Apresentamos algumas aplicações de ferramentas estatísticas que são comumente utilizadas na melhoria da qualidade de processos industriais. Inicialmente, desenvolveu-se procedimentos para testar a competência de laboratórios que participam de programas de ensaios de proficiência. Em situações onde os laboratórios medem várias vezes no mesmo ponto, utilizou-se o modelo de erros de medição, proposto por Jaech [39](1985). Além disso, a inferência sobre os parâmetros de tendência aditiva foi generalizada para a classe de distribuições elípticas. A competência dos laboratórios é avaliada pelo teste da razão de verossimilhança generalizada, do qual, obtemos a distribuição exata para a estatística proposta. Em situações onde os laboratórios medem várias vezes em vários pontos e a variável em análise apresenta variações naturais, utilizou-se o modelo com erro nas variáveis. Diante disso, vamos estender o modelo estrutural definido em Barnett [13] (1969) para o modelo ultra-estrutural com réplicas. Neste caso, vamos avaliar não somente a tendência aditiva, mas também, a tendência multiplicativa, ou seja, avaliar a linearidade das medições. As estimativas dos parâmetros foram obtidas via procedimento do algorítmo EM, com isso, desenvolvemos os teste de Wald, razão de verossimilhança e escore para avaliar a competência dos laboratórios. Nos dois modelos propostos, generalizamos o erro normalizado (En) sugerido pelo Guia 43 [37] para testar a competência dos laboratórios participantes de programas de ensaio de proficiência. Apresentamos também, um procedimento para calcular índices de performance para processos univariados e multivariados. Nestes casos, consideramos que a distribuição dos dados segue uma distribuição Normal assimétrica. Além disso, apresentamos uma análise de simulação onde concluímos que a presença de assimetria nos dados pode causar interpretações erradas sobre o processo, quando a distribuição assumida para os dados é a Normal / We present some applications of statistical tools that are used in the improvement of the quality of industrial processes. Initially, we develop procedures to test the ability of laboratories that participate of programs of proficiency test. In situations where the laboratories measure several times in the same point, we use the model of errors of measurement, considered for Jaech [39](1985). Moreover, the inference on the parameters additive bias was generalized for the class of elliptical distributions. The ability of the laboratories is evaluated by the generalized likelihood ratio test, of which, we get the accurate distribution for the statistics proposal. In situations where the laboratories measure some times in some points and the variable in analysis presents natural variations, uses the model with error in the variable. With this, we go to extend the model structural defined in Barnett [13] (1969) for the ultrastructural model with replicate. In this case, we go to not only evaluate the bias additive, but also, the bias multiplicative, that is, to evaluate the linearity of the measurements. The estimates of the parameters had been gotten by the procedure of the EM algorithm, with this, develop of Wald, likelihood ratio and score test to evaluate the ability of the laboratories. In the two considered models, we generalize the normalized error (En) suggested for Guide 43 [37] to test the ability of the participant laboratories of programs of proficiency test. We also present, a procedure to calculate index of performance for univariate and multivariate processes. In these cases, we consider that the distribution of the data follows a skew Normal distribution. Moreover, we present a simulation analysis where we conclude that the presence of asymmetry in the data can cause interpretations missed on the process, when the distribution assumed for the data is the Normal

