Submitted by JOCY ANA PAIXÃO DE SOUSA null (jocy_belem@hotmail.com) on 2018-02-06T16:26:54Z No. of bitstreams: 1 SOUSA, JOCY ANA PAIXÃO DE-DISSERTAÇÃO.pdf: 4608931 bytes, checksum: 2e5913d39dda79bea7ac97e19d2f5d15 (MD5) / Approved for entry into archive by Lucimara Kurokawa Shinoda null (lucimaraks@sorocaba.unesp.br) on 2018-02-07T11:59:59Z (GMT) No. of bitstreams: 1 sousa_jap_me_soro.pdf: 4608931 bytes, checksum: 2e5913d39dda79bea7ac97e19d2f5d15 (MD5) / Made available in DSpace on 2018-02-07T11:59:59Z (GMT). No. of bitstreams: 1 sousa_jap_me_soro.pdf: 4608931 bytes, checksum: 2e5913d39dda79bea7ac97e19d2f5d15 (MD5) Previous issue date: 2018-01-11 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / As interferências antrópicas sobre natureza sempre provocaram impactos ambientais. Porém, entre os mais significativos encontram-se as mudanças de uso da terra, nos quais contribuem com as emissões dos gases do efeito estufa. Entre esses principais gases destacam-se o dióxido de carbono, CO2. O estudo apresentou como objetivo estimar as emissões do dióxido de carbono devido as mudanças de uso da terra para a análise do fluxo de carbono em bacia hidrográfica. A área de estudo localiza-se na Bacia Hidrográfica do Rio Una, Ibiúna, São Paulo. Para atingir os objetivos foram realizados o mapeamento de uso do solo e cobertura vegetal, mapeamento pedológico, análise da textura do solo, mapeamento da vegetação pretérita, estoque de carbono sob associação solo-vegetação, matriz de transição e os cálculos das emissões líquidas de CO2. Constatou-se que em relação ao mapeamento do uso do solo e cobertura vegetal, o maior quantitativo foi de floresta e estas predominam no sul da bacia. Ao longo de nove anos houve uma redução de florestas, campo e área alagada e um aumento da área de agricultura, área urbana, pastagem e reflorestamento. Foram encontrados solos do tipo Argissolos e Latossolos, além das texturas argilosa, franco-argilo-arenosa, argilo-arenosa e franco-argilosa. Para a vegetação pretérita constatou-se floresta ombrófila densa montana, floresta estacional decidual e semidecidual. Em relação ao conteúdo de carbono no solo sob a associação solo-vegetação foram definidos valores que variam de 2,59 a 6,33 Kgc/m2. Nas matrizes de transições para os períodos de 2007-2010, 2010-2013 e 2013-2016, observou-se que a floresta convertida para as demais categorias apresentou posição de destaque. As emissões líquidas para todos os períodos mostraram que há mais emissões do que remoções na bacia, com um destaque para o período de 2013 a 2016, em que houve uma maior estimativa de emissões CO2, porém a menor remoção ocorreu no último período. A pesquisa mostrou que a maioria das transições que ocorreram foram em função da mudança de floresta para outras categorias, fator que mais contribuiu para emissões líquidas de CO2, resultante do intenso processo de antropização da bacia. / Anthropogenic interference with nature has always had environmental impacts. However, among the most significant are land use changes, in which they contribute to the emissions of effect gases, especially carbon dioxide, CO2. The objective of the study was to estimate carbon dioxide emissions due to the change in land use for an analysis of the carbon flux in the watershed. The study area is located in the Una Watershed, Ibiúna, São Paulo. To achieve the objectives, the mapping of land use and vegetation cover, pedological mapping, soil texture analysis, mapping of past vegetation, carbon stock under soil-vegetation association, transition matrix, and calculations of net CO2 emissions. It was verified that in relation to the mapping of the land use and vegetal cover, the biggest quantitative one was of forest and these predominate in the south of the basin. During nine years there was a reduction of forests, field and flooded area and an increase of the area of agriculture, urban área, pasture and reforestation. Soils of the type Argisols and Latosols were found, in addition to clay, clay-loam-sandy, clay-sandy and loam-loamy textures. For the past vegetation it was verified dense montane forest, deciduous and semidecidual forest. Regarding the non-singlet carbon content in a soil-vegetation association to define values ranging from 2.59 to 6.33 Kgc / m2. In the transitional matrices for the periods 2007-2010, 2010-2013 and 2013-2016, it was observed that the forest converted to the other categories presented a prominent position. Net emissions for all periods showed that there are more emissions than removals in the basin, with a highlight for the period from 2013 to 2016, where there was a higher estimate of CO2 emissions, but the lowest removal occurred in the last period. The research showed that most of the transitions that occurred were due to the change of forest to other categories, which contributed most to net CO2 emissions, resulting from the intense process of anthropization of the basin.

