De nombreux travaux dans la littérature se sont concentrés sur la modélisation vibro-acoustique de coques cylindriques raidies immergées, du fait des nombreuses applications industrielles, en particulier dans le domaine aéronautique ou naval. Cependant, peu d'entre elles prennent en compte des structures internes non-axisymétriques telles que des supports moteurs, des planchers ou des carlingages, qui peuvent avoir une influence importante sur le comportement vibro-acoustique du système. C'est pourquoi une méthode de sous-structuration baptisée CTF est présentée dans cette thèse. Elle est développée dans le cas général de deux structures minces couplées le long d'une ligne. Un ensemble de fonctions orthonormées, baptisées fonctions de condensation, est défini afin d'approximer les forces et déplacements à la jonction entre les sous-systèmes. Des fonctions de transfert condensées sont définies pour chaque sous-système découplé. L'utilisation du principe de superposition, de l'équilibre des forces et de la continuité des déplacements permet de déduire le comportement des sous-systèmes couplés. La méthode est d'abord développée et validée dans le cas de plaques, puis ensuite appliquée au cas d'une coque cylindrique raidie immergée couplée à des structures internes non-axisymétriques. Le système est dans ce cas décomposé en 3 familles de sous-systèmes : la coque cylindrique immergée décrite par une méthode semi-analytique basée sur la résolution des équations de Flügge dans le domaine des nombres d’onde, les structures internes axisymétriques (raidisseurs, cloisons) décrites par éléments finis axisymétriques et les structures non-axisymétriques décrites pas des modèles éléments finis. La méthode CTF est appliquée à différents cas tests afin de montrer l'influence des structures internes non-axisymétriques sur le comportement vibro-acoustique d'une coque cylindrique pour différents types d'excitations pertinents dans le domaine naval : une force ponctuelle, une onde plane acoustique et un champ de pression aléatoire (tel qu'un champ acoustique diffus ou une couche limite turbulente). / Many works can be found in the literature concerning the vibroacoustic modelling of submerged stiffened cylindrical shells, because of high interest in the industrial domain, in particular for aeronautical or naval applications. However, only a few of them take into account non-axisymmetric internal frames, as for instance engine foundations or floor partitions, that can play a role on the vibroacoustic behavior of the system. That is why a substructuring approach called the Condensed Transfer Function (CTF) approach is proposed in the first part of this thesis. The aim is to take advantage of both analytical models and element-based models, in order to be able to deal with the geometrical complexity, and to calculate at higher frequencies than with element-based methods only. The substructuring method is developed in the general case of thin mechanical structures coupled along curves. A set of orthonormal functions called condensation functions, which depend on the curvilinear abscissa along the coupling line, is considered. This set is then used as a basis for approximating and decomposing the displacements and the applied forces at the line junctions. Thanks to the definition and calculation of condensed transfer functions for each uncoupled subsystem and by using the superposition principle for passive linear systems, the behavior of the coupled subsystems can be obtained. The method is first developed and validated for plates and convergence criteria are defined in relation with the size of the basis of condensation functions. The CTF method is then applied to the case of a submerged stiffened cylindrical shell with non-axisymmetric internal frames. The system is partitioned in 3 types of subsystems: the submerged shell, the axisymmetric frames (stiffeners, bulkheads) and the non-axisymmetric frames. The submerged shell is described by a semi-analytical method based on the Flügge equations in the spectral domain. The axisymmetric frames are described by axisymmetric Finite Element models and the non-axisymmetric frames by Finite Element models. The CTF method is applied to different test cases in order to highlight the influence of non-axisymmetric internal frames on the vibroacoustic behavior of a submerged stiffened cylindrical shell, for different excitations particularly relevant in the naval domain: a point force, an acoustic plane wave, and a random pressure field (such as a diffuse sound field or a turbulent boundary layer for instance).

