Foreign exchange (FX) rate forecasting has been a challenging area of study in the past. Various linear and nonlinear methods have been used to forecast FX rates. As the currency data are nonlinear and highly correlated, forecasting through nonlinear dynamical systems is becoming more relevant. The nearest neighbor (NN) algorithm is one of the most commonly used nonlinear pattern recognition and forecasting methods that outperforms the available linear forecasting methods for the high frequency foreign exchange data. The basic idea behind the NN is to capture the local behavior of the data by selecting the instances having similar dynamic behavior. The most relevant k number of histories to the present dynamical structure are the only past values used to predict the future. Due to this reason, NN algorithm is also known as the k-nearest neighbor algorithm (k-NN). Here k represents the number of chosen neighbors. In the k-nearest neighbor forecasting procedure, similar instances are captured through a distance function. Since the forecasts completely depend on the chosen nearest neighbors, the distance plays a key role in the k-NN algorithm. By choosing an appropriate distance, we can improve the performance of the algorithm significantly. The most commonly used distance for k-NN forecasting in the past was the Euclidean distance. Due to possible correlation among vectors at different time frames, distances based on deterministic vectors, such as Euclidean, are not very appropriate when applying for foreign exchange data. Since Mahalanobis distance captures the correlations, we suggest using this distance in the selection of neighbors. In the present study, we used five different foreign currencies, which are among the most traded currencies, to compare the performances of the k-NN algorithm with traditional Euclidean and Absolute distances to performances with the proposed Mahalanobis distance. The performances were compared in two ways: (i) forecast accuracy and (ii) transforming their forecasts in to a more effective technical trading rule. The results were obtained with real FX trading data, and the results showed that the method introduced in this work outperforms the other popular methods. Furthermore, we conducted a thorough investigation of optimal parameter choice with different distance measures. We adopted the concept of distance based weighting to the NN and compared the performances with traditional unweighted NN algorithm based forecasting. Time series forecasting methods, such as Auto regressive integrated moving average process (ARIMA), are widely used in many ares of time series as a forecasting technique. We compared the performances of proposed Mahalanobis distance based k-NN forecasting procedure with the traditional general ARIM- based forecasting algorithm. In this case the forecasts were also transformed into a technical trading strategy to create buy and sell signals. The two methods were evaluated for their forecasting accuracy and trading performances. Multi-step ahead forecasting is an important aspect of time series forecasting. Even though many researchers claim that the k-Nearest Neighbor forecasting procedure outperforms the linear forecasting methods for financial time series data, and the available work in the literature supports this claim with one step ahead forecasting. One of our goals in this work was to improve FX trading with multi-step ahead forecasting. A popular multi-step ahead forecasting strategy was adopted in our work to obtain more than one day ahead forecasts. We performed a comparative study on the performance of single step ahead trading strategy and multi-step ahead trading strategy by using five foreign currency data with Mahalanobis distance based k-nearest neighbor algorithm.

This thesis aims to present solutions to improve the performance of SQLite library on mobile systems. In particular, two approaches are presented to add lightweight locking mechanisms to the SQLite library and improve concurrency of the SQLite library on Android operating system. The impact on performance is discussed after each section. Many applications on the Android operating system rely on the SQLite library to store ordered data. However, due to heavy synchronization primitives used by the library, it becomes a performance bottleneck for applications which push large amount of data into the database. Related work in this area also points to SQLite database as one of the factors for limiting performance. With increasing network speeds, the storage system can become a performance bottleneck, as applications download larger amounts of data. The following work in this thesis addresses these issues by providing approaches to increase concurrency and add light-weight locking mechanisms. The factors determining the performance of Application Programming Interfaces provided by SQLite are first gathered from IO traces of common database operations. By analyzing these traces, opportunities for improvements are noticed. An alternative locking mechanism is added to the database file using byte-range locks for fine-grained locking. Its impact on performance is measured using SQLite benchmarks as well as real applications. A multi-threaded benchmark is designed to measure the performance of fine grained locking in multi-threaded applications using common database operations. Recent versions of SQLite use write ahead logs for journaling. We see that writes to this sequential log can occur concurrently, especially in flash drives. By adding a sequencing mechanism for the write ahead log, the writes can proceed simultaneously. The performance of this method is also analyzed using the synthetic benchmarks and multi-threaded benchmarks. By using these mechanisms, the library is observed to gain significant performance for concurrent writes.

