Atkinson 及 Riani 應用前進搜尋演算法來處理百牡利資料中所包含的多重離群值(2001）。在這篇論文中，我們沿用相同的想法來處理在不完整資料下一般線性模型中的多重離群值。這個演算法藉由先填補資料中遺漏的部分，再利用前進搜尋演算法來確認資料中的離群值。我們所提出的方法可以解決處理多重離群值時常會遇到的遮蓋效應。我們應用了一些真實資料來說明這個演算法並得到令人滿意結果。 / Atkinson and Riani (2001) apply the forward search algorithm to deal with the problem of the detection of multiple outliers in binomial data. In this thesis, we extend the similar idea to identify multiple outliers for the generalized linear models when part of data are missing. The algorithm starts with imputation method to fill-in the missing observations in the data, and then use the forward search algorithm to confirm outliers. The proposed method can overcome the masking effect, which commonly occurs when multiple outliers exit in the data. Real data are used to illustrate the procedure, and satisfactory results are obtained.

<p align="justify">In real life it is very often the case that the available knowledge is imperfect in the sense that it represents multiple possible states of the external world, yet it is unknown which state corresponds to the actual situation of the world. Imperfect knowledge can be of two different categories. Knowledge is incomplete if it represents different states, one of which is true in the external world. On the contrary, knowledge is uncertain if it represents different states which may be satisfied or are likely to be true in the external world.</p> <p align="justify">Imperfect knowledge can be considered under two different perspectives: using either an algebraic or a logical approach. We present both approaches in relation with the standard relational model, providing the necessary background for the subsequent development.</p> <p align="justify">The study of imperfect knowledge has been an active area of research, in particular in the context of relational databases. However, due to the complexity of manipulating imperfect knowledge, little practical results have been obtained so far. In this thesis we provide a survey of the field of incompleteness and uncertainty in relational databases;it can be used also as an introductory tutorial for understanding the intuitive semantics and the problems encountered when representing and manipulating such imperfect knowledge. The survey concentrates in giving an unifying presentation of the different approaches and results found in the literature, thus providing a state of the art in the field.</p> <p align="justify">The rest of the thesis studies in detail the manipulation of one type of incomplete knowledge, namely disjunctive information, and one type of uncertain knowledge, namely probabilistic information. We study both types of imperfect knowledge using similar approaches, that is through an algebraic and a logical framework. The relational algebra operators are generalized for disjunctive and probabilistic relations, and we prove the correctness of these generalizations. In addition, disjunctive and probabilistic databases are formalized using appropriate logical theories and we give sound and complete query evaluation algorithms.</p> <p align="justify">A major implication of these studies is the conviction that viewing incompleteness and uncertainty as different facets of the same problem would allow to achieve a deeper understanding of imperfect knowledge, which is absolutely necessary for building information systems capable of modeling complex real-life situations. </p>

Fretting fatigue is a type of contact fatigue which causes premature failure in a number of engineering assemblies subjected to vibration or other forms of cyclic loading. It is concerned with the nucleation of cracks due to oscillatory micro slip between contacting bodies. Therefore, a detailed knowledge of the interface conditions and the means of quantifying crack nucleation are very important, and will be the ultimate goal of this thesis. The analysis of an incomplete contact (Herzian contact) is considered first followed by various complete contacts. Fretting fatigue tests employing a Hertzian contact are analysed accurately by introducing several modifications needed to the classical formulation. With the total state of stress in a strip established, the crack tip stress intensity factor for a crack growing inward from the trailing edge of the contact is determined by the distributed dislocation technique. The results are then correlated with local solutions for the contact stress field which enable an estimate of the crack nucleation life, and hence a characteristic material property quantifying initiation, to be found. The interfacial contact pressure distribution beneath a complete sliding contact between elastically similar components, in the presence of friction, has been studied in detail, with particular reference to contacts whose edge angles are 60 degree, 90 degree and 120 degree. The possible types of behaviour at the edge of contacts, namely power order singularity, power order bounded and square root bounded, are discussed. A full understanding of the behaviour requires a detailed study of a characteristic equation, and this shows the kinds of pressure distribution to be anticipated, which can vary very markedly. The transition from power order behaviour to local separation and bounded behaviour is examined, and an appropriate asymptotic form developed. The problem of trapezium shaped punches pressed into a frictional, elastically similar half-plane, and subject to sequential normal and shear loading, under partial slip, is studied. Detailed considerations have again been given to the specific cases of 60 degree, 90 degree and 120 degree punches, and maps have been developed showing the initial mix of stick, slip and separation regions, together with the steady state response when the shearing force is cycled. Conditions for full stick are established.

