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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
61

Interactions spatiales et auto-organisation des végétations semi-arides / Spatial interaction and self-organisation in semi-arid vegetations

Barbier, Nicolas 06 March 2006 (has links)
Les recherches récapitulées dans cette thèse de doctorat ont porté sur les causes de l’organisation spatiale des végétations périodiques. Ces structures paysagères aux motifs réguliers, tachetés, tigrés ou labyrinthiques, d’échelle décamétrique à hectométrique, couvrant des étendues considérables sur au moins trois continents, constituent un cas d’école dans l’étude des processus endogènes présidant à l’hétérogénéité du couvert végétal. Ces structures prennent place sur un substrat homogène, mis à part la rétroaction du couvert lui-même, et sont marquées par des écotones abrupts et la persistance d’une proportion considérable de sol nu. Plusieurs modèles ont mis en avant l’existence possible d’un phénomène d’auto-organisation du couvert, qui verrait une structure d’ensemble émerger des interactions locales entre individus. Ces modèles se basent sur le jeu simultané de la consommation de la ressource (compétition) et de l’amélioration de l’un ou l’autre des éléments du bilan de la même ressource par le couvert (facilitation). La condition à l’existence d’une structure d’ensemble spatialement périodique et stable réside dans une différence entre la portée de la compétition (plus grande) et celle de la facilitation. L’apparition de ces structures est modulée par le taux de croissance biologique, qui est le reflet des contraintes extérieures telles que l’aridité, le pâturage ou la coupe de bois. Le modus operandi des interactions spatiales supposées entre individus reste largement à préciser. Nos recherches ont été menées au sud-ouest de la République du Niger, à l’intérieur et dans les environs du parc Régional du W. Trois axes ont été explorés : (i) Une étude de la dépendance spatiale entre la structure de la végétation (biovolumes cartographiés) et les paramètres du milieu abiotique (relief, sol), sur base d’analyses spectrales et cross-spectrales par transformée de Fourier (1D et 2D). (ii) Une étude diachronique (1956, 1975 et 1996) à large échelle (3000 km²) de l’influence de l’aridité et des pressions d’origine anthropique sur l’auto-organisation des végétations périodiques, basée sur la caractérisation de la structure spatiale des paysages sur photos aériennes via la transformée de Fourier en 2D. (iii) Trois études portant sur les interactions spatiales entre individus : En premier lieu, via l’excavation des systèmes racinaires (air pulsé) ; Ensuite, par un suivi spatio-temporel du bilan hydrique du sol (blocs de gypse) ; Enfin, via le marquage de la ressource par du deutérium. Nous avons ainsi pu établir que les végétations périodiques constituent bien un mode d’auto-organisation pouvant survenir sur substrat homogène et modulé par les contraintes climatiques et anthropiques. Un ajustement rapide entre l’organisation des végétations périodiques et le climat a pu être montrée en zone protégée. La superficie et l’organisation des végétations périodiques y ont tour à tour progressé et régressé en fonction d’épisodes secs ou humides. Par contre, en dehors de l’aire protégée, la possibilité d’une restauration du couvert semble fortement liée au taux d’exploitation des ressources végétales. Ces résultats ont d’importantes implications quant à la compréhension des interactions entre climat et écosystèmes et à l’évaluation de leurs capacités de charge. La caractérisation de la structure spatiale des végétations arides, notamment par la transformée de Fourier d’images HR, devrait être généralisée comme outil de monitoring de l’état de ces écosystèmes. Nos études portant sur les modes d’interactions spatiales ont permis de confirmer l’existence d’une facilitation à courte portée du couvert végétal sur la ressource. Cependant, cette facilitation ne semble pas s’exercer sur le terme du bilan hydrique traditionnellement avancé, à savoir l’infiltration, mais plutôt sur le taux d’évaporation (deux fois moindre à l’ombre des canopées). Ce mécanisme exclut l’existence de transferts diffusifs souterrains entre sols nu et fourrés. Des transferts inverses semblent d’ailleurs montrés par le marquage isotopique. L’étude du bilan hydrique et la cartographie du micro-relief, ainsi que la profondeur fortement réduite de la zone d’exploitation racinaire, jettent de sérieux doutes quant au rôle communément admis des transferts d’eau par ruissellement/diffusion de surface en tant que processus clé dans la compétition à distance entre les plantes. L’alternative réside dans l’existence d’une compétition racinaire de portée supérieure aux canopées. Cette hypothèse trouve une confirmation tant par les rhizosphères excavées, superficielles et étendues, que dans le marquage isotopique, montrant des contaminations d’arbustes situés à plus de 15 m de la zone d’apport. De même, l’étude du bilan hydrique met en évidence les influences simultanées et contradictoires (facilitation/compétition) des ligneux sur l’évapotranspiration. / This PhD thesis gathers results of a research dealing with the causes of the spatial organisation of periodic vegetations. These landscape structures, featuring regular spotted, labyrinthine or banded patterns of decametric to hectometric scale, and extending over considerable areas on at least three continents, constitute a perfect study case to approach endogenous processes leading to vegetation heterogeneities. These patterns occur over homogeneous substratum, except for vegetation’s own feedbacks, and are marked by sharp ecotones and the persistence of a considerable amount of bare soil. A number of models suggested a possible case of self-organized patterning, in which the general structure would emerge from local interactions between individuals. Those models rest on the interplay of competitive and facilitative effects, relating to soil water consumption and to soil water budget enhancement by vegetation. A general necessary condition for pattern formation to occur is that negative interactions (competition) have a larger range than positive interactions (facilitation). Moreover, all models agree with the idea that patterning occurs when vegetation growth decreases, for instance as a result of reduced water availability, domestic grazing or wood cutting, therefore viewing patterns as a self-organised response to environmental constraints. However the modus operandi of the spatial interactions between individual plants remains largely to be specified. We carried out a field research in South-West Niger, within and around the W Regional Park. Three research lines were explored: (i) The study of the spatial dependency between the vegetation pattern (mapped biovolumes) and the factors of the abiotic environment (soil, relief), on the basis of spectral and cross-spectral analyses with Fourier transform (1D and 2D). (ii) A broad scale diachronic study (1956, 1975, 1996) of the influence of aridity and human induced pressures on the vegetation self-patterning, based on the characterisation of patterns on high resolution remote sensing data via 2D Fourier transform. (iii) Three different approaches of the spatial interactions between individuals: via root systems excavation with pulsed air; via the monitoring in space and time of the soil water budget (gypsum blocks method); and via water resource labelling with deuterated water. We could establish that periodic vegetations are indeed the result of a self-organisation process, occurring in homogeneous substratum conditions and modulated by climate and human constraints. A rapid adjustment between vegetation patterning and climate could be observed in protected zones. The area and patterning of the periodic vegetations successively progressed and regressed, following drier or wetter climate conditions. On the other hand, outside protected areas, the restoration ability of vegetation appeared to depend on the degree of vegetation resource exploitation. These results have important implications regarding the study of vegetation-climate interactions and the evaluation of ecosystems’ carrying capacities. Spatial pattern characterisation in arid vegetations using Fourier transform of HR remote sensing data should be generalised for the monitoring of those ecosystems. Our studies dealing with spatial interaction mechanisms confirmed the existence of a short range facilitation of the cover on water resource. However, this facilitation does not seem to act through the commonly accepted infiltration component, but rather on the evaporative rate (twice less within thickets). This mechanism excludes underground diffusive transfers between bare ground and vegetation. Inverse transfers were even shown by deuterium labelling. Water budget study and micro-elevation mapping, along with consistent soil shallowness, together cast serious doubts on the traditional mechanism of run-off/diffusion of surface water as a key process of the long range competition between plants. An alternative explanation lies in long range root competition. This hypothesis find support as well in the excavated root systems, shallow and wide, as in isotopic labelling, showing contaminations of shrubs located up to 15 m of the irrigated area. Water budget study also evidenced simultaneous contradictory effects (facilitation/competition) of shrubs on evapotranspiration.
62

