in sera from patients with active disease compared to individuals with inactive disease. IFN-α producing cells could be detected by immunohistochemistry in both lesional and unaffected skin from SLE patients, and IFN-α gene transcription could be verified by in situ hybridisation in some of the skin biopsies. A reduced number of NIPC, detected by expression of the blood dendritic cell antigen (BDCA)-2, was noted among SLE-PBMC. The IFN-α production triggered by SLE-IIF in SLE-PBMC was inhibited by monoclonal antibodies (mAbs) to BDCA-2 and markedly decreased by anti-BDCA-4 mAbs. The observations in the present thesis may explain the ongoing IFN-α production in SLE patients, indicate an important role for the activated type I IFN system in the pathogenesis, and suggest that direct targeting of SLE-NIPC may constitute a new therapeutic principle in SLE.

La caract??risation du couvert nival en for??t bor??ale est un ??l??ment important pour la compr??hension des r??gimes climatiques et hydrologiques. Depuis plusieurs ann??es, l???utilisation des micro-ondes passives est ??tudi??e pour l???estimation de l?????quivalent en eau de la neige (SWE : Snow Water Equivalent) ?? partir de capteurs satellitaires. Les algorithmes empiriques traditionnels ??tant limit??s en for??t bor??ale, le couplage d???un mod??le de transfert radiatif (MTR) micro-onde passive (qui prend en compte les contributions du sol, de la neige, de la v??g??tation et de l???atmosph??re) avec un mod??le de neige pour l???inversion du SWE semble une avenue prometteuse. La th??se vise donc ?? coupler un MTR avec le sch??ma de surface du mod??le climatique canadien (CLASS) dans une perspective d???application op??rationnelle pour les estimations de SWE ?? partir de donn??es satellitaires micro-onde ?? 10.7, 19 et 37 GHz. Dans ce contexte, certains aspects centraux du MTR, dont l???effet de la taille des grains ainsi que la contribution de la v??g??tation sont d??velopp??s et quantifi??s. Le premier aspect ??tudi?? dans la th??se concerne l???adaptation du mod??le d?????mission micro-onde passive DMRT-ML (Dense media radiative transfer theory ??? multi layer) pour l???int??gration d???une nouvelle m??trique repr??sentant la taille des grains (surface sp??cifique des grains de neige: SSA). L?????tude bas??e sur des mesures radiom??triques et de neige in situ, montre la pertinence de l???utilisation de la SSA dans DMRT-ML et permet d???analyser le sens physique de l???adaptation n??cessaire pour amener le mod??le ?? simuler les temp??ratures de brillance (T[indice inf??rieur B) de la neige avec une erreur quadratique moyenne minimale de l???ordre de 13 K. Dans un contexte du couplage entre le mod??le de neige de CLASS et DMRT-ML, un mod??le d?????volution de la SSA est ensuite impl??ment?? dans CLASS. Les SSA simul??es par le module d??velopp?? sont valid??es avec des donn??es in situ bas??es sur la r??flectance de la neige dans l???infrarouge ?? courte longueur d???onde pour diff??rents types d???environnement. Au niveau de la contribution de la v??g??tation, le mod??le ??-?? a ??t?? ??tudi?? ?? partir de diff??rentes bases de donn??es (satellite, avion et au sol) en for??t bor??ale dense. L?????tude montre l???importance de la consid??ration de la diffusion (??) pour l???estimation de l?????mission de la v??g??tation, param??tre auparavant g??n??ralement n??glig?? aux hautes fr??quences. Ensuite, des relations entre les transmissivit??s et certains param??tres structuraux de la for??t, dont l???indice de surface foliaire (LAI), ont ??t?? ??tablies pour des for??ts bor??ales en ??t??. Des valeurs d???alb??do de diffusion (??) ainsi que les param??tres d??finissant la r??flectivit?? du sol (QH) en for??t bor??ale ont aussi ??t?? invers??es. Finalement, les simulations de T [indice inf??rieur] B issues du couplage du MTR (DMRT-ML, mod??le ??-??, et mod??le atmosph??rique) avec CLASS (dont les SSA simul??es) ont ??t?? compar??es avec les donn??es AMSR-E sur une s??rie temporelle continue de sept ans. Les premi??res comparaisons montrent une diff??rence entre les param??tres de v??g??tation (??-??) d?????t?? et d???hiver, ainsi qu???une importante contribution des cro??tes de glace dans la neige au signal. Les simulations du mod??le ajust?? montrent une bonne correspondance avec les observations d???AMSR-E (de l???ordre de 3 ?? 7 K selon la fr??quence et la polarisation). Des tests de sensibilit?? montrent par contre une faible sensibilit?? du MTR/CLASS au SWE pour des for??ts denses et des couverts nivaux ??pais. Le MTR-CLASS d??velopp?? pourrait permettre l???assimilation de temp??ratures de brillance satellitaires en for??t bor??ale dans des syst??mes op??rationnels pour l???am??lioration de param??tres de surface, dont la neige, dans les mod??les m??t??orologiques et climatiques.

[pt] Esta tese propõe a utilização do DBSCAN (Density Based Spatial Clustering of Applications with Noise) para separar os componentes de ruído na fase de agrupamento das autotriplas da Análise Singular Espectral (SSA) de Séries Temporais. O DBSCAN é um método moderno de clusterização (revisto em 2013) e especialista em identificar ruído através de regiões de menor densidade. O método de agrupamento hierárquico até então é a última inovação na separação de ruído na abordagem SSA, implementado no pacote R- SSA. No entanto, o método de agrupamento hierárquico é muito sensível a ruído, não é capaz de separá-lo corretamente, não deve ser usado em conjuntos com diferentes densidades e não funciona bem no agrupamento de séries temporais de diferentes tendências, ao contrário dos métodos de aglomeração à base de densidade que são eficazes para separar o ruído a partir dos dados e dedicados para trabalhar bem em dados a partir de diferentes densidades. Este trabalho mostra uma melhor eficiência de DBSCAN sobre os outros métodos já utilizados nesta etapa do SSA, garantindo considerável redução de ruídos e proporcionando melhores previsões. O resultado é apoiado por avaliações experimentais realizadas para séries simuladas de modelos estacionários e não estacionários. A combinação de metodologias proposta também foi aplicada com sucesso na previsão de uma série real de velocidade do vento. / [en] This thesis proposes using DBSCAN (Density Based Spatial Clustering of Applications with Noise) to separate the noise components of eigentriples in the grouping stage of the Singular Spectrum Analysis (SSA) of Time Series. The DBSCAN is a modern (revised in 2013) and expert method at identify noise through regions of lower density. The hierarchical clustering method was the last innovation in noise separation in SSA approach, implemented on package R-SSA. However, is repeated in the literature that the hierarquical clustering method is very sensitive to noise, is unable to separate it correctly, and should not be used in clusters with varying densities and neither works well in clustering time series of different trends. Unlike, the methods of density based clustering are effective in separating the noise from the data and dedicated to work well on data from different densities This work shows better efficiency of DBSCAN over the others methods already used in this stage of SSA, because it allows considerable reduction of noise and provides better forecasting. The result is supported by experimental evaluations realized for simulated stationary and non-stationary series. The proposed combination of methodologies also was applied successfully to forecasting real series of wind s speed.