A method is presented for analysing a 2 x 2 factorial experiment in which the data consist cf relative rankings in pairwise comparisons. Maximum likelihood estimates are developed for the ratings of the various levels of each factor und for the treatment combinations. Likelihood ratio tests of the most important hypotheses likely to arise are derived in detail. The large sample approximations are used. In addition, the method is presented in a manner such that tests of other hypotheses in which the experimenter might be interested can easily be derived. The equations for the analysis of a factorial design of arbitrary size are presented, It can be seen, however, that the complexity of these equations render an attempt at their solution impractical in most cases and more work must be done if a useful method of analysing experiments of this, type is to be found. / Master of Science

With increased pressures from governmental and insurance agencies, today's physician devotes less time to patient care and more time to administration. To alleviate this problem, Biological & Popular Culture, Inc. (Biopop) proposed the building of partnerships with healthcare professionals to provide high-quality, cost-effective medical care in a physician network setting. To assist Biopop in evaluating potential operating procedures, a discrete-event simulation model has been constructed. The model is built in an object-oriented, visual manner utilizing the Visual Simulation Environment (VSE). The model examines both internal Biopop operations and external clinic operations. The research presented herein describes the design of the simulation model and details the analysis of the clinical environment. A methodology for determining appropriate staffing and physical resources in a clinical environment is presented. This methodology takes advantage of several simulation-based statistical techniques, including batch means; fractional factorial design; and simultaneous ranking, selection, and multiple comparisons. An explanation of the experimental design is provided and results of the experimentation are presented. Based upon the experimental results, conclusions are drawn and recommendations are made for an appropriate staffing and facility size for a two-physician family practice healthcare clinic. / Master of Science

To meet the requirements for the next generation of space missions, a paradigm shift is required from current structures that are static, heavy and stiff, to innovative structures that are adaptive, lightweight, versatile, and intelligent. This work proposes the use of a novel morphing structure, the thermally actuated anisogrid morphing boom, to meet the design requirements by making the primary structure actively adapt to the on-orbit environment. The proposed concept achieves the morphing capability by applying local and global thermal gradients and using the resulting thermal strains to introduce a 6 Degree of Freedom (DOF) morphing control. To address the key technical challenges associated with implementing this concept, the work is broken into four sections. First, the capability to develop and reduce large dynamic models using the Data Based Loewner-SVD method is demonstrated. This reduction method provides the computationally efficient dynamic models required for evaluation of the concept and the assessment of a vast number of loading cases. Secondly, a sensitivity analysis based parameter ranking methodology is developed to define parameter importance. A five parameter model correlation effort is used to demonstrate the ability to simplify complex coupled problems. By reducing the parameters to only the most critical, the resulting morphing optimization computation and engineering time is greatly reduced. The third piece builds the foundation for the thermal morphing anisogrid structure by describing the concept, defining the modeling assumptions, evaluating the design space, and building the performance metrics. The final piece takes the parameter ranking methodology, developed in part two, and the modeling capability of part three, and performs a trust-region optimization to define optimal morphing geometric configuration. The resulting geometry, optimized for minimum morphing capability, is evaluated to determine the morphing workspace, the frequency response capability, and the minimum and maximum morphing capability in 6 DOF. This work has demonstrated the potential and provided the technical tools required to model and optimize this novel smart structural concept for a variety of applications. / Ph. D. / To meet the requirements for the next generation of space missions, a paradigm shift is required from current structures that are static, heavy and stiff, to innovative structures that are adaptive, lightweight, versatile, and intelligent. This work proposes the combination of a unique structure with a new control method to provide a novel way to achieve smart structural adaptive (morphing) capability. This concept takes advantage of the natural expansion and contraction of materials caused by temperature changes (Coefficient of Thermal Expansion) to bend and twist the structure of interest into the desired configuration. By applying local heat (thermal energy) to induce temperature differences in the structure, the temperature induced material expansion (thermal strain) can be used to control and direct the structure into all different planes and rotations(X, Y, and Z displacements as well as the rotations in the X, Y, and Z axis). This structure is called an anisogrid boom. The potential applications of model range from passive thermal mitigation system to an active precision low frequency vibration control system. The anisogrid boom is a low mass and efficient structural configuration with a long history in aerospace applications. The thermally morphing anisogrid structure is made up of helical members (these members are heated and cooled to actively bend and twist the structure) and circumferential members (these members provide stability and rigidity to the structure). This work details the methods used to move and control the structure as well as the development of the technical capabilities required to effectively demonstrate the limits of the concept. To address the key technical challenges associated with implementing this concept, the work is broken into four sections. First, the method is detailed that is used to generate the large dynamic computer models and the method to reduce them using a model reduction method, Data Based Loewner-SVD. This reduction method provides the computationally-efficient dynamic models required for evaluation of the concept. Secondly, a novel methodology is discussed identifying the impact of an input parameter change on the resulting output, such that the parameters of importance can be ranked. This ranking provides insight into what parameters should be the focus for further evaluation and optimization. The last two sections address how these tools are used to demonstrate the performance of this novel morphing structure as a function of the geometric input parameters relative to multiple developed performance metrics. Finally, the structure is optimized to achieve the most accurate morphing possible so that the limits of the capability can be better understood. This work has demonstrated the potential and provided the technical tools required to model and optimize this novel smart structural concept for a variety of applications.

Die Supply Chain von Algen in Indonesien, insbesondere Karrageen und Agarprodukte, ist mit Störungen innerhalb der Unternehmen und in externen Netzwerken konfrontiert wie z. B. Quantität, Qualität, Preis und Infrastruktur. Sobald eine Störung in einem Teil der Supply Chain auftritt, kann diese die gesamte Wertschöpfungskette beeinflussen. Um eine nachhaltige Algenindustrie sicher zu stellen, bedarf es einer langzeitigen Planung. Hierbei kann das Supply Chain Risk Management (SCRM) helfen. SCRM umfasst vier kritische Stufen: Identifikation der Algen-Supply Chains, Identifikation und Kategorisierung der Risiken, Einschätzen der Risiken und Vermeidung der Risiken. Um die Algen-Supply Chains zu identifizieren, wurden Feldforschung, Tiefeninterviews und Literaturrecherchen durchgeführt. Die Feldstudie wurde in den Provinzen Süd-Sulawesi, West-Java, Ost-Java, Banten und West-Nusa Tenggara durchgeführt. Anschließend wurden die Algen-Supply Chains mit der Software Umberto NXT Universal 7.0 modelliert, um ein besseres Verständnis von den Material- und Energieflüssen