Conselho Nacional de Desenvolvimento Científico e Tecnológico / The diameter distribution through of mathematical formulations can be a factor of importance to the planning and control of forest activities, determining the production and growth of the trees, allowing the knowledge of future productions of stand. The objective of this study is determine the distribution of frequencies per diameter class and a prognosis model of density probability in a stand of Pinus taeda L. without thinning, in different ages and spacing. To the determination if the diameter distribution were used the probabilities distributions Normal, Weibull, Ln-normal and Gamma, through of procedure CAPABILITY (Proc Capability) of statistical program SAS. To determine the prognosis of probability of frequencies per diameter class were applied the method proposed by Cao (2004), through of Weibull distribution with two parameters, processed and adjusted using the statistical program SAS. The experimental design used was randomized blocks, with nine treatments, each treatment consists of three repetitions. The analyses were made only to the treatments with spacing 2 x 2 m 2 x 3 m, on the ages of 6, 8, 10, 12, 14, 16 and 18 years old. The results indicated that the Normal distribution have the best adjustment on the ages of 6, 8 and 10 years for both spacing 2 x 2 m and for the 2 x 3 m. In the age of 12, 14, 16 and 18 years the Ln-normal distribution is that best represents the distribution per diameter class in spacing 2 x 2 m, and the Gamma distribution for the spacing 2 x 3 m. The study of prognosis of frequency distribution by diameter class is represented effectively by Weibull distribution, adjusted by the method of Cao (2004), for spacing 2 x 2 m 2 x 3, at all ages evaluated. / A distribuição diamétrica, por meios de formulações matemáticas, pode ser um fator de relevante importância para o planejamento e controle das atividades florestais, determinação da produção e do crescimento das árvores, além de possibilitar o conhecimento de produções futuras do povoamento. O objetivo do presente estudo é determinar a distribuição de freqüência por classe diamétrica e um modelo de prognose de densidade probabilística em um povoamento de Pinus taeda L. sem desbastes, em diferentes idades e espaçamentos. Para a determinação da distribuição diamétrica, foram utilizadas as distribuições de probabilidade Normal, Weibull, Ln-normal e Gama por meio do procedimento CAPABILITY (Proc Capability) do pacote estatístico SAS. Para determinar a prognose da probabilidade de freqüências por classe de diâmetro, foi aplicado o método proposto por Cao (2004), por meio da distribuição Weibull com dois parâmetros, processadas e ajustadas utilizando o programa SAS. O delineamento experimental foi em blocos ao acaso, com nove tratamentos, cada tratamento constituído por três epetições. As análises foram realizadas para os tratamentos com espaçamento 2 x 2 m e 2 x 3 m, nas idades de 6, 8, 10, 12, 14, 16 e 18 anos. Os resultados indicaram que a distribuição Normal apresenta o melhor ajuste nas idades iniciais de 6, 8 e 10 anos, tanto para o espaçamento 2 x 2 m quanto para o de 2 x 3 m. Nas idades de 12, 14, 16 e 18 anos a distribuição a distribuição Ln-normal é a que melhor representa a distribuição por classe diamétrica no espaçamento 2 x 2 m, e a distribuição Gama para o espaçamento 2 x 3 m. O estudo da prognose da distribuição de freqüência por classe diamétrica é eficiente quando representada pela distribuição Weibull, ajustada pelo método de Cao (2004), para os espaçamentos 2 x 2 m e 2 x 3, em todas as idades avaliadas.

Magister Scientiae - MSc / We investigate the use of noise degraded facial images in the application of facial expression recognition. In particular, we trained Gabor+SVMclassifiers to recognize facial expressions images with various types of noise. We applied Gaussian noise, Poisson noise, varying levels of salt and pepper noise, and speckle noise to noiseless facial images. Classifiers were trained with images without noise and then tested on the images with noise. Next, the classifiers were trained using images with noise, and then on tested both images that had noise, and images that were noiseless. Finally, classifiers were tested on images while increasing the levels of salt and pepper in the test set. Our results reflected distinct degradation of recognition accuracy. We also discovered that certain types of noise, particularly Gaussian and Poisson noise, boost recognition rates to levels greater than would be achieved by normal, noiseless images. We attribute this effect to the Gaussian envelope component of Gabor filters being sympathetic to Gaussian-like noise, which is similar in variance to that of the Gabor filters. Finally, using linear regression, we mapped a mathematical model to this degradation and used it to suggest how recognition rates would degrade further should more noise be added to the images. / South Africa

Les travaux présentés dans ce mémoire de thèse représentent une contribution au problème de diagnostic des Systèmes à Evénements Discrets (SEDs). L'objectif de ce travail est dans un premier temps une proposition d'une démarche de diagnostic en exploitant l'aspect temporel caractérisant l'occurrence des événements. Pour cela, le système est modélisé par des graphes temporels appartenant au formalisme des automates temporisés. L'approche est conçue selon une architecture décentralisée afin d'éviter toute explosion combinatoire dans la construction des modèles. Elle a permis la détection et localisation des défauts abruptes survenant sur les équipements notamment en combinant des conditions d'autorisation d'événements et des fonctions de non-occurrence d'événements.Dans un second temps, les défauts graduels issus du process sont considérés. Pour cela, les contraintes temporelles exprimant les dates d'occurrence des événements dans les Templates et les Chroniques sont modélisées par des distributions de probabilités (DPs). Celles-ci sont utilisées afin de caractériser un fonctionnement normal, dégradé ou défaillant de chaque sous-système avec un certain degré de certitude. Cette identification du fonctionnement est représentée par la valeur d'un indicateur de dégradation. / The work presented in this thesis represents a contribution to the problem of diagnosis in discrete event systems (DES). The objective of our work consists in a proposition for a diagnostic approach by exploiting the temporal aspect which characterizing the occurrence of events. For this, the system is modeled by temporal graphs belonging to the timed automata formwork. The approach is designed according to the decentralized architecture to avoid any combinatorial explosion in the construction of the models. It has allowed the detection and isolation of abrupt faults occurring on equipment by combining the enablement conditions of events and the Boolean functions for the non-occurrence of events.Secondly, gradual faults coming from the process its self are considerate. For this, time constraints expressing the dates of occurrence of events in the Templates and Chronicles are modeled by probability distributions (PDs). These are used to characterize normal, degraded or failed functioning of each subsystem with a degree of certainty. Identification of this functioning mode is represented by the value of a degradation indicator.

[pt] Na Termodinâmica estocástica, o calor é uma variável aleatória que flutua estatisticamente e, portanto, precisa ser investigada por meio de métodos estatísticos. Para compreender essa quantidade, a investigamos em diversos sistemas, como superamortecidos, subamortecidos, não-lineares, isotérmicos e não-isotérmicos. Os resultados aqui obtidos podem ser divididos em duas contribuições: a caracterização das distribuições de calor e dos momentos para diferentes sistemas, e a correção da fórmula do calor para sistemas superamortecidos, onde descobrimos a necessidade de incluir a energia cinética, que era previamente ignorada na literatura. Esta tese tem como foco a compreensão do calor, quantidade fundamental na termodinâmica estocástica. / [en] In Stochastic Thermodynamics, heat is a random variable that statistically fluctuates and therefore needs to be investigated using statistical methods. To understand this quantity, we investigated it for various systems, overdamped, underdamped, nonlinear, isothermal, and non-isothermal. The resultsobtained here can be divided into two contributions, the characterization ofthe distributions of heat and the moments in these different systems, and thecorrection of the formula of heat for overdamped systems, where we discoveredthe need to include the kinetic energy that was previously ignored in the literature. This thesis focuses on understanding heat, a quantity that is fundamentalin stochastic thermodynamics.

Es werden verschiedene Stetigkeitskonzepte, die in der statistischen Theorie und Methodik eine Rolle spielen, erläutert.

The issue of forecasting the future price of risky financial assets has attracted academia and business practice since the inception of the stock exchange. Also due to the just finished financial crisis, which was the worst crisis since the Great Depression, it is clear that research in this area has not been finished yet. On the contrary, new challenges have been raised. The main goal of the thesis is the demonstration of the significant information potential which is hidden in option market prices. These prices contain informations on probability distribution of the underlying asset returns and the risk connected with these returns. Other objectives of the thesis are the forecast of the underlying asset price distribution using parametric and nonparametric estimates, the improvement of this forecast using the utility function of the representative investor, the description of the current market sentiment and the determination of the risk premium, especially the risk premium on Czech market. The thesis deals with the forecast of the underlying asset price probability distribution implied by the current option market prices using parametric and nonparametric estimates. The resulting distribution is described by the moment characteristics which represent a valuable tool for analyzing the current market sentiment. According to the theory, the probability distribution of the underlying asset price implied by option prices is risk neutral, i.e. it applies only to risk neutral investors. The theory further implies that the distribution of real world can be derived from the risk neutral distribution using utility function of the representative investor. The inclusion of a utility function of representative investor improves the forecast of the underlying asset price distribution. Three different utility functions of traditional risk theory are used in the thesis. These functions range from the simple power function to the general function of hyperbolic absolute risk aversion (HARA). Further, Friedman-Savage utility function is used. This function allows both a risk averse investor and a risk loving investor. The thesis also answers the question: Are the current asset prices at so high level that the purchase of the asset means a gamble? The risk premium associated with investing in the risky asset is derived in the thesis. The risk premium can be understood as the premium demanded by investors for investment in a risky asset against the investment in a riskless asset. All the theoretical methods introduced in the thesis are demonstrated on real data coming from two different markets. Developing market is represented by shares of CEZ and developed market is represented by S&P 500 futures. The thesis deals with demonstrations in single point in time as well as in available history of the data. The forecasts of the underlying asset price distribution and the relating risk premium are constructed in the available data history. The goals and the objectives of the thesis have been achieved. The contribution of the thesis is the development of parametric and nonparametric methodology for estimating the underlying asset price probability distribution implied by the option market prices so that the nature of the particular market and instrument is captured. The further contribution of the thesis is the construction of the forecasts of the underlying asset price distribution and the construction of the market sentiment in the available history of data. The contribution of the thesis is also the construction of the market risk premium in the available history and the establishment of the hypothesis that the markets gamble before the crisis.

Investments in space systems are substantial, indivisible, and irreversible, characteristics that make them high-risk, especially when coupled with an uncertain demand environment. Traditional approaches to system design and acquisition, derived from a performance- or cost-centric mindset, incorporate little information about the spacecraft in relation to its environment and its value to its stakeholders. These traditional approaches, while appropriate in stable environments, are ill-suited for the current, distinctly uncertain and rapidly changing technical, and economic conditions; as such, they have to be revisited and adapted to the present context. This thesis proposes that in uncertain environments, decision-making with respect to space system design and acquisition should be value-based, or at a minimum value-informed. This research advances the value-centric paradigm by providing the theoretical basis, foundational frameworks, and supporting analytical tools for value assessment of priced and unpriced space systems. For priced systems, stochastic models of the market environment and financial models of stakeholder preferences are developed and integrated with a spacecraft-sizing tool to assess the system's net present value. The analytical framework is applied to a case study of a communications satellite, with market, financial, and technical data obtained from the satellite operator, Intelsat. The case study investigates the implications of the value-centric versus the cost-centric design and acquisition choices. Results identify the ways in which value-optimal spacecraft design choices are contingent on both technical and market conditions, and that larger spacecraft for example, which reap economies of scale benefits, as reflected by their decreasing cost-per-transponder, are not always the best (most valuable) choices. Market conditions and technical constraints for which convergence occurs between design choices under a cost-centric and a value-centric approach are identified and discussed. In addition, an innovative approach for characterizing value uncertainty through partial moments, a technique used in finance, is adapted to an engineering context and applied to priced space systems. Partial moments disaggregate uncertainty into upside potential and downside risk, and as such, they provide the decision-maker with additional insights for value-uncertainty management in design and acquisition. For unpriced space systems, this research first posits that their value derives from, and can be assessed through, the value of information they provide. To this effect, a Bayesian framework is created to assess system value in which the system is viewed as an information provider and the stakeholder an information recipient. Information has value to stakeholders as it changes their rational beliefs enabling them to yield higher expected pay-offs. Based on this marginal increase in expected pay-offs, a new metric, Value-of-Design (VoD), is introduced to quantify the unpriced system's value. The Bayesian framework is applied to the case of an Earth Science satellite that provides hurricane information to oil rig operators using nested Monte Carlo modeling and simulation. Probability models of stakeholders' beliefs, and economic models of pay-offs are developed and integrated with a spacecraft payload generation tool. The case study investigates the information value generated by each payload, with results pointing to clusters of payload instruments that yielded higher information value, and minimum information thresholds below which it is difficult to justify the acquisition of the system. In addition, an analytical decision tool, probabilistic Pareto fronts, is developed in the Cost-VoD trade space to provide the decision-maker with additional insights into the coupling of a system's probable value generation and its associated cost risk.

The performance of building envelopes and roofing systems significantly depends on accurate knowledge of wind loads and the response of envelope components under realistic wind conditions. Wind tunnel testing is a well-established practice to determine wind loads on structures. For small structures much larger model scales are needed than for large structures, to maintain modeling accuracy and minimize Reynolds number effects. In these circumstances the ability to obtain a large enough turbulence integral scale is usually compromised by the limited dimensions of the wind tunnel meaning that it is not possible to simulate the low frequency end of the turbulence spectrum. Such flows are called flows with Partial Turbulence Simulation. In this dissertation, the test procedure and scaling requirements for tests in partial turbulence simulation are discussed. A theoretical method is proposed for including the effects of low-frequency turbulences in the post-test analysis. In this theory the turbulence spectrum is divided into two distinct statistical processes, one at high frequencies which can be simulated in the wind tunnel, and one at low frequencies which can be treated in a quasi-steady manner. The joint probability of load resulting from the two processes is derived from which full-scale equivalent peak pressure coefficients can be obtained. The efficacy of the method is proved by comparing predicted data derived from tests on large-scale models of the Silsoe Cube and Texas-Tech University buildings in Wall of Wind facility at Florida International University with the available full-scale data. For multi-layer building envelopes such as rain-screen walls, roof pavers, and vented energy efficient walls not only peak wind loads but also their spatial gradients are important. Wind permeable roof claddings like roof pavers are not well dealt with in many existing building codes and standards. Large-scale experiments were carried out to investigate the wind loading on concrete pavers including wind blow-off tests and pressure measurements. Simplified guidelines were developed for design of loose-laid roof pavers against wind uplift. The guidelines are formatted so that use can be made of the existing information in codes and standards such as ASCE 7-10 on pressure coefficients on components and cladding.

The result of my dissertation justifies the use of fuzzy-sets theory to make a prediction of cost risk of a PPP project, when there is not enough information available to clearly describe the project, and, when the probability distributions of the variables that characterize the project are unknown. I showed that fuzzy-sets theory and linguistic variables may be effectively used in such a case. In this thesis were classified different types of uncertainty and investigated traditional methods for estimating efficiency of a investment project in conditions of uncertainty. On the basis of the analysis were offered new ways of conducting risk analysis for PPP projects with use of fuzzy sets theory. The main goal was to create an application model for risk assessment of the PPP project which, with a high degree of reliability, suggests a general assessment of situation. The goal set in my work was met. Model of risk assessment of the project proposed by me gives more stable results in comparison with the probabilistic model. For comparison were used different types of probability distribution functions and membership functions. The following conclusions and statements describe the novelty of the work on fuzzy logic and economic theory: develops a method of cash-flow (future expenditure connected with the appearance of risk) modeling of investment project in fuzzy environment, demonstrates the use of fuzzy sets theory in projects analyses and describes how to calculate and interpret this value, demonstrates example of the use of results applied to the analysis of infrastructure development project in Moscow, Russia. The possibility of using this method is not only in the analysis of infrastructure development projects, but also in realization of non-commercial projects by social institutes and government agencies.

Dans cette thèse nous développons et améliorons des attaques de systèmes cryptographiques. Un nouvel algorithme de décomposition de signal appelé transformation de Hilbert-Huang a été adapté pour améliorer l’efficacité des attaques parcanaux auxiliaires. Cette technique permet de contrecarrer certaines contre-mesures telles que la permutation d’opérations ou l’ajout de bruit à la consommation de courant. La seconde contribution de ce travail est l’application de certaines distributions statistiques de poids de Hamming à l’attaque d’algorithmes de chiffrement par bloc tels que AES, DES ou LED. Ces distributions sont distinctes pour chaque valeur de sous-clef permettent donc de les utiliser comme modèles intrinsèques. Les poids de Hamming peuvent être découverts par des analyses de canaux auxiliaires sans que les clairs ni les chiffrés ne soient accessibles. Cette thèse montre que certaines contremesures peuvent parfois faciliter des attaques. Les contre-mesures contagieuses proposées pour RSA protègent contre les attaques par faute mais ce faisant et moyennant des calculs additionnels facilitent la découverte de la clef. Finalement, des contre-mesures à faible complexité calculatoire sont proposées. Elles sont basées sur le masquage antagoniste, c’est-à-dire, l’exécution d’une opération d’équilibrage sur des données sensibles pour masquer la consommation de courant. / The goal of the thesis is to develop and improve methods for defeating protected cryptosystems. A new signal decompositionalgorithm, called Hilbert Huang Transform, was adapted to increase the efficiency of side-channel attacks. This technique attempts to overcome hiding countermeasures, such as operation shuffling or the adding of noise to the power consumption. The second contribution of this work is the application of specific Hamming weight distributions of block cipher algorithms, including AES, DES, and LED. These distributions are distinct for each subkey value, thus they serve as intrinsic templates. Hamming weight data can be revealed by side-channel and fault attacks without plaintext and ciphertext. Therefore these distributions can be applied against implementations where plaintext and ciphertext are inaccessible. This thesis shows that some countermeasures serve for attacks. Certain infective RSA countermeasures should protect against single fault injection. However, additional computations facilitate key discovery. Finally, several lightweight countermeasures are proposed. The proposed countermeasures are based on the antagonist masking, which is an operation occurring when targeting data processing, to intelligently mask the overall power consumption.