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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
481

Spatiotemporal Analyses of Recycled Water Production

Archer, Jana E. 01 May 2017 (has links)
Increased demands on water supplies caused by population expansion, saltwater intrusion, and drought have led to water shortages which may be addressed by use of recycled water as recycled water products. Study I investigated recycled water production in Florida and California during 2009 to detect gaps in distribution and identify areas for expansion. Gaps were detected along the panhandle and Miami, Florida, as well as the northern and southwestern regions in California. Study II examined gaps in distribution, identified temporal change, and located areas for expansion for Florida in 2009 and 2015. Production increased in the northern and southern regions of Florida but decreased in Southwest Florida. Recycled water is an essential component water management a broader adoption of recycled water will increase water conservation in water-stressed coastal communities by allocating recycled water for purposes that once used potable freshwater.
482

Variabilité spatiale multiéchelle du zooplancton dans un lagoon récifal côtier (Multiscale spatial variability of zooplankton in a coastal reef lagoon)

Avois-Jacquet, Carol 16 May 2002 (has links) (PDF)
Variabilité spatiale multiéchelle du zooplancton dans un lagoon récifal côtier - L'identification des changements dans les patrons écologiques selon l'échelle spatiale et la compréhension des processus qui génèrent ces changements sont d'une importance considérable en océanographie. Dans ce contexte, comprendre comment une communauté biologique répond à l'hétérogénéité environnementale requiert la connaissance des processus impliqués et l'échelle spatiale à laquelle ils opèrent. Les relations spatiales entre la variabilité du zooplancton et l'hétérogénéité environnementale sont encore imprécises dans les écosystèmes tropicaux côtiers. L'objectif de ce travail de thèse a donc été de déterminer les échelles de dépendance spatiale des patrons du zooplancton associé à un lagon récifal côtier et des processus environnementaux sous-jacents. Dans ce contexte, les intérêts de cette recherche ont été de quantifier les patrons de la variabilité du zooplancton dans l'espace, de comprendre comment ces patrons changent avec l'échelle spatiale et de déterminer les processus physiques et biologiques responsables de ces patrons spatiaux. L'échantillonnage, effectué le long d'un transect de la côte vers le large dans le lagon du Grand-Cul-de-Sac Marin (Guadeloupe), a concerné deux classes de taille du zooplancton (190–600 µm et > 600 µm) pour lesquelles la biomasse et l'abondance ont été estimées. L'analyse multiéchelle a été utilisée pour caractériser les patrons du zooplancton aux différentes échelles spatiales (de l'échelle de l'habitat à celle du lagon tout entier) et pour identifier les processus responsables de ces structures spatiales. Cette étude a montré que la variabilité du zooplancton est un phénomène multiéchelle dont l'amplitude et la dépendance spatiale dépendent de la taille des organismes, de leur motilité et de la variable-réponse considérée (biomasse ou abondance). La biomasse et l'abondance du zooplancton varient en réponse à la distribution spatiale du phytoplancton, au comportement du zooplancton, à l'hétérogénéité de l'habitat, à l'hydrodynamique et aux évènements météorologiques. La nature et les effets de ces processus sont dépendants de l'échelle spatiale. Ce travail a montré comment le changement d'échelle spatiale met en évidence différents niveaux d'organisation de la communauté zooplanctonique en réponse à l'hétérogénéité environnementale.
483

Power quality analysis using relay recorded data

Birdi, Harjit Singh 01 September 2006
Demand for electrical power is increasing everyday. Along with the increase in power demand, the characteristics of the loads are also changing. From being high power consuming, simple, robust loads, today loads are more efficient, but at the same time more sensitive. The performance and life of these highly sensitive loads depend a lot on the quality of power supplied to them. <p>Power quality is any deviation of the voltage or current waveform from its normal sinusoidal waveshape. These disturbances include, but are not limited to, sag, undervoltage, interruption, swell, overvoltage, transients, harmonics, voltage flicker and any other distortions to the sinusoidal waveform. Occurrence of one or more of such disturbances is called a power quality event. Automatic classification of these disturbances is important for quick determination of the causes and to characterize possible impacts of the disturbances.<p>Modern microprocessor based protective relays have numerous integrated functions that allow them to provide information on power quality events. It is proposed to utilize the existing numerical relays to analyze the quality of power at any point in the power system. The numerical relays can be programmed to capture the oscillographic waveform or any disturbance on the analogue signal or change of state of the digital signals and store it in the form of Common Format For Transient Data Exchange (COMTRADE) format. These records are then transferred to a central monitoring workstation for off-line analysis. <p>This thesis describes a technique to automate the classification and analysis of the power quality events using relay recorded data. The technique uses voltage duration and magnitude (as specified in the IEEE Std. 1159 - 1995, IEEE Recommended Practice for Monitoring Electric Power Quality) of three phases to detect and classify the events. The classified results are then presented in a user-friendly graphical form. Fast Fourier Transform (FFT) is used to estimate the fundamental frequency and harmonic components in power systems. The graphical user interface of the power quality analysis tool is developed using Microsoft Visual C++ IDE and the algorithms are programmed in C++. <p>The proposed technique was tested using data obtained by simulating different power system disturbances as well as on the data recorded by relays. The algorithms were able to classify the power quality events accurately. In the future, this facility will: enhance the real time monitoring of power quality and provide statistical analysis of available power quality data. From the utility viewpoint, it would allow them to monitor power quality in a cost effective manner and assist in preventive and predictive maintenance besides helping them to fix differential tariff based on the quality of the delivered power. It may also turn out to be a smart tool for them to penalize the consumer polluting the power quality.
484

Integrative approaches to investigate the molecular basis of diseases and adverse drug reactions: from multivariate statistical analysis to systems biology

Bauer-Mehren, Anna 08 November 2010 (has links)
Despite some great success, many human diseases cannot be effectively treated, prevented or cured, yet. Moreover, prescribed drugs are often not very efficient and cause undesired side effects. Hence, there is a need to investigate the molecular basis of diseases and adverse drug reactions in more detail. For this purpose, relevant biomedical data needs to be gathered, integrated and analysed in a meaningful way. In this regard, we have developed novel integrative analysis approaches based on both perspectives, classical multivariate statistics and systems biology. A novel multilevel statistical method has been developed for exploiting molecular and pharmacological information for a set of drugs in order to investigate undesired side effects. Systems biology approaches have been used to study the genetic basis of human diseases at a global scale. For this purpose, we have developed an integrated gene-disease association database and tools for user-friendly access and analysis. We showed that modularity applies for mendelian, complex and environmental diseases and identified disease-related core biological processes. We have constructed a workflow to investigate adverse drug reactions using our gene-disease association database. A detailed study of currently available pathway data has been performed to evaluate its applicability to build network models. Finally, a strategy to integrate information about sequence variations with biological pathways has been implemented to study the effect of the sequence variations onto biological processes. In summary, the developed methods are of immense practical value for other biomedical researchers and can aid to improve the understanding of the molecular basis of diseases and adverse drug reactions.A pesar de que existen tratamientos eficaces para las enfermedades, no hay todavía una cura o un tratamiento efectivo para muchas de ellas. Asimismo los medicamentos pueden ser ineficaces o causar efectos secundarios indeseables. Por lo tanto, es necesario investigar en profundidad las bases moleculares de las enfermedades y de los efectos secundarios de los medicamentos. Para ello, es necesario identificar y analizar de forma integrada los datos biomédicos relevantes. En este sentido, hemos desarrollado nuevos métodos de análisis e integración de datos biomédicos que van desde el análisis estadístico multivariante a la biología de sistemas. En primer lugar, hemos desarrollado un nuevo método estadístico multinivel para la explotación de la información molecular y farmacológica de un conjunto de drogas a fin de investigar efectos secundarios no deseados. Luego, hemos usado métodos de biología de sistemas para estudiar las bases genéticas de enfermedades humanas a escala global. Para ello, hemos integrado en una base de datos asociaciones entre genes y enfermedades y hemos desarrollado herramientas para el fácil acceso y análisis de los datos. Mostramos que las enfermedades mendelianas, complejas y ambientales presentan modularidad e identificamos los procesos biológicos relacionados con dichas enfermedades. Hemos construido una herramienta para investigar las reacciones adversas a los medicamentos basada en nuestra base de datos de asociaciones entre genes y enfermedades. Realizamos un estudio detallado de los datos disponibles sobre los procesos biológicos para evaluar su aplicabilidad en la construcción de modelos dinámicos. Por último, desarrollamos una estrategia para integrar la información sobre las variaciones de secuencia de genes con los procesos biológicos para estudiar el efecto de dichas variaciones en los procesos biológicos. En resumen, los métodos presentados en esta tesis constituyen una herramienta valiosa para otros investigadores y pueden ayudar a mejorar la comprensión de las bases moleculares de las enfermedades y de las reacciones adversas a los medicamentos.
485

Power quality analysis using relay recorded data

Birdi, Harjit Singh 01 September 2006 (has links)
Demand for electrical power is increasing everyday. Along with the increase in power demand, the characteristics of the loads are also changing. From being high power consuming, simple, robust loads, today loads are more efficient, but at the same time more sensitive. The performance and life of these highly sensitive loads depend a lot on the quality of power supplied to them. <p>Power quality is any deviation of the voltage or current waveform from its normal sinusoidal waveshape. These disturbances include, but are not limited to, sag, undervoltage, interruption, swell, overvoltage, transients, harmonics, voltage flicker and any other distortions to the sinusoidal waveform. Occurrence of one or more of such disturbances is called a power quality event. Automatic classification of these disturbances is important for quick determination of the causes and to characterize possible impacts of the disturbances.<p>Modern microprocessor based protective relays have numerous integrated functions that allow them to provide information on power quality events. It is proposed to utilize the existing numerical relays to analyze the quality of power at any point in the power system. The numerical relays can be programmed to capture the oscillographic waveform or any disturbance on the analogue signal or change of state of the digital signals and store it in the form of Common Format For Transient Data Exchange (COMTRADE) format. These records are then transferred to a central monitoring workstation for off-line analysis. <p>This thesis describes a technique to automate the classification and analysis of the power quality events using relay recorded data. The technique uses voltage duration and magnitude (as specified in the IEEE Std. 1159 - 1995, IEEE Recommended Practice for Monitoring Electric Power Quality) of three phases to detect and classify the events. The classified results are then presented in a user-friendly graphical form. Fast Fourier Transform (FFT) is used to estimate the fundamental frequency and harmonic components in power systems. The graphical user interface of the power quality analysis tool is developed using Microsoft Visual C++ IDE and the algorithms are programmed in C++. <p>The proposed technique was tested using data obtained by simulating different power system disturbances as well as on the data recorded by relays. The algorithms were able to classify the power quality events accurately. In the future, this facility will: enhance the real time monitoring of power quality and provide statistical analysis of available power quality data. From the utility viewpoint, it would allow them to monitor power quality in a cost effective manner and assist in preventive and predictive maintenance besides helping them to fix differential tariff based on the quality of the delivered power. It may also turn out to be a smart tool for them to penalize the consumer polluting the power quality.
486

Processi di trasformazione nel suburbio di Mediolanum tra tarda età repubblicana e media età imperiale. Il caso dell'area dell'Università Cattolica / Transformation processes in Mediolanum's suburbium between the Late Republican and the middle imperial age. The case of Università Cattolica's area.

CORTESE, CLAUDIO 05 May 2006 (has links)
Nell’area oggi occupata dall’Università Cattolica del Sacro Cuore di Milano a partire dal 1986 scavi di emergenza hanno messo in luce una porzione del suburbio occidentale di Mediolanum, e in particolare una realtà insediativa suburbana di età imperiale. Un’ampia area di tale insediamento è stata oggetto della presente ricerca che, combinando lo studio dei processi formativi del deposito archeologico e l’analisi quantitativa e statistica degli insiemi di reperti, ha permesso di ricostruire le trasformazioni che ne hanno preceduto e accompagnato la formazione e che ne hanno interessato l’organizzazione spaziale e la distribuzione delle aree di attività. In questo modo è stato possibile comprendere come nel tempo siano avvenuti cambiamenti nei caratteri e nelle finalità della frequentazione dell'area, che sembrano poter gettare nuova luce anche su fenomeni più generali che riguardano l’intero suburbio della città romana. / In the area today occupied by the Università Cattolica del Sacro Cuore di Milano, since 1986, rescue excavations have disclosed a part of Mediolanum’s western suburbium, and in particular an imperial age suburban settlement. A wide area of this settlement has been the object of this research which, combining the study of the formation processes of the archaeological record and the quantitative and statistical analysis of finds assemblages, allowed us to reconstruct the transformations which preceded its formation and those which concerned its spatial organization and activity areas distribution. In this way we have shown that the characteristics and nature of the settlement have considerably changed during the course of time, and these changes seem to shed light even on the general transformations which concern the entire suburbium of the Roman town.
487

Μοdelling, analysis, and processing of room responses and reverberant signals / Μοντελοποίηση, ανάλυση και επεξεργασία ακουστικών αποκρίσεων και σημάτων σε συνθήκες αντήχησης

Γεωργαντή, Ελευθερία 16 May 2014 (has links)
The main focus of this thesis is to analyse signals (signal-dependent analysis) and room responses (system-dependent analysis) from a statistical point of view, attempt to determine the underlying statistical relationships between the reverberant signals and the room responses and propose relevant statistical models. Based on such a statistical framework, this thesis aims to propose novel methodologies for the extraction of room acoustical information and parameters from reverberant signals. Schroeder's theory is experimentally evaluated for various Room Transfer Functions (RTFs) measured in many source/receiver positions in various enclosures and several related aspects are discussed. Using a statistical approach, the effects of reverberant energy on the histograms and statistical measures are discussed and models describing the relationship of statistical measures between the reverberant signal and the RTFs are extracted. Then, the statistical properties of Binaural Room Transfer Functions (BRTFs) and binaural cues are examined. The well-known property of the spectral standard deviation of the magnitude of RTFs, that is its convergence to 5.6 dB for diffuse fields, is examined for the case of BRTFs, using a similar approach and a generic model for the relationship of the spectral standard deviation of RTFs and BRTFs. This thesis is also concerned with the distance estimation problem from a perceptual and computational point of view. Two novel methods for the estimation of the source/receiver distance using speech signals are proposed. The first method is able to detect the distance between the speaker and the microphone in a room environment using single-channel signals. The distance-dependent variation of several temporal and spectral statistical features of single-channel signals is studied and a novel sound source distance detector, based on these features is developed. The second method estimates distance from binaural speech signals (two-channel signals). This method does not require a priori knowledge of the room impulse response, the reverberation time or any other acoustical parameter and relies on a set of novel features extracted from the reverberant binaural signals. For this method, a novel distance estimation feature is introduced exploiting the standard deviation of the difference of the magnitude spectra of the left and right binaural signals (termed here as Binaural Spectral Magnitude Difference Standard Deviation (BSMD STD)). Moreover, an extended and novel set of additional features based on the statistical properties of binaural cues (ILDs, ITDs, ICs) is extracted from an auditory front-end which models the peripheral processing of the human auditory system. Both methods rely on novel distance-dependent features, related to statistical parameters of speech signals. Finally, a novel method for the estimation of the direct-to-reverberant-ratio (DRR) from dual-channel microphone recordings without having knowledge of the source signal is presented. / Η παρούσα διατριβή ασχολείται με τη μελέτη και ανάλυση των στατιστικών χαρακτηριστικών ηχητικών σημάτων και των ακουστικών αποκρίσεων χώρου, έχοντας ως πρωταρχικό σκοπό να προτείνει σχέσεις που περιγράφουν τη συσχέτιση των στατιστικών χαρακτηριστικών των σημάτων με αντήχηση με τις ακουστικές αποκρίσεις χώρων. Βάσει ενός τέτοιου θεωρητικού πλαισίου, η διατριβή αυτή αποσκοπεί στο να προτείνει νέες μεθοδολογίες για την εξαγωγή πληροφορίας που σχετίζεται με τα ακουστικά χαρακτηριστικά των χώρων, κάνοντας χρήση ηχογραφημένων ηχητικών σημάτων (π.χ. σήματα ομιλίας) στους εκάστοτε κλειστούς χώρους. Το θεωρητικό υπόβαθρο αυτής της διατριβής βασίζεται σε υπάρχοντα θεωρητικά μοντέλα για το ηχητικό πεδίο μέσα σε ένα κλειστό χώρο, όπως, για παράδειγμα, το στατιστικό μοντέλο του Schroeder. Το μοντέλο του Schroeder επιβεβαιώνεται πειραματικά για ακουστικές αποκρίσεις που έχουν μετρηθεί σε διάφορες θέσεις, μέσα σε κλειστούς χώρους, οι οποίοι διαφέρουν στα ακουστικά χαρακτηριστικά τους. Βάσει στατιστικής ανάλυσης, εξάγονται στατιστικά μοντέλα, τα οποία περιγράφουν την επίδραση της αντήχησης στα ηχητικά σήματα, όταν αυτά αναπαραχθούν μέσα σε ένα κλειστό χώρο. Στη συνέχεια, λαμβάνοντας υπόψη αντιληπτικά μοντέλα ακοής, τα οποία προϋποθέτουν την ύπαρξη δυο ηχητικών σημάτων (δυο αυτιά, αμφιωτική ακοή) σε αυτή τη διατριβή, μελετώνται κάποιες παράμετροι οι οποίες εξάγονται από αμφιωτικές ακουστικές αποκρίσεις χώρου. Η ιδιότητα της φασματικής τυπικής απόκλισης συναρτήσεων μεταφοράς χώρων να συγκλίνει στην τιμή των 5.6~dB για διάχυτα ηχητικά πεδία, επεκτείνεται στην περίπτωση των αμφιωτικών αποκρίσεων χώρου και προτείνεται ένα γενικευμένο μοντέλο που συσχετίζει τη φασματική τυπική απόκλιση μονοφωνικών και αμφιωτικών συναρτήσεων μεταφοράς χώρου. Η διατριβή αυτή, επίσης, ασχολείται με το πρόβλημα της εκτίμησης της απόστασης μεταξύ πηγής και δέκτη. Προτείνονται δυο νέες μέθοδοι για την εκτίμηση της απόστασης μεταξύ πηγής και δέκτη, κάνοντας χρήση ηχητικών σημάτων ομιλίας. Η προτεινόμενη μέθοδος βασίζεται σε μια σειρά από στατιστικές παραμέτρους των οποίων οι τιμές μεταβάλλονται είτε στο πεδίο του χρόνου είτε στο πεδίο της συχνότητας. Η δεύτερη προτεινόμενη μέθοδος αφορά, επίσης, στην εκτίμηση της απόστασης πηγής/δέκτη, αλλά από αμφιωτικά σήματα. Η μέθοδος αυτή δεν προαπαιτεί γνώση της ακουστικής απόκρισης του χώρου, του χρόνου αντήχησης ή άλλης ακουστικής παραμέτρου και βασίζεται σε μια σειρά από νέες παραμέτρους, οι οποίες μπορούν να υπολογισθούν από τα αμφιωτικά σήματα με αντήχηση. Οι παράμετροι συνδυάζονται με δυο διαφορετικές τεχνικές αναγνώρισης προτύπων των οποίων τα μειονεκτήματα και πλεονεκτήματα συζητώνται. Στα πλαίσια αυτής της μεθόδου, προτείνεται μια νέα παράμετρος, η οποία βασίζεται στη διαφορά της φασματικής τυπικής απόκλισης του αριστερού και του δεξιού αμφιωτικού ηχητικού σήματος, η οποία αποδεικνύεται ότι σχετίζεται με τα στατιστικά της αντίστοιχης μονοφωνικής ακουστικής απόκρισης. Τέλος, προτείνεται μια σειρά από παραμέτρους οι οποίες βασίζονται στα στατιστικά χαρακτηριστικά αμφιωτικών παραμέτρων και σχετίζονται με το αντιληπτικό μοντέλο της ανθρώπινης ακοής. Τέλος, προτείνεται μια νέα μέθοδος για την εκτίμηση της στάθμης λόγου κατευθείαν προς ανακλώμενου ήχου από στερεοφωνικά σήματα.
488

On the diffusion in inhomogeneous systems / Über Diffusion in inhomogenen Systemen

Heidernätsch, Mario 08 June 2015 (has links) (PDF)
Ziel dieser Arbeit ist die Untersuchung des Einflusses der stochastischen Interpretation der Langevin Gleichung mit zustandsabhängigen Diffusionskoeffizienten auf den Propagator des zugehörigen stochastischen Prozesses bzw. dessen Mittelwerte. Dies dient dem besseren Verständnis und der Interpretation von Messdaten von Diffusion in inhomogenen Systemen und geht einher mit der Frage der Form der Diffusionsgleichung in solchen Systemen. Zur Vereinfachung der Fragestellung werden in dieser Arbeit nur Systeme untersucht die vollständig durch einen ortsabhängigen Diffusionskoeffizienten und Angabe der stochastischen Interpretation beschrieben werden können. Dazu wird zunächst für mehrere experimentell relevante eindimensionale Systeme der jeweilige allgemeine Propagator bestimmt, der für jede denkbare stochastische Interpretation gültig ist. Der analytisch bestimmte Propagator wird dann für zwei exemplarisch ausgewählte stochastische Interpretationen, hier für die Itô und Klimontovich-Hänggi Interpretation, gegenübergestellt und die Unterschiede identifiziert. Für Mittelwert und Varianz der Prozesse werden die drei wesentlichen stochastischen Interpretationen verglichen, also Itô, Stratonovich und Klimontovich-Hänggi Interpretation. Diese systematische Untersuchung von inhomogenen Diffusionsprozessen kann zukünftig helfen diese Art von, in genau einer stochastischen Interpretation, driftfreien Systemen einfacher zu identifizieren. Ein weiterer wesentlicher Teil der Arbeit erweitert die Frage auf mehrdimensionale inhomogene anisotrope Systeme. Dies wird z.B. bei der Untersuchung von Diffusion in Flüssigkristallen mit inhomogenem Direktorfeld relevant. Obwohl hier, im Gegensatz zu eindimensionalen Systemen, der Propagator nicht allgemein berechnet werden kann, wird dennoch der Einfluss der Inhomogenität auf Messgrößen, wie die mittlere quadratische Verschiebung oder die Verteilung der Diffusivitäten, bestimmt. Anhand eines Beispiels wird auch der Einfluss der stochastischen Interpretation auf diese Messgrößen demonstriert. / The aim of this thesis is to investigate the influence of the stochastic interpretation of the Langevin equation with state-dependent diffusion coefficient on the propagator of the related stochastic process, or its averages, respectively. This helps to obtain a deeper understanding and to interpret measurement data of diffusion in inhomogeneous systems and is accompanied with the question of the proper form of the diffusion equation in such systems. To simplify the question, in this thesis only systems are considered which can be fully described by a spatially dependent diffusion coefficient and a given stochastic interpretation. Therefore, for several experimentally relevant one-dimensional systems, the respective general propagator is determined, which is valid for any possible stochastic interpretation. Then, the propagator for two exemplary stochastic interpretations, here the Itô and Klimontovich-Hänggi interpretation, are compared and the differences are identified. For mean and variance of the processes three major interpretations are compared, namely the Itô, the Stratonovich and the Klimontovich-Hänggi interpretation. This systematic research on inhomogeneous diffusion process may help in future to identify these kind of, in exactly one stochastic interpretation, drift-free systems more easily. Another important part of this thesis extends this question to multidimensional inhomogeneous anisotropic systems. This is of high relevance, for instance, for the research of diffusion in liquid crystalline systems with an inhomogeneous director field. Although, in contrast to one-dimensional systems, the propagator may not be calculated generally, the influence of the inhomogeneity on measurement data like the mean squared displacement or the distribution of diffusivities is determined. Based on one example, also the influence of the stochastic interpretation on these quantities is demonstrated.
489

有關對調適與演化機制的再審思-在財務時間序列資料中應用的統計分析 / Rethinking the Appeal of Adaptation and Evolution: Statistical Analysis of Empirical Study in the Financial Time Series