Neste trabalho, apresentamos os modelos simétricos parcialmente lineares AR(1), que generalizam os modelos parcialmente lineares para a presença de erros autocorrelacionados seguindo uma estrutura de autocorrelação AR(1) e erros seguindo uma distribuição simétrica ao invés da distribuição normal. Dentre as distribuições simétricas, podemos considerar distribuições com caudas mais pesadas do que a normal, controlando a curtose e ponderando as observações aberrantes no processo de estimação. A estimação dos parâmetros do modelo é realizada por meio do critério de verossimilhança penalizada, que utiliza as funções escore e a matriz de informação de Fisher, sendo todas essas quantidades derivadas neste trabalho. O número efetivo de graus de liberdade e resultados assintóticos também são apresentados, assim como procedimentos de diagnóstico, destacando-se a obtenção da curvatura normal de influência local sob diferentes esquemas de perturbação e análise de resíduos. Uma aplicação com dados reais é apresentada como ilustração. / In this master dissertation, we present the symmetric partially linear models with AR(1) errors that generalize the normal partially linear models to contain autocorrelated errors AR(1) following a symmetric distribution instead of the normal distribution. Among the symmetric distributions, we can consider heavier tails than the normal ones, controlling the kurtosis and down-weighting outlying observations in the estimation process. The parameter estimation is made through the penalized likelihood by using score functions and the expected Fisher information. We derive these functions in this work. The effective degrees of freedom and asymptotic results are also presented as well as the residual analysis, highlighting the normal curvature of local influence under different perturbation schemes. An application with real data is given for illustration.

Neste trabalho apresentamos um estudo das reações de spallation a energias interme- diárias em núcleos actinídeos e pré-actinídeos. Para esta finalidade foi utilizado o modelo de Monte Carlo CRISP (Colaboração Rio-São Paulo), que neste estudo foi importante na reprodução da distribuição de massa de produtos residuais e as seções de choque de fissão e espalação. Estes observáveis são importantes para o estudo de Reatores Hibridos ADS considerado como dispositivos promissores para a transmutação de resíduos nucle- ares. Os modelos físicos necessários para uma correta simulação de dados experimentais foram já implementadas no CRISP, como o modelo de evaporação para emissão de par- tículas descrito por Weisskopf de 1937, e para fissão o clássico modelo de Bohr/Wheeler de 1939. Para a obtenção da distribuição dos fragmentos de massa de fissão o CRISP conta também com um modelo baseado na parametrização multimodal de fissão, que si- mula os processos de fissão simétrica e assimétrica predominantes em altas e baixas ener- gias, respectivamente. Os resultados obtidos do CRISP depois da aplicação dos modelos mencionados, foram os rendimentos de massa dos fragmentos residuais, os quais foram analisadas para o cálculo da seção de choque de fissão e espalação mediante uma fórmula implementada no modelo. Com o resultado se fez o gráfico da distribuição de massa para cada uma das reações analisadas. Uma das reações estudadas foi a reação induzida por fótons de Bremsstrahlung com energias máximas de 50 e 3500 MeV em um alvo de 181 Ta, calculando a distribuição de massa de fissão e espalação, mostrando bons resultados de acordo com os dados experimentais. Nas reações induzidas por prótons foram calcula- das as seções de choque de fissão e espalação assim como sua respectiva distribuição de massa dos produtos residuais. Neste caso estudamos duas reações, sendo: a reação p (1 GeV) + 208 Pb, e a reação de p (660 MeV) + 238 U. Para a primeira reação com chumbo os resultados do CRISP foram comparados com dados experimentais, e também com os resultados obtidos do modelo MCNPX-Bertini do trabalho de Baylac-Domengetroy de 2003, que simulou a mesma reação com chumbo. Obtendo-se melhores resultados com o CRISP mas com uma superestimação de dados no final da distribuição calculada. No caso do urânio, foi necessário usar a chamada fissão superassimétrica porque a distribuição de massa experimental é mais complexa e o modelo multimodal clássico não é suficiente para sua correta simulação. Foi também estudado as reações induzidas por dêuterons usando o modelo CRISP, mostrando os resultados da distribuição de massa para 197 Au e 208 Pb com algumas limitações do modelo para este tipo de reações. / In this work we present a study of the spallation reactions by intermediate energies in actinide and pre-actinide nuclei. For this purpose we used the Monte Carlo model CRISP (Rio-São Paulo Collaboration), for our study was important in the reproduction of the mass distribution of waste products and the total fission and spallation cross secti- ons. These observables are important for the study of Accelerator Driven System Reac- tors (ADS) considered as promising devices for the transmutation of nuclear waste. The physical models needed for a correct simulation of experimental data were already imple- mented in CRISP, such as the evaporation model for emission of particles described by Weisskopf in 1937, and the classical Bohr/Wheeler model in 1939, for fission. To obtain the fragment mass distribution for fission, CRISP has a model based on multimodal fis- sion parameter, which simulates the processes called symmetric and asymmetric fission that are predominant at high and low energies respectively. The CRISP results, obtai- ned after the application of the above mentioned models, were the mass yield of residual fragments, which were analyzed to calculate the fission and spallation cross section using a formula that was implemented in the CRISP model. With these result was obtained the mass distribution for each reaction analyzed. One of the reactions studied was a re- action induced by Bremsstrahlung photons with endpoint energies of 50 MeV and 3500 in a target 181 Ta, calculating the fission and spallation mass distribution, showing good results according the experimental data. In the reactions induced by protons were cal- culated fission and spallation cross sections as well as their respective mass distribution of the residual products. In this case we study two reactions, as follows: p (1 GeV) + 208 , and p (660 MeV) + 238 U. For the first reaction with lead, the results of CRISP were compared with experimental data and with results obtained of MCNPX-Bertini model of Baylac-Domengetroy work in 2003, simulated the same reaction with lead. Obtaining better results with CRISP, but with data-overestimated at the end of calculated distribu- tion. For uranium it was necessary to use the called superasymmetric fission, because the experimental mass distribution is more complicated and the classical model is not suffi- cient for a correct simulation. Has been also studied the reactions induced by deuterons using the CRISP model, showing the mass distribution

Neste trabalho, apresentamos os modelos simétricos parcialmente lineares AR(1), que generalizam os modelos parcialmente lineares para a presença de erros autocorrelacionados seguindo uma estrutura de autocorrelação AR(1) e erros seguindo uma distribuição simétrica ao invés da distribuição normal. Dentre as distribuições simétricas, podemos considerar distribuições com caudas mais pesadas do que a normal, controlando a curtose e ponderando as observações aberrantes no processo de estimação. A estimação dos parâmetros do modelo é realizada por meio do critério de verossimilhança penalizada, que utiliza as funções escore e a matriz de informação de Fisher, sendo todas essas quantidades derivadas neste trabalho. O número efetivo de graus de liberdade e resultados assintóticos também são apresentados, assim como procedimentos de diagnóstico, destacando-se a obtenção da curvatura normal de influência local sob diferentes esquemas de perturbação e análise de resíduos. Uma aplicação com dados reais é apresentada como ilustração. / In this master dissertation, we present the symmetric partially linear models with AR(1) errors that generalize the normal partially linear models to contain autocorrelated errors AR(1) following a symmetric distribution instead of the normal distribution. Among the symmetric distributions, we can consider heavier tails than the normal ones, controlling the kurtosis and down-weighting outlying observations in the estimation process. The parameter estimation is made through the penalized likelihood by using score functions and the expected Fisher information. We derive these functions in this work. The effective degrees of freedom and asymptotic results are also presented as well as the residual analysis, highlighting the normal curvature of local influence under different perturbation schemes. An application with real data is given for illustration.

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<p>This dissertation considers packet-switched wireless networks for transmission of variable-rate layered hybrid video streams. Target applications are video streaming and broadcasting services. The work can be divided into two main parts.</p><p>In the first part, a novel quality-scalable scheme based on coefficient refinement and encoder quality constraints is developed as a possible extension to the video coding standard H.264. After a technical introduction to the coding tools of H.264 with the main focus on error resilience features, various quality scalability schemes in previous research are reviewed. Based on this discussion, an encoder decoder framework is designed for an arbitrary number of quality layers, hereby also enabling region-of-interest coding. After that, the performance of the new system is exhaustively tested, showing that the bit rate increase typically encountered with scalable hybrid coding schemes is, for certain coding parameters, only small to moderate. The double- and triple-layer constellations of the framework are shown to perform superior to other systems.</p><p>The second part considers layered code streams as generated by the scheme of the first part. Various error propagation issues in hybrid streams are discussed, which leads to the definition of a decoder quality constraint and a segmentation of the code stream to transmit. A packetization scheme based on successive source rate consumption is drafted, followed by the formulation of the channel code rate optimization problem for an optimum assignment of available codