A Disaggregation model was tested for arid land stream flow generating. The test was performed on data from Black River, near Fort Apache, Arizona. The model was tested in terms of preserving the relevant historical statistics on both monthly and daily levels, the monthly time series were disaggregated to a random observation of their daily components and the daily components were then reaggregated to yield monthly values. A computer model (DSGN) was developed to perform the model implementation. The model was written and executed on the Macintosh plus personal computer Data from two months were studied; the October data represented the low flow season, while the April data represented the high flow season. Twenty five years of data for each month was used. The generated data for the two months was compared with the historical data.

M dwarfs have been the subject of renewed interest as potential habitable planet hosts and have increasingly become the targets of planet detection surveys. Currently, however, the number of detections of transiting M dwarf planets remain low. The characterisation of M dwarf activity is an important consideration for such surveys, and provides constraints on the modelling of magnetically active low mass stars. Currently the spottedness of M dwarfs is not well understood owing to their intrinsic faintness and the lack of diagnostics for assessing starspot morphologies and distributions. The WFCAM Transit Survey (WTS) contains long term observations of M dwarfs in the near infra-red and presents an opportunity to study the long term variability of M dwarfs. The M dwarfs in the WTS are identified by use of colour-spectral type relations, and the periodically variable M dwarfs in the sample are detected using a Lomb-Scargle periodogram analysis. A total of 72 periodically variable M dwarfs are found with periods ranging from 0.16 to 90.33 days. The relations between the spectral subtypes, amplitudes and periods are studied and comparisons to earlier works studying M dwarf rotation are made. A number of examples of significant spot evolution are found, which exhibit complex light curve morphologies that vary in form and amplitude over periods of months to years. This provides an indication as to the nature of the spottedness of these stars. Simulations are performed to probe the connection between spot coverage, temperature and light curve amplitude. Using the results from these simulations, the spot coverage fractions of the WTS M dwarfs are estimated and they are found to be heavily spotted. Dynamic models with spots evolving at various average rates are used to explore how spot evolution can drive increased dispersion in the light curves, and to what extent this affects the detectability of periodicity by the method used. It is found that spot evolution can invoke significant noise in an M dwarf light curve, and in combination with photon noise, can in some instances inhibit the detection of a period. In reflection of the results, the relation between the light curve dispersion and spot coverage of the WTS M dwarfs is considered and it is found that more heavily spotted M dwarfs have intrinsically noisier light curves. The morphologies of the light curves produced by the simulations, and the manner in which they evolve, are qualitatively similar to the real M dwarfs in the WTS sample and indicate how models extrapolated from sunspot distributions can explain behaviour seen in active M dwarf light curves.

Call number: LD2668 .T4 1986 R43 / Master of Science / Biological and Agricultural Engineering

The main goal of this thesis is to test the ability of the Hurst exponent to recognise some processes with deterministic signal as nonrandom and to test the randomness of daily stock returns of three stocks traded in BCPP. Critical values to determine the critical region of a randomness hypothesis test were set for this purpose. Another goal of the thesis is the description of the Hurst exponent estimation by means of Rescaled Range Analysis and outline some problems accompanying this estimation if the Hurst exponent would be used as a randomness indicator. Within the frame of Rescaled Range Analysis was constructed another method that showed to be successful in recognising some series that contain deterministic signal.

Pension Insurance is one of the main pillars of the Czech social security system. A significant part of this system are also invalidity pension and survivor pension, which serve as financial compensation in case of sudden individual's work ability decrease (invalidity pension), or sudden death (survivors pension). This paper deals with legislation concerning invalidity and survivors pensions and the procedure of calculating those benefits in the Czech Republic. The main analytical part introduces the reader to the amount of expenditures of analyzed pensions, their development in the past and expected future development. This work also introduces the reader to the factors that influence the number of pensions. Attached is the invalidity and survivors pension calculator in MS Excel 2007.

