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Made available in DSpace on 2015-05-14T12:36:31Z (GMT). No. of bitstreams: 1 arquivototal.pdf: 3624276 bytes, checksum: 0ea55302ad3ec4a70acb0d8b123b64b0 (MD5) Previous issue date: 2012-03-01 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / The complexity involved in the generation of medical applications based on Virtual Reality (VR) requires, in most cases, a specific knowledge in programming to manipulate these computer systems. A study in this dissertation noted that most frameworks with VR resources do not have application programming interface targeted for lay users. This fact applies in several areas, including health. In this context, the CyberMed highlights as a framework for developing medical applications based on VR. Another studying shows that health professionals will have to interact with systems in VR easy to use. Based on these results and other studies performed, this dissertation presents a study on Visual Programming (VP) in frameworks in health area and shows how this technique can help during process of interaction and generation of medical applications, with features in stereoscopy, collision, deformation and haptic sensing, for example, by non-programmers . As a result of this study, the architecture of VP system called CyberMedVPS is showed. It is based on VP techniques that enable VR application development by interaction predominantly graphical at VR frameworks to healthcare professionals. / A complexidade envolvida no processo de geração de aplicações médicas baseadas em Realidade Virtual (RV) exige, em sua maioria, um conhecimento específico em programação para manipular estes sistemas computacionais. Um estudo realizado neste trabalho observou que a maioria dos frameworks que geram aplicações baseadas em RV não possui interface de programação de aplicações voltada para usuários leigos. Isso se aplica em diversas áreas, inclusive na saúde. Neste contexto, se destaca o CyberMed como framework para desenvolvimento de aplicações médicas baseadas em RV. Outro levantamento realizado neste trabalho mostrou que os profissionais da área de saúde possuem vontade de interagir com sistemas em RV de fácil uso. Baseado nesses resultados e em outros estudos executados, esse trabalho apresentará um estudo sobre Programação Visual (PV) em frameworks na área de saúde e mostrará como essa técnica pode ajudar no processo de interação e de geração de aplicações médicas, com recursos de estereoscopia, colisão, deformação e sensação háptica, por exemplo, pelos usuários leigos em programação. Como resultado desse estudo, é apresentada a arquitetura de um Sistema de PV chamado de CyberMedVPS baseado em técnicas de PV e que possibilita o desenvolvimento de aplicações com recursos em RV por meio da interação predominantemente gráfica com frameworks baseados em RV pelos profissionais de saúde.

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Cette thèse est rédigée par articles. Les articles sont rédigés en anglais et le reste de la thèse est rédigée en français. / Le travail établit une équivalence en termes de puissance entre les tests basés sur la alpha-distance de covariance et sur le critère d'indépendance de Hilbert-Schmidt (HSIC) avec fonction caractéristique de distribution de probabilité stable d'indice alpha avec paramètre d'échelle suffisamment petit. Des simulations en grandes dimensions montrent la supériorité des tests de distance de covariance et des tests HSIC par rapport à certains tests utilisant les copules. Des simulations montrent également que la distribution de Pearson de type III, très utile et moins connue, approche la distribution exacte de permutation des tests et donne des erreurs de type I précises. Une nouvelle méthode de sélection adaptative des paramètres d'échelle pour les tests HSIC est proposée. Trois simulations, dont deux sont empruntées de l'apprentissage automatique, montrent que la nouvelle méthode de sélection améliore la puissance des tests HSIC. Le problème de tests d'indépendance entre deux vecteurs est généralisé au problème de tests d'indépendance mutuelle entre plusieurs vecteurs. Le travail traite aussi d'un problème très proche à savoir, le test d'indépendance sérielle d'une suite multidimensionnelle stationnaire. La décomposition de Möbius des fonctions caractéristiques est utilisée pour caractériser l'indépendance. Des tests généralisés basés sur le critère d'indépendance de Hilbert-Schmidt et sur la distance de covariance en sont obtenus. Une équivalence est également établie entre le test basé sur la distance de covariance et le test HSIC de noyau caractéristique d'une distribution stable avec des paramètres d'échelle suffisamment petits. La convergence faible du test HSIC est obtenue. Un calcul rapide et précis des valeurs-p des tests développés utilise une distribution de Pearson de type III comme approximation de la distribution exacte des tests. Un résultat fascinant est l'obtention des trois premiers moments exacts de la distribution de permutation des statistiques de dépendance. Une méthodologie similaire a été développée pour le test d'indépendance sérielle d'une suite. Des applications à des données réelles environnementales et financières sont effectuées. / The main result establishes the equivalence in terms of power between the alpha-distance covariance test and the Hilbert-Schmidt independence criterion (HSIC) test with the characteristic kernel of a stable probability distribution of index alpha with sufficiently small scale parameters. Large-scale simulations reveal the superiority of these two tests over other tests based on the empirical independence copula process. They also establish the usefulness of the lesser known Pearson type III approximation to the exact permutation distribution. This approximation yields tests with more accurate type I error rates than the gamma approximation usually used for HSIC, especially when dimensions of the two vectors are large. A new method for scale parameter selection in HSIC tests is proposed which improves power performance in three simulations, two of which are from machine learning. The problem of testing mutual independence between many random vectors is addressed. The closely related problem of testing serial independence of a multivariate stationary sequence is also considered. The Möbius transformation of characteristic functions is used to characterize independence. A generalization to p vectors of the alpha -distance covariance test and the Hilbert-Schmidt independence criterion (HSIC) test with the characteristic kernel of a stable probability distributionof index alpha is obtained. It is shown that an HSIC test with sufficiently small scale parameters is equivalent to an alpha -distance covariance test. Weak convergence of the HSIC test is established. A very fast and accurate computation of p-values uses the Pearson type III approximation which successfully approaches the exact permutation distribution of the tests. This approximation relies on the exact first three moments of the permutation distribution of any test which can be expressed as the sum of all elements of a componentwise product of p doubly-centered matrices. The alpha -distance covariance test and the HSIC test are both of this form. A new selection method is proposed for the scale parameter of the characteristic kernel of the HSIC test. It is shown in a simulation that this adaptive HSIC test has higher power than the alpha-distance covariance test when data are generated from a Student copula. Applications are given to environmental and financial data.

Submitted by Sara Ribeiro (sara.ribeiro@ucb.br) on 2018-06-18T18:53:22Z No. of bitstreams: 1 RafaeldeMoraisVargasDissertacao2018.pdf: 2179808 bytes, checksum: e2993cd35f13b4bd6411d626aefa0043 (MD5) / Approved for entry into archive by Sara Ribeiro (sara.ribeiro@ucb.br) on 2018-06-18T18:54:14Z (GMT) No. of bitstreams: 1 RafaeldeMoraisVargasDissertacao2018.pdf: 2179808 bytes, checksum: e2993cd35f13b4bd6411d626aefa0043 (MD5) / Made available in DSpace on 2018-06-18T18:54:14Z (GMT). No. of bitstreams: 1 RafaeldeMoraisVargasDissertacao2018.pdf: 2179808 bytes, checksum: e2993cd35f13b4bd6411d626aefa0043 (MD5) Previous issue date: 2018-02-27 / Given the importance of market risk measures, such as value at risk (VaR), in this paper, we compare traditionally accepted volatility forecast models, in particular, the GARCH family models, with more recent models such as HAR-RV and GAS in terms of the accuracy of their VaR forecasts. For this purpose, we use intraday prices, at the 5-minute frequency, of the S&P 500 index and the General Electric stocks, for the period from January 4, 2010 to December 30, 2013. Based on the tick loss function and the Diebold-Mariano test, we did not find difference in the predictive performance of the HAR-RV and GAS models in comparison with the Exponential GARCH (EGARCH) model, considering daily VaR forecasts at the 1% and 5% significance levels for the return series of the S&P 500 index. Regarding the return series of General Electric, the 1% VaR forecasts obtained from the HAR-RV models, assuming a t-Student distribution for the daily returns, are more accurate than the forecasts of the EGARCH model. In the case of the 5% VaR forecasts, all variations of the HAR-RV model perform better than the EGARCH. Our empirical study provides evidence of the good performance of HAR-RV models in forecasting value at risk. / Dada a importância de medidas de risco de mercado, como o valor em risco (VaR), nesse trabalho, comparamos modelos de previsão de volatilidade tradicionalmente mais aceitos, em particular, os modelos da família GARCH, com modelos mais recentes, como o HAR-RV e o GAS, em termos da acurácia de suas previsões de VaR. Para isso, usamos preços intradiários, na frequência de 5 minutos, do índice S&P 500 e das ações da General Electric, para o período de 4 de janeiro de 2010 a 30 de dezembro de 2013. Com base na função perda tick e no teste de Diebold-Mariano, não encontramos diferença no desempenho preditivo dos modelos HAR-RV e GAS em relação ao modelo Exponential GARCH (EGARCH), considerando as previsões de VaR diário a 1% e 5% de significância para a série de retornos do índice S&P 500. Já com relação à série de retornos da General Electric, as previsões de VaR a 1% obtidas a partir dos modelos HAR-RV, assumindo uma distribuição t-Student para os retornos diários, mostram-se mais acuradas do que as previsões do modelo EGARCH. No caso das previsões de VaR a 5%, todas as variações do modelo HAR-RV apresentam desempenho superior ao EGARCH. Nosso estudo empírico traz evidências do bom desempenho dos modelos HAR-RV na previsão de valor em risco.

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