THREE-DIMENSIONAL MODELLING OF LAKE ONTARIO HYDRODYNAMICS NEAR PORT HOPE AND IN THE UPPER ST LAWRENCE RIVER

Paturi, SHASTRI 18 July 2013 (has links)
The Ontario Clean Water Act (2006) mandated that eight and two municipal drinking water intakes in the Cataraqui Region Conservation Authority (CRCA) and the Ganaraska River Source Protection Agency (GRSPA) jurisdictions respectively, be protected from contaminants released into the surrounding waters through the delineation of Intake Protection Zones (IPZs). Toward these objectives, the Estuary and Lake Computer Model (ELCOM) was applied to simulate the hydrodynamics and contaminant transport in the eastern Lake Ontario and upper St. Lawrence River. Model hydrodynamics were comprehensively validated against field data collected during April-October, 2006. The flow was found to be predominantly wind induced in the southwestern lacustrine portion of the domain and hydraulically driven in the northeastern riverine portion with storm events resulting in river flow reversals. The modeled surface currents were applied to delineate IPZs surrounding the drinking water intakes. Passive tracers were simulated as surrogates for combined sewer outflows, tributary flows, municipal/wastewater and industrial discharges identified by CRCA as threats to drinking water intakes. Wind was found to be the most dominant forcing to transport contaminants, both in the Kingston Basin and the St. Lawrence River, whereas the St. Lawrence River outflow was found to influence the transport of contaminants along the river. The hydrodynamics and contaminant transport in the near-shore region of Lake Ontario, from Port Hope to Cobourg was also simulated using ELCOM and the results were comprehensively validated against field data collected during April-September, 2010. Upwelling and downwelling events caused by south-westerly and north-easterly winds were found to be the predominant hydrodynamic process. These events generated barotropic geostrophic alongshore currents or ‘coastal jets’ of ~20 cm s-1. Discharges from river plumes and sewage treatment plants were simulated as tracer releases. The tracer concentrations were primarily influenced by the close proximity of the intakes to the effluent release points, the volume and direction of the discharge from the intakes and the physical processes driving the flow dynamics. / Thesis (Ph.D, Civil Engineering) -- Queen's University, 2013-07-17 11:41:54.68
63

Injury Detection and Localization in the Spine using Acoustic Emission

Shridharani, Jay Ketan January 2016 (has links)
<p>The National Spinal Cord Injury Statistical Center estimates there are 12,500 new cases of spinal cord injury (SCI) in the United States every year (www.nscisc.uab.edu, 2014) and vehicular crashes are the leading cause. Spinal injuries can have extensive long term consequences leading to widespread social and economic costs as well as the human cost of living with chronic, sometimes debilitating, pain (Côté et al. 1998, Côté et al. 2001, Daffner et al. 2003, Harrop et al. 2001, Sekhon et al. 2001). Within the military population, spinal injuries are a common result of repeated loading from high-speed planing watercraft (Bass et al. 2005, Gollwitzer et al. 1995, Schmidt et al. 2012), high performance aircraft (Coakwell et al. 2004, de Oliviera et al. 2005), and underbody blast exposure (Vasquez et al. 2011, Wilson 2006). Therefore, there is interest within the automotive, military, and clinical communities to understand the biomechanics the failure mechanics of the osteoligamentous structures in the spine.</p><p>Acoustic emissions have been shown to be produced during micro-cracking of cortical bone (Kohn 1995). However, there has been minimal work utilizing acoustic emission to detect cortical and trabecular bone damage. The research in this dissertation developed experimental and analytic methods of sensitively assessing when failure (both micro-cracks and more extensive failures) occurs in the cervical spine using acoustic emissions. </p><p>The acoustic emissions from cortical and trabecular bone failure were characterized using a Welch power spectrum density estimate and continuous wavelet transform. The power spectrum density results showed both cortical bone and trabecular bone failure produced wideband acoustic emission signals with spectral peaks between from 20 kHz to 1380 kHz and 24 kHz to 1382 kHz respectively. The continuous wavelet transform showed the spectral content begins with high frequency content followed quickly by low frequency content, but the low frequency lasts for a longer time causing it to dominate the response in the Welch power spectrum density. The first frequency component in the continuous wavelet transform was used to characterize the signals and was found to form three distinct bands in the cortical bone tests (166 ± 52.6 kHz, 379 ± 37.2 kHz, and 668 ± 63.4 kHz) and one band in the trabecular bone tests (185 ± 37.9 kHz). Therefore, observing spectral content within these bands suggests failure of the respective bone.</p><p>This dissertation also uses continuous wavelet transform to identify failure in whole cervical spine compression tests. Whole cervical spines placed in a pre-flexed and pre-extended posture were compressed to induce failure while being monitored for acoustic emissions. Cortical bone failure was identified in the acoustic emissions when local maxima in the continuous wavelet transform fell within the spectral bands associated with cortical bone failure previously identified. The timing of these failures was matched to the force-displacement response to identify the initiation of failure and the major failure. Cortical bone failure was detected at 70-90% of the failure load suggesting that the failure occurs as an evolution from micro-cracks to the eventual major failure. Locating these micro-cracks before the major failure forms may be useful in the prediction of the location of failure.</p><p> This dissertation also presents a technique to calculate the AE source location for AEs generated from fracture. The primary obstacle for AE source localization in the spine is that the speed of sound is different in cortical bone (Prevrhal et al. 2001), trabecular bone (Cardoso et al. 2003), intervertebral disc (Pluijm et al. 2004), ligaments (Kijima et al. 2009), and also differs based on its direction of travel in cortical bone (Kann et al. 1993) and likely in the other materials. Any algorithm must account for these differences to obtain any useful level of accuracy. The algorithm presented in this dissertation is based on hyperbolic source location algorithms (De Ronde et al. 2007, O'Toole et al. 2012, Salinas et al. 2010) except that it iterates on the speed of sound over a specified range, and convergence is defined as when the solution change is minimized. This procedure calculated the AE source location with a mean error of 5.7 mm and a standard deviation of 3.8 mm.</p><p>The contributions and conclusions of this dissertation provide methodology and results to evaluate the failure mechanics in the spine. Although these procedures were developed for use in the spine, they are of great value to the biomechanics community because they are applicable to every body region. The recommendations presented will serve to better understand the failure mechanics of the human body and will likely lead to better defined and safer standards for protective equipment. It also provides data for the generation of finite element models that require failure criteria.</p> / Dissertation
64

Detection, Identification and Classification of Suck, Swallow and Breathing Activity In Premature Infants During Bottle-Feeding

Adnani, Fedra 01 January 2006 (has links)
Prematurity, especially if extreme, is one of the leading causes of problems and/or death after delivery. Among all the problems encountered by premature infants, feeding difficulties are very common. Many premature infants are fed intravenously at first, and they progress to milk feedings provided by a tube passed into the stomach. At around 34 weeks of gestation, premature infants should be able to breastfeed or take a bottle. At the same time such premature infants are usually faced with difficulty making the transition from tube-feeding to full oral feeding. In this study three physiological measurements of premature infants including sucking, swallowing and breathing were measured. The objective of this work was to detect, identify and classify these three signals independently and in relation to each other. The goal was to look at the specification of sucking, swallowing and breathing signals to extract the ratio of suck swallow-breath coordination. The results of this study were used to predict the readiness of a premature infant for introduction to oral feeding.To accomplish this, three different methods were examined. In the first method, the integration of the wavelet packet transform and a neural network was investigated. According to results of the first approach, integration of the wavelet packet transform and the neural network failed due to the inefficiency of the feature extraction method. Thus, the wavelet packet energy nodes did not provide a good feature extraction tool in this specific application.In the second approach, the frequency content of each signal was investigated to study the relationship between the shape of each waveform and the frequency content of that specific signal. Spectral analysis for suck, swallow and breathing signals showed that the shape of the signal was not tightly related to the frequency content of that specific waveform. Therefore, the frequency content could not be used as a method of feature extraction in this specific application.In the third method, the integration of correlation and matched filtering techniques was investigated and demonstrated promising result for the detection of suck and breathing signal but not for the swallowing waveform. Based on the results for sucking and breathing signals, this method should also work for good quality swallowing signal. To understand the relationship between the suck, swallow and breathing signals a matrix containing information on the time of occurrence of each event was developed.
65

Elektromyografická analýza svalů dolní končetiny v závislosti na rostoucí svalové únavě / EMG analysis of lower limb muscles in dependence on growing muscle fatique