A análise das interdependências e contágio dos países da América Latina em relação aos EUA é o objetivo principal deste trabalho. A dinâmica dos mecanismos de transmissão de volatilidade nos mercados de ações e de CDS (Credit Default Swap) foi alterada a partir da crise iniciada em 2008. A tese apresenta a revisão de literatura sobre crises financeiras, seus mecanismos de transmissão e a sua relação com os fatores macroeconômicos dos países latinos. Em seguida são apresentados os dados secundários, incluindo os índices regionais e internacionais das Bolsas de Valores e de CDS soberanos. A metodologia de análise dos dados utiliza estatística descritiva, séries temporais (DCC GARCH), regressão linear múltipla e testes de hipótese. Os resultados indicam que, notadamente durante a crise, os fatores regional e global aumentam e evidenciam potenciais de contágio na Colômbia, México e Peru. No mercado de CDS, há evidências de contágio no Brasil, Chile, Colômbia e México. Utilizando-se a comparação das correlações dinâmicas, identificou-se contágio para os seis países latino-americanos estudados, sendo que em quatro deles, Argentina, Brasil, Chile e Peru, houve contágio pré-crise e redução de correlações no período seguinte à crise. Na análise de regressão linear múltipla, a inclusão do retorno norte-americano explicou melhor a variância dos retornos de CDS do que a volatilidade implícita das opções do índice S&P500, medido pelo indicador VIX. As mudanças nos mercados foram, em sua maioria, interdependências, quando verificadas as relações com CDS soberano. / The analysis of interdependence and contagion in Latin America countries in relation to the USA is the aim of this work. The dynamics of mechanisms of volatility transmission throughout the stock and CDS (Credit Default Swap) markets have changed since the 2008 crisis eclosion. This thesis presents a literature review on financial crises, their mechanisms of transmission and their relationship with macroeconomic factors among Latin American countries. Data series include regional and international Stock Exchange indexes and sovereign CDS market. The methodology for data analysis uses descriptive statistics, time-series analysis including DCC GARCH technique, multiple linear regression and hypothesis tests. Results indicate that, remarkably during the crisis period, the interdependence among regional and global factors have increased and show evidence of contagion potentials in Colombia, Mexico and Peru. The CDS market exhibit evidence of contagion in Brazil, Chile, Colombia and Mexico. By utilizing comparison of dynamic correlations, contagion has been identified for the six Latin American countries under study, being that for four of them (Argentina, Brazil, Chile and Peru) there has been pre-crisis contagion and reduction of correlations in the period following the crisis. In the robust regression, the inclusion of the U.S. return was capable to explain the variance on CDS returns better than the implicit volatility of the S&P500 index options, measured by VIX index. Changes in the sovereign CDS markets have been, in their majority, interdependences.

