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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.
511

VALUE-AT-RISK ESTIMATION USING GARCH MODELS FOR THE CHINESE MAINLAND STOCK MARKET

Zhou, Dongya January 2020 (has links)
With the acceleration of economic globalization, the immature Chinese mainland stock market is gradually associated with the stock markets of other countries. This paper predict the return rate of Chinese mainland stock market using several models from GARCH family, test the predictability by calculating Value-at-Risk, also capture the dynamic correlation between other fifive countries or region and mainland China by DCC-GARCH model. The results indicate that E-ARMA-GARCH model fifits the best due to the signifificant heteroscedasticity and leverage effect of Chinese mainland stock market. It has the strongest positive correlation with HongKong while the weakest correlation with the United States.
512

Sambandsstudie mellan vertikalhopp, marklyft och BMI hos en grupp friska fysioterapeutstudenter / Correlation study between vertical jump, deadlift and BMI in a population with healthy physiotherapy students

Ark, Simon, Olausson, Filip January 2020 (has links)
Marklyft är en övning som effektivt tränar bland annat höftextensorer, som är en av de viktigaste muskelgrupperna för att utföra ett vertikalhopp. Trots detta har inga studier gjorts på korrelationen mellan marklyft och vertikalhopp, däremot finns flertalet studier gjorda på korrelation mellan knäböj och vertikalhopp. Syftet med denna studie var att undersöka eventuella samband mellan marklyft - vertikalhopp, vertikalhopp - BMI (Body Mass Index) och marklyft - BMI hos friska fysioterapeutstudenter (n = 15) på Uppsala Universitet. Detta för att undersöka om marklyft skulle kunna användas som alternativ träning för att förbättra personers vertikalhopp. Vertikalhopp mättes med elektronisk hoppmatta och marklyft med 1RM-test. BMI räknas ut med deltagarnas längd och vikt. Variablerna sammanställdes och sambandet räknades ut via Pearsons korrelationskoefficient. Resultaten visade ingen korrelation mellan vertikalhopp och marklyft (p = 0,773, r = 0,083) och en svag negativ korrelation för BMI och vertikalhopp (p = 0,514, r = -0,188). En mycket stark positiv korrelation mellan BMI och marklyft (p = 0,013, r = 0,721) påträffades, där de med högre BMI lyfte mer i marklyft. Slutsatsen av studien resulterar i att marklyft inte borde rekommenderas som en alternativ övning för att förbättra vertikalhoppsförmågan. Dock behövs fler studier med bland annat fler deltagare för att vidare undersöka eventuella kliniska tillämpningar. / Deadlift is an exercise that proves to effectively train the hip extensors amongst other muscle groups, which is one of the most important muscle groups for performing a vertical jump. Despite this connection, no studies have been made on the correlation between deadlifts and vertical jumps, contrary to the numerous studies made regarding the correlation between squat and vertical jump. The purpose of this study was to examine the possible correlation between deadlifts, vertical jumps as well as BMI (Body Mass Index) amongst healthy physiotherapy students (n=15) at Uppsala University. This to assess the use of deadlift as an alternative training method to improve a person’s vertical jump ability. Vertical jumps were measured with an electronic jump mat and deadlifts were measured with 1RM-test. BMI was calculated using the person’s height and weight. The variables were then compiled and calculated using Pearson's correlation coefficient. The results presented no correlation between vertical jumps and deadlifts (p = 0,773, r = 0,083), and a weak negative correlation between BMI and vertical jumps (p = 0,514, r = -0,188). A very strong positive correlation between BMI and deadlifts (p = 0,013, r = 0,721) was detected, whereas participants with higher BMI lifted more in deadlift. The conclusion of this study dictates that deadlift should not be recommended as an alternative exercise to improve vertical jump ability. However, more studies with larger populations are needed to scrutinize clinical applications.
513

Characterizing dynamically evolving functional networks in humans with application to speech

