This study evaluated the effects of error correction procedures on sight word acquisition. Participants were four typically developing children in kindergarten and first grade. We used an adapted alternating treatment design embedded within a multiple baseline design to evaluate instructional efficacy of two error correction procedures; one with preferred items plus error correction and one with error correction only, and a concurrent chain schedule to evaluate participant preference for instructional procedure. The results show that there was no difference in acquisition rates between the procedures. The evaluation also showed children prefer procedures that include a positive reinforcement component.

The effectiveness of interest rate pass-through is crucial when shaping monetary policy. In this paper we use error correction framework in order to estimate the speed and the completeness of pass through in Slovakia. Our thesis brings a unique research on how the financial crisis and Euro adoption affect the pass-through. In Slovakia those events occur at the same time; we attempt to distinguish between what phenomenon has greater impact. We also distinguish between what bank characteristics have impact on individual bank's spread during financial crisis. Our results suggest that the interest rate pass-through completeness increases in long term. We however found evidence of decreasing pass-through in case of deposit rates during crisis. Banks are unwiling to lower them and hence harm their competitve position. The pass-through in Slovakia is found to be relatively fast and consistent throughout periods. With the crisis, the speed for mortgages rates however decreases. We conclude that the impact of financial crisis outweights the impact of Euro adoption. Concerning the banks' characteristics, we conclude that higher portion of loans on assets, higher costs over income and better liquidity position decrease the spread. This is explained by the size of Slovakian banking market; banks lower their spread to...

Le système d'identification automatique (ou système AIS pour automatic identification system) est un système qui permet aux navires et aux stations côtières de s'échanger certaines informations par radio VHF. Ces informations comprennent l'identifiant, le statut, la position, la direction et la vitesse de l'émetteur. L'objectif de cette thèse est de permettre la réception des messages AIS par un satellite en orbite basse sans modifier le matériel existant équipant les navires. Par l'intermédiaire du système AIS, il devient possible de connaitre la position de tous les navires à travers le monde. Plusieurs nouveaux services sont possibles, comme le contrôle maritime global ou, pour les armateurs, la connaissance constante de la position de leurs bateaux. La réception par satellite des signaux AIS est sujette à un niveau de bruit bien plus élevé que lors de la réception de ces signaux au niveau du sol. Ce niveau de bruit rend les méthodes classiques de réception de ces signaux difficilement utilisables. Une première contribution de cette thèse est le développement de nouveaux démodulateurs utilisant des méthodes de correction d'erreurs. Ceux-ci tirent parti de la présence d'un bloc de contrôle de redondance cyclique (CRC) dans les messages ainsi que de certaines informations connues sur la structure des messages et des données. Des adaptations du récepteur proposé ont également été étudiées afin d'intégrer la poursuite de la phase des signaux reçus et de prendre en compte les collisions des messages envoyés simultanément par plusieurs navires. La dernière partie de cette thèse est consacrée à l'étude des méthodes de localisation des navires ne diffusant pas leur position dans leurs messages AIS. Cette localisation tire parti des paramètres des messages reçus tels que le délai de propagation et le décalage en fréquence de la porteuse dû à l'effet Doppler, et d'un modèle de déplacement des navires. / The automatic identification system (AIS) is a system allowing ships and coast stations to exchange some information by VHF radio. This information includes the identifier, status, location, direction and speed of the emitter. The aim of this thesis is to allow the reception of AIS messages by low Earth orbit satellites without modifying the existing ship equipments. With this system, it becomes possible to know the position of all ships over the Earth. As a consequence, several new services become available, such as global traffic monitoring or determining boat location (for ship-owners). Satellite reception of AIS signals is subjected to a higher noise level when compared to ground level reception. This noise makes classical demodulation and decoding methods unusable. A first contribution of this thesis is to develop new demodulators using error correction methods. These demodulators take advantage of the presence of a cyclic redundancy check (CRC) block in the messages as well as known information about the structure of messages and data. Generalizations of the proposed receiver have also been studied in order to take into account the phase noise of the received signals and the possible collision of messages sent simultaneously by several vessels. The last part of this thesis is devoted to the study of localization methods for ships that do not transmit their location in AIS messages. This localization takes advantage of information contained in the received messages such as the propagation delay and the carrier frequency shift due to the Doppler effect, and a ship movement model.