O objetivo geral desta tese, composta por três artigos, é analisar as causas da criminalidade. As análises são feitas sob a ótica da Economia do Crime. Os dois primeiros artigos são independentes, mas complementares. Neles se busca lançar luz sobre as possíveis causas da queda do crime na cidade São Paulo. A ênfase recai na política de desarmamento dos cidadãos, no desempenho da Polícia e nas condições econômicas, em particular do mercado de trabalho. No primeiro deles, o objetivo é avaliar o efeito do Estatuto do Desarmamento sobre a criminalidade letal. Para isso foram utilizados dados de séries temporais da cidade de São Paulo na aplicação de uma metodologia de análise de intervenção. A hipótese de que a política de desarmamento causou redução na taxa de crimes letais não é rejeitada. Partindo dessa evidência, no segundo artigo o principal objetivo é investigar possíveis causas da significativa redução da criminalidade na cidade de São Paulo. Por meio de uma análise de cointegração evidenciaram-se relações de longo prazo entre crime, atividade econômica e desempenho da Polícia. Os resultados indicam que a taxa de crimes letais é positivamente relacionada ao desemprego, negativamente relacionada ao salário real e negativamente relacionada aos resultados das atividades de polícia, especificamente prisões e apreensão de armas de fogo. Ademais, não é rejeitada a hipótese de que o Estatuto do Desarmamento causou redução na taxa de crimes letais, reforçando a conclusão feita no primeiro artigo desta tese. No terceiro artigo, o foco das análises passa a ser os determinantes do risco de vitimização criminal. O objetivo é investigar os efeitos da riqueza dos indivíduos no risco de serem vítimas de crimes contra a propriedade, em particular crimes de furto/roubo a residência e furto/roubo a pessoa. Em termos específicos, o intuito é investigar se a relação entre risco de vitimização e riqueza pode ser descrita por uma parábola com concavidade voltada para baixo. São utilizados os dados de duas pesquisas domiciliares de vitimização realizadas na cidade de São Paulo na estimação de modelos probit. Os resultados das estimações indicaram que a riqueza dos indivíduos é um dos determinantes do risco de vitimização criminal a propriedade. Ademais, evidenciou-se que o risco de vitimização cresce com a riqueza, mas atinge um ponto de máximo, a partir do qual se reduz para níveis de riqueza mais elevados. / This three-article PhD thesis aims to investigate the causes of crime using an economic approach. The first two articles are independent, but complementary. In these articles, the objective is to shed light on possible causes of reductions in the crime rate in Sao Paulo city, focusing on the citizen disarmament policy, police performance, economic conditions and, particularly, the labor market. In the first article, the objective is assessing the effect of the Disarmament Statute on lethal crime rates. For this purpose, we used time-series data for Sao Paulo city in applying an intervention analysis methodology. The hypothesis that the disarmament policy led to a decline in the lethal crime rate is not rejected. Based on this evidence, the main objective of the second article is to investigate possible causes for the significant reduction observed in crime rates in Sao Paulo city. By applying a cointegration analysis, we observed long-run relationships between crime, economic activity and police performance. The results indicate that the lethal crime rate is positively related to unemployment and negatively related to real wages and to the results of law-enforcement activities, specifically arrests and seizure of firearms. Moreover, the hypothesis that the Disarmament Statute led to a reduction in the lethal crime rate is not rejected, reinforcing the conclusion arrived at in the first article of this thesis. In the third article, the focus of the analysis shifts to the determinants of criminal victimization. In this study, the objective is to investigate the effects of the wealth of individuals on the risk of becoming victims of property crimes, particularly crimes of theft/robbery of residence and theft/robbery of person. Specifically, its aim is to investigate whether the relationship between wealth and victimization risk can be described by a concave down parabola. Data from two household surveys on victimization held in Sao Paulo were used to estimate probit models. It became evident that the wealth of individuals is one of the determinants of victimization risk. And it was found that criminal victimization risk increases with wealth, but that it reaches a maximum point from which it decreases as wealth levels increase.

Um dos principais cereais produzido e consumido no Brasil, o arroz se apresentou, principalmente a partir da década de 1990, como um dos produtos agrícolas mais importados pelo Brasil. A abertura econômica brasileira em 1990, o plano de estabilização monetária (Plano Real) em 1994, e a criação do Mercosul em 1995 possibilitaram uma maior importação de bens e mercadorias pelo Brasil. Não diferente, as importações de arroz do país saltaram a um patamar significativo ao longo da década de 1990, com o Uruguai e Argentina sendo os maiores ofertantes do produto no mercado brasileiro. Mesmo após sua desvalorização cambial em 1999, o Brasil manteve níveis consideráveis de importação do produto oriundo do Mercosul. De forma a compreender os fatores que contribuíram para um aumento da demanda do produto importado, o presente trabalho descreveu o cenário da orizicultura no Brasil, Argentina e Uruguai, desde 1989 a 2008, analisando suas cadeias produtivas, preços nos mercados domésticos, e participação no mercado internacional de arroz. Concomitante a isso, propôs-se um modelo econômico para analisar esta relação comercial no Mercosul, assumindo que as importações brasileiras de arroz são resultantes de um excesso de demanda doméstica pelo cereal. Utilizou-se um ferramental econométrico baseado em um Modelo Auto-regressivo Vetorial VAR estrutural, aplicando a análise às relações contemporâneas das quantidades de arroz importado do Mercosul pelo Brasil, do preço doméstico do arroz no Brasil, do preço de importação do arroz do Mercosul, da renda interna brasileira e da taxa de câmbio efetiva no Brasil. Os resultados são expressos a partir de uma matriz de relações contemporâneas, da decomposição da variância do erro de previsão e da função impulso-resposta das variáveis em relação a choques contemporâneos nas mesmas, através do processo de Bernanke. Os resultados alcançados mostraram uma forte relação entre o volume importado com o preço doméstico de arroz, além de uma relativa importância na taxa de câmbio brasileira na explicação do padrão de importação do arroz pelo país. Outro ponto importante é a significativa participação do preço de importação na explicação dos preços domésticos. A variável quantidade de importação de arroz se mostrou sensível em relação a um choque positivo de 1% simulado no preço doméstico, indicando um aumento imediato em aproximadamente 3% os volumes importados. Esta variável também se mostrou sensível a um choque no preço de importação, que apontou a uma redução pela metade (0,5%) no volume importado e, a um choque na taxa de câmbio, com redução de 2% no volume importado. Já os choques no preço doméstico e preço de importação do arroz indicaram uma relação de causalidade de um sobre o outro, sugerindo aumentos nos mesmos e indicando a existência de um mercado orizícola integrado entre o Brasil e o Mercosul. / The rice, one of the main cereals produced and consumed in Brazil, has been one of the most agricultural products imported by Brazil, mainly in the 1990s. The economic market opened in 1990, the monetary stabilization plan (Plano Real) in 1994 and the creation of Mercosur in 1995 allowed an increment in imports of goods and services in Brazil. Therefore, imports of rice in the country rose to a significant level throughout the 1990s. Uruguay and Argentina became the largest suppliers of the product for the Brazilian market. Even though, after the devaluation of the Brazilian currency (Real) in 1999, Brazil retained considerable levels of product imports from the Mercosur. In order to understand the factors that contributed to an increased demand of imported product, this thesis described the scenery of rice production in Brazil, Argentina and Uruguay, from 1989 to 2008. It analyses their production chains, prices in domestic markets, and participation in international rice´s market. Concomitant to this, it was proposed an economic model that examines the relationship in the Mercosur trade, assuming that Brazilian imports of rice are a result of excess domestic demand for this grain. Econometric model Vector Auto-regressive structural VAR was applied to analyze the contemporary relations of the quantities of rice imported by Brazil in Mercosur, the domestic price of rice in Brazil, the import price of rice in Mercosur, the Brazilian domestic income and the effective exchange rate in Brazil. Results are expressed from an array of contemporary relations, from decomposition variance of the prediction error and from the impulse-response function of the variables on contemporary shocks. The results showed a strong relationship between rice imports with the domestic rice price, and relative importance with Brazilian exchange rate in explaining the pattern of importing rice. Another point is the significant participation of the imports price in explaining domestic price. The variable quantity of rice imports was sensitive for a positive shock of 1% in the domestic price, indicating an immediate increment close to 3% in the quantity imported. This variable was also sensitive to a shock in the imported price, which showed a reduction by half (0.5%) in the quantity imported. A shock in the exchange rate reduces by 2% in the quantity imported. The shocks in the domestic and import price of rice indicated a causality relationship to one over the other, suggesting increases on both, indicating an existence of integrated rice market between Brazil and Mercosur.