Stephen, Emily Patricia 03 November 2015 (has links)
Understanding how communication between brain areas evolves to support dynamic function remains a fundamental challenge in neuroscience. One approach to this question is functional connectivity analysis, in which statistical coupling measures are employed to detect signatures of interactions between brain regions. Because the brain uses multiple communication mechanisms at different temporal and spatial scales, and because the neuronal signatures of communication are often weak, powerful connectivity inference methodologies require continued development specific to these challenges. Here we address the challenge of inferring task-related functional connectivity in brain voltage recordings. We first develop a framework for detecting changes in statistical coupling that occur reliably in a task relative to a baseline period. The framework characterizes the dynamics of connectivity changes, allows inference on multiple spatial scales, and assesses statistical uncertainty. This general framework is modular and applicable to a wide range of tasks and research questions. We demonstrate the flexibility of the framework in the second part of this thesis, in which we refine the coupling statistics and hypothesis tests to improve statistical power and test different proposed connectivity mechanisms. In particular, we introduce frequency domain coupling measures and define test statistics that exploit theoretical properties and capture known sampling variability. The resulting test statistics use correlation, coherence, canonical correlation, and canonical coherence to infer task-related changes in coupling. Because canonical correlation and canonical coherence are not commonly used in functional connectivity analyses, we derive the theoretical values and statistical estimators for these measures. In the third part of this thesis, we present a sample application of these techniques to electrocorticography data collected during an overt reading task. We discuss the challenges that arise with task-related human data, which is often noisy and underpowered, and present functional connectivity results in the context of traditional and contemporary within-electrode analytics. In two of nine subjects we observe time-domain and frequency-domain network changes that accord with theoretical models of information routing during motor processing. Taken together, this work contributes a methodological framework for inferring task-related functional connectivity across spatial and temporal scales, and supports insight into the rapid, dynamic functional coupling of human speech.
514

Multiresolution Signal Cross-correlation

Novaes, Marcos (Marcos Nogueira) 12 1900 (has links)
Signal Correlation is a digital signal processing technique which has a wide variety of applications, ranging from geophysical exploration to acoustic signal enhancements, or beamforming. This dissertation will consider this technique in an underwater acoustics perspective, but the algorithms illustrated here can be readily applied to other areas. Although beamforming techniques have been studied for the past fifty years, modern beamforming systems still have difficulty in operating in noisy environments, especially in shallow water.
515

Modeling of Base Oil Blends / Modellering av basoljeblandningar

Kässi, Jonna January 2011 (has links)
Nynas AB is a company that refines oil  for different applications such as insulating oils  for the electrical industry and base oils for both the lubricant and chemical industry. Different types of base oils are produced for the lubricant industry in order to provide required properties such as good viscosity, solvency, volatility, etc. But sometimes, the oils produced in the refineries (known as “straight cut” oils) do not have the all properties required by a customer, and a way for achieving those properties is to blend different straight cut base oils. To save money and time, empirical correlations are used to facilitate the prediction of the properties of those blends.Those correlations are adapted to products from a single site produced from certain crude oils. The company has recently decided to introduce a new stream of products with different characteristics, which means that the new properties of the products and blends can not be predicted by using the existing empirical correlations. The objective of this project was to analyze blends containing these new products and find the new correlations. The names of the oils are classified information and were renamed in the report and also number of the tables with result in appendices has been reduced to protect Nynas AB.  The correlations were surprisingly good for most of the blends. The differences between the values obtained by the blending program (which was calculating the properties) and the experimental values were very small. But the calculated values for properties such as flash point and pour point, were quite different from the experimental ones for some of the samples. Finally, there was one type of blends, between the Naphthenic oil 2 (N 2) and Paraffinic oil B (P (B)), were it was not possible to get any results with the blending program, because the viscosities at 40 °C of those oils (N 2 and P(B)) were too similar. As mentioned before, the property that was most difficult to predict was the pour point, specially for blends containing paraffinic oil blend with a naphtenic oil. However, suggestions were made based on the experimental values of how to get correlations based on. Anyhow, empirical correlations were developed based on the experimental data.
516

A study of the correlation between soil-rock sounding and column penetration test data

Fransson, Johan January 2011 (has links)
Lime-cement columns have been used in Sweden to improve poor soil conditions since the 1970’s. The method is inexpensive and flexible, but is difficult to test since the columns are manufactured in-situ. Many test-methods have been developed for testing the column strength during the years. Most of them need to be evaluated using an empirical correction-factor known as the cone factor. The column penetration test, KPS, is the most commonly used method in Sweden, it is considered to be reliable since a large part of the column cross-section is tested. The problem is that the probe easily deviates out of the column to the softer surrounding soil. Today a pre-drilled guiding-hole, a soil-rock sounding, helps the probe to stay vertical. Although the soil-rock sounding is commonly not used for evaluation of column strength, the penetration resistance is recorded. A visual comparison between the plotted penetration resistances from the two methods shows similarities in both hard and soft areas of the columns. The relation can be measured using statistics, such as the correlation coefficient. A strong correlation was also found, suggesting that a similar equation used to evaluate the undrained shear strength from the column penetration tests can be applied with the data from the soilrock soundings. The statically pushed column penetration test probe and the rotated soil-rock sounding bit bore are likely to cause different failure modes in the column. This means that different empirical cone factors are needed when the undrained shear strength is evaluated. By evaluating the ratio between the cone factors of the column penetration test and the data from the soil-rock soundings from three sites, E-road E18 north of Stockholm, E-road E45 outside Gothenburg and at a construction site at Lidingö, the following aspects of the ratio was investigated: if the ratio was site-specific; the sensitivity to the binder content; the sleeve friction and; the sensitivity to rotational speed and rate of penetration. Average columns formed from the penetration resistance at depth from each site were used during the evaluations. The Swedish geotechnical society has standardised two methodologies that can be used for pre-drilling. The soil-rock sounding methodology which has no fixed rate of penetration or rotational speed, and the total sounding methodology, based on the Norwegian total sounding methodology which has fixed rate of penetration and rotational speed. The latter is to prefer when comparing results between sites. To remove the sleeve friction, the data from the soil-rock soundings needed to be de-trended. The amount of de-trending needed to find a constant cone factor varied at the sites between 0.5 kN/m and 1.0 kN/m. This however caused high interference, partly from scaling the variation. The cone factor for the total sounding methodology was found to be between 0.30- 0.45 times the cone factor for the column penetration test.
517

Fastighetsaktier och inflation : Kortsiktiga och långsiktiga samband

Hartzell, Åke January 2011 (has links)
The purpose of this paper was to examine the inflation hedging capabilities of property shares. A common notion is that property is a good hedge against inflation. Indeed, positive correlations have been found for direct investments and inflation. However, property shares are generally perceived as a perverse inflation hedge. This discrepancy has often been quoted as evidence of property shares divergence from the development of the underlying property market. However, it has been argued that property shares should be driven by the underlying property market because the companies defining business is identified as the management of the assets themselves. More precisely the management has been recognized as the realization of rent. This paper argued that this management is long term. Moreover the inflation hedging capabilities was seen as long term because the rent is indexed with the inflation and contracts are continuously renegotiated. Cointegration is perceived as an indicator of a long term relationship between processes. Therefore this paper argued of its usefulness for the examination of the inflation hedge of property shares. However, earlier studies have found only for certain markets evidence of a weak cointegrated relationship. It has been noted that the failure to recognize a structural break might lead to the rejection of any cointegration relationship. Therefore this paper took such a possibility into account. Using an error correction framework (ECM), Property shares and inflation was found to be uncorrelated as expected. Evidence of cointegration was found, but no such evidence was found when an unknown structural break was taken into account. Therefore it was suggested as reasonable to believe that property shares is a long term inflation hedge, no matter if it is seen as a perverse inflation hedge in the short run.
518