A través del programa Maestro (programación macro), se analizará el proceso de planificación Intermedia o Look ahead Planning, sucedido por el plan de trabajo semanal y diario. La planificación intermedia (proceso Look ahead) es una expansión del programa maestro, que genera un programa de trabajo que, pensamos, puede ser ejecutado usando información del estado actual del proyecto y pronósticos sobre la disponibilidad de recursos. Como se sabe, el programa Maestro cubre todas las actividades del proyecto, desde el comienzo hasta el término del mismo. En cambio, la planificación Look ahead abarca intervalos de sólo 4 a 8 semanas, según la complejidad del proyecto, en el futuro con relación a la fecha de la planificación porque la incertidumbre sobre lo que vendrá después deja sin sentido un mayor detalle. El plan de trabajo semanal es la planificación que presenta el mayor nivel de detalle antes de realizar una actividad. Escoger qué trabajo será ejecutado en la próxima semana desde lo que sabemos puede ser hecho, recibe el nombre de asignaciones de calidad. Sólo asignaciones de calidad pueden entrar en un inventario de trabajo ejecutable y posteriormente al plan de trabajo semanal, lo que protege el flujo de producción de incertidumbres, lo que apunta a crear un flujo confiable de trabajo. Para ello se tomó como estudio el edificio multifamiliar las Dalias, donde se explica detalladamente la aplicación de look ahead de la semana 19 donde se realizó el vaciado de losa del sótano 2 y se detalla el análisis de programación semanal con sus posibles restricciones y recursos para poder resolverlas, demostrando con ello que aplicando el Last Planner se maximiza la producción y se minimizan los costos. Through the Master program (macro programming), the mid-term planning or Look ahead Planning, succeeded by the weekly plan and daily work will be analyzed. The intermediate planning (Look ahead process) is an expansion of master program, which generates a work program that we think can be executed using information of the current project status and forecasts on the availability of resources. As is known, the Master program covers all activities of the project from the beginning to the end of it. However, planning ahead Look intervals covers only 4-8 weeks, depending on the complexity of the project in the future in relation to the planning date because uncertainty about what comes next makes it meaningless greater detail. The weekly work plan is the planning that has the highest level of detail before an activity. Choose what work will be executed in the next week from what we know can be done, is called quality assignments. Only quality assignments can enter an inventory of executable work and then to plan weekly work, protecting the flow of production uncertainties, which aims to create a reliable workflow. For this study was taken as the multifamily building Dahlias, which explains in detail the implementation of look ahead to week 19 where the drain basement slab 2 was performed and analysis of weekly programming with the possible restrictions and resources for detailed to resolve them, demonstrating that applying the Last Planner maximizing production and minimizing cost.

The efficiency of modern search engines depends on how well they present typo-corrected results to a user while typing. So-called fuzzy type-ahead search combines fuzzy string matching and search-as-you-type functionality, and creates a powerful tool for exploring indexed data. Current fuzzy type-ahead search algorithms work well on small data sets, but for big data of social networking services such as Facebook, e-commerce sites such as Amazon, or media streaming services such as YouTube, responsive fuzzy type-ahead search remains a great challenge. This thesis describes a method that enables responsive type-ahead search combined with fuzzy string matching on big data by keeping the search time optimal for human interaction at the expense of lower accuracy for less popular records when a query contains typos. This makes the method effective for e-commerce and media services where the popularity of search terms is a result of human behaviour and thus often follow a power-law distribution. / Effektiviteten hos moderna sökmotorer beror på hur väl de presenterar rättstavade resultat för en användare medan en sökning skrivs. Så kallad fuzzy type-ahead sök kombinerar approximativ strängmatchning och sök-medan-du-skriver funktionalitet, vilket skapar ett kraftfullt verktyg för att utforska data. Dagens algoritmer för fuzzy type-ahead sök fungerar väl för små mängder data, men för data i storleksordningen “big data” från t.ex sociala nätverkstjänster så som Facebook, e-handelssidor så som Amazon, eller media tjänster så som YouTube, är en responsiv fuzzy type-ahead sök ännu en stor utmaning. Denna avhandling beskriver en metod som möjliggör responsiv type-ahead sök kombinerat med approximativ strängmatchning för big data genom att hålla söktiden optimal för mänsklig interaktion på bekostnad av lägre precision för mindre populär information när en sök-förfrågan innehåller felstavningar. Detta gör metoden effektiv för e-handel och mediatjänster där populariteten av sök-termer är ett resultat av mänskligt beteende vilket ofta följer en potens-lag distribution.