<b>Background:</b> External Quality Assessment assesses the quality of the structures, processes and outcomes of health facilities using pre-determined standards. South Africa is introducing a national policy on External Quality Assessment, operationalised by a newly established External Quality Assessment agency: the Office of Health Standards Compliance. This thesis seeks to answer three research questions: What is the relationship between External Quality Assessment and patient outcomes (specifically Healthcare Associated Infections) at the specialist-care facility level in South Africa? What are the facilitators of and barriers to health facility performance (i.e. attainment of compliance with standards) in External Quality Assessment at the district hospital level in South Africa? What has been the experience of External Quality Assessment by frontline healthcare workers at the district hospital level in South Africa? <b>Methods:</b> Three systematic literature reviews are conducted that attempt to identify the existing evidence base for the above-mentioned research questions in the international literature. A convergent parallel mixed methods design is used to answer the research questions, comprising an Interrupted Time Series Analysis and a multiple embedded case study of two pairs of health facilities that had undergone External Quality Assessment by the Office of Health Standards Compliance. The Interrupted Time Series Analysis assesses whether an effectiveness relationship can be demonstrated between External Quality Assessment and the Healthcare Associated Infection Methicillin-resistant Staphylococcus Aureus (MRSA) in eight South African specialist-care hospitals using monthly MRSA data from 2004 to 2014. MRSA is used in this thesis as the proxy patient outcome indicator. In order to answer research questions two and three, I participated in a district hospital External Quality Assessment as a participant observer as well as conducted fifteen in-depth interviews with healthcare workers from two pairs of district hospitals and thirteen in-depth interviews with Office of Health Standards Compliance inspectors. These findings are triangulated with health facility External Quality Assessment reports. <b>Results:</b> No conclusive evidence is found of a relationship between implementation of External Quality Assessment and changes in MRSA. The major theoretical lenses drawn from in the analysis of the qualitative findings are systems thinking theory and regulatory theory. The qualitative research suggests that facilitators of performance in External Quality Assessment in South Africa include strong directional leadership within health facilities, a collaborative organisational culture, a whole systems approach, staff development, incentives, a robust information system and a supportive External Quality Assessment agency. The research also identifies poor alignment of External Quality Assessment standards, under-developed and limited human resources, inadequate decision-making space afforded to district hospital leadership, limited financial resources, the use of penalties and negative staff perceptions of External Quality Assessment as barriers to health facility performance in External Quality Assessment. In unpacking the experiences of South African healthcare workers of External Quality Assessment, this research finds that the work of the Office of Health Standards Compliance is valued by healthcare workers as a potential educational opportunity and is useful in providing the health system with a means to compare health facilities using a standardised tool. The implementation of the Office of Health Standards Compliance's External Quality Assessments requires significant improvement and, in their current form, they have potential unintended negative consequences on healthcare worker motivation as well as potentially, inadvertently encouraging the gaming of External Quality Assessment. <b>Conclusion:</b> The Office of Health Standards Compliance is being set up in such a way that once fully established it will be the primary regulator of quality of care in the South African health system. This thesis attempts to identify some of the strengths and weaknesses of this largely under-researched health system intervention and to contribute to strengthening its implementation.

This thesis presents the development of a time series model and associated algorithms capable of generating synthetic time-series datasets representing the hourly-averaged wind-speed field across the Country – as represented by a set of 20 points. This field is of interest as the energy resource available to wind generators connected to the Great Britain (GB) electricity networks. A wind power output dataset was also generated for an example distribution of wind generation capacities. The datasets generated are suitable for use in sequential Monte Carlo simulations of the GB electricity system – either the present system or future scenarios, potentially with full consideration of network constraints. Accurate representation of the spatio-temporal behaviours of renewable resources are an essential aspect of such simulations, along with their relationship to demand, with rarely occurring extreme events of particular interest. Therefore, variability in the resource occurring on all timescales – from turbulence to climatic shifts between decades must be represented. The synthetic data are time-stamped with time of the day and day of the year, so care was taken to ensure that all relevant deterministic and stochastic patterns are accurately reproduced. A major component of the research project was identification of the optimum level of complexity for various aspects of the model structure, and the associated computational expense of generating the series, particularly given the high dimensionality of the problem. The final choice of wind speed model was 2-factor-VGARMA-APARCH, along with several deterministic transformations.