Space Object Correlation Between the Space-Track and Vimpel Catalogs

Nicholas J Baietto (12461940) 26 April 2022 (has links)
<p>Earth-orbiting space debris poses a severe threat to current and future space missions. To combat the dangers of debris, countries (and companies) perform collision avoidance using catalogs of space objects. Better technology has also led to the detection of more space objects, increasing the amount of data in these catalogs. With this increase in data comes a greater need for a single comprehensive catalog without duplicates, and this work proposes two methods of catalog correlation to address this need. These methods are tested using the publicly available Space-Track (US) and Vimpel (Russian) catalogs. The first method, called direct catalog comparison, directly correlates the Space-Track and Vimpel catalogs to determine the same objects between them. This method is validated using the datefirst.txt file – a file from Vimpel which lists Space-Track and Vimpel object pairs. When correlating the Vimpel objects in the datefirst.txt file to the Space-Track catalog, the direct catalog comparison method produces over 90\% of these pairs. It is also found that the datefirst.txt file pairing for Vimpel 92400 should be NORAD 42075 and not NORAD 41879. The second method, arc correlation, uses optical observations received from the Purdue Optical Ground Station and the German Aerospace Center to correlate optical observations to both of the catalogs. By matching observations to objects in the catalogs, these catalog objects are indirectly correlated to each other. This method is validated using tracking data messages containing observation sets of tasked Space-Track objects in various orbits. For all tasked Space-Track objects, even ones in a cluster, the tracking data messages are appropriately matched to the Space-Track catalog. For the cases where Vimpel objects are associated with these Space-Track objects – as claimed by the datefirst.txt file (except for the case listed above) – the appropriate Vimpel objects are matched to the tracking data messages. When observation sets of unknown objects are tested, the arc correlation method produces distinct and viable candidate matches for both catalogs. Overall, the direct catalog combination and arc correlation methods can be used together to effectively correlate the Space-Track and Vimpel catalogs, aiding the development of a comprehensive catalog of space objects.</p>
519

Relationships between Hospital-Centered and Multihospital-Centered Factors and Perceived Effectiveness: A Canonical Study of Nonprofit Hospitals

Yavas, Ugur, Romanova, Natalia 01 December 2003 (has links)
This article reports on the results of a survey which investigated the nature of relationships between hospital and multihospital organization-centered factors and background characteristics, and multihospital organization effectiveness. Canonical correlation is employed in analyzing the data. Results and their implications are discussed.
520

Examination of the Relationships Between Environmental Exposures to Volatile Organic Compounds and Biochemical Liver Tests: Application of Canonical Correlation Analysis

Liu, Jing, Drane, Wanzer, Liu, Xuefeng, Wu, Tiejian 01 February 2009 (has links)
This study was to explore the relationships between personal exposure to 10 volatile organic compounds (VOCs) and biochemical liver tests with the application of canonical correlation analysis. Data from a subsample of the 1999-2000 National Health and Nutrition Examination Survey were used. Serum albumin, total bilirubin (TB), alanine aminotransferase (ALT), aspartate aminotransferase (AST), lactate dehydrogenase (LDH), alkaline phosphatase (ALP), and γ-glutamyl transferase (GGT) served as the outcome variables. Personal exposures to benzene, chloroform, ethylbenzene, tetrachloroethene, toluene, trichloroethene, o-xylene, m-,p-xylene, 1,4-dichlorobenzene, and methyl tert-butyl ether (MTBE) were assessed through the use of passive exposure monitors worn by study participants. The first two canonical correlations were 0.3218 and 0.2575, suggesting a positive correlation mainly between the six VOCs (benzene, ethylbenzene, toluene, o-xylene, m-,p-xylene, and MTBE) and the three biochemical liver tests (albumin, ALP, and GGT) and a positive correlation mainly between the two VOCs (1,4-dichlorobenzene and tetrachloroethene) and the two biochemical liver tests (LDH and TB). Subsequent multiple linear regressions show that exposure to benzene, toluene, or MTBE was associated with serum albumin, while exposure to tetrachloroethene was associated with LDH and total bilirubin. In conclusion, exposure to certain VOCs as a group or individually may influence certain biochemical liver test results in the general population.

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