zwischen den Hauptakteuren zu erhalten. Um die Risiken zu identifizieren und zu kategorisieren wurden Literaturrecherchen durchgeführt und die Delphi Methode angewandt, um potentielle Quellen der Risiken, ihre Gründe und ihre Effekte zu analysieren. Zur Einschätzung der Risiken wurde ein semi-quantitativer Ansatz gewählt, welcher auf Face-to-face Interviews zurückgreift. Dementsprechend wurde eine Risikokarte erstellt, welche die Wahrscheinlichkeiten und Effekte von ungünstigen Ereignissen widerspiegelt. Basierend auf den vorherigen Ergebnissen wurde die Intensität der Risiken in die folgenden fünf Kategorien unterteilt: vernachlässigbare, geringe, kritische, sehr kritische und katastrophale Risiken. Drei alternative Strategien zur Vermeidung der Risiken werden vorgeschlagen: der Bau einer kleinen Algen-Fabrik, große Algen-Herstellung und industrielle Algen-Cluster, welche direkt am Algenanbau angegliedert sein müssen. Um die Strategien zu bewerten wurde die Preference Ranking Organization Method for Enrichment Evaluation (PROMETHEE) angewandt, welche der multikriteriellen Entscheidungsanalyse zuzurechnen ist. Die Vermeidungsstrategien berücksichtigen  Nachhaltigkeitskriterien (Ökologie, Wirtschaft, Soziales) und Risikokriterien. Die Ergebnisse zeigen, dass Algen-Supply Chains mit vertikaler Kooperation, aus Algen-Lieferanten (Farmer, lokale Händler, Großhändler und Exporteure) und Algen-Herstellern (Carrageen- und Agarunternehmen) bestehen. Die meisten Algen-Farmer sind unabhängige Farmer, die die Möglichkeit haben die Algen entweder an lokale Händler oder andere je nach Präferenz verkaufen können. Lokale Händler spielen eine entscheidende Rolle hinsichtlich der finanziellen Unterstützung der Farmer, der technischen Informationen und des Marktzugangs. Indonesische Carrageen- und Agarhersteller weisen ein kontinuierliches Marktwachstum auf, insbesondere als Familienunternehmen. Die Risiken der Algen-Supply Chain werden in zwei Hauptkategorien unterteilt: interne und externe Risiken. Interne Risiken werden weiterhin in zwei Gruppen untergliedert: interne Unternehmensrisiken, welche aus Prozess- und Steuerungsrisiken bestehen, sowie externe Unternehmensrisiken, die Supply- und Nachfragerisiken umfassen. Externe Supply Chain Risiken, die aus externen Netzwerkketten resultieren, sind Risiken hinsichtlich regulatorischer Fragen, der Finanzierung, Infrastruktur als auch soziale und umweltbezogene Risiken. Als kritischstes Risiko für die Carrageen-Supply Chain wurde die mangelnde Qualität von E.cottonii rohgetrockneten Algen identifiziert. Weitere kritische Risiken der Agar-Supply Chain sind Quantitätsunsicherheiten, die Knappheit von Gracilaria roh getrockneten Algen sowie negative Umweltauswirkungen des Abwassers. Aus  der Fallstudie zu halb-raffinierten Karrageen resultierte das Clustern von Algen-Verarbeitungsbetrieben als ist die beste Risikovermeidungsstrategie sowohl für große als auch kleine Unternehmen. Nichtsdestotrotz kann sich das Clustern negativ auf die lokale Umwelt auswirken.

Made available in DSpace on 2015-03-05T19:14:41Z (GMT). No. of bitstreams: 0 Previous issue date: 29 / Nenhuma / O objetivo do estudo é a avaliação do desempenho econômico e financeiro de empresas calçadistas brasileiras. O estudo contextualiza-se no ambiente caracterizado a partir dos anos 1980, quando o mercado competitivo ultrapassou as fronteiras domésticas, exigindo das empresas maior eficiência na gestão de suas atividades, tendo na contabilidade uma das fontes de informações necessárias para orientar a adequada utilização dos recursos. A pesquisa se caracteriza como de natureza exploratória, quantitativa e documental. Para o desenvolvimento do estudo coletaram-se demonstrações contábeis correspondentes aos anos de 2000 a 2006 e relativas a 15 indústrias do setor calçadista brasileiro localizadas nas regiões Sul, Sudeste e Nordeste. O estudo, com base em 30 indicadores selecionados, possibilitou a análise do conjunto das empresas, por meio do índice-padrão de cada indicador. Em seguida, efetuou-se a análise dos indicadores por empresa. Visando testar o significado dos resultados da análise, foram aplicadas as técn / The objective of this study is to evaluate the economic and financial performance of the Footwear Industry from the 1980’s on, when the competitive market crossed the domestic frontier, demanding more efficiency from shoemaking companies regarding the management of their activities. Within this context, accountancy is seen as one of the necessary information sources to guide the proper use of resources. The study is exploratory, quantitative and documental in nature. Statements of financial accounting from 15 Brazilian shoemaking companies located in the South, Southeast and Northeast regions were collected from the year 2000 to 2006. The study was based on 30 selected indexes, which made possible to analyze the group of companies by the standard-index of each indicator. Following that, the index analysis of each company was made. In order to check the analysis results, typical value techniques were used as a comparative measure of the standard indexes and the statistical correlation tests. The companies ran

Submitted by Marcelo Bonança (marcelo.bonanca@vale.com) on 2014-10-31T17:02:59Z No. of bitstreams: 1 Dissertação_Marcelo Bonança.pdf: 792001 bytes, checksum: 5a68a41e5ddebd68c372493c95f262a8 (MD5) / Approved for entry into archive by Vitor Souza (vitor.souza@fgv.br) on 2014-11-25T17:15:41Z (GMT) No. of bitstreams: 1 Dissertação_Marcelo Bonança.pdf: 792001 bytes, checksum: 5a68a41e5ddebd68c372493c95f262a8 (MD5) / Approved for entry into archive by Vitor Souza (vitor.souza@fgv.br) on 2014-11-25T17:17:48Z (GMT) No. of bitstreams: 1 Dissertação_Marcelo Bonança.pdf: 792001 bytes, checksum: 5a68a41e5ddebd68c372493c95f262a8 (MD5) / Made available in DSpace on 2014-11-26T16:45:01Z (GMT). No. of bitstreams: 1 Dissertação_Marcelo Bonança.pdf: 792001 bytes, checksum: 5a68a41e5ddebd68c372493c95f262a8 (MD5) Previous issue date: 2014-05-19 / This study analyses the effects of diversification in risk and return among the major global mining players. To evaluate the diversification, firstly, we created a ranking that relates risk, degree of diversification and return of the companies. It was mandatory to create a data base with a series of revenues and proxies of cash generation by business, which is not fully provided by Bloomberg, Economática or other public data bases. We estimated the effects of diversification by using the CAPM to calculate the companies’ beta and basic statistics of the historical return series to find the Sharpe Index. We looked through the financial statements to understand more profoundly their businesses for a sample equivalent to 50% of the market capitalization of the top 100 mining companies of the world for the period from 2002 to 2014. Finally, we approached, as a study case, essential issues in the diversification as efficiency and discipline in capital allocation. Our study confirmed the presence of a negative correlation between risk and diversification degree. It also showed evidences which suggest that focused companies have better discipline in capital allocation, and hence, generate more value to their shareholders. / Neste trabalho, medimos os efeitos da diversificação sob o aspecto de risco e retorno entre os grandes players globais de mineração. Para avaliar a diversificação, primeiramente, foi criado um ranking que relaciona risco, grau de diversificação e retorno das empresas. Foi necessário montar um banco de dados com séries de receita e de proxies de geração de caixa por negócios, o qual não se encontra prontamente disponível na Bloomberg, Economática ou em outras bases de dados públicas. Estimamos os efeitos da diversificação fazendo o uso do CAPM para calcular o beta das empresas e das estatísticas básicas das séries históricas de retornos para encontrar o Índice de Sharpe. Examinamos os demonstrativos financeiros das empresas para entender com maior profundidade seus negócios para uma amostra equivalente a 50% do valor de mercado das top 100 empresas de mineração do mundo para o período entre 2002 e 2014. Por fim, abordamos, sob a forma de estudo de caso, questões relevantes na diversificação como a eficiência e a disciplina na alocação de capital. Nosso estudo confirmou que existe uma correlação negativa entre o risco e o grau de diversificação e que há sinais que sugerem que as companhias mais focadas possuem maior disciplina na alocação do capital, e, com isso geram mais valor para seus acionistas.

nÃo hà / This article analyzes the Brazilian stock mutual funds market, proposing dynamic rankings constructed from different risk-return performance metrics during the period from 1998 to 2009. We can evidence an unusual level of persistence, especially among the funds with better performance due to the expertise of managers. The quarterly rebalancing of portfolios based on these rankings allows us to infer that in scenarios characterized by economic boom, the equal weighted strategies in funds winners provide significant increases in average monthly earnings, risk reduction associated with diversification and consequent increase in performance in relation to market or sectoral benchmarks. This evidence is robust to the use of different performance metrics for the selection of funds, signaling that the shareholders of the winner funds require good performance not only in Sharpe, but also on other metrics, such as Treynor, Sortino and Calmar. In these optimistic scenarios, only the index of the industrial sector (INDX) provided values compatible with these portfolios of funds. However, in crisis scenarios, no strategy involving the funds can provide the levels characteristic of the hedging index of the electricity sector (IEE). It is possible to show that the majority of these strategies are dominated by the benchmarks on the riskreturn criteria, except for the value weighted portfolios composed by looser funds, a sign that the common shareholders of the big and passive funds may be experiencing higher levels of inertia. / Este artigo analisa o mercado de fundos de investimentos em aÃÃes no Brasil, propondo rankings dinÃmicos construÃdos a partir de diferentes mÃtricas de performances risco-retorno, durante o perÃodo de 1998 a 2009. à possÃvel evidenciar um nÃvel de persistÃncia incomum, principalmente dentre os fundos com melhor performance devido à expertise dos gestores. O rebalanceamento quadrimestral de portfolios com base nestes rankings permite inferir que em cenÃrios caracterizados por boom econÃmico ou recuperaÃÃo dos mercados financeiros, as estratÃgias com participaÃÃes iguais em fundos winners proporcionam aumentos significativos de ganhos mÃdios mensais, reduÃÃo de risco associado à diversificaÃÃo e consequente aumento de performance em relaÃÃo a benchmarks de mercado ou setoriais. Esta evidÃncia à robusta ao uso de diferentes mÃtricas de performance para seleÃÃo dos fundos, sinalizando que os cotistas dos fundos winners ativos exigem boa performance nÃo somente em Sharpe, mas tambÃm em outras mÃtricas, tais como os Ãndices de Treynor, Calmar e Sortino. Nestes cenÃrios otimistas, apenas o Ãndice do setor industrial (INDX) proporcionou valores compatÃveis aos destes portfolios de fundos. PorÃm, em cenÃrios de crise, nenhuma estratÃgia envolvendo os fundos consegue proporcionar os nÃveis de hedge caracterÃsticos do Ãndice do setor de energia elÃtrica (IEE), sendo possÃvel evidenciar que a maioria destas estratÃgias à dominada nos critÃrios de ganho-risco por Ãndices setorias ou de mercado, com exceÃÃo dos portfolios value weighted compostos por fundos loosers, um sinal de que os cotistas usuais dos grandes fundos passivos e indexados ao Ibovespa podem estar apresentando maior nÃvel de inÃrcia.

On s'attache dans cette thèse à plusieurs aspects liés à la résolution de problèmes multi-objectifs, sans se limiter au cas biobjectif. Nous considérons la résolution exacte, dans le sens de la détermination de l'ensemble des points non dominés, ainsi que la résolution approchée dans laquelle on cherche une approximation de cet ensemble dont la qualité est garantie a priori.Nous nous intéressons d'abord au problème de la détermination d'une représentation explicite de la région de recherche. La région de recherche, étant donné un ensemble de points réalisables connus, exclut la partie de l'espace des objectifs que dominent ces points et constitue donc la partie de l'espace des objectifs où les efforts futurs doivent être concentrés dans la perspective de déterminer tous les points non dominés.Puis nous considérons le recours aux algorithmes de séparation et évaluation ainsi qu'aux algorithmes de ranking afin de proposer une nouvelle méthode hybride de détermination de l'ensemble des points non dominés. Nous montrons que celle-ci peut également servir à obtenir une approximation de l'ensemble des points non dominés. Cette méthode est implantée pour le problème de l'arbre couvrant de poids minimal. Les quelques propriétés de ce problème que nous passons en revue nous permettent de spécialiser certaines procédures et d'intégrer des prétraitements spécifiques. L'intérêt de cette approche est alors soutenu à l'aide de résultats expérimentaux. / This thesis deals with several aspects related to solving multi-objective problems, without restriction to the bi-objective case. We consider exact solving, which generates the nondominated set, and approximate solving, which computes an approximation of the nondominated set with a priori guarantee on the quality.We first consider the determination of an explicit representation of the search region. The search region, defined with respect to a set of known feasible points, excludes from the objective space the part which is dominated by these points. Future efforts to find all nondominated points should therefore be concentrated on the search region.Then we review branch and bound and ranking algorithms and we propose a new hybrid approach for the determination of the nondominated set. We show how the proposed method can be adapted to generate an approximation of the nondominated set. This approach is instantiated on the minimum spanning tree problem. We review several properties of this problem which enable us to specialize some procedures of the proposed approach and integrate specific preprocessing rules. This approach is finally supported through experimental results.

