To extract usable information from financial data the prices of financial instruments must be summarized in an efficient manner. Typically price quotes are sampled at discrete and equidistant points in time to create a time series of prices at fixed times. However, alternative methods that instead utilize certain changes in the price data, such as price changes or drawdowns, could potentially create time series with more relevant information. This thesis builds upon previous research on so called ”directional changes” to establish scaling laws using such alternative sampling methods. This has been studied extensively for foreign exchange rates, and some of those results are replicated in this thesis. But here we also extend the results to a new domain of instruments, namely futures. In addition, data sampled with different methods is investigated for predictability using a simple classifier for forecasting trend direction. The main findings are that the aforementioned scaling laws hold for the time period investigated (2016-2020), and that using other methods than the typical discrete time method yields a more predictable time series when it comes to price trend. / För att utvinna användbar information ur finansiell data måste priser för finansiella instrument sammanställas på ett effektivt sätt. För kvoteringsdata görs detta vanligtvis genom att sampla priser vid diskreta tidsintervall för att får en serie av priser vid fixa tidsintervall. Alternativa metoder som använder händelser i prisdatan, som ändringar eller nedgångar, kan dock potentiellt skapa tidserier med mer relevant information. Den här uppsatsen bygger på tidigare forskning om s.k. ”directional changes” för att fastställa skalagar med sådana alternativa samplingmetoder. Det här görs inte bara för valutapar utan även för ett fåtal terminskontrakt. Utöver det undersöks prediktabiliteten hos data samplad med olika metoder med en enkel klassificerare för framtida trendriktning. De huvudsakliga resultaten är att de nämnda skallagarna håller för den undersökta tidsperioden (2016-2020) och att användandet av andra samplingsmetoder än diskret tidssampling resulterar i mer förutsägbara tidsserier när det kommer till pristrender.

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The populations of the ghost-crab Ocypode quadrata have been evaluated as bioindicators at sandy beaches, but for this purpose some shortcomings need to be addressed. This study assessed several features of the species biology, from daily activity cycles to effectively its role as bioindicator. Between that, the occupation of burrows was evaluated at several morphodymically distinct beaches and it differed temporally, among the areas and within beach strata, indicating that assessing these populations through the indirect method require more caution. The period of the year after major cold fronts showed the most similar values between individuals and burrows, followed by the greater entrance of young recorded. No trend according to beach type was identified for mean size, dissipative beaches tended to have higher densities, while body growth performance index was higher at reflective beaches, gathering therefore both similarities and differences concerning the trends known for other crustaceans from these environments. The use of the species as bioindicator was effective and gathered distinct areas, through the use of a new method. Increasing levels of erosion were associated to increasing mean densities and mean sizes, followed by a sharp decrease of both, especially mean size. Connectivity breakage, e.g., armoring and vegetation removal, proved to be a threat to the populations structure, worsened when associated to erosion process, to an extent that compromise the populations viability. / As populações do caranguejo Ocypode quadrata, conhecido no Brasil como guaruçá ou maria-farinha, têm sido exploradas como bioindicadores da qualidade de praias arenosas, mas para tal algumas lacunas precisam ser preenchidas. Este trabalho levantou diversas características da espécie no litoral sudeste brasileiro, desde ciclos diários de atividade até sua aplicação como bioindicador. Nesse entremeio, as taxas de ocupação das tocas foram avaliadas em diversas praias morfodinamicamente distintas, sendo que houve variação temporal, entre praias e mesmo entre estratos de uma mesma praia, indicando que avaliações dessas populações através do método indireto requerem maior cautela. O período pós frentes frias teve o número de tocas e de animais mais semelhante, seguido da maior entrada de recrutas. O tamanho médio dos indivíduos não apresentou tendências de acordo com o tipo praial, a densidade de indivíduos foi maior nas praias dissipativas e a performance de crescimento estimada foi maior em praias reflexivas, agregando características tanto similares quanto opostas aos outros crustáceos desses ambientes. O uso da espécie como bioindicador foi válido e incorporou áreas distintas, através do emprego de um novo método. Níveis crescentes de erosão foram associados a um inicial aumento de densidade e tamanho médios, seguido de um decréscimo severo de ambos, especialmente de tamanho. A quebra de conectividade, e.g. construções e remoção da vegetação, foi também responsável pela alteração da estrutura das populações, sendo a condição agravada em casos de associação com erosão, a ponto de comprometer a viabilidade das populações.

The populations of the ghost-crab Ocypode quadrata have been evaluated as bioindicators at sandy beaches, but for this purpose some shortcomings need to be addressed. This study assessed several features of the species biology, from daily activity cycles to effectively its role as bioindicator. Between that, the occupation of burrows was evaluated at several morphodymically distinct beaches and it differed temporally, among the areas and within beach strata, indicating that assessing these populations through the indirect method require more caution. The period of the year after major cold fronts showed the most similar values between individuals and burrows, followed by the greater entrance of young recorded. No trend according to beach type was identified for mean size, dissipative beaches tended to have higher densities, while body growth performance index was higher at reflective beaches, gathering therefore both similarities and differences concerning the trends known for other crustaceans from these environments. The use of the species as bioindicator was effective and gathered distinct areas, through the use of a new method. Increasing levels of erosion were associated to increasing mean densities and mean sizes, followed by a sharp decrease of both, especially mean size. Connectivity breakage, e.g., armoring and vegetation removal, proved to be a threat to the populations structure, worsened when associated to erosion process, to an extent that compromise the populations viability. / As populações do caranguejo Ocypode quadrata, conhecido no Brasil como guaruçá ou maria-farinha, têm sido exploradas como bioindicadores da qualidade de praias arenosas, mas para tal algumas lacunas precisam ser preenchidas. Este trabalho levantou diversas características da espécie no litoral sudeste brasileiro, desde ciclos diários de atividade até sua aplicação como bioindicador. Nesse entremeio, as taxas de ocupação das tocas foram avaliadas em diversas praias morfodinamicamente distintas, sendo que houve variação temporal, entre praias e mesmo entre estratos de uma mesma praia, indicando que avaliações dessas populações através do método indireto requerem maior cautela. O período pós frentes frias teve o número de tocas e de animais mais semelhante, seguido da maior entrada de recrutas. O tamanho médio dos indivíduos não apresentou tendências de acordo com o tipo praial, a densidade de indivíduos foi maior nas praias dissipativas e a performance de crescimento estimada foi maior em praias reflexivas, agregando características tanto similares quanto opostas aos outros crustáceos desses ambientes. O uso da espécie como bioindicador foi válido e incorporou áreas distintas, através do emprego de um novo método. Níveis crescentes de erosão foram associados a um inicial aumento de densidade e tamanho médios, seguido de um decréscimo severo de ambos, especialmente de tamanho. A quebra de conectividade, e.g. construções e remoção da vegetação, foi também responsável pela alteração da estrutura das populações, sendo a condição agravada em casos de associação com erosão, a ponto de comprometer a viabilidade das populações.

This thesis is composed of six papers, all dealing with the issue of sampling from a finite population. We consider two different topics: real time sampling and distributions in sampling. The main focus is on Papers A–C, where a somewhat special sampling situation referred to as real time sampling is studied. Here a finite population passes or is passed by the sampler. There is no list of the population units available and for every unit the sampler should decide whether or not to sample it when he/she meets the unit. We focus on the problem of finding suitable sampling methods for the described situation and some new methods are proposed. In all, we try not to sample units close to each other so often, i.e. we sample with negative dependencies. Here the correlations between the inclusion indicators, called sampling correlations, play an important role. Some evaluation of the new methods are made by using a simulation study and asymptotic calculations. We study new methods mainly in comparison to standard Bernoulli sampling while having the sample mean as an estimator for the population mean. Assuming a stationary population model with decreasing autocorrelations, we have found the form for the nearly optimal sampling correlations by using asymptotic calculations. Here some restrictions on the sampling correlations are used. We gain most in efficiency using methods that give negatively correlated indicator variables, such that the correlation sum is small and the sampling correlations are equal for units up to lag m apart and zero afterwards. Since the proposed methods are based on sequences of dependent Bernoulli variables, an important part of the study is devoted to the problem of how to generate such sequences. The correlation structure of these sequences is also studied. The remainder of the thesis consists of three diverse papers, Papers D–F, where distributional properties in survey sampling are considered. In Paper D the concern is with unified statistical inference. Here both the model for the population and the sampling design are taken into account when considering the properties of an estimator. In this paper the framework of the sampling design as a multivariate distribution is used to outline two-phase sampling. In Paper E, we give probability functions for different sampling designs such as conditional Poisson, Sampford and Pareto designs. Methods to sample by using the probability function of a sampling design are discussed. Paper F focuses on the design-based distributional characteristics of the π-estimator and its variance estimator. We give formulae for the higher-order moments and cumulants of the π-estimator. Formulae of the design-based variance of the variance estimator, and covariance of the π-estimator and its variance estimator are presented.

The work presented in this thesis concerns the development and evaluation of new methods of sampling and analysis of organic pollutants in the indoor and outdoor environment. In Paper I, the development of a new method was reported for the determination of the brominated flame retardant tetrabromobisphenol A (TBBPA) in air using sampling with glass fiber filter and polyurethane foam (PUF), ultrasonic solvent extraction and liquid chromatography coupled to electrospray ionisation mass spectrometry (LC-ESI/MS). The MS fragmentation mechanism of TBBPA was thoroughly investigated and different acquisition modes were evaluated to achieve the most sensitive and selective detection. In Papers II and III, the potential use of Empore SPE membranes was evaluated for air sampling of volatile, semi-volatile and particle-associated organic compounds. Breakthrough studies conducted for 24h at air flows of 10- 20 L/min showed that the SPE membranes efficiently retains volatile and semi-volatile organophosphate esters and particles >10 nm. Effort was invested in the development of fast and environmental friendly methods, with low cost, for sample clean up and analysis. In Paper II, the sample preparation technique was dynamic solvent extraction with methanol coupled to LC-ESI/MS. The total run time per sample, including both extraction and separation, was less than 34 min, consuming only 1.6mL methanol. In Paper III, efficiency of selective extraction of polycyclic aromatic hydrocarbons from particulate matter sampled with Empore SPE membranes, using dynamic subcritical water extraction (DSWE) was investigated. Acceptable recoveries of the investigated compounds from reference material (SRM 1649a) were achieved. In Paper IV, the application of dynamic solid phase micro-extraction (SPME) air sampling was evaluated using, gas chromatography/positive ion chemical ionisation (GC/PICI) and tandem-MS detection for the determination of organophosphate esters in work environment.

Ce travail de recherche traite le problème inverse d’estimation de la distribution de tailles de particules (DTP) à partir des données de la diffusion dynamique de lumière (DLS). Les méthodes actuelles d’estimation souffrent de la mauvaise répétabilité des résultats d’estimation et de la faible capacité à séparer les composantes d’un échantillon multimodal de particules. L’objectif de cette thèse est de développer de nouvelles méthodes plus performantes basées sur les techniques d’inférence bayésienne et cela en exploitant la diversité angulaire des données de la DLS. Nous avons proposé tout d’abord une méthode non paramétrique utilisant un modèle « free-form » mais qui nécessite une connaissance a priori du support de la DTP. Pour éviter ce problème, nous avons ensuite proposé une méthode paramétrique fondée sur la modélisation de la DTP en utilisant un modèle de mélange de distributions gaussiennes. Les deux méthodes bayésiennes proposées utilisent des algorithmes de simulation de Monte-Carlo par chaînes de Markov. Les résultats d’analyse de données simulées et réelles montrent la capacité des méthodes proposées à estimer des DTPs multimodales avec une haute résolution et une très bonne répétabilité. Nous avons aussi calculé les bornes de Cramér-Rao du modèle de mélange de distributions gaussiennes. Les résultats montrent qu’il existe des valeurs d’angles privilégiées garantissant des erreurs minimales sur l’estimation de la DTP. / This research work treats the inverse problem of particle size distribution (PSD) estimation from dynamic light scattering (DLS) data. The current DLS data analysis methods have bad estimation results repeatability and poor ability to separate the components (resolution) of a multimodal sample of particles. This thesis aims to develop new and more efficient estimation methods based on Bayesian inference techniques by taking advantage of the angular diversity of the DLS data. First, we proposed a non-parametric method based on a free-form model with the disadvantage of requiring a priori knowledge of the PSD support. To avoid this problem, we then proposed a parametric method based on modelling the PSD using a Gaussian mixture model. The two proposed Bayesian methods use Markov chain Monte Carlo simulation algorithms. The obtained results, on simulated and real DLS data, show the capability of the proposed methods to estimate multimodal PSDs with high resolution and better repeatability. We also computed the Cramér-Rao bounds of the Gaussian mixture model. The results show that there are preferred angle values ensuring minimum error on the PSD estimation.

Results of water bug sampling ascertained by selected sampling methods (net trapping and different water light traps) were compared in this thesis. Selected ecological characteristic of taxocen, based on data gained by these methods, are calculated and compared. The water light trap with heterochromatic LEDs (white LEDs respectively) was found the most forceable method for sampling of both water bug species and their specimens.

No description available.

Random sampling is one of the most widely used means to build synopses of large datasets because random samples can be used for a wide range of analytical tasks. Unfortunately, the quality of the estimates derived from a sample is negatively affected by the presence of 'outliers' in the data. In this paper, we show how to circumvent this shortcoming by constructing outlier-aware sample synopses. Our approach extends the well-known outlier indexing scheme to multiple aggregation columns.