林維垣 Unknown Date (has links)
本研究的主要目的是希望喚起國內、外學者對演化科學在經濟學上的重視,結合電腦、生物科技、心理學與數學於經濟學中,希望對傳統經濟學上因簡化假設而無法克服的實際經濟問題,可以利用電腦模擬技術獲得解決,並獲取新知與技能。 本研究共有六章,第一章為緒論,敘述緣由與研究動機。第二章介紹傳統經濟學的缺失,再以資料掘取知識及智慧系統建構金融市場。第三章則介紹各種不同人工智慧的方法以模擬金融市場的投資策略。第四章建立無結構性變遷時間序列模型--交易策略電腦模擬分析,僅以遺傳演算法模擬金融市場的投資策略,分別由投資組合、交易成本、調適性、演化、與統計的觀點對策略作績效評分析。第五章則建立簡單的結構性變遷模型,分別由調適性與統計的觀點,採取遺傳演算法再對投資策略進行有效性評估分析。第六章則利用資料掘取知識與智慧系統結合計量經濟學的方法,建構遺傳演算法發展投資策略的步驟,以台灣股票市場的資料進行實証研究,分別就投資策略、交易成本、調適性與演化的觀點作分析。最後一章則為結論。 未來研究的方向有: 1. 其他各種不同人工智慧的方法的比較分析,如人工神經網路、遺傳規劃法等進行績效的交叉比較分析。 2. 利用分類系統(Classifier System)與模糊邏輯的方法,改善標準遺傳演算法對策略編碼的效率,並建構各種不同的複雜策略以符合真實世界的決策過程。 3. 建構其他人工時間資料的模擬比較分析,例如ARCH (Autoregressive Conditional Heteroskedasticity)模型、Threshold 模型、 確定性(Deterministic) 模型等其他時間序列模型與更複雜的結構性變遷模型。 4. 進一步研究遺傳演算法所使用的完整資訊(例如,各種不同指標的選取)。 5. 本研究係採用非即時分析系統(Offline System),進一步研究即時分析系統 (Online Sysetem)在實務上是有必要的。 / Historically, the study of economics has been advanced by a combination of empirical observation and theoretic development. The analysis of mathematical equilibrium in theoretical economic models has been the predominant mode of progress in recent decades. Such models provide powerful insights into economic processes, but usually make restrictive assumptions and appear to be over simplifications of complex economic system. However, the advent of cheap computing power and new intelligent technologies makes it possible to delve further into some of the complexities inherent in the real economy. It is now feasible to create a rudimentary form of “artificial economic life”. First, we build the framework of artificial stock markets by using data mining and intelligent system. Second, in order to analyze competition among buyers and sellers in the artificial market, we introduce various methods of artificial intelligence to design trading rules, and investigate how machine-learning techniques might be applied to search the optimal investment strategy. Third, we create a miniature economic laboratory to build the artificial stock market by genetic algorithms to analyze investment strategies, by using real and artificial data, which consider both structural change and nonstructural change cases. Finally, we use statistical analysis to examine the performance of the portfolio strategies generated by genetic algorithms.
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Investigating the production of secondary metabolites effective in lowering blood glucose levels in Euclea Undulata Thunb. Var Myrtina (Ebenaceae)

Botha, Lynette Elizabeth 03 1900 (has links)
Euclea undulata Thunb. var myrtina is a widely distributed shrub in South Africa. The roots are used by traditional healers for the treatment of diabetes. Research indicates that roots contain epicatechin, lupeol as well α-amyrin-3O-β-(5-hydroxy) ferulic acid. It was found that α-amyrin-3O-β-(5-hydroxy) ferulic acid inhibits α-glucosidase while epicatechin lowers glucose levels in the blood. Existing literature also indicates the presence of the naphthoquinone 7-methyl-juglone in the roots, although it was not detected in all cases. Due to its cytotoxic nature, 7-methyl-juglone poses a potential threat when E. undulata is used as medicinal treatment. In order to assist the effective and safe use of this plant as a treatment for diabetes, this project aims to determine whether the presence of these metabolites is seasonal. It further aims to contribute to more sustainable harvesting methods by investigating stems and leaves in addition to the roots for the presence of these metabolites. / Environmental Sciences / M. Sc. (Environmental Science)

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