This thesis analyzes the incomplete exchange rate pass-through effect on Mongolian economy and its implication on monetary policy under foreign and domestic shocks. The analysis is carried out in a small open economy New Keynesian DSGE model proposed by Monacelli (2005), where incomplete exchange rate pass-through is introduced via nominal rigidities on import prices. In order to accomplish the goal, we firstly derive the solutions of the model, calibrate the parameters, and finally simulate the impulse responses. Moreover, SVAR estimation is achieved to estimate the pass-through. Four main results are obtained. First, the exchange rate pass-through into import price and inflation is 0.69% and 0.49% respectively in short run, implying incomplete pass-through in Mongolia. Second, the exchange rate acts as a shock absorber for domestic productivity and foreign demand shock, but as a shock amplifier for domestic demand shock. Third, in case of incomplete pass-through the central bank of Mongolia is required to adjust the nominal interest rate more under the productivity shock, but less for the domestic and foreign demand shock. Finally, deviations from the law of one price contributes considerably to the variability of the output gap under the low pass-through. Therefore, considering incomplete pass-through in...

The purpose of the thesis is to provide a view into most significant modes of promissory note abusive conduct. This view consists of thorough analysis of sources, modes of operation, impacts and available prevention of issues related to promissory note and bill of exchange abuse. The domestic case law has been the primary source of the thesis. However, relevant literature and applicable laws have been reflected as well. The thesis is divided into four chapters. The first chapter deals with a brief historical introduction of the law of promissory notes and its deviations from private law concerning especially the ones related to promissory note abusive conduct. The current situation in the field of promissory notes in Czech Republic is also reviewed in this chapter. The second chapter is focused on the abstract nature of obligations arising from the promissory notes as from negotiable instruments. Furthermore, excessive claims based on security promissory note, separation of the security promissory note from secured receivable and abuse of the aval guarantee are introduced and examined. The third chapter provides a comprehensive view into incomplete instruments and agreements necessary to transfer them into negotiable instruments. The incomplete instrument abuse is also reviewed and distinguished...

The goal of this Thesis was to evaluate a possibility to solve systems of linear algebraic equations with the help of graphical processing units (GPUs). While such solvers for generally dense systems seem to be more or less a part of standard production libraries, the Thesis concentrates on this low-level parallelization of equations with a sparse system that still presents a challenge. In particular, the Thesis considers a specific algorithm of an approximate inverse decomposition of symmetric and positive definite systems combined with the conjugate gradient method. An important part of this work is an innovative parallel implementation. The presented experimental results for systems of various sizes and sparsity structures point out that the approach is rather promising and should be further developed. Summarizing our results, efficient preconditioning of sparse systems by approximate inverses on GPUs seems to be worth of consideration. Powered by TCPDF (www.tcpdf.org)

Student Number : 8804388Y - MSc Dissertation - School of Computational and Applied Mathematics - Faculty of Science / This dissertation considers the pricing and hedging of contingent claims in a general semimartingale market. Initially the focus is on a complete market, where it is possible to price uniquely and hedge perfectly. In this context the two fundamental theorems of asset pricing are explored. The market is then extended to incorporate risk that cannot be hedged fully, thereby making it incomplete. Using quadratic cost criteria, optimal hedging approaches are investigated, leading to the derivations of the minimal martingale measure and the variance-optimal martingale measure. These quadratic approaches are then applied to the problem of minimizing the basis risk that arises when an option on a non-traded asset is hedged with a correlated asset. Closed-form solutions based on the Black-Scholes equation are derived and numerical results are compared with those resulting from a utility maximization approach, with encouraging results.

