A software GPS receiver is a functional GPS receiver in software. It has several advantages compared to its hardware counterparts. For instance, improvements in receiver architecture as well as GPS system structure can be easily adapted to it. Furthermore, interaction between nearby sensors can be coordinated easily. In this thesis, a SGR (software GPS receiver) is presented from a practical point of view. Major components of the SGR are implemented in Matlab environment. Furthermore, some alternative algorithms are implemented. SGR implementation is considered in two main sections namely a signal processing section and a navigation section. Signal processing section is driven by the raw GPS signal samples obtained from a GPS front-end of NordNavTM R-25 instrument. The conventional and the block adjustment of synchronizing signal (BAAS) processing methods are implemented and their performances are compared in terms of their speed and outputs. Signal processing section outputs raw GPS measurements and navigation data bits. Since the output data length is insufficient in our case, navigation section input is fed from AshtechTM GPS receiver for a moving platform and TrimbleTM GPS Receiver for a stationary platform. Satellite position computation, pseudorange corrections, Kalman filter and LSE (least squares estimation) are implemented in the navigation section. Kalman filter and LSE methods are compared in terms of positioning accuracy for a moving as well as a stationary platform. Results are compared with the commercial GPS outputs. This comparison shows that the software navigation section is equivalent to the commercial GPS in terms of positioning accuracy.

國內結構債市場業已蓬勃發展，市場模型亦相當適合結構債評價。本文在市場模型下，因市場模型不具馬可夫性質，運用最小平方蒙地卡羅法針對三連結標的為LIBOR的結構債進行評價。 / The market of the structured notes has been blossoming. The lognormal forward LIBOR model is more suitable for the valuation of structured notes than do the traditional interest rate models. In this article, we perform three case studies of the valuation of the structured notes linked to LIBOR in lognormal forward LIOBR model. It is easier to implement the lognormal forward LIBOR model by Monte Carlo simulation due to the non-Markovian property. Therefore, the least-squares Monte Carlo approach is used to deal with the callable feature of the structured notes in our case studies.

This thesis, which consists of five papers, is concerned with various aspects of confirmatory factor analysis (CFA) of ordinal variables and the generation of non-normal data. The first paper studies the performances of different estimation methods used in CFA when ordinal data are encountered.  To take ordinality into account the four estimation methods, i.e., maximum likelihood (ML), unweighted least squares, diagonally weighted least squares, and weighted least squares (WLS), are used in combination with polychoric correlations. The effect of model sizes and number of categories on the parameter estimates, their standard errors, and the common chi-square measure of fit when the models are both correct and misspecified are examined. The second paper focuses on the appropriate estimator of the polychoric correlation when fitting a CFA model. A non-parametric polychoric correlation coefficient based on the discrete version of Spearman's rank correlation is proposed to contend with the situation of non-normal underlying distributions. The simulation study shows the benefits of using the non-parametric polychoric correlation under conditions of non-normality. The third paper raises the issue of simultaneous factor analysis. We study the effect of pooling multi-group data on the estimation of factor loadings. Given the same factor loadings but different factor means and correlations, we investigate how much information is lost by pooling the groups together and only estimating the combined data set using the WLS method. The parameter estimates and their standard errors are compared with results obtained by multi-group analysis using ML. The fourth paper uses a Monte Carlo simulation to assess the reliability of the Fleishman's power method under various conditions of skewness, kurtosis, and sample size. Based on the generated non-normal samples, the power of D'Agostino's (1986) normality test is studied. The fifth paper extends the evaluation of algorithms to the generation of multivariate non-normal data.  Apart from the requirement of generating reliable skewness and kurtosis, the generated data also need to possess the desired correlation matrices.  Four algorithms are investigated in terms of simplicity, generality, and reliability of the technique.

Mi tesis se basa en los resultados de least squares learning, que modela agentes individuales como econometricos: los agentes funcionan como regresiones, usan datos disponibles para formar sus expectativas. En el primer capítulo de mi tesis demuestro que la presencia de principiantes de learning en una economía se puede racionalizar incluso en coexistencia con los agentes racionales. En el segundo capítulo, examino cuál es la implicación en la política monetaria óptima cuando los agentes privados siguen aprendiendo con least squares learning. Este capítulo demuestra que la política monetaria óptima bajo learning introduce unas nuevas características del comportamiento de la política que no son presentes cuando los agentes privados tienen expectativas racionales. / My thesis builds on the results of the least squares learning literature, which models individual agents as econometricians: agents are running least squares regressions using available data in order to form their expectations. I the ¯first chapter of my thesis I show that the presence of learners in an economy can be rationalized even in coexistence with rational agents. In the second chapter, I examine what is the implication on optimal policy when private agents follow learning. This chapter shows that optimal monetary policy under learning introduces new features of policy behavior that are not present under rational expectations.

Les motivacions entorn al programari lliure han estat sempre un tema de gran interès, sent la pregunta més obvia, "perquè les persones treballen de forma gratuïta?". Les motivacions dels desenvolupadors han estat establertes (per exemple, von Hippel (2001), Lerner and Tirole (2002)). De la mateixa manera que ho han estat per a les empreses grans i petites que adopten programari lliure basat en models de negoci (per exemple, Lakhani and von Hippel, 2003; Fitzgerald, 2006; Krishnamurthy, 2004). No obstant això, un nombre cada vegada més elevat de les PIMES amb estratègies que no estan directament relacionades amb aquest model de negoci estan contribuint a les comunitats de programari lliure. En aquest estudi s'investiga les motivacions d'aquestes empreses des d'un punt de vista de comportament mitjançant un model d'investigació basat en TPB (Theory of Planned Behavior). Hem demostrat que factors com la "obertura" d'una PIME, la importància percebuda del programari lliure, els desenvolupadors (empleats) d'una PIME, juntament amb l'ambient extern, podrien influir en la decisió d'una PIME a participar en comunitats de programari lliure. A més, hem demostrat que es poden identificar algunes diferències entre empreses d'alta base tecnològica i empreses amb poca base tecnològica. Aquestes conclusions poden ajudar governs nacionals o regionals per millorar el disseny de polítiques per tal d'incentivar l'ús i la participació de les empreses en les comunitats de programari lliure. Especialment ara, degut a la forta crisi econòmica que pateix Europa, el programari lliure pot ser una solució adequada per a fomentar la innovació. / Motivations in FLOSS have always been a subject of great interest, by starting with the most obvious question, “why people work for free?”. The motivations of developers have been well established (eg von Hippel (2001), Lerner and Tirole 2002). The same exists also for big and small companies adopting FLOSS based Business Models (eg Lakhani and von Hippel, 2003; Fitzgerald 2006; Krishnamurthy, 2004). However an increasing number of SMEs with strategies not directly related to the Business Model are contributing to FLOSS communities. In this study we try to investigate these motivations under a behavioral perspective by using a research model based on TPB (Theory of Planned Behavior). We demonstrated that factors like the “openness” of a SME, the perceived importance of FLOSS, the developers (employees) of a SME along with the external environment of a SME, could influence the decision of a SME to participate in FLOSS communities. Also, we have demonstrated that some differences can be identified between high tech firms and non high tech firms. These findings can help national or regional governments to design better policies in order to better promote the use and the participation of firms to FLOSS communities. Especially now, in times of heavy economical crisis in Europe, FLOSS can be an adequate solution to foster innovation.

Kath. Universiẗat, Diss.--Eichstätt-Ingolstadt, 2007.

CAPES; CNPq / Tendo em vista a importância social e econômica que o leite possui, o objetivo do trabalho foi avaliar a incidência e quantificar resíduos de antimicrobianos neste alimento. As amostras foram coletadas em laticínios do sudoeste do estado do Paraná e desta maneira puderam-se abranger todos os dez municípios pertencentes à microrregião de Pato Branco. Os trabalhos se concentraram no desenvolvimento de modelos apropriados para a identificação e quantificação dos analitos: tetraciclina, sulfametazina, sulfadimetoxina, cloranfenicol e ampicilina, todos antimicrobianos com interesse sanitário. Para a fase de calibração e validação dos modelos foi utilizada a Espectroscopia no Infravermelho com Transformada de Fourier associada a método quimiométrico fundamentado em regressão por Mínimos Quadrados Parciais (PLS - Partial Least Squares). Para o preparo de uma solução estoque de trabalho, foram utilizados os cinco analitos de interesse em doses crescentes, a saber, tetraciclina 0 a 0,60 ppm, sulfametazina 0 a 0,12 ppm, sulfadimetoxina 0 a 2,40 ppm, cloranfenicol 0 a 1,20 ppm e ampicilina 0 a 1,80 ppm, para a realização das análises de multirresíduos. O desempenho dos modelos construídos foi avaliado através das figuras de mérito: erros quadráticos médios de calibração e de validação cruzada, coeficientes de determinação e relação de desempenho de desvio. Para efeitos de aplicabilidade no âmbito deste trabalho, considerou-se que os modelos gerados para Tetraciclina, Sulfadimetoxina e Cloranfenicol foram considerados viáveis, com maior poder de predição e eficiência, logo foram empregados para a avaliação da qualidade do leite cru da microrregião de Pato Branco. Dentre as amostras analisadas por NIR, 70 % estavam em conformidade com a legislação sanitária, sendo que 5 % destas amostras apresentaram concentrações abaixo do Limite Máximo de Resíduos permitido, sendo igualmente satisfatória. No entanto 30 % do conjunto amostral apresentou resultado insatisfatório quando avaliada a contaminação com resíduos de antimicrobianos, sendo esta não conformidade relacionada à presença de antimicrobiano de uso proibido ou com concentrações acima dos limites permitidos. Com o desenvolvimento deste trabalho pode-se dizer que a análises laboratoriais na área de alimentos, utilizando a espectroscopia no infravermelho com calibração multivariada apresenta bons resultados, com rapidez nas análises, custos reduzidos e com mínima geração de resíduos laboratoriais. Sendo assim, o método alternativo proposto vai ao encontro dos anseios de qualidade e eficiência almejados pelos setores industriais e pela sociedade de um modo geral. / Considering the social and economic importance that the milk has, the objective of this study was to evaluate the incidence and quantifying antimicrobial residues in the food. The samples were collected in dairy industry of southwestern Paraná state and thus they were able to cover all ten municipalities in the region of Pato Branco. The work focused on the development of appropriate models for the identification and quantification of analytes: tetracycline, sulfamethazine, sulfadimethoxine, chloramphenicol and ampicillin, all antimicrobials with health interest. For the calibration procedure and validation of the models was used the Infrared Spectroscopy Fourier Transform associated with chemometric method based on Partial Least Squares regression (PLS - Partial Least Squares). To prepare a work solution antimicrobials, the five analytes of interest were used in increasing doses, namely tetracycline from 0 to 0.60 ppm, sulfamethazine 0 to 0.12 ppm, sulfadimethoxine 0 to 2.40 ppm chloramphenicol 0 1.20 ppm and ampicillin 0 to 1.80 ppm to perform the work with the interest in multiresidues analysis. The performance of the models constructed was evaluated through the figures of merit: mean square error of calibration and cross-validation, correlation coefficients and offset performance ratio. For the purposes of applicability in this work, it is considered that the models generated for Tetracycline, Sulfadimethoxine and Chloramphenicol were considered viable, with the greatest predictive power and efficiency, then were employed to evaluate the quality of raw milk from the region of Pato Branco . Among the analyzed samples by NIR, 70% were in conformity with sanitary legislation, and 5% of these samples had concentrations below the Maximum Residue permitted, and is also satisfactory. However 30% of the sample set showed unsatisfactory results when evaluating the contamination with antimicrobials residues, which is non conformity related to the presence of antimicrobial unauthorized use or concentrations above the permitted limits. With the development of this work can be said that laboratory tests in the food area, using infrared spectroscopy with multivariate calibration was also good, fast in analysis, reduced costs and with minimum generation of laboratory waste. Thus, the alternative method proposed meets the quality concerns and desired efficiency by industrial sectors and society in general.

O imediatismo relacionado a troca de informações é uma realidade enfrentada pela população dos tempos modernos e o uso de sistemas de mensagens instantâneas móveis (MIM) é indispensável para que a comunicação aconteça da forma esperada. Atualmente a maioria da população mundial utiliza de sistemas MIM como meio de comunicação rápida e muitas vezes gratuita, com a finalidade de auxiliar a comunicação no ambiente de trabalho, troca de informações gerais e também como um meio de entretenimento. Devido a sua importância e eficácia é que diversas pesquisas buscam entender os fatores que determinam a adoção e o uso desses sistemas. Esta pesquisa tem como objetivo avaliar por meio da percepção de estudantes do ensino superior, os fatores que afetam o uso dos serviços de mensagens instantâneas móveis. Para alcançar este objetivo, foi realizada uma pesquisa survey com 1.386 estudantes de quatro instituições de ensino superior. Após a coleta foi realizada a modelagem das equações estruturais com o uso do software SmartPLS 2.0 para o cálculo dos mínimos quadrados parciais (Partial Least Squares - PLS), além do uso do Statistical Package for Social Sciences (SPSS) para a análise descritiva dos dados. Esta pesquisa obteve como resultado que o construto Qualidade do serviço influencia positivamente na Confirmação, bem como a Confirmação tem relação positiva com a Utilidade percebida, Prazer percebido, Interface do usuário e Segurança percebida. Prazer percebido e Interface do usuário tem relação positiva com a Satisfação e as relações entre Satisfação, Utilidade percebida e Prazer percebido influenciam positivamente na Intenção de continuidade de uso do sistema WhatsApp. Identificou-se que, no contexto desta pesquisa, o prazer e a satisfação atuam como fatores que influenciam diretamente na intenção de continuidade de uso do sistema WhatsApp, seguidos pela Utilidade, o que faz o uso deste sistema ser mais intuitivo do que prático. / Immediacy related to the exchange of information is a reality faced by the population of modern times and the use of mobile instant messaging (MIM) is indispensable for the communication to happen as expected. Today the majority of the world's population uses MIM systems as a fast and often free medium for the purpose of helping communication in the workplace, exchange of general information and also as a means of entertainment. Due to its importance and effectiveness, several studies seek to understand the factors that determine the adoption and use of these systems. This research aims to evaluate, through the perception of students of higher education, the factors that affect the use of mobile instant messaging services. To achieve this goal, a survey was conducted with 1,386 students from four higher education institutions. After the collection, the modeling of the structural equations was performed using the SmartPLS 2.0 software for the calculation of the partial least squares (PLS), besides the use of the Statistical Package for Social Sciences (SPSS) for the descriptive analysis of the data. This research has as a result that the Quality of Service construct positively influences Confirmation, as well as Confirmation has positive relation with Perceived Utility, Perceived Pleasure, User Interface and Perceived Security. Perceived pleasure and user interface has a positive relationship with satisfaction and the relationship between satisfaction, perceived utility and perceived enjoyment positively influences the intention to use the WhatsApp system. It was identified that, in the context of this research, pleasure and satisfaction act as factors that directly influence the intention to use WhatsApp system, followed by Utility, which makes the use of this system more intuitive than practical.

Title: Methods for periodic and irregular time series Author: Mgr. Tomáš Hanzák Department: Department of Probability and Mathematical Statistics Supervisor: Prof. RNDr. Tomáš Cipra, DrSc. Abstract: The thesis primarily deals with modifications of exponential smoothing type methods for univariate time series with periodicity and/or certain types of irregularities. A modified Holt method for irregular times series robust to the problem of "time-close" observations is suggested. The general concept of seasonality modeling is introduced into Holt-Winters method including a linear interpolation of seasonal indices and usage of trigonometric functions as special cases (the both methods are applicable for irregular observations). The DLS estimation of linear trend with seasonal dummies is investigated and compared with the additive Holt-Winters method. An autocorrelated term is introduced as an additional component in the time series decomposition. The suggested methods are compared with the classical ones using real data examples and/or simulation studies. Keywords: Discounted Least Squares, Exponential smoothing, Holt-Winters method, Irregular observations, Time series periodicity

Bundle adjustment is the process of simultaneously optimizing camera poses and 3D structure given image point tracks. In structure-from-motion, it is typically used as the final refinement step due to the nonlinearity of the problem, meaning that it requires sufficiently good initialization. Contrary to this belief, recent literature showed that useful solutions can be obtained even from arbitrary initialization for fixed-rank matrix factorization problems, including bundle adjustment with affine cameras. This property of wide convergence basin of high quality optima is desirable for any nonlinear optimization algorithm since obtaining good initial values can often be non-trivial. The aim of this thesis is to find the key factor behind the success of these recent matrix factorization algorithms and explore the potential applicability of the findings to bundle adjustment, which is closely related to matrix factorization. The thesis begins by unifying a handful of matrix factorization algorithms and comparing similarities and differences between them. The theoretical analysis shows that the set of successful algorithms actually stems from the same root of the optimization method called variable projection (VarPro). The investigation then extends to address why VarPro outperforms the joint optimization technique, which is widely used in computer vision. This algorithmic comparison of these methods yields a larger unification, leading to a conclusion that VarPro benefits from an unequal trust region assumption between two matrix factors. The thesis then explores ways to incorporate VarPro to bundle adjustment problems using projective and perspective cameras. Unfortunately, the added nonlinearity causes a substantial decrease in the convergence basin of VarPro, and therefore a bootstrapping strategy is proposed to bypass this issue. Experimental results show that it is possible to yield feasible metric reconstructions and pose estimations from arbitrary initialization given relatively clean point tracks, taking one step towards initialization-free structure-from-motion.