published_or_final_version / Housing Management / Master / Master of Housing Management

published_or_final_version / Statistics / Master / Master of Social Sciences

Ο σκοπός αυτής της μεταπτυχιακής εργασίας είναι διπλός και συγκεκριμένα αφορά στη μελέτη του απλού / γενικευμένου πολλαπλού μοντέλου παλινδρόμησης όταν σε αυτό παραβιάζεται μια από τις συνθήκες των Gauss-Markov και πιο συγκεκριμένα όταν, Cov{ε_i,ε_j }≠0, ∀ i≠j και στην ανάλυση χρονοσειρών. Αρχικά, γίνεται συνοπτική αναφορά στο απλό και στο πολλαπλό γραμμικό μοντέλο παλινδρόμησης, στις ιδιότητες καθώς και στις εκτιμήσεις των συντελεστών παλινδρόμησης. Περιγράφονται οι ιδιότητες των τυχαίων όρων όπως μέση τιμή, διασπορά, συντελεστές συσχέτισης κ.α., εφόσον υπάρχει παραβίαση της ιδιότητας της συνδιασποράς αυτών. Τέλος, περιγράφεται ο έλεγχος για αυτοσυσχέτιση των τυχαίων όρων των Durbin-Watson καθώς και μια ποικιλία διορθωτικών μέτρων με σκοπό την εξάλειψή της. Στο δεύτερο μέρος, αρχικά αναφέρονται βασικές έννοιες της θεωρίας των χρονοσειρών. Στη συνέχεια, γίνεται ανάλυση διαφόρων στάσιμων χρονοσειρών και συγκεκριμένα, ξεκινώντας από το λευκό θόρυβο, παρουσιάζονται οι χρονοσειρές κινητού μέσου (ΜΑ), οι αυτοπαλινδρομικές χρονοσειρές (ΑR), οι χρονοσειρές ARMA, καθώς και η γενική περίπτωση μη στάσιμων χρονοσειρών, των ΑRΙΜΑ χρονοσειρών και παρατίθενται συνοπτικά τα πρώτα στάδια ανάλυσης μιας χρονοσειράς για κάθε μια από τις περιπτώσεις αυτές. Η εργασία αυτή βασίστηκε σε δύο σημαντικά βιβλία διακεκριμένων επιστημόνων, του κ. Γεώργιου Κ. Χρήστου, Εισαγωγή στην Οικονομετρία και στο βιβλίο των John Neter, Michael H. Kutner, Christofer J. Nachtsheim και William Wasserman, Applied Linear Regression Models. / The purpose of this thesis is twofold, namely concerns the study of the simple / generalized multiple regression model when this violated one of the conditions of Gauss-Markov specifically when, Cov {e_i, e_j} ≠ 0, ∀ i ≠ j and time series analysis. Initially, there is a brief reference to the simple and multiple linear regression model, the properties and estimates of regression coefficients. Describe the properties of random terms such as mean, variance, correlation coefficients, etc., if there is a breach of the status of their covariance. Finally, described the test for autocorrelation of random terms of the Durbin-Watson and a variety of corrective measures to eliminate it. In the second part, first mentioned basic concepts of the theory of time series. Then, various stationary time series analyzes and specifically, starting from the white noise, the time series moving average presented (MA), the aftopalindromikes time series (AR) time series ARMA, and the general case of non-stationary time series of ARIMA time series and briefly presents the first analysis steps in a time series for each of these cases. This work was based on two important books of distinguished scientists, Mr. George K. Christou, Introduction to Econometrics, and in the book of John Neter, Michael H. Kutner, Christofer J. Nachtsheim and William Wasserman, Applied Linear Regression Models.

The research is based on financial time series modelling with special application / Thesis (M.Sc.) - University of KwaZulu-Natal, Pietermaritzburg, 2009.

In this comparative study research was done into the ways in which youth novels were transformed into a youth series on TV, in order to compile a transformation model. The Afrikaans youth novels Die verklikker and Twee wenners by Marilee McCallaghan and the TV youth series Wenners, that was based on these stories, were used for this comparison. The texts (youth novels and TV script/text) were analysed and interpreted, and the variants and constants that were found in the comparison were used to compile a model according to which the transformation precedes were deduced. The model that had been compiled applies only to this study, as all stories differ and are unique in themselves, and therefore the model has to be adapted for each adaptation and production of a youth series (book) to a TV youth series. In both the youth novels, Die verklikker and Twee wenners as well as in the TV youth series Wenners all the main characters, and especially the two main characters Carl and Jackie, show identity development. Regarding their social identity Carl and Jackie are constantly aware of their positions in the smaller community of the orphanage, and specifically regarding the other characters and their positive and negative social roles. With regard to their personal identities, both Carl and Jackie had established a feeling of continuity in their existence despite the fact that their father had passed away and there mother was in a psychiatric clinic, and despite the fact that they were both initially confused and disrupted. They had undergone many changes and had developed, but despite the many changes around them and within themselves they each contained the core of his/her identity. Although they are twins, the analysis of the stories shows that Carl and Jackie had developed a feeling of individual identity - a feeling of individuality or uniqueness. Each of them, as an individual had a subjective experience of these various aspects of identity, which enabled both Carl and to experience a feeling of a unique, whole (complete) person in their own right. At this stage in the South African television industry many adaptation of books (prose) to film are made, although it is not done for television on a regular base in Afrikaans. The adaptation of a youth novel to a TV series might inspire the adolescent who is already watching the series to read the book from which the adaptation was made. This, in turn, may lead to a possible new edition of the relevant book, as well as the possible rebroadcast, or even the manufacturing of a new version of the current series, depending on its popularity. In the event of a new production of the series the challenge would indeed be not to be the same as its predecessor, but to convey the theme of the story within a new context. / Thesis (M.A. (Afrikaans and Dutch))--North-West University, Potchefstroom Campus, 2008.