La première partie de cette thèse introduit de nouveaux algorithmes de décomposition parcimonieuse de signaux. Basés sur Matching Pursuit (MP) ils répondent au problème suivant : comment réduire le temps de calcul de l'étape de sélection de MP, souvent très coûteuse. En réponse, nous sous-échantillonnons le dictionnaire à chaque itération, en lignes et en colonnes. Nous montrons que cette approche fondée théoriquement affiche de bons résultats en pratique. Nous proposons ensuite un algorithme itératif de descente de gradient par blocs de coordonnées pour sélectionner des caractéristiques en classification multi-classes. Celui-ci s'appuie sur l'utilisation de codes correcteurs d'erreurs transformant le problème en un problème de représentation parcimonieuse simultanée de signaux. La deuxième partie expose de nouvelles inégalités de concentration empiriques de type Bernstein. En premier, elles concernent la théorie des U-statistiques et sont utilisées pour élaborer des bornes en généralisation dans le cadre d'algorithmes de ranking. Ces bornes tirent parti d'un estimateur de variance pour lequel nous proposons un algorithme de calcul efficace. Ensuite, nous présentons une version empirique de l'inégalité de type Bernstein proposée par Freedman [1975] pour les martingales. Ici encore, la force de notre borne réside dans l'introduction d'un estimateur de variance calculable à partir des données. Cela nous permet de proposer des bornes en généralisation pour l'ensemble des algorithmes d'apprentissage en ligne améliorant l'état de l'art et ouvrant la porte à une nouvelle famille d'algorithmes d'apprentissage tirant parti de cette information empirique. / The first part of this thesis introduces new algorithms for the sparse encoding of signals. Based on Matching Pursuit (MP) they focus on the following problem : how to reduce the computation time of the selection step of MP. As an answer, we sub-sample the dictionary in line and column at each iteration. We show that this theoretically grounded approach has good empirical performances. We then propose a bloc coordinate gradient descent algorithm for feature selection problems in the multiclass classification setting. Thanks to the use of error-correcting output codes, this task can be seen as a simultaneous sparse encoding of signals problem. The second part exposes new empirical Bernstein inequalities. Firstly, they concern the theory of the U-Statistics and are applied in order to design generalization bounds for ranking algorithms. These bounds take advantage of a variance estimator and we propose an efficient algorithm to compute it. Then, we present an empirical version of the Bernstein type inequality for martingales by Freedman [1975]. Again, the strength of our result lies in the variance estimator computable from the data. This allows us to propose generalization bounds for online learning algorithms which improve the state of the art and pave the way to a new family of learning algorithms taking advantage of this empirical information.

Empty answers are a major problem by processing pattern matching queries in graph databases. Especially, there can be multiple reasons why a query failed. To support users in such situations, differential queries can be used that deliver missing parts of a graph query. Multiple heuristics are proposed for differential queries, which reduce the search space. Although they are successful in increasing the performance, they can discard query subgraphs relevant to a user. To address this issue, the authors extend the concept of differential queries and introduce top-k differential queries that calculate the ranking based on users’ preferences and significantly support the users’ understanding of query database management systems. A user assigns relevance weights to elements of a graph query that steer the search and are used for the ranking. In this paper the authors propose different strategies for selection of relevance weights and their propagation. As a result, the search is modelled along the most relevant paths. The authors evaluate their solution and both strategies on the DBpedia data graph.