In this thesis we consider some finite mixture time series models in which each component is following a well-known process, e.g. AR, ARMA or ARMA-GARCH process, with either normal-type errors or Student-t type errors. We develop MCMC methods and use them in the Bayesian analysis of these mixture models. We introduce some new models such as mixture of Student-t ARMA components and mixture of Student-t ARMA-GARCH components with complete Bayesian treatments. Moreover, we use component precision (instead of variance) with an additional hierarchical level which makes our model more consistent with the MCMC moves. We have implemented the proposed methods in R and give examples with real and simulated data.

Orientador: Michael John Brennan / Banca: Gilberto Pechoto de Melo / Banca: Paulo Jose Paupitz Gonçalves / Resumo: Nesta dissertação investiga-se o comportamento de um sistema de isolamento de vibrações de um grau de liberdade com amortecimento não linear. As transmissibilidades das forças e de movimento deste sistema são comparadas com as de um sistema de isolamento de vibrações linear. O sistema não linear é composto por uma mola e um amortecedor viscoso, ambos lineares, que estão acoplados a uma massa de modo tal que o amortecedor é perpendicular à mola. O sistema é excitado harmonicamente por um deslocamento da base ou por uma força na direção da mola. Quando o sistema é excitado por uma forca harmônica, as forças transmitidas através da mola e do amortecedor são analisadas separadamente, decompondo-as em termos dos seus harmônicos; permitindo assim determinar a contribuição individual de cada elemento no comportamento não linear do sistema como um todo. A transmissibilidade do sistema de isolamento não linear é calculada por meio de expressões analíticas validas para excitações com pequenas amplitudes, já para excitações com amplitudes grandes, calcula-se por meio de simulações numéricas. / Abstract: In this work the behaviour of a single degree of freedom (SDOF) passive vibration isolation system with a geometrically nonlinear damper is investigated, and its displacement and force transmissibilities are compared with that of a linear system. The nonlinear system is composed of a linear spring and a linear viscous damper which are connected to a mass so that the damper is perpendicular to the spring. The system is excited with either a harmonic force or an imposed displacement of the base in the direction of the spring. When excited with a harmonic force, the forces transmitted through the spring and the damper are analysed separately by decomposing the forces in terms of their harmonics. This enables the effects of these elements to be studied and to determine how they contribute individually to the nonlinear behaviour of the system as a whole. The transmissibilities of the nonlinear isolation system are calculated using analytical expressions for small amplitudes of excitation and by using numerical simulations for high amplitudes of excitation. / Mestre

The aim of the thesis was to create a tool for time-series prediction based on deep learning. The first part of the work is a brief description of deep learning and its comparison to classical machine learning. In the next section contains brief analysis of some tools, that are already used for time-series forecasting. The last part is focused on the analysis of the problem as well as on the actual creation of the program.

The diploma thesis deals with the financial analysis of the selected company. On the analysis base of ratio financial indicators, time series, regression analysis and with using of the Maple system, the past and actual financial situation have been evaluated and future potential development of the company has been predicted.

Diploma thesis deals with the financial analysis of a banking entity operating in Czech Republic and the analysis of time series of selected indicators. The first part gives methodology of the work and theoretical bases for processing financial analysis and time series. The second practical part consists of analysis itself. Based on the results, the state of banking company is evaluated in the final part and the possibilities and proposal are introduced for entity operating in the banking market.

博士（商学） / 甲第544号 / 3, 175p / Hitotsubashi University(一橋大学)

Tree series transformations computed by bottom-up and top-down tree series transducers are called bottom-up and top-down tree series transformations, respectively. (Functional) compositions of such transformations are investigated. It turns out that the class of bottomup tree series transformations over a commutative and complete semiring is closed under left-composition with linear bottom-up tree series transformations and right-composition with boolean deterministic bottom-up tree series transformations. Moreover, it is shown that the class of top-down tree series transformations over a commutative and complete semiring is closed under right-composition with linear, nondeleting top-down tree series transformations. Finally, the composition of a boolean, deterministic, total top-down tree series transformation with a linear top-down tree series transformation is shown to be a top-down tree series transformation.

The paper is divided into six chapters. The first two provide a brief summary of the evolution of multiple percussion and biographical information about Kraft. The remaining chapters are an examination of the origin, sound sources, compositional style, and performance problems of the ten Encounters pieces. The paper concludes with several appendices, including a chronological listing of Kraft's compositions which use percussion, a list of percussion equipment and notational symbols used in the Encounters pieces, and a discography of Kraft's music.

The evaluation of infinite series plays an important part in numerical calculation. In hand calculation whenever a transcendental function is involved, one usually consults a table. Not only do the construction of the tables require the evaluation of transcendental functions, but with the advent of the electronic computer it is usually more convenient to have such evaluation carried out by the computer than to try to store a table of the necessary values to carry out the intended calculation. / Advisor: H. C. Griffith, Professor Directing Study. / Typescript. / "August 1960." / "Submitted to the Graduate Council of Florida State University in partial fulfillment of the requirements for the degree of Master of Science." / Includes bibliographical references (leaf 37).

"In order to determine if the publishers have succeeded in their stated aims and objectives in publishing the Landmark series, a study will be made, first, of the features of those books released between 1950-1956, inclusive; second, of their authorship; third, of evidences of their success. In adjudging the books, first, an analysis will be made to determine the extent of their coverage of the primary periods in American history. Second, consideration will be given to the form of presentation of the material by considering the books according to where each would fit into the conventional library classification system. Third, an analysis of the reading and interest levels of the books will be made to determine if they are considered by other authorities as suitable for elementary and junior high. Fourth, the format will be studied and evaluated according to the criteria set up by Miss Larrick and the claims of the publishers with some consideration of the illustrations and of such splendid features as indexes and bibliographies"--Introduction. / "August, 1957." / At the head of title: Florida State University. / Typescript. / "Submitted to the Graduate Council of Florida State University in partial fulfillment of the requirements for the degree of Master of Arts." / Advisor: Robert Clapp, Professor Directing Paper. / Includes bibliographical references (leaves 68-70).