In this dissertation two art works of two female artists, Cindy Sherman and Berni Searle, are analysed comparatively using a method developed in semiotics. The artworks of Sherman that are used in this dissertation forms part of her Untitled Film Stills series and the artworks of Searle that are discussed forms part of her Looking Back series. The artworks and artists are contextualised within the postmodernism and within the realm of performance art. The study focuses on and discusses the way in which these two artists depict identity in their artworks. In Sherman's artworks this identity is linked to a Western, white identity. In contrast with this, the identity that Searle depicts is linked to an African, coloured identity. The study is concluded by a comparative summary of the different identities Sherman and Searle represent in their artworks as well as the way in which they represent these identities. / Thesis (M.A. (History of Arts))--North-West University, Potchefstroom Campus, 2008.

A lacunary series is a Taylor series with large gaps between its non-zero coefficients. In this thesis we exploit these gaps to obtain results of linear independence of values of lacunary series at integer points. As well, we will study different methods found in Diophantine approximation which we use to study arithmetic properties of values of lacunary series at algebraic points. Among these methods will be Mahler's method and a new approach due to Jean-Paul Bézivin.

In this comparative study research was done into the ways in which youth novels were transformed into a youth series on TV, in order to compile a transformation model. The Afrikaans youth novels Die verklikker and Twee wenners by Marilee McCallaghan and the TV youth series Wenners, that was based on these stories, were used for this comparison. The texts (youth novels and TV script/text) were analysed and interpreted, and the variants and constants that were found in the comparison were used to compile a model according to which the transformation precedes were deduced. The model that had been compiled applies only to this study, as all stories differ and are unique in themselves, and therefore the model has to be adapted for each adaptation and production of a youth series (book) to a TV youth series. In both the youth novels, Die verklikker and Twee wenners as well as in the TV youth series Wenners all the main characters, and especially the two main characters Carl and Jackie, show identity development. Regarding their social identity Carl and Jackie are constantly aware of their positions in the smaller community of the orphanage, and specifically regarding the other characters and their positive and negative social roles. With regard to their personal identities, both Carl and Jackie had established a feeling of continuity in their existence despite the fact that their father had passed away and there mother was in a psychiatric clinic, and despite the fact that they were both initially confused and disrupted. They had undergone many changes and had developed, but despite the many changes around them and within themselves they each contained the core of his/her identity. Although they are twins, the analysis of the stories shows that Carl and Jackie had developed a feeling of individual identity - a feeling of individuality or uniqueness. Each of them, as an individual had a subjective experience of these various aspects of identity, which enabled both Carl and to experience a feeling of a unique, whole (complete) person in their own right. At this stage in the South African television industry many adaptation of books (prose) to film are made, although it is not done for television on a regular base in Afrikaans. The adaptation of a youth novel to a TV series might inspire the adolescent who is already watching the series to read the book from which the adaptation was made. This, in turn, may lead to a possible new edition of the relevant book, as well as the possible rebroadcast, or even the manufacturing of a new version of the current series, depending on its popularity. In the event of a new production of the series the challenge would indeed be not to be the same as its predecessor, but to convey the theme of the story within a new context. / Thesis (M.A. (Afrikaans and Dutch))--North-West University, Potchefstroom Campus, 2008.

In this dissertation two art works of two female artists, Cindy Sherman and Berni Searle, are analysed comparatively using a method developed in semiotics. The artworks of Sherman that are used in this dissertation forms part of her Untitled Film Stills series and the artworks of Searle that are discussed forms part of her Looking Back series. The artworks and artists are contextualised within the postmodernism and within the realm of performance art. The study focuses on and discusses the way in which these two artists depict identity in their artworks. In Sherman's artworks this identity is linked to a Western, white identity. In contrast with this, the identity that Searle depicts is linked to an African, coloured identity. The study is concluded by a comparative summary of the different identities Sherman and Searle represent in their artworks as well as the way in which they represent these identities. / Thesis (M.A. (History of Arts))--North-West University, Potchefstroom Campus, 2008.

This thesis presents the results of research into the use of factor models for stationary economic time series. Two basic scenarios are considered. The first is a situation where a large number of observations are available on a relatively small number variables, and a dynamic factor model is specified. It is shown that a dynamic factor model may be derived as a representation of a VARMA model of reduced spectral rank observed subject to measurement error. In some cases the resulting factor model corresponds to a minimal state-space representation of the VARMA plus noise model. Identification is discussed and proved for a fairly general class of dynamic factor model, and a frequency domain estimation procedure is proposed which has the advantage of generalising easily to models with rich dynamic structures. The second scenario is one where both the number of variables and the number of observations jointly diverge to infinity. The principal components estimator is considered in this case, and consistency is proved under assumptions which allow for much more error cross-correlation than the previously published theorems. Ancillary results include finite sample/variables bounds linking population principal components to population factors, and consistency results for principal components in a dual limit framework under a `gap' condition on the eigenvalues. A new factor model, named the Grouped Variable Approximate Factor Model, is introduced. This factor model allows for arbitrarily strong correlation between some of the errors, provided that the variables corresponding to the strongly correlated errors may be arranged into groups. An approximate instrumental variables estimator is proposed for the model and consistency is proved.