Submitted by isabela.moljf@hotmail.com (isabela.moljf@hotmail.com) on 2016-08-17T13:35:24Z No. of bitstreams: 1 evandrodefreitas.pdf: 1325640 bytes, checksum: 5e6a80ba2ec417aa23d9dad0d4cff87f (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2017-02-02T11:09:46Z (GMT) No. of bitstreams: 1 evandrodefreitas.pdf: 1325640 bytes, checksum: 5e6a80ba2ec417aa23d9dad0d4cff87f (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2017-02-07T11:59:37Z (GMT) No. of bitstreams: 1 evandrodefreitas.pdf: 1325640 bytes, checksum: 5e6a80ba2ec417aa23d9dad0d4cff87f (MD5) / Made available in DSpace on 2017-02-07T11:59:37Z (GMT). No. of bitstreams: 1 evandrodefreitas.pdf: 1325640 bytes, checksum: 5e6a80ba2ec417aa23d9dad0d4cff87f (MD5) Previous issue date: 2013-08-15 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Neste trabalho apresentamos alguns métodos para a resolução de problemas de probabilidade. Dois deles são estudados no Ensino Médio: a árvore de probabilidades e as técnicas de contagem. O terceiro é o triângulo de Pascal visto aqui como instrumento de cálculo de probabilidades. O quarto e último método é um recurso não usualmente apresentado, mas de entendimento acessível no Ensino Médio: a matriz de transição. / This work presents some methods for solving probability problems. Two of them are studied in high school: the tree of probability and counting techniques. The third is the Pascal triangle seen here as a tool for calculating probabilities. The fourth and final method is a feature not usually presented, but understanding accessible in high school: the transition matrix.

The financial crisis of 2007-2008 was a severe global crisis causing a worldwide recession. One of the main contributing factors of the crisis was the excessive risk appetite of banks and financial institutions. Since then, regulatory authorities and financial institutions have directed focus towards risk management with the main objective to avert a similar crisis from occurring in the future. The aim of this thesis is to investigate how an adverse macroeconomic scenario would affect the migrations between risk classes of an SME portfolio, referred to as stress test. This thesis utilises two frameworks, one by Belkin and Suchower and one by Carlehed and Petrov, for creating a single systematic indicator describing the credit class migrations of the portfolio. Four different regression model setups (Ordinary Least Squares, Additive Model, XGBoost and SVM) are then used to describe the relationship between macroeconomic indicators and this systematic indicator. The four models are evaluated in terms of interpretability and ability to predict in order to find the main drivers for the systematic indicator. Their corresponding prediction errors are compared to find the best model. The portfolio is stress tested by using the regression models to predict the corresponding systematic indicator given an adverse macroeconomic scenario. The probability of default, estimated from the indicator using each of the frameworks, are then compared and analysed with regards to the systematic indicator. The results show that unemployment is the main driver of the risk class migrations for an SME portfolio, both from a statistical and economical perspective. The most appropriate regression model is the additive model because of its performance and interpretability and is therefore advised to use for this problem. From the PD estimations, it is concluded that the framework by Belkin and Suchower gives a more volatile estimate than that of Carlehed and Petrov.

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The main objective of this work is to demonstrate some new computational methods for estimation, optimization and modeling of dynamical systems that use automatic differentiation. Particular focus will be upon dynamical systems arising in Aerospace Engineering. Automatic differentiation is a recursive computational algorithm, which enables computation of analytically rigorous partial derivatives of any user-specified function. All associated computations occur, in the background without user intervention, as the name implies. The computational methods of this dissertation are enabled by a new automatic differentiation tool, OCEA (Object oriented Coordinate Embedding Method). OCEA has been recently developed and makes possible efficient computation and evaluation of partial derivatives with minimal user coding. The key results in this dissertation details the use of OCEA through a number of computational studies in estimation and dynamical modeling. Several prototype problems are studied in order to evaluate judicious ways to use OCEA. Additionally, new solution methods are introduced in order to ascertain the extended capability of this new computational tool. Computational tradeoffs are studied in detail by looking at a number of different applications in the areas of estimation, dynamical system modeling, and validation of solution accuracy for complex dynamical systems. The results of these computational studies provide new insights and indicate the future potential of OCEA in its further development.