A Análise de Preferência Conjunta (APC) é uma metodologia estatística bastante utilizada em estudos de comportamento do consumidor e do mercado em geral. Ela possibilita a realização de estudos sobre julgamentos individuais, tais como a aceita-bilidade e preferência por um determinado produto no momento da sua aquisição (ver Artes, 1991 e Friedmann, 1998). Em um estudo de preferência conjunta, são apresentadas configurações hipotéticas de um mesmo produto, que devem ser avaliadas segundo a preferência do respondente. O julgamento de um estímulo é denominado de valor de preferência que nada mais é do que a quantificação da preferência do indivíduo por um estímulo. Quanto maior o número de atributos e níveis utilizados na caracterização de um produto, mais real será sua descrição. No entanto, a complexidade dos estímulos e o número de configurações possíveis aumenta exponencialmente a cada novo atributo ou nível acrescentado, podendo comprometer a qualidade dos resultados de uma pesquisa. Este problema é contornado através da utilização de estímulos gerados através de planejamentos fracionários combinado na omissão de um ou mais atributos nos diferentes estímulos, conhecidos como perfis incompletos. Neste trabalho, pretende-se testar o efeito da ausência de atributos na classificação de estímulos e diferentes formas de imputação da informação faltante em uma aplicação sobre o efeito de características do emprego na satisfação do funcionário. / Conjoint Analysis is a statistic technique used in many behavior studies, product management and marketing researches. The conjoint method involves presenting customers with a test set of hypothetical products profiles and collecting their preferences. It\'s task is to identify some within a set of attributes those ones that are the most important for the research participants. Conjoint Analysis works better when the test set of profiles is small and the number of attributes is not so large. When a large number of attributes are considered in a conjoint study, the final number of possible profiles increase a lot. In this cases, fractional designs and incomplete profiles can be used to solve this problem. In this study will be tested the missing information efect in a conjoint study and will be compared some diferent imputations methods.

Thesis advisor: Peter Ireland / Thesis advisor: Matteo Iacoviello / The dissertation is composed by two chapters. In the first one, I study the role of credit constraints and incomplete markets in the short run transmission of monetary shocks, using the superneutrality result that would obtain from preference separability in the Sidrauski model under complete markets as a benchmark. I find that money demand heterogeneity stemming from binding credit constraints invalidates the superneutrality result. I show this result under two alternative settings. In a simple two agents model, with heterogeneity in the rates of time preference, whether positive shocks to the growth rate of money are expansionary or contractionary crucially depends on the transfer scheme adopted by the monetary authority to rebate seigniorage transfers: redistributional effects implied by symmetric lump-sum transfers are contractionary, while wealth-neutral transfers are expansionary. In a model with uninsurable idiosyncratic risk, the approximate aggregation property fails to hold due to the high degree of heterogeneity of money demand and to the properties of the cross-sectional distribution of money holdings, suggesting the inadequacy of the representative agent assumption and the need for a more elaborate approximation of the wealth distribution to predict prices. In the second chapter, we propose a real business cycle model with labor and credit market frictions in which borrowing is conditional on employment status. Relative to a conventional set up, and as long as credit is valued positively, our model generates a non-standard labor/leisure trade off that induces job applicants to accept lower wages and firms to post more vacancies, ultimately increasing employment. A shock to the demand of durable goods, by increasing the collateral value, reduce the opportunity cost of working, and generates an increase in employment and output. The transmission of a financial shock that increases the loan to value ratio, is dampened by the costs, in terms of leisure, incurred by the borrowers. We show that this mechanism is able to generate the positive comovement between outstanding household debt and employment observed in the data, whereas a conventional model, in which employment status is irrelevant for obtaining credit, predicts a counterfactual negative comovement. / Thesis (PhD) — Boston College, 2012. / Submitted to: Boston College. Graduate School of Arts and Sciences. / Discipline: Economics.