Keeping a contingency reserve in power systems is necessary to preserve the security of real-time operations. This work studies two different approaches to the optimal allocation of energy and reserves in the day-ahead generation scheduling process. Part I presents a stochastic security-constrained unit commitment model to co-optimize energy and the locational reserves required to respond to a set of uncertain generation contingencies, using a novel state-based formulation. The model is applied in an offer-based electricity market to allocate contingency reserves throughout the power grid, in order to comply with the N-1 security criterion under transmission congestion. The objective is to minimize expected dispatch and reserve costs, together with post contingency corrective redispatch costs, modeling the probability of generation failure and associated post contingency states. The characteristics of the scheduling problem are exploited to formulate a computationally efficient method, consistent with established operational practices. We simulated the distribution of locational contingency reserves on the IEEE RTS96 system and compared the results with the conventional deterministic method. We found that assigning locational spinning reserves can guarantee an N-1 secure dispatch accounting for transmission congestion at a reasonable extra cost. The simulations also showed little value of allocating downward reserves but sizable operating savings from co-optimizing locational nonspinning reserves. Overall, the results indicate the computational tractability of the proposed method. Part II presents a distributed generation scheduling model to optimally allocate energy and spinning reserves among competing generators in a day-ahead market. The model is based on the coordination between individual generators and a market entity. The proposed method uses forecasting, augmented pricing and locational signals to induce efficient commitment of generators based on firm posted prices. It is price-based but does not rely on multiple iterations, minimizes information exchange and simplifies the market clearing process. Simulations of the distributed method performed on a six-bus test system showed that, using an appropriate set of prices, it is possible to emulate the results of a conventional centralized solution, without need of providing make-whole payments to generators. Likewise, they showed that the distributed method can accommodate transactions with different products and complex security constraints.

Orientador: André Christovão Pio Martins / Banca: Newton Geraldo Bretas / Banca: Andre Nunes de Souza / Resumo: Neste trabalho foi feita uma análise comparativa entre diferentes escolhas dos pontos utilizados pelo método look ahead na estimação do ponto de máximo carregamento de um sistema elétrico de potência. O Fluxo de Cargo Continuado é utilizado na geração dos pontos de operação utilizados pelo método look ahead e para servir como referência na comparação entre os resultados previstos e o ponto de máximo carregamento real. Uma vez que a exatidão dessa estimativa é fortemente afetada pela escolha desses pontos, o FCC é modificado para fornecer pontos mais adequados para o bom funcionamento do método look ahead. A metodologia proposta é aplicada ao sistema IEEE de 300 barras, os resultados obtidos mostram o seu bom funcionamento / Abstract: Here we did a comparative analysis between different choices of the points used by the look ahead method for estimating maximum loading point of a power system. The Continued Power Flow (CPF) is used in the generation of operating points used by the look ahead method and to serve as a reference in comparison between the predicted results and the real maximum loading point. Since the accurancy of this estimative is strongly affected by choicen of these points, the CPF is modified to provide the most appropriate for the proper functioning of the method look ahead. The proposed methodology system is applied to IEEE 300 buses, the results have shown its good functioning / Mestre

The operation of groups of heavy-duty vehicles at small inter-vehicular distances, known as platoons, lowers the overall aerodynamic drag and, therefore, reduces fuel consumption and greenhouse gas emissions. Experimental tests conducted on a flat road and without traffic have shown that platooning has the potential to reduce the fuel consumption up to 10%. However, platoons are expected to drive on public highways with varying topography and traffic. Due to the large mass and limited engine power of heavy-duty vehicles, road slopes can have a significant impact on feasible and optimal speed profiles. Therefore, maintaining a short inter-vehicular distance without coordination can result in inefficient or even infeasible speed trajectories. Furthermore, external traffic can interfere by affecting fuel-efficiency and threatening the safety of the platooning vehicles. This thesis addresses the problem of safe and fuel-efficient control for heavy-duty vehicle platooning. We propose a hierarchical control architecture that splits this complex control problem into two layers. The layers are responsible for the fuel-optimal control based on look-ahead information on road topography and the real-time vehicle control, respectively. The top layer, denoted the platoon coordinator, relies on a dynamic programming framework that computes the fuel-optimal speed profile for the entire platoon. The bottom layer, denoted the vehicle control layer, uses a distributed model predictive controller to track the optimal speed profile and the desired inter-vehicular spacing policy. Within this layer, constraints on the vehicles' states guarantee the safety of the platoon. The effectiveness of the proposed controller is analyzed by means of simulations of several realistic scenarios. They suggest a possible fuel saving of up to 12% for the follower vehicles compared to the use of existing platoon controllers. Analysis of the simulation results shows how the majority of the fuel saving comes from a reduced usage of vehicles brakes. A second problem addressed in the thesis is model predictive control for obstacle avoidance and lane keeping for a passenger car. We propose a control framework that allows to control the nonlinear vehicle dynamics with linear model predictive control. The controller decouples the longitudinal and lateral vehicle dynamics into two successive stages. First, plausible braking and throttle profiles are generated. Second, for each profile, linear time-varying models of the lateral dynamics are derived and used to formulate a collection of linear model predictive control problems. Their solution provides the optimal control input for the steering and braking actuators. The performance of the proposed controller has been evaluated by means of simulations and real experiments. / <p>QC 20150911</p>

Viktoriia Polova. Retrospective analysis of cross-cultural differences in people's beliefs about strategies for getting ahead in life - comparison of the Czech Republic and Russia Abstract This thesis addresses the concept of getting ahead in life. Life success strategies are the set of subjective values which individuals consider to be important for achieving goals. Even though the perceptions of these strategies are flexible, there is a common pattern presented in different countries and it is changing throughout time. The main life success strategies for both populations of the Czech Republic and Russian Federation have been identified. The similarity of the factor formation can be seen for both countries; however, the variance of the strategies differs. The factor and regression analyses have been used for the identification of the strategies and the attributes which explain them. The paper can be also improved by extending the list of variables of economic attributes and individual social background. These attributes would be beneficial for future studies to fulfil the knowledge of the subject.

In Sweden, electricity is purchased on a so-called day-ahead spot market (Nordpool). The electricity is based on a predicted hourly need for the upcoming day [4, 5]. Production and consumption of electricity need to be balanced since it is hard to store electricity [25]. Today, electricity companies struggle to uphold this balance using currently available tools. A potential solution would be to support bidders by visualizing time-series. Then they could identify time-series lacking data crucial to the prediction phase and resolve them. In this thesis, a prototype was implemented consisting of different views/use-cases, aimed at simplifying the bidding process for balance responsible parties (BRPs). The prototype consisted of structured time-series and presents predicted data in a way that makes the decision making easier when placing bids. Results from a study using the prototype with BRPs and professionals showed that the use-cases/views are useful in terms of 1) getting a better structure, 2) identifying incomplete time series, 3) better quality assurance of the time-series and 4) lowering the time-consumption. Additionally, the bidders suggested that the addition of references, in terms of other prediction methods than the one that was used could improve their decision making. / I Sverige köps el på en så kallad day-ahead marknad (Nordpool). Elen är baserad på ett förutsagt timbehov för den kommande dagen [4, 5]. Produktion och konsumtion av el måste balanseras, eftersom det är svårt att lagra el [25]. Idag har elföretag problem med att upprätthålla denna balans med hjälp av nuvarande verktyg. En potentiell lösning skulle vara att stödja budgivare genom att visualisera tidsserier. Då kunde de identifiera tidsserier som saknar data som är avgörande för prediktionsfasen och förse dem med korrekt data. I denna avhandling implementerades en prototyp bestående av olika vyer/användningsfall, som syftar till att förenkla budprocessen för balansansvariga parter (BRP). Prototypen bestod av strukturerade tidsserier och presenterar predikterat data på ett sätt som gör beslutet enklare när de placerar bud. Resultat från en studie med prototypen tillsammans med BRP och yrkesverksamma visade att vyerna/användningsfallen är användbara när det gäller 1) att få en bättre struktur, 2) identifiera ofullständiga tidsserier, 3) bättre kvalitetssäkring av tidsserier och 4) minska tidsförbrukningen. Dessutom föreslog budgivarna att en tillsats av referenser när det kommer till andra prediktioners metoder än den som användas kan förbättra deras beslutsfattande.

L'objectif de cette recherche est de construire un modèle réduit de petite dimension pour prévoir les réponses dynamiques dans une bande BF sur les parties rigides d'un véhicule automobile complet. Un tel modèle réduit "léger" est une aide à la phase de conception en "Avant Projet" de ces véhicules qui ont la particularité de présenter de nombreux modes élastiques locaux en BF dues à la présence de nombreuses parties flexibles et d'équipements. Pour la construction du modèle réduit, nous avons introduit une base non usuelle de l'espace admissible des déplacements globaux. La construction de cette base requiert la décomposition en sous-domaines du domaine de la structure qui peut présenter une très grande complexité géométrique et dont les modèles EF font intervenir de très nombreux types d'éléments finis. Cette décomposition en sous-domaines a été réalisée par la Fast Marching Method que nous avons due étendre pour pouvoir traiter la complexité des modèles EF des véhicules automobiles. Puis les équations matricielles du modèle EF sont projetées sur cette base. Afin de prendre en compte les incertitudes sur les paramètres du modèle, les incertitudes de modèle induites par les erreurs de modélisation et enfin les incertitudes liées à la non prise en compte des contributions locales dans le modèle réduit des déplacements globaux, un unique modèle probabiliste non paramétrique de ces trois sources d'incertitude a été implémenté sur le modèle réduit construit avec les vecteurs propres globaux. Les paramètres de dispersion de ce modèle probabiliste ont été identifiés en utilisant le principe du maximum de vraisemblance et des réponses obtenues à l'aide d'un modèle stochastique de référence qui inclut des informations expérimentales résultant de travaux précédents. Le modèle réduit stochastique, pour la prévision des déplacements globaux sur les parties rigides dans la bande BF qui a été développé, a été validé sur un modèle de structure automobile "nue" puis a été appliqué avec succès sur un modèle complet de véhicule automobile / The objective of this research is to construct a reduced-order model to predict the dynamical response, in the LF band, of the stiff parts of a complete automotive vehicle in order to facilitate the draft design. The vehicles under consideration have many elastic modes in LF due to the presence of many flexible parts and equipments. To build such a model, we introduced a non-usual basis of the admissible space of global displacements. The construction of this basis requires the decomposition of the domain of the structure. This subdomain decomposition is performed by using the Fast Marching Method that we have extended to take into account the high complexity of the mesh of an automotive vehicle. Then the matrix equations of the FE model are projected on this basis. To take into account the system parameters uncertainties, the model uncertainties induced by the modeling errors and finally, the uncertainties related to the neglecting of local contributions in the reduced-order model, a nonparametric probabilistic model of the three sources of uncertainties has been implemented on the reduced-order model constructed with the global displacements eigenvectors. The dispersion parameters of the probabilistic model are identified using the maximum likelihood method and the responses obtained from a stochastic reference model which includes experimental data resulting from previous works. This stochastic model which has been designed for the prediction of the global displacements of the rigid parts in the LF band is validated on a simple structure of an automotive model and has been successfully applied on a complete model of automotive vehicle