Doctor of Philosophy / Department of Computing and Information Sciences / David Gustafson / We use probabilistic graphs to predict the location of swarms over 100 steps in simulations in grid worlds. One graph can be used to make predictions for worlds of different dimensions. The worlds are constructed from a single 5x5 square pattern, each square of which may be either unoccupied or occupied by an obstacle or a target. Simulated robots move through the worlds avoiding the obstacles and tagging the targets. The interactions between the robots and the robots and the environment lead to behavior that, even in deterministic simulations, can be difficult to anticipate. The graphs capture the local rate and direction of swarm movement through the pattern. The graphs are used to create a transition matrix, which along with an occupancy matrix, can be used to predict the occupancy in the patterns in the 100 steps using 100 matrix multiplications. In the future, the graphs could be used to predict the movement of physical swarms though patterned environments such as city blocks in applications such as disaster response search and rescue. The predictions could assist in the design and deployment of such swarms and help rule out undesirable behavior.

The Brigham Young University Women's Volleyball Team recorded and rated all skills (pass, set, attack, etc.) and recorded rally outcomes (point for BYU, rally continues, point for opponent) for the entire 2006 home volleyball season. Only sequences of events occurring on BYU's side of the net were considered. Events followed one of these general patterns: serve-outcome, pass-set-attack-outcome, or block-dig-set-attack-outcome. These sequences of events were assumed to be first-order Markov chains where the quality of each contact depended only explicitly on the quality of the previous contact but not on contacts further removed in the sequence. We represented these sequences in an extensive matrix of transition probabilities where the elements of the matrix were the probabilities of moving from one state to another. The count matrix consisted of the number of times play moved from one transition state to another during the season. Data in the count matrix were assumed to have a multinomial distribution. A Dirichlet prior was formulated for each row of the count matrix, so posterior estimates of the transition probabilities were then available using Gibbs sampling. The different paths in the transition probability matrix were followed through the possible sequences of events at each step of the MCMC process to compute the posterior probability density that a perfect pass results in a point, a perfect set results in a point, and so forth. These posterior probability densities are used to address questions about skill performance in BYU women's volleyball.

[pt] O uso de modelos computacionais baseados em malhas 3D se torna cada vez mais frequente em diversas áreas da computação como em jogos, animações e simuladores de realidade virtual, por exemplo. Entretanto, malhas que possuem uma grande quantidade de elementos exigem um alto poder computacional para serem manipuladas. A fim de resolver este problema são utilizados métodos de simplicação para reduzir o número de elementos, preservando a topologia que o modelo apresenta. Neste trabalho é introduzido um método de Difusão Geométrica Markoviana - difusão calculada na forma de probabilidades de transição e construída sobre um conjunto de pontos organizados geometricamente - aplicado na malha. Esse método combina uma estratégia baseada em uma Cadeia de Markov de base geométrica, que controla probabilisticamente o comportamento das normais na malha, com métodos de simplicação que são capazes de avaliar o impacto que a remoção de um elemento provoca na estrutura da malha. Métricas de avaliação são utilizadas para comparar o erro cometido em relação à malha original. / [en] Computational models based on 3D meshes are ubiquitous in are such as game, animations and virtual reality. However, very large data sets are frequently produced, e.g. by scanners 3D and fluid dynamics simulations, wich require high computer power to be handled. Mesh simplification tecniques, preserving the topology and the geometry of the mesh, are then implemented to bring the datea to a size suited to be used in such areas. In this work we introduce a new tecnique wich we call Markov Geometric Diffusion based on probability transition matrix tecniques and built upon a data set organized geometricallyas a mesh. This method puts together a strategy based on a geometrically constructed Markov chain, wich control, in a probabilistic way, a normal vector field to the mesh, with a simplification method capable of estimating the impact of element removal in the mesh structure. Several error evaluation metrics are used tocompare the error of the simplified mesh with the original one.