Raba, Lukáš January 2015 (has links)
Title: EMG analysis of lower limb muscles in dependence on growing muscle fatigue Objectives: The main objective of this thesis is monitor and evaluate changes in EMG parameters of muscles of low extremities depending on the level of local muscle fatigue (during exercise on legpress. Methods: Study included 8 subjects who completed the exercise on weight lifting machine legpress, while we were measuring 6 muscles on lower extremities by using surface EMG. The measuremets was at level 75 % of maximum weight, when probands doing exercises until he had complete muscle fatigue. Data from electromyography was processed and through them we could watched the spectral distribution of the EMG signal and changes of EMG amplitude, which we relate to maximal voluntary contraction. Results: After analysis of all 48 measured muscles, increased of EMG amplitude occured in 45 of them. There was 67 % statistically significant, another 6 % was really close to significant level and remaining 23 % was insignificant. We have 144 time series in analysis of quartile milestones (Q25, Q50 and Q75). From this number decrease of frequency occured 135 times. There was 75 % statistically significant. Then we found out that biggest decreased was in median and mainly in Q75, it was in 82 %. Conclusions: Study proved that during...
66

Elektromyografická analýza svalů dolní končetiny v závislosti na rostoucí svalové únavě / EMG analysis of lower limb muscles in dependence on growing muscle fatique

Raba, Lukáš January 2015 (has links)
Title: EMG analysis of lower limb muscles in dependence on growing muscle fatigue Objectives: The main objective of this thesis is monitor and evaluate changes in EMG parameters of muscles of low extremities depending on the level of local muscle fatigue (during exercise on legpress). Methods: Study included 8 subjects who completed the exercise on weight lifting machine legpress, while we were measuring 6 muscles on lower extremities by using surface EMG. The measuremets was at level 75 % of maximum weight, when probands doing exercises until he had complete muscle fatigue. Data from electromyography was processed and through them we could watched the spectral distribution of the EMG signal and changes of EMG amplitude. Key words: amplitude analysis, spectral analysis, surface polyelectromyography, muscle fatigue
67

Atmosférické vlastnosti bílých trpaslíků / Atmospheric characteristics of white dwarfs

Krejčová, Kateřina January 2011 (has links)
We have analyzed the ultraviolet spectra of 40 hydrogen-rich (DA) white dwarfs. These spectra have been obtained with the Far Ultraviolet Spectroscopic Explorer (FUSE) satellite and are publicly available via the MAST FUSE database. We derived the effective temperature and surface gravity by fitting the hydrogen Lyman spectral lines with model spectra. By applying white dwarf evolutionary models, we were able to determine the white dwarf mass, cooling age and absolute magnitude. These then allowed us to determine the distance to each star and its predicted gravitational redshift. We have identified several chemical elements in the white dwarf spectra. We determined the abundances of C, Si, P and S by measuring the equivalent widths of selected lines of these elements. Finally, we studied the spectra of J0623-376 and LM Com in more detail.
68

Determinação do Gmáx através do método de análise espectral de ondas superficiais / Determination of GMax using spectral-analysis-of-surface-waves.

Flores Apaza, Marco Aurelio . 16 April 2009 (has links)
Esta dissertação apresenta o método de análise espectral de ondas superficiais (SASW) para a obtenção das variações do módulo cisalhante (Gmáx) com a profundidade, no domínio das deformações muito pequenas (abaixo de 0,001%). O SASW é um método sísmico in situ, não destrutivo, baseado na geração e detecção de ondas Rayleigh e na natureza dispersiva desta onda. Pela aplicação de um impacto na superfície do solo e detecção da onda em vários pontos, através de dois receptores, é construída uma curva de dispersão (velocidade de fase versus comprimento de onda). Esta curva de dispersão é, então, invertida. A inversão é um processo analítico para a reconstrução do perfil de velocidade de onda de cisalhamento (VS), partindo-se da curva de dispersão experimental de campo. O módulo de cisalhamento máximo de cada camada é facilmente obtido a partir do perfil de VS. No conteúdo teórico da dissertação discutem-se propriedades dinâmicas dos solos e descrevem-se as equações que dominam a propagação das ondas elásticas, tanto em meios homogêneos como em meios estratificados. A metodologia desenvolvida para a obtenção das curvas de dispersão, através da realização de ensaios SASW, apresenta os resultados obtidos em ensaios realizados na Cidade Universitária em São Paulo, sendo esses resultados comparados com estimativas feitas a partir de correlações baseadas em ensaios SPT existentes. Essas comparações permitem concluir que a metodologia SASW é uma boa alternativa para a determinação do perfil de rigidez (Gmáx) do solo, concordando com o nível de deformação envolvido nos ensaios. São desenvolvidos estudos de sensibilidade do método para verificar a influência na mudança dos parâmetros assumidos (peso específico, coeficiente de Poisson e espessuras das camadas) no processo de redução de dados (inversão) sobre o perfil final de VS, concluindo-se que o parâmetro que apresenta maior influência é o coeficiente de Poisson. / This dissertation presents the spectral-analysis-of-surface-waves (SASW) method as a tool for obtaining the variations in the modulus shear (Gmax) with depth in the field of very small strains (below 0,001%). The SASW method is a nondestructive in situ seismic method, based on the generation and measurement of Rayleigh wave and on its dispersive characteristic nature. Throughout the implementation of an impact on the soil surface and the detection of the wave at various points by two receptors a dispersion curve is constructed (phase velocity versus wave-length). This dispersion curve is then inverted. Inversion is an analytical process for reconstructing the shear wave velocity profile from the experimental field. The shear modulus of each layer is readily obtained from the shear wave velocity profile. The theoretical content of the dissertation presents dynamic properties of the soils and is described in the equations that dominate the propagation of elastic waves, both in homogeneous media and in stratified media. The methodology developed to obtain the dispersion curves through the implementation of SASW test is defined, and results from tests carried out at the University Campus in São Paulo are presented and compared with values obtained from correlations based on SPT tests. These comparisons indicate that the SASW method is a good alternative to determine the profile of stiffness (Gmax) of the soil, agreeing with the level of deformation involved in the tests. Studies on the methods sensitivity are developed to verify the influence on the changing of the parameters given (natural unit weight, Poisson coefficient and thickness of layers) in reduction of data (inversion) on the final profile of VS. The conclusion is that the Poisson coefficient is the parameter with greater influence.
69

Núcleo da inflação como fator comum do IPCA: uma abordagem do modelo de fator dinâmico generalizado / Core inflation as the commom factor of IPCA: an approach of the generalized dinamic factor model

Alves, Ana Paula de Almeida 14 April 2009 (has links)
Sob o regime de metas de inflação cabe à autoridade monetária balisar seus instrumentos de política de forma a manter a estabilidade do nível geral de preços. Neste aspecto, pelo caráter volátil dos índices de inflação cheia os bancos centrais de todo o mundo utilizam o conceito de núcleo da inflação para tentar capturar com maior acurácia a tendência subjacente da taxa de inflação. Muitas vezes os índices de preços ao consumidor estão altamente sujeitos a volatilidades decorrentes de fatores temporários e muitas vezes localizados. E já que o objetivo da autoridade monetária está em zelar pela estabilidade \"real\" (ou de fato) do nível geral de preços, mudanças temporárias ou localizadas não afetam as taxas de inflação no longo prazo e, consequentemente, não cabe à autoridade monetária responder a tais mudanças, pois isso poderia gerar uma volatilidade desnecessária à política monetária com consequência sobre as flutuações da atividade econômica no período. Dessa forma, Bancos Centrais do mundo inteiro fazem uso de núcleos de inflação. Este trabalho aplica uma nova metodologia de cálculo de núcleo para a inflação brasileira, utilizando o modelo de fatores dinâmicos generalizados. Esta abordagem permite diferenciar fatores localizados (idiossincráticos) dos choques comuns (generalizados) em um grande conjunto de dados. Usamos o IPCA em seu nível mais desagregado e geramos o choque comum entre este conjunto. E a este choque chamamos de núcleo da inflação. Sua eficiência em termos de antecedência à inflação cheia no curto prazo foi testada por meio de uma cointegração, VEC, tais resultados foram comparados com o desempenho do núcleo por Exclusão, mostrando uma maior eficiência do núcleo aqui encontrado. / Under the inflation target system lies to the monetary authority the evaluation of the best tools to keep general price stability. In this context, due to the volatile character of the inflation, central banks around the world use the concept of the inflation core in attempt to capture in a more accurately way the prices trends. Several times, consumer prices indexes are subjected to very volatile prices, due to temporary or localized factors. As the vigilance of the monetary authority relies on the real stability of the general prices level, temporary or localized changes doesn\'t affect the inflation indexes in the long run and, therefore, it\'s not an issue to the central bank to respond to this variations, this could indeed create an unnecessary volatility to the monetary politics with consequences to the economic activity in the period. This way, central banks around the world calculate and use inflation core. This paper applies a new methodology to calculate the inflation core to the Brazilian inflation, using the generalized dynamic factor model. With this approach it\'s possible to differentiate the localized factors from the common (generalized) shocks in a great data set. We use IPCA on its more disaggregated level and create a common shock in the data set, and we name this shock the inflation core. We test the advance of this core to the inflation in the short run using a VEC, and compare with the results of the Exclusion core, we show that your core by using dynamic factor model is more effcient then Exclusion core.
70

Espectro de geradores de dinâmica em EDPs estocásticas / Spectrum of dynamic generators in stochastics PDEs

Silva, Samanta Santos Avelino 28 September 2015 (has links)
Neste trabalho, analisamos uma equação diferencial estocástica (EDE) do tipo Landau- Ginzburg: d&phi; = A&phi;+d&eta; (t, x), onde A é uma função definida no espaço das variáveis aleatórias &phi; (x, t) com (x, t) &isin; R X Zd. Toda a dissertação segue de perto as ideias encontradas no artigo [FdVOPS01]. Utilizando a teoria de análise estocástica (mais precisamente, a fórmula de Feynman- Kac) associamos a EDE acima com uma equação de evolução. Desta forma nosso estudo é resumido ao problema de determinação do espectro do gerador de um semigrupo de evolução. Para realizar esta análise utilizamos técnicas desenvolvidas na teoria quântica de campos. A esquematização do presente texto se dá da seguinte forma: Na introdução formulamos o nosso problema detalhadamente, fornecendo os aspectos da análise estocástica e da teoria de campos envolvidas. Também enunciamos um teorema que resume as propriedades espectrais que pretendemos obter. Nos Capítulos 2 e 3 fornecemos o aparato conceitual necessário para o desenvolvimento do problema inicial. Ainda no Capítulo 3, fazemos uma revisão rápida sobre um problema bem conhecido da mecânica quântica (modelo &phi;4), afim de estabelecer familiaridade com esta teoria. No Capítulo 4, inicialmente, nos restringimos à determinação de propriedades espectrais para o nosso problema no volume finito, e depois realizamos um procedimento chamado expansão em cluster para passar ao estudo do problema no volume infinito. No Capítulo 5 definimos o operador de Bethe-Salpeter, para então, no Capítulo 6, determinar propriedades do núcleo deste operador. Por fim, estas informações são utilizadas no Capítulo 7 para obtermos a caracterização espectral desejada. / Following [FdVOPS01], we study a stochastic Landau-Ginzburg differential equation of the form d&phi; = A&phi; + d&eta; (t, x), where A is a function defined on the space of random variables &Phi; (x, t), with (x, t) &isin; R X Zd. Using the stochastic analysis theory (more precisely, the Feynman-Kac formula) we are able to associate this stochastic differential equation (EDE) with an evolution equation. In this way, our study is resumed to the problem of determine the spectrum of the generator of an evolution semigroup. To do this, we use techniques developed in the quantum field theory. This work is organized as follows. In the Introduction we formulate our problem in detail, providing the aspects of the stochastic analysis and field theory that are involved. We also enunciate a theorem that resumes the spectral properties that we want to achieve. Chapters 2 and 3 are meant to provide the conceptual tools that are needed to the development of the initial problem. Yet in Chapter 3, we do a quick review of a known problem in quantum field (the model &phi;4), intending estabilish familiarity with this theory. Chapter 4 is restricted initially to the determination of spectral properties of our problem in the finite volume [T, T] X &and; &sub; R X Zd, and then we perform the cluster expansion in order to formulate the problem in infinite volume [T, T] X Zd. In Chapter 5 we define the Bethe-Salpeter operator and, in Chapter 6, we determine some properties of the kernel of this operator. This informations are used in Chapter 7 to obtain the desired spectral characterization.

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