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Estimation des paramètres pour des modèles adaptés aux séries de records / Parameter estimation for models adapted to record seriesHoayek, Anis 25 November 2016 (has links)
Dans une série chronologique, une observation est appelée record au temps «t» si sa valeur est supérieure à toutes les valeurs précédentes. Suivant l’augmentation de «t», considérons la suite des valeurs des records et la suite des indices d’occurrence des records. Les propriétés stochastiques des suites de valeurs des records ont été largement étudiées dans le cas où les observations sont des variables aléatoires indépendantes et identiquement distribuées (iid). Il se trouve que beaucoup de ces propriétés sont universelles, c’est-à-dire tiennent pour n’importe quelle loi de probabilité commune des observations. En particulier, les records ont tendance à devenir plus espacés dans le temps à mesure que «t» augmente. Cependant, ce n’est pas ce que l’on observe dans de nombreux jeux de données réelles. Ceci a conduit à l’élaboration de modèles plus complexes pour fournir une meilleure prédiction.Le modèle, peut-être le plus simple mais en tout cas le plus populaire, pour une série de records issus d’observations indépendantes mais non identiquement distribuées est le modèle à dérive linéaire (LDM). Ce modèle a été étudié par de nombreux auteurs et trouvé en accord avec certains types de données où l’hypothèse iid ne tient pas. Cependant, dans des situations pratiques, l’utilisation du LDM nécessite la détermination du paramètre de dérive du modèle et cela pousse le problème dans le domaine de la statistique.Il existe une similitude entre les records et le traitement de données censurées en analyse de survie. En particulier, toutes les observations qui tombent entre deux records consécutifs et au-delà du dernier record peuvent être considérées comme des observations censurées par le dernier record observé. Pour mettre en évidence cette similitude, on introduit la suite des indicatrices de records qui prennent la valeur 1 si l’observation est un record et 0 sinon.Un autre modèle populaire est le modèle Yang-Nevzorov. Ce modèle est intéressant car il a la structure d’un modèle à risque proportionnel en analyse de survie, lequel a montré son utilité dans ce domaine pour modéliser de nombreux jeux de données. Cependant, à notre connaissance, l’inférence statistique pour le modèle Yang-Nevzorov a été peu développé.Le but de ce travail est d’introduire certains estimateurs des différents paramètres des modèles LDM et Yang respectivement et d’en obtenir leurs propriétés statistiques. Il est montré que le mécanisme de censure est informatif pour certains paramètres. Cela justifie l’analyse des qualités d’estimateurs qui peuvent être obtenus à partir de ces indicatrices de records. Nous donnons quelques propriétés exactes et asymptotiques de ces estimateurs. Il se trouve que dans le modèle de Yang, le comportement des différents estimateurs est indépendant de la distribution sous-jacente. Notons que nos estimateurs peuvent être utilisés même lorsque les valeurs exactes des records sont elles-mêmes indisponibles ou de mauvaise qualité et les seules indicatrices sont disponibles ou fiables. En outre, il est montré que des tests d’ajustement du modèle de Yang peuvent aussi être dérivés de ces indicatrices. Ces tests ont même des capacités diagnostiques qui peuvent aider à suggérer des corrections au modèle.Toujours dans le contexte d’un modèle de Yang, nous étudions le comportement stochastique du temps inter-records et nous donnons sa loi asymptotique, indépendamment de la loi des va sous-jacentes. De plus, nous appliquons nos résultats théoriques à des données analysées précédemment par Yang.Enfin, nous passons à l’utilisation de la totalité des données disponibles (valeurs et indices/indicatrices de records) afin de calculer, par plusieurs méthodes, des estimateurs des paramètres des modèles LDM et Yang-Nevzorov. De plus, nous introduisons des tests statistiques qui nous aident à vérifier la conformité du choix de la distribution sous-jacente des observations et à choisir entre un modèle LDM et de Yang. / In a time series, an observation is called a record at time «t» if its value is greater than all previous values. As «t» increases, consider the sequence of records and the sequence of indices of occurrence of the records.The stochastic properties of sequences of record values have been much studied in the case where the observations are independent and identically distributed (iid) random