Les codes espace-temps sont des codes correcteurs dédiés aux transmissions MIMO. Mathématiquement, un code espace-temps est un ensemble fini de matrices complexes. Ses performances dépendent de plusieurs critères, dont la distance minimale en métrique rang. Les codes de Gabidulin sont des codes dans cette métrique, connus pour leur optimalité et pour l'existence d'algorithmes de décodage efficaces. C'est pourquoi ils sont utilisés pour concevoir des codes espace-temps. La principale difficulté est alors de construire des matrices complexes à partir de matrices binaires. Les travaux présentés dans ce documents consistent à généraliser les codes de Gabidulin à des corps de nombres, en particulier des extensions cyclique. Nous verrons qu'ils ont les mêmes propriétés que leurs analogues sur les corps finis. Nous étudierons plusieurs modèles d'erreurs et d'effacements et présenterons un algorithme qui permettra de retrouver l'information transmise avec une complexité quadratique. En calculant dans des corps infinis, nous serons confrontés au problème de la taille des éléments, qui augmente exponentiellement au gré des calculs. Pour éviter ce désagrément, nous verrons qu'il est possible de réduire le code afin de calculer dans un corps fini. Enfin, nous proposerons une famille de codes espace-temps dont la construction est basée sur les codes de Gabidulin généralisés. Nous verrons que leurs performances sont similaires à celles des codes existants, et qu'ils disposent d'une structure supplémentaire. / Space-time codes are error correcting codes dedicated to MIMO transmissions. Mathematically, a space-time code is a finite family of complex matrices. Its preformances rely on several parameters, including its minimal rank distance. Gabidulin codes are codes in this metric, famous for their optimality and thanks to efficient decoding algorithms. That's why they are used to design space-time codes. The main difficulty is to design complex matrices from binary matrices. The aim of the works collected here is to generalize Gabidulin codes to number fields, especially cyclique extesnions. We see that they have the same properties than Gabidulin codes over finite fields. We study several errors and erasures models and introduce a quadratic algorithm to recover transmitted information. When computing in finite fields, we are faced with the growing size problem. Indeed, the size of the coefficients grows exponentielly along the algorithm. To avoid this problem, it is possible to reduce the code, in order to compute in a finite field. Finally, we design a family of space-time codes, based on generalised Gabidulin codes. We see that our codes have performances similar to those of existing codes, and that they have additional structure.

Orientador: Caio Lucidius Naberezny Azevedo / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica / Made available in DSpace on 2018-08-24T12:51:18Z (GMT). No. of bitstreams: 1 Ferreira_EduardoVargas_M.pdf: 8131052 bytes, checksum: f344cd1f11e8d818f3aac90f48396cbc (MD5) Previous issue date: 2014 / Resumo: No presente trabalho propõem-se novos modelos da Teoria de Resposta ao Item para respostas politômicas nominais e ordinais (graduais), via dados aumentados, para grupos múltiplos. Para a modelagem das distribuições dos traços latentes de cada grupo, considera-se normais assimétricas centradas. Tal abordagem, além de acomodar a característica de assimetria aos dados, ajuda a garantir a identificabilidade dos modelos estudados, a qual é tratada tanto sob a ótica frequentista quanto bayesiana. Com relação aos métodos de estimação, desenvolveu-se procedimentos bayesianos através de algoritmos de Monte Carlo via cadeias de Markov (MCMC), utilizando o algoritmo de Gibbs (DAGS), com a verossimilhança aumentada (dados aumentados) e Metropolis-Hastings, considerando a verossimilhança original. As implementações computacionais foram escritas em linguagem C++, integradas ao ambiente computacional, gráfico e estatístico R, viabilizando rotinas gratuitas, de código aberto e alta velocidade no processamento, essenciais à difusão de tais metodologias. Para a seleção de modelos, utilizou-se o critério de informação deviance (DIC), os valores esperados do critério de informação de Akaike (EAIC) e o critério de informação bayesiano (EBIC). Em relação à verificação da qualidade do ajuste de modelos, explorou-se a checagem preditiva a posteriori, que fornece meios concretos de se avaliar a qualidade do instrumento de medida (prova, questionário etc), qualidade do ajuste do modelo de um modo global, além de indícios de violações de suposições específicas. Estudos de simulação, considerando diversas situações de interesse prático, indicam que os modelos e métodos de estimação produzem resultados bastante satisfatórios, com superioridade dos modelos assimétricos com relação ao simétrico (o qual assume simetria das distribuições das variáveis latentes). A análise de um conjunto de dados reais, referente à primeira fase do vestibular da UNICAMP de 2013, ilustra o potencial da tríade: modelagem, métodos de estimação e ferramentas de diagnósticos, desenvolvida neste trabalho / Abstract: In this work, we propose new Item Response Theory models for nominal and ordinal (gradual) polytomous responses through augmented data schemes considering multiple groups. For the distribution of the latent traits of each group, we consider a skew-normal distribution under the centered parametrization. This approach will allow for accommodating a possible skewness of the latent trait distribution, but is also helpful to ensure the identifiability of the models, which is studied under frequentist and Bayesian paradigms. Concerning estimation methods, we developed Bayesian methods through Markov chain Monte Carlo (MCMC) algorithms by using the Gibbs algorithm (DAGS), with augmented likelihood (augmented data) and Metropolis-Hastings algorithms, considering the original likelihood. The computational environment was written in the C++ language and integrated with the R program (a statistical computational and graphical environment), allowing for free, open source and high-speed routines which, in turn, are essential to the dissemination of the developed methodologies. In terms of model selection, we considered the deviance information criterion (DIC), the expected Akaike information criterion (EAIC) and expected Bayesian information criterion (EBIC). Regarding model-fit assessment tools, we explore the posterior predictive model- checking which allows for assessing the quality of measurement, instruments (tests, questionnaires, and others), the model fit in a global sense, besides providing directions toward violations of specific assumptions. Simulation studies, considering different situations of practical interest, indicate that the models and estimation methods produced reasonable results, with outperformance of skew models when compared to symmetric ones (which assumes symmetry of the latent trait distribution). Analysis of a data set which corresponds to the first phase of the 2013 written examination of UNICAMP (State University of Campinas), illustrates the potential of the following triad: modelling; estimation methods; and diagnostic tools developed in this work. / Mestrado / Estatistica / Mestre em Estatística

Orientador: Víctor Hugo Lachos Dávila / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica / Made available in DSpace on 2018-08-26T19:55:07Z (GMT). No. of bitstreams: 1 Massuia_MoniqueBettio_M.pdf: 2926597 bytes, checksum: 2a1154c0a61b13f369e8390159fc4c3e (MD5) Previous issue date: 2015 / Resumo: Este trabalho tem como objetivo principal apresentar os modelos de regressão lineares com respostas censuradas sob a classe de distribuições de mistura de escala skew-normal (SMSN), visando generalizar o clássico modelo Tobit ao oferecer alternativas mais robustas à distribuição Normal. Um estudo de inferência clássico é desenvolvido para os modelos em questão sob dois casos especiais desta família de distribuições, a Normal e a t de Student, utilizando o algoritmo EM para obter as estimativas de máxima verossimilhança dos parâmetros dos modelos e desenvolvendo métodos de diagnóstico de influência global e local com base na metodologia proposta por Cook (1986) e Poom & Poon (1999). Sob o enfoque Bayesiano, o modelo de regressão para respostas censuradas é estudado sob alguns casos especiais da classe SMSN, como a Normal, a t de Student, a skew-Normal, a skew-t e a skew-Slash. Neste caso, o amostrador de Gibbs é a principal ferramenta utilizada para a inferência sobre os parâmetros do modelo. Apresentamos também alguns estudos de simulação para avaliar a metodologia desenvolvida que, por fim, é aplicada em dois conjuntos de dados reais. Os pacotes SMNCensReg, CensRegMod e BayesCR para o software R dão suporte computacional aos desenvolvimentos deste trabalho / Abstract: This work aims to present the linear regression model with censored response variable under the class of scale mixture of skew-normal distributions (SMSN), generalizing the well known Tobit model as providing a more robust alternative to the normal distribution. A study based on classic inference is developed to investigate these censored models under two special cases of this family of distributions, Normal and t-Student, using the EM algorithm for obtaining maximum likelihood estimates and developing methods of diagnostic based on global and local influence as suggested by Cook (1986) and Poom & Poon (1999). Under a Bayesian approach, the censored regression model was studied under some special cases of SMSN class, such as Normal, t-Student, skew-Normal, skew-t and skew-Slash. In these cases, the Gibbs sampler was the main tool used to make inference about the model parameters. We also present some simulation studies for evaluating the developed methodologies that, finally, are applied on two real data sets. The packages SMNCensReg, CensRegMod and BayesCR implemented for the software R give computational support to this work / Mestrado / Estatistica / Mestra em Estatística

This master thesis deals with calculations and simulations of multi-speed induction motors. In the first part, basic principle of these machines is described. Next, there are given three examples of pole-changing stator windings and their properties are analyzed (winding factors, magnetomotive force). Main part includes simulations and measuring of the specific motor, which is produced by company Siemens Mohelnice. This is the motor with 2/1 pole-changing in Y/YY connection. First, influence of skewed rotor slots on current and torque is analyzed. Next, parametres of motor from simulations are given and these results are compared to measured values.

Basic way how to identify a device in computer network is by MAC address and IP address. Main goal of this work is to create an application capable of clear identification of devices in computer network regardless change of their MAC address or IP address. This is done by exploiting tiny deviations in hardware clock known as clock skew. They appear in every clock based on quartz oscillator. Using clock skew is beneficial, because there is no need of any changes in fingerprinted device nor their cooperation. Accessing these values is done by capturing packets with timestamps included. Application of this method is very wide, for example computer forensics, tracking the device using different access points or counting devices behind router with NAT.

This paper describes LAPACK-based Fortran 77 subroutines for the reduction of a Hamiltonian matrix to square-reduced form and the approximation of all its eigenvalues using the implicit version of Van Loan's method. The transformation of the Hamilto- nian matrix to a square-reduced Hamiltonian uses only orthogonal symplectic similarity transformations. The eigenvalues can then be determined by applying the Hessenberg QR iteration to a matrix of half the order of the Hamiltonian matrix and taking the square roots of the computed values. Using scaling strategies similar to those suggested for algebraic Riccati equations can in some cases improve the accuracy of the computed eigenvalues. We demonstrate the performance of the subroutines for several examples and show how they can be used to solve some control-theoretic problems.

The SHIRA method of Mehrmann and Watkins belongs among the structure preserving Krylov subspace methods for solving skew-Hamiltonian eigenvalue problems. It can also be applied to Hamiltonian eigenproblems by considering a suitable transformation. Structure induced shift-and-invert techniques are employed to steer the algorithm towards the interesting region of the spectrum. However, the shift cannot be altered in the middle of the computation without discarding the information that has been accumulated so far. This paper shows how SHIRA can be combined with ideas from Ruhe's Rational Krylov algorithm to yield a method that permits an adjustment of shift after every step of the computation, adding greatly to the flexibility of the algorithm. We call this new method rational SHIRA. A numerical example is presented to demonstrate its efficiency.

In many applications from industry and technology computer simulations are performed using models which can be formulated by systems of differential equations. Often the equations underlie additional algebraic constraints. In this context we speak of descriptor systems. Very important characteristic values of such systems are the $L_\infty$-norms of the corresponding transfer functions. The main goal of this thesis is to extend a numerical method for the computation of the $L_\infty$-norm for standard state space systems to descriptor systems. For this purpose we develop a numerical method to check whether the transfer function of a given descriptor system is proper or improper and additionally use this method to reduce the order of the system to decrease the costs of the $L_\infty$-norm computation. When computing the $L_\infty$-norm it is necessary to compute the eigenvalues of certain skew-Hamiltonian/Hamiltonian matrix pencils composed by the system matrices. We show how we extend these matrix pencils to skew-Hamiltonian/Hamiltonian matrix pencils of larger dimension to get more reliable and accurate results. We also consider discrete-time systems, apply the extension strategy to the arising symplectic matrix pencils and transform these to more convenient structures in order to apply structure-exploiting eigenvalue solvers to them. We also investige a new structure-preserving method for the computation of the eigenvalues of skew-Hamiltonian/Hamiltonian matrix pencils and use this to increase the accuracy of the computed eigenvalues even more. In particular we ensure the reliability of the $L_\infty$-norm algorithm by this new eigenvalue solver. Finally we describe the implementation of the algorithms in Fortran and test them using two real-world examples.

This thesis deals with design of III/0462 road overpass over D46 highway near Brodek u Prostějova. There are 2 preliminary variants. First variant is a right bridge, whose main beams are tied archs. Second variant is a skew bridge with truss superstructure. In case of second variant there are three subvariants differing with truss design. Design and calculation is done according to valid standarts and other regulations for designing bridges.