Técnicas de espectroscopia gama associadas ao estudo de mecanismos de reação têm sido alvo de estudos desenvolvidos em física nuclear. O sistema Saci-Perere (Sistema Ancilar de Cintiladores e Pequeno Espectrômetro de Radiação Eletromagnética com Rejeição de Espalhamento) foi utilizado para esse tipo de estudo a partir de três experiências de fusão-evaporação, sendo elas: 11B+100Mo, utilizando um alvo de 100Mo de 16 mg/cm2 e com Efeixe = 43 MeV , 10B+51V , utilizando três alvos de 51V de 0.2 mg/cm2 e com Efeixe = 33 MeV e 16O+51V , utilizando um alvo de 4.4 mg/cm2 em um backing evaporado de 197Au de 7.7mg/cm2 e com Efeixe = 70 MeV . Foram estudadas as relações entre as energias das transições gama, associadas a diferentes isótopos produzidos nessas reações, com a distribuição angular de partículas carregadas detectadas. Para esse fim, foram construídas e analisadas matrizes em coincidência temporal com partículas carregadas detectadas seletivamente em diferentes ângulos. Foram obtidas razões entre as intensidades dos picos de transições gama em coincidência com partículas carregadas a ângulos dianteiros com aqueles em coincidência com partículas detectadas a ângulos traseiros, em função da energia dos raios gama. Essas razões apresentam-se em faixas nitidamente distintas, de acordo com o isótopo analisado numa mesma reação. O aparecimento de razões distintas para diferentes isótopos foi inicialmente associada à presença de fusão incompleta na população de determinados núcleos residuais. Neste trabalho é demonstrado que, embora desejável, por favorecer a anisotropia na distribuição de partículas emitidas, a presença de fusão incompleta não é uma condição necessária para a obtenção de razões distintas. Foram estimadas as seções de choque experimentais e comparadas com os valores fornecidos pelo programa PACE ( Projection Angular Momentum Coupled Evaporation ), baseado no método de Monte Carlo, que prevê somente o caso de fusão completa. Para as reações 11B+100Mo e 16O+51 V foram feitas simulações para estimar os valores esperados das razões. As simulações foram feitas através do espectro de distribuição de partículas, previsto pelo programa PACE, transferido para o referencial de laboratório e integrado em ângulos restritos. Na reação 10B+51V, a utilização de alvos finos permitiu a determinação da contribuição de fusão incompleta através da análise do deslocamento Doppler das energias das transições gama, de onde foi possível obter a velocidade de recuo dos núcleos residuais e, consequentemente, a velocidade de recuo do sistema composto, comparando-a com o esperado nos casos de população através de fusão completa e incompleta. Os resultados apresentam a possibilidade de utilização das razões obtidas para as áreas das transições gama em função das energias dos raios gama, como ferramenta na identificação de transições canditadas como pertencentes a determinado isótopo emissor deste raio gama. / Techniques in gamma-ray spectroscopy, associated with reaction mechanism studies have been developed in nuclear physics. The Saci-Perere array (Sistema Ancilar de Cintiladores e Pequeno Espectrômetro de Radiação Eletromagnética com Rejeição de Espalhamento) was used for this kind of research in three fusion-evaporation reactions: 11B+100Mo (Eb = 43MeV ), with a target of 16mg/cm2 of 100Mo, 10B+51V (Eb = 33MeV), with three targets of 200ug/cm2 foils of 51V, and 16O+51V (Eb = 70MeV), with a target of a 4.4mg/cm2 foil of 51V on a evaporated 7mg/cm2 gold backing. There was studied the relationship between the energies of gamma transitions, associated to different isotopes produced in these reactions, with the angular distribution of emmited particles. For this purpose, there were constructed and analyzed gamma-gamma matrices in coincidence with selected charged particles at different angles. There were measured ratios of gamma-transitions intensities in coincidence with charged particles detected in forward and backward angles, as a function of the gamma-ray energy. These yield ratios are located in clearly different values according with the isotope analyzed in the same reaction. The obtainment of different yield ratios for different isotopes was initially associated with the presence of incomplete fusion in the production of determined residual nuclei. In this work is shown that, even if the presence of incomplete fusion increases the anisotropy in the angular distribution of emmited particles, it is not a necessary condition to obtain different yield ratios. The experimental cross-sections were estimated and compared with the values given by the Monte Carlo code PACE (Projection Angular Momentum Coupled Evaporation), which describe the case of complete fusion. For the reactions 11B+100Mo and 16O+51V, simulations to estimate the expected values of the yield ratios were made. The simulations were made using the spectrum of the angular distribution of emmited particles, given by code PACE, transferred to the laboratory frame and integrated in restrict angles. In the reaction 10B+51V, there were used thin targets, which enable us to determinate the contribution of incomplete fusion throught the analysis of the Doppler shift in the gamma transitions energies, making possible to obtain the recoil velocity of the residual nuclei and, as a consequence, the recoil velocity of the compound system, comparing with the expected in the case of population by complete and incomplete fusion. The results show it\'s possible to use the yield ratios obtained to differentiate candidate gamma transitions, as a useful tool for assigning individual transitions to specific isotopes produced in heavy-ion reactions.