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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.
1

TIME SERIES BLOCK BOOTSTRAP APPLICATION AND EFFECT OF AGGREGATION AND SYSTEMATIC SAMPLING

Kim, Hang January 2018 (has links)
In this dissertation, we review the basic properties of the bootstrap and time series application. Then we apply parametric bootstrap on three simulated normal i.i.d. samples and nonparametric bootstrap on four real life financial returns. Among the time series bootstrap methods, we look into the specific method called block bootstrap and investigate the block length consideration to properly select a suitable block size for AR(1) model. We propose a new rule of blocking named as Combinatorially-Augmented Block Bootstrap(CABB). We compare the existing block bootstrap and CABB method using the simulated i.i.d. samples, AR(1) time series, and the real life examples. Both methods perform equally well in estimating AR(1) coefficients. CABB produces a smaller standard deviation based on our simulated and empirical studies. We study two procedures of collecting time series, (i) aggregation of a flow variable and (ii) systematic sampling of a stock variable. In these two procedures, we derive theorems that calculate exact equations for $m$ aggregated and $m^{th}$ systematically sampled series of the original AR(1) model. We evaluate the performance of block bootstrap estimation of the parameters of ARMA(1,1) and AR(1) model using aggregated and systematically sampled series. Simulation and real data analyses show that in some cases, the performance of the estimation based on the block bootstrap method for the MA(1) parameter of the ARMA(1,1) model in aggregated series is better than the one without using bootstrap. In an extreme case of stock price movement, which is close to a random walk, the block bootstrap estimate using systematically sampled series is closer to the true parameter, defined as the parameter calculated by the theorem. Specifically, the block bootstrap estimate of the parameter of AR(1) model using the systematically sampled series is closer to phi(n) than that based on the MLE for the AR(1) model. Future research problems include theoretical investigation of CABB, effectiveness of block bootstrap in other time series analyses such as nonlinear or VAR. / Statistics
2

Beiträge zum molekularen Verständnis der Aggregation und der Komplexierung von GnRH-Antagonisten und GHRH-Analoga

Beil, Stephan 13 December 2018 (has links)
Die vorliegende Arbeit beschäftigt sich mit der molekularen Struktur der amyloiden Aggregate von Antagonisten des Gonadotropin-Releasing Hormones (GnRH) und Analoga des Growth Hormone-Releasing Hormones (GHRH) sowie deren schrittweiser Bildung und der Inhibierung dieses Prozesses durch verschiedene Polyphenole. Die dabei erhaltenen Erkenntnisse werden genutzt, um pharmazeutisch relevante Depotformulierungen der genannten Peptide zu generieren und deren Freisetzungsverhalten zu untersuchen. Die 3D Strukturen der Peptidmonomere werden basierend auf zweidimensionalen NMR-Experimenten aufgeklärt. Zur Untersuchung der einzelnen Teilschritte der Aggregation dienen zahlreiche strukturanalytische Methoden, u.a. zeitaufgelöste Fluoreszenzspektroskopie (TCSPC), Untersuchungen mit strukturselektiven Sonden sowie TEM-Messungen. Ein Schwerpunkt liegt auf der Sekundärstrukturanalyse durch Bandenformanalyse von ATR-FTIR-Banden, um die Ausbildung der amyloid-typischen β Faltblattstrukturen detailliert zu beschreiben. Aus den Ergebnissen wird für GnRH-Antagonisten ein fibrilläres Aggregatmodell mit paralleler β Faltblattstruktur abgeleitet, dass zwei voneinander unterscheidbare β Faltblattbereiche enthält. Mithilfe einer eigens entwickelten Kongorot-Titrationsmethode wird der amyloid-aggregierte Anteil der Peptide in Gegenwart verschiedener Partnermoleküle untersucht. Dabei zeigt sich u.a., dass Poly-L-Glutamat nur eine der beiden β Faltblattstrukturen schwächen kann, wohingegen eine Gallotanninmischung aus Rhus chinensis die Amyloidbildung vollständig unterdrückt. Durch umfangreiche Arbeiten zur Trennung und Charakterisierung der polyphenolischen Komponenten der Gallotanninmischung werden Untersuchungen zu Struktur-Eigenschaftsbeziehungen ermöglicht. Unter Nutzung dieser Erkenntnisse werden pharmazeutisch relevante Formulierungen aus den Peptiden und Partnermolekülen hergestellt und mit einer speziell entwickelten Dialyse-Liberationsmethode auf ihr Freisetzungsverhalten untersucht. Da der aggregationsinhibierende Effekte der Polyphenole diffusionsbedingt schnell verloren geht, wird schließlich die Synthese von mit Polyphenolen modifizierten Chitosanen und deren erfolgreicher Einsatz zur Komplexierung der Peptide beschrieben, wodurch erstmals eine Formulierung zur Verfügung steht, welche die Aggregation des Peptidwirkstoffes verhindert und gleichsam eine kontrolliert verzögerte Freisetzung ermöglicht. / The present study addresses the molecular structure of the amyloid type aggregates of GnRH antagonists and GHRH analogs, their stepwise formation and the inhibition of this process by various polyphenols. The findings thus obtained are used to prepare pharmaceutically relevant drug delivery systems of the peptides and to study the corresponding release behavior. The 3D structure of the peptide monomers are elucidated by two-dimensional nmr experiments. Numerous structure analytical approaches are applied to obtain further insight into the partial steps of the aggregation process, e.g. TCSPC, experiments with structure selective probes and TEM. Emphasis is placed on the investigation of the secondary structure by band shape analysis of amide bands obtained by ATR-FTIR spectroscopy in order to analyze the formation of amyloid type β sheet structures. Based on the analytical results, a fibrilar aggregate model is described, which contains two distinguishable β sheet structures. Using a newly developed congored titration method, the amyloid content of the peptides is examined in the presence of various additives. Whereas poly-L-glutamate is only capable of weakening one of the two β sheet structures, a crude tannic acid mixture from Rhus chinensis may suppress the aggregate formation completely. Extensive efforts are made to enable experiments targeting the structure-activity relationships of the polyphenolic components of the tannic acid mixture. With this in mind, pharmaceutically relevant formulations of the peptides and several additives are prepared and their release properties investigated using a newly developed dialysis liberation device. Since the aggregation inhibiting effect is lost quite fast due to the diffusive loss of the polyphenolic compounds, furthermore the synthesis of chitosan, which is covalently modified with the polyphenlic components, and its successful application for the generation of drug delivery systems of the peptides is described.

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