Wind energy has been growing rapidly during recent years. This paper aims to estimate the impact of wind power generation on the Swedish wholesale electricity price, using monthly time series data over the periods 2000-2016. The error-correction model is used to measure the price effect by including other factors that influence the electricity supply and demand. Thefindings suggest that the impact of changes in wind power production on the wholesale priceof electricity is negative in the short-term. When the wind power production increases by 1%, the wholesale electricity price decreases with 0.08%. Furthermore, the magnitude of the coefficient increases to 0.10% in the long-term.

Magister Philosophiae - MPhil / Life expectancy in South African has been fluctuating following the global trends that affects both developed and developing countries. In South Africa the average life expectancy from 1994 to 1996 was higher with an average of 61,3 years. As from 1997 to 1999 it declined to an average of 58,4 years. The difference in years between 1994-1996 and 1997- 1999 was 2,9 years. From 2000-2002, life expectancy continued to decline to an average of 54,6 years. Life expectancy declined in a constant proportion from 2003-2005 and 2006-2008. In 2003-2005 it slightly declined to 52 years and in 2004-2007 it declined to 42,0 years. Life expectancy escalated after the mentioned years to 54,4 years between 2009-2011 and from 2012-2013 life expectancy was 54,0 years on average. This study examined factors or variables that verify the socioeconomic determinants of life expectancy in post-apartheid South Africa. Understanding the relationship between life expectancy and the socioeconomic variables was based on three objectives. The main objective for this study was to determine the impact of socioeconomic variables and health policy efforts on life expectancy, seeking an in-depth understanding by investigating the causality relationship between life expectancy and socioeconomic variables thus later investigating the difference between male and female’s life expectancy. This study was motivated by the fluctuating life expectancy in South Africa. The fluctuation in life expectancy were thus studied in relation to socioeconomic determinants which are government health expenditure, government education expenditure, GDP per capita, total fertility rate, urban population, access to sustainable drinking water and undernourishment. The mentioned variables were used as socioeconomic determinants of life expectancy during post-apartheid South Africa.

Compressed sensing (CS) is a relatively new branch of mathematics with very interesting applications in signal processing, statistics and computer science. This thesis presents some theory of compressed sensing, which allows us to recover (high-dimensional) sparse vectors from (low-dimensional) compressed measurements by solving the L1-minimization problem. A possible application of CS to the problem of error correction is also presented, where sparse vectors are that of arbitrary noise. Successful sparse recovery by L1-minimization relies on certain properties of rectangular matrices. But these matrix properties are extremely subtle and difficult to numerically verify. Therefore, to get an idea of how sparse (or dense) errors can be, numerical simulation of error correction was done. These simulations show the performance of error correction with respect to various levels of error sparsity and matrix dimensions. It turns out that error correction degrades slower for low matrix dimensions than for high matrix dimensions, while for sufficiently sparse errors, high matrix dimensions offer a higher likelihood of guaranteed error correction.

O café foi de extrema importância para o desenvolvimento e a dinamização da economia brasileira desde meados do século XIX, quando já ocupava a posição de principal produto da pauta exportadora brasileira, aí se mantendo por quase um século. Nos dias atuais, apesar de ter passado por diversos momentos de instabilidade, o Brasil ainda é maior produtor e exportador mundial de café. Atualmente, com a desregulação pelo Estado, há uma mais organização estratégica e maior cooperação entre os agentes. Como o café é um produto típico de exportação, seu preço nas diferentes regiões do país está ligado aos preços internacionais. Teoricamente, os mercados estando interligados, devem ser observadas tendências temporais muito próximas entre as séries no longo prazo. Posto isso, o objetivo do presente trabalho é avaliar a integração e a transmissão de preços do café arábica negociado na bolsa ICE Futures US, em Nova York, para as regiões produtoras de café arábica dentro dos estados de São Paulo (Mogiana e Paulista), Paraná (Noroeste) e Minas Gerais (Cerrado e Sul). Para analisar a relação de assimetria entre os preços de café das bolsas e do mercado físico utiliza-se o modelo descrito por Cânedo-Pinheiro (2012) para o mercado de óleo diesel no Brasil e por Cunha e Wander (2014) para o mercado de feijão no Estado de São Paulo. Como resultados, observou-se a presença de integração entre as séries de preços nas regiões estudadas com os preços da bolsa ICE Futures US, tanto no curto como no longo prazo. Todas as séries apresentaram elasticidade de transmissão de preços maior do que a unidade. A assimetria de transmissão de preços foi verificada em todas as regiões estudadas, ou seja, reduções de preço no mercado internacional são repassadas com maior intensidade para o produtor do que aumentos, exceto no caso do Sul de Minas Gerais, onde os ajustes foram simétricos. Apesar da existência de assimetria no curto prazo, o estudo verificou que no longo prazo, para todas as regiões, a assimetria tende a se inverter e mesmo desaparecer, dependendo do período. No curto prazo, os ajustes de queda são repassados mais rapidamente que os aumentos, enquanto que no longo prazo a velocidade de ajustamento para os aumentos de preços é maior do que para reduções, com exceção da região Mogiana. / Coffee was one of the most important products for the development and dynamism of the Brazilian economy since the mid-nineteenth century, when it held the first position of Brazilian exports, and kept as first for nearly a century. Nowadays, despite of having gone through several moments of instability, Brazil is still the largest coffee producer and exporter in the world. Currently, with the deregulation of the state, there is a more strategic organization and greater cooperation among agents. Because coffee is a typical export product, it´s price in different regions of the country is linked to international prices. Therefore, the price series have the same long term tendency, for being linked. The objective of this study is to evaluate the integration and price transmission of arabica coffee, traded on ICE Futures US in New York, to the producing regions of arabica coffee in the states of São Paulo (Mogiana and Paulista), Paraná (Northeast) and Minas Gerais (Cerrado and South). In order to analyze the asymmetric price transmission between international coffee prices and Brazilian markets, the rule model for the diesel fuel market in Brazil, was the one described by Canedo-Pinheiro (2012), and for the dry bean market in the state of Sao Paulo, the model used by Cunha and Wander (2014). The findings confirm the presence of integration between the price series in the regions studied and the prices of ICE Futures US in both short and long term. All series had elasticity transmission rates greater than unity. The asymmetry in price transmission was present in all regions studied, ie price reductions in the international market are passed on with greater intensity for the producer than the increases, except in South of Minas Gerais, where adjustments were symmetrical. Even though there is short-term asymmetry, the study found that in the long run, asymmetry tends to reverse and even disappear, depending on the period, for all producer regions. Although the drop settings are passed on faster than the increases in the short term, in the long-term the speed adjustment for price increases is greater than for reductions, except Mogiana region.

In this paper, we discuss the need for quantum error correction. We also describe some basic techniques used in quantum error correction which includes decoherence-free subspaces and subsystems. These subspaces and subsystems are described in detail. We also introduce a numerical algorithm that was used previously to search for these decoherence-free subspaces and subsystems under collective error. It is useful to search for them as they can be used to store quantum information. We use this algorithm in some specific examples involving qubits and qutrits. The results of these algorithm are then compared with the error algebra obtained using Young tableaux. We use these results to describe how the specific numerical algorithm can be used for the search of approximate decoherence-free subspaces and subsystems and minimal noise subsystems.

O impacto de movimentos cambiais nos níveis de preços é de suma importância para a formulação de políticas econômicas. Nesse contexto, este trabalho tem como objetivo a utilização de uma nova metodologia para a estimação e cálculo do repasse para diferentes índices de preço no período de 2003-2017. Estudos anteriores nesse campo identificam ignoram as relações de longo-prazo presentes no sistema ou não utilizam as restrições dadas pela estrutura de cointegração do sistema. Assim a identificação dos choques estruturais é discutida a partir da premissa de separação entre choques permanentes e estruturais sendo que a mesma é fundamentada pela teoria com o auxílio de testes estatísticos. Além dessa estrutura não-recursiva, uma alternativa é apresentada a partir de estruturas recursivas de Cholesky de forma a tornar possível a comparação. Três distintas especificações são estimadas de maneira a gerar estimativas para o repasse aos preços de importação, no atacado e ao consumidor para o Brasil. Para a estrutura não recursiva os repasses para os preços de importação variam de 48 a 65% a depender da especificação sendo diferentes de completo no longo-prazo. Para os preços no atacado os repasses variam de 11 a 15% se mostrando em duas das três especificações estatisticamente diferentes de zero. Os repasses ao consumidor variam de 4 a 13% se mostrando estatisticamente diferente de zero em duas das três especificações. / The impact of exchange rate movements on price levels is of utmost importance for the formulation of economic policies. In this context, this paper aims to use a new methodology for the estimation and calculation of the pass-through for different price index in the period 2003-2017. Previous studies in this field identify ignore the long-term relationships present in the system or do not use the constraints given by the system cointegration structure. Thus, the identification of structural shocks is discussed from the premise of separation between permanent and structural shocks, and it is based on theory with the aid of statistical tests. In addition to this non-recursive structure, one is estimated from Cholesky\'s recursive structures in order to make the comparison possible. Three different specifications are estimated in order to generate estimates for the transfer of import, wholesale and consumer prices to Brazil. For the non-recursive structure, pass-through for import prices range from 48 to 65 % depending on the specification being different from complete in the long run. For producer prices, pass-through range from 11 to 15 % and in two of three specifications they are statistically different from zero. Pass-through to the consumer prices ranges from 4 to 13 % and it is statistically different from zero in two of the three specifications.

O mercado do milho no Brasil tem demonstrado algumas mudanças nos últimos anos aumentando sua importância no agronegócio. Por esse motivo, tem sido maior a necessidade de estudo de suas características. O objetivo da presente dissertação consiste em verificar como se dá a transmissão de preços entre os mercados regionais dessa commodity no Brasil a nível de produtor, com foco nos estados da região Sul e Centro-Oeste, devido à sua importância para a produção nacional. Além disso, também foi buscado analisar como os preços dos estados analisados reagem ao preço cotado na bolsa de valores para saber qual sua relação com o mercado externo. O método de pesquisa utilizado foi: teste de raiz unitária; teste de cointegração; vetor de correção de erro; teste de causalidade de Granger e teste de impulso-resposta. Os resultados do teste de cointegração indicam que há transmissão de preços entre todos os estados analisados, bem como os estados respondem a oscilações de preços do mercado externo a longo prazo. O fato de existir cointegração entre os estados é condição suficiente para se afirmar que existe relação linear de equilíbrio para a qual o sistema converge, validando os pressupostos da Lei do Preço Único e a integração. Todos os estados apresentaram resposta significativa a mudanças de preços no estado de Santa Catarina pelo vetor de correção de erro (VEC), mostrando que esse estado tem forte influência na formação de preços dos estados das duas regiões analisadas. No curto prazo foi observado que os estados de Mato Grosso e Rio Grande do Sul não recebem influência direta das oscilações de preços dos outros mercados, enquanto os estados de Paraná, Santa Catarina e Goiás parecem ser interdependentes a curto prazo, pois apresentam relativa correlação. Além disso, a função impulso resposta demonstra também que um impulso nos preços do estado de Santa Catarina gera resposta significativa nos preços dos outros estados de forma geral, e um impulso no preço do estado de Goiás também gera uma reação forte no preço do estado do Mato Grosso. / The corn market in Brazil has shown some changes in recent years increasing its importance in agribusiness. For this reason has increased the need for more studies related to this market’s characteristics . The objective of this dissertation is to check how is the price transmission between regional markets in Brazil at producer level for this commodity, focusing on states of the South and Midwest of the country, because of its importance to the national production. Furthermore, it was also sought to analyze how the prices of the analyzed states react to the price quoted on the stock market, looking for understanding how is its relationship with the external market. The research method used was: the unit root test , cointegration test , vector error correction; Granger causality test and impulse response test. The result of the cointegration test indicates that there is price transmission between all the states analyzed as well as states respond to price fluctuations on the stock market in the long run . The existence of cointegration between the states is sufficient to say that there is a linear equilibrium relationship to which converges the sistem, validating the assumptions of the Law of One Price and the integration condition. All states showed significant responses to price changes in the state of Santa Catarina by the vector error correction ( VEC ) , showing that this state has a strong influence on the pricing of the states on the two regions. In the short term it was observed that the states of Mato Grosso and Rio Grande do Sul receive no direct influence from the prices of other markets, while the states of Paraná, Santa Catarina and Goiás seem to be interdependent in the short term because they present a correlation. As well, the impulse response function also shows that a surge in prices in the state of Santa Catarina generates a significant response in prices of other states in general, and a boost in the price of Goias also generates a strong reaction in the price of Mato Grosso.