variables. It turns out that many of these properties are universal, i.e. they hold for any cumulative distribution function for the underlying observations. In particular, records have a tendency to become further separated in time as «t» increases. However, this is not what is observed in many real data sets. This has lead to the development of more comprehensive models to provide better prediction.One of the simplest and popular model for a series of records extracted from independent but not identically distributed observations is the linear drift model (LDM). This model has been studied by many authors and found to be in agreement with some data sets where the iid assumption does not hold. However, for its uses in practical situations, the LDM requires the specification of the drift parameter of the model and this brings the problem into the realm of statistics.There are similarities between records and censored data in e.g. survival analysis. In particular, all observations that fall between two consecutive records and beyond the last record, can be seen as censored, by the last observed record. To highlight these similarities, consider the sequence of record indicators which are 1 if the observation is a record and 0 otherwise.Another popular model is the Yang-Nevzorov model. This model is interesting because it has the structure of a proportional hazard model, which have been shown to provide good fit to many data sets in survival analysis. However, to the best of our knowledge, statistical inference for the Yang- Nevzorov model has been little developed.The goal of this work is to introduce some estimators of the parameters in LDM and Yang’s model respectively and derive their statistical properties. It is shown that the censoring mechanism is informative for certain parameters. This justifies investigating the usefulness of estimators that can be extracted from record indicators. We give some exact and asymptotic properties of these estimators. It turns out that in a Yang’s model, the behavior of these estimators is distribution-free, i.e. does not involve the underlying CDF. Note that our estimators can be used even when the exact value of the records are themselves unavailable or of poor quality and only the indicators of their occurrence are available or trustworthy. Also, it is shown that distribution-free goodness-of-fit tests for Yang’s model can be derived from these indicators. These tests even have some diagnostic capabilities that can help in suggesting corrections to the model.Still in the context of a Yang’s model, we study the stochastic behavior of the inter-record time and give its asymptotic distribution regardless of the choice of the underlying distribution. In addition, we apply our theoretical results to a previously analyzed data set.Finally, we turn to the use of all available data (record values and indices/indicators) in order to calculate, by several methods, estimators of parameters in LDM and Yang-Nevzorov’s model. In addition, we introduce statistical tests that help us to check the conformity of the choice of the underlying distribution and to choose between LDM and Yang.
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Un Modelo Empírico de Enseñanza de las Metodologías AgilesVillena Moya, Agustín Antonio January 2008 (has links)
Las metodologías ágiles de desarrollo de software, y en particular Extreme Programming
(XP), constituyen una de las tendencias de mayor impacto en la industria del desarrollo de
software en la última década, gracias a su enfoque centrado en la generación temprana
de valor y en su acento en el aspecto humano del desarrollo de software. Su adopción sin
embargo ha demostrado ser bastante compleja debido a los cambios de paradigma que
ellas plantean.
Desde los inicios de estas metodologías surgió el interés de incorporar esta nueva
mirada como una forma de enriquecer la formación de los futuros ingenieros de software. En
este trabajo se plantea que un buen aprendizaje de las metodologías ágiles de desarrollo de
software puede ser logrado por los alumnos a través de una experiencia educativa teóricopráctica
basada en la aplicación de dichas metodologías en proyectos reales. Este enfoque
ha sido aplicado desde el año 2002 en el curso CC62V “Taller de metodologías ágiles de
desarrollo de software” delDepartamento de Ciencias de la Computación de la Universidad
de Chile, y en esta investigación se pone a prueba esta hipótesis, a partir del análisis de una
de las instancias del curso realizada entre los meses de agosto y noviembre del año 2005.
Para realizar este análisis se construyó un modelo evaluativo de aprendizaje basado
en cómo las metodologías ágiles, y en particular Extreme Programming (XP), organizan
el entorno de un proyecto de desarrollo de software para mantener la sincronía entre
los cambiantes elementos que allí están en juego. Dichos elementos son el problema de
negocios, la tecnología, la experiencia y destrezas del equipo de desarrollo, y el producto
en desarrollo.
El modelo de evaluación fue aplicado sobre los trabajos generados por los alumnos de
la versión del curso usado como experimento de esta investigación, complementados con
las observaciones realizadas por el profesor en la sala de clases, y otras evidencias tales
como las opiniones de los clientes y una encuesta de evaluación de impacto hecha a los
alumnos aproximadamente 6 meses después de finalizado el curso.
Con respecto al impacto en el aprendizaje de los alumnos, se observó una comprensión
y aplicación generalizada del marco de prácticas de XP, aunque el nivel de logro estuvo
muy relacionado al entorno de trabajo logrado por cada uno de los proyectos realizados. En
particular se encontró que algunos elementos no considerados en la hipótesis original, tales
como la complejidad del problema a resolver y la relación con el cliente, tenían también
un impacto relevante sobre el éxito de los proyectos, y no sólo los aspectos pedagógicos.
Se comprobó la eficacia de este modelo pedagógico que promueve el equilibro entre
teoría y práctica, el ambiente humano de equipo y de colaboración con el cliente y las
destrezas entrenadas. Por su parte, la práctica de XP más destacada por los alumnos es
la “programación en parejas”, que presenta la mejor evaluación durante el curso y es la
más aplicada a posteriori. Otra práctica que causa mucho interés es el “desarrollo guiado
por test”, pero se indican problemas de tiempo y experiencia para poder aplicarla después
del curso.
En lo que se refiere al modelo pedagógico aplicado para que los alumnos conozcan e
internalicen las prácticas de XP, se determina que las claves de su éxito se encuentran en: reproducir de manera fiel el ambiente de aprendizaje colaborativo acelerado que
se genera en la práctica profesional de las metodologías ágiles, y complementar dicho
ambiente con una leve capa de acciones docentes orientadas a reflexionar y retroalimentar
el dominio de la metodología.
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Transportation Infrastructure and Heat VulnerabilityJanuary 2016 (has links)
abstract: In the American Southwest, an area which already experiences a significant number of cooling degree days, anthropogenic climate change is expected to result in higher average temperatures and the increasing frequency, duration, and severity of heat waves. Climatological forecasts predict heat waves will increase by 150-840% in Los Angeles County, California and 340-1800% in Maricopa County, Arizona. Heat exposure is known to increase both morbidity and mortality and rising temperatures represent a threat to public health. As a result there has been a significant amount of research into understanding existing socio-economic vulnerabilities to extreme heat which has identified population subgroups at greater risk of adverse health outcomes. Additionally, research has shown that man-made infrastructure can mitigate or exacerbate these health risks. However, while recent socio-economic heat vulnerability research has developed geospatially explicit results, research which links it directly with infrastructure characteristics is limited. Understanding how socio-economic vulnerabilities interact with infrastructure systems is a critical component to developing climate adaptation policies and programs which efficiently and effectively mitigate health risks associated with rising temperatures.
The availability of cooled space, whether public or private, has been shown to greatly reduce health risks associated with extreme heat. However, a lack of fine-scale knowledge of which households have access to this infrastructure results in an incomplete understanding of the health risks associated with heat. This knowledge gap could result in the misallocation of resources intended to mitigate negative health impacts associated with heat exposure. Additionally, when discussing accessibility to public cooled space there are underlying questions of mobility and mode choice. In addition to captive riders, a growing emphasis on walking, biking and public transit will likely expose additional choice riders to extreme temperatures and compound existing vulnerabilities to heat. / Dissertation/Thesis / Doctoral Dissertation Civil Engineering 2016
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Climate and Crime: Examining the Relationship Between Extreme Weather Events and Crime Rates in the United StatesTully, Erin 01 January 2018 (has links)
This study attempts to determine whether there is a relationship between extreme weather events and crime rates. Due to the increasing effects of climate change, it is critical we understand the societal effects of extreme weather. Here, a panel data fixed effects regression was used to analyze state and year level data. It was hypothesized that there would be a relationship between crime and extreme events, but the results did not show a statistically significant relationship. Further research with increased geographic and temporal controls is encouraged.
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The Character to Lead: A Grounded Theory Ethnography of Character in U.S. Army Combat LeadersJanuary 2013 (has links)
abstract: After decades of dormancy, character is re-emerging as an important research topic among organizational leadership researchers in response to the need to better explain the source of certain exemplary and ethical leader performance (Hannah & Avolio, 2011; Leonard, 1997; Thompson & Riggio, 2010; Wright & Goodstein, 2007). However, efforts to operationalize character are criticized for their abstract and idealistic trait-based conceptualizations that fail to capture the reality of leadership and situational dynamics (Conger & Hollenbeck, 2010). The purpose of this study is to develop a more robust theoretical approach to character that is empirically grounded in the real life complexities of leadership. Combat provides the context for this study because the adversity of such an extreme context tends to make character a more salient and readily observable phenomenon than in more conventional organizational contexts (Wright & Quick, 2011; Hannah, Uhl-Bien, Avolio, & Cavarretta, 2009). I employed an ethnographic grounded theory design to gain a unique insider's perspective absent in many studies of leader character (Charmaz, 2009; Parry & Meindl, 2002). Data collection involved (1) physically embedding for six months with U.S. Army small unit infantry leaders operating in combat in Afghanistan; (2) participant observation in the full range of combat activities engaged in by these leaders; and (3) in-depth semi-structured interviews with key informants. An important contribution of this study is that the emergent concept of leader character is fully situated in the leader's social and environmental context represented by the leader's inner struggle to resist the adversity of combat and uphold the standards of leadership. In this dialectical framework, certain agentic resources important to resolving this inner struggle emerge as the locus of leader character. This agency-based concept of character is rooted in the internalization of the standards of leadership through identity-conferring normative commitments and entails particular motivational and volitional capacities. These produce a distinct mode of functioning--a strong form of personal moral agency--characterized by the leader's willingness to sacrifice in upholding standards in the face of adversity. This primacy of leader agency over adversity is the hallmark of leader character--what I call the character to lead. / Dissertation/Thesis / Ph.D. Business Administration 2013
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Análise numérica da influência de chuvas extremas na estabilidade de taludes. / Numerical analysis of influence of extreme rainfall in slope stability.Veroska Dueñas Zambrana 13 November 2014 (has links)
Escorregamentos de taludes no Sudeste do Brasil são causados principalmente, pelo efeito da água proveniente das chuvas. Nos últimos anos, vem se incrementando o número de desastres naturais, ao passo são registradas mudanças climáticas, que podem exercer influência na ocorrência de chuvas extremas. Muitas encostas permanecem grande parte do ano com o solo em estado não saturado, porém variações nas condições ambientais podem ocasionar mudanças bruscas da sucção, reduzindo ou até mesmo eliminando-a e gerando pressões neutras positivas. A dissertação apresenta, um estudo sobre a influência das chuvas, consideradas extremas, no processo de infiltração e de este nos eventos de escorregamentos, considerados catastróficos pela sua dimensão, e que causaram prejuízos ambientais, econômicos e sociais no Brasil. Para o estudo foram selecionados dois eventos de escorregamentos translacionais rasos relativamente típicos, considerados catastróficos, um deles aconteceu na região da Serra de Cubatão em janeiro do ano 1985, e o outro na Região Serrana do Rio de Janeiro em janeiro de 2011. Estes dois eventos apresentaram características de precipitações e mecanismos de escorregamentos próprios, que permitem ilustrar os diferentes mecanismos atuantes em cada caso. / Landslide in southeastern Brazil, are mainly caused by the effect of water from rainfall in infiltration process, in recent years has been increasing the number of natural disasters, while climate change that may exercising influence on the occurrence of extreme rainfall are recorded . Many slopes remain a large part of the year with unsaturated soil condition; however, changes in environmental conditions can cause sudden changes of suction, reducing or even deleting it and generate positive pore pressures. This dissertation presents a study about the influence of rainfall, considered extreme in the infiltration process and this one in the events regarded by their size of catastrophic landslides, which caused environmental, economic and social losses in Brazil. For the study were selected two events of shallow translational landslides relatively typical, considered catastrophic, one of them occurred in the Serra de Cubatão region on January 1985 and the other in the mountainous region of Rio de Janeiro on January 2011. Both events exhibit characteristics of rainfall and sliding mechanisms themselves, allowing illustrate the different mechanisms active in each case.
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Tendências ideológicas do conservadorismoSOUZA, Jamerson Murillo Anunciação de 12 August 2016 (has links)
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Previous issue date: 2016-08-12 / CNPQ / A presente tese de doutorado aborda o conservadorismo como tradição de pensamento e ação fundada na modernidade. O objetivo da tese consiste em apresentar o conservadorismo como ideologia da crise, expondo suas bases históricas fundantes, a ampliação por que passa no decorrer do século XX e como algumas de suas características centrais se expressam no cenário ideológico e político brasileiro nos anos 2010. A tese foi construída com base na revisão bibliográfica e no método crítico-dialético. Aborda-se a ontologia do ser social, em suas principais categorias, para subsidiar a crítica ao conservadorismo. Procuramos expor a gênese e a consolidação do modo de produção capitalista como fundamento sobre o qual se elevam as ideologias conservadoras em geral e o conservadorismo em particular. O pensamento de Edmund Burke é debatido na qualidade de fundante da tradição conservadora. Convergências entre a ideologia do conservadorismo e as formas políticas bonapartistas são expostos como constitutivas de uma das tendências ideológicas do conservadorismo. São abordadas as vertentes conservadoras norte-americana e inglesa, as mais influentes no Brasil. Debatemos o "conservadorismo à brasileira" como expressão particular e nacional dessa ideologia, apresentando os momentos de incorporação, mutação e diferenças específicas em relação ao conservadorismo clássico, europeu e norte-americano. Recuperamos o debate sobre a estrutura sincrética do Serviço Social, por entender que o sincretismo e o ecletismo são os atuais condutores específicos da reprodução do conservadorismo no Serviço Social, uma vez que os resultados de ambos contribuem, contraditoriamente, para a apologia direta ou indireta do capitalismo. Movimentos políticos de extrema-direita, no mundo e no Brasil, são discutidos na qualidade de portadores materiais das tendências ideológicas do conservadorismo na contemporaneidade. / This doctoral thesis deals with conservatism as a tradition of thought and action based on modernity. The aim of the thesis is to present conservatism as an ideology of the crisis, exposing its founding historical basis, the expansion by passing during the twentieth century and how some of its central features are expressed in the ideological scene and Brazilian politician in the years 2010. The thesis was built on the literature review and critical-dialectical method. It deals with the ontology of social being in its main categories, to support the critique of conservatism. We seek to expose the genesis and consolidation of the capitalist mode of production as the foundation on which rise conservative ideologies in general and the particular conservatism. The thought of Edmund Burke is debated as founding the conservative tradition. Convergences between the ideology of conservatism and the Bonapartist political forms are exposed as constituting one of the ideological tendencies of conservatism. The US and British conservative aspects are addressed, the most influential in Brazil. We discussed the "conservatism of Brazilian" as private and national expression of this ideology, with moments of incorporation, mutation and specific differences from the classical, European and American conservatism. We recovered the debate on the syncretic structure of Social Work, understanding that syncretism and eclecticism are the current specific drivers reproduction of conservatism in social work, since the results of both contribute, contradictorily, to the direct or indirect apology for capitalism. Political movements of the extreme right in the world and in Brazil, are discussed as material carriers of ideological trends in contemporary conservatism.
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Automatiserad unit testning / Automated unit testingSandberg, Daniel January 2005 (has links)
Dagens utveckling av mjukvara går snabbare och snabbare samtidigt som mjukvaran blir allt mer komplex. Att under dessa omständigheter kunna bibehålla en lika om inte högre kodkvalité är en utmaning. På UIQ bestämde de sig för att undersöka om ett automatiserat unit test kunde hjälpa dem. Metoderna för att komma fram till resultaten i denna rapport har varit intervjuer, en enkät, intern information och litteratur så som forskningsartiklar m.m. Denna rapport är en utredning av automatiserade test, vad man bör tänka på, vilka fördelarna är, vilka testfall som är möjliga att automatisera med mera. Rapporten kommer även att presentera grunderna i testning av mjukvara, en introduktion till eXtreme Programming och Test-Driven Development samt hur testningen utförs på UIQ idag. Då jag kom fram till att ett automatiserat unit test skulle passa sig bra på UIQ kommer jag i slutet av denna rapport presentera ett implementerings förslag. Man bör även införa en test driven utvecklings metodik för att säkerhetsställa att det kommer att utvecklas automatiserade testfall. / Det första en utvecklare tänker på när man hör de tre magiska orden automatisk unit testning är att han äntligen slipper sitta med den tråkiga testningen. Medan chefen och ekonomiansvarige börjar räkna på hur mycket pengar de kan spara efter de sagt upp halva testavdelningen. Tyvärr får båda tänka om då oftast den automatiska testningen har lika lång utvecklingstid men förhoppningvis om den blir lyckad så förbättrar den kodkvalitén. Vilket kan vara minst lika mycket värt som att man sparar några kronor i minskade personalkostnader.
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Parprogrammering : Ökad tidsåtgång uppvägs av dess fördelar?Fälth, Karin, Svahn, Linda January 2003 (has links)
Syftet med arbetet var att ta reda på om den ökade tidsåtgången som parprogrammeringen leder till uppvägs av de fördelar som den genererar i jämförelse med enskild programmering där arbetet delas mellan två programmerare och sedan integreras. I arbetet presenteras resultatet från en enkätundersökning som sju personer från fyra olika företag i Sverige har besvarat. Samtliga personer som besvarat enkäten har arbetat både med enskild programmering och parprogrammering. Vårt arbete bidrar till forskningsområdet programvaruteknik som intresserar sig för mjukvaruutvecklingsmetoder. På senare tid har detta forskningsområde också intresserat sig för lättrörlig mjukvaruutveckling där utvecklingsmetoden Extreme Programming (XP) ingår. XP tillämpar parprogrammering och är en mjukvaruteknisk metod som har att göra med klassisk mjukvaruteknik som bl.a. utgår ifrån kodkvalite och samspel mellan utvecklare. (Rittenbruch m.fl, 2002) I den litteratur vi läst har det presenterats en undersökning som gjorts i USA om parprogrammering. I den konstaterades att detta arbetssätt ger en ökad tidsåtgång och det framkom också ett antal fördelar med att programmera i par. Vi har utgått ifrån tidsåtgången och fördelarna när vi gjorde vår enkätundersökning. Vi fann att vår undersökning styrker de fördelar som finns med parprogrammering, men däremot bekräftar inte undersökningen att tidsåtgången ökar. Samtliga i undersökningen tycker att kodkvalitén förbättrats, dvs bättre struktur och design samt mindre fel på koden. Sammanhållningen och kommunikationen har blivit bättre och fler programmerare är involverade i samma kod. Detta innebär att projektgruppen inte påverkades så mycket när en person lämnar projektet. Det har också framkommit att parprogrammering inte är lämpligt att använda vid enklare uppgifter.
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Utveckling av publiceringsverktyg för hantering av webbplatser / Development of a content management system for website managementArnklint, Jonas January 2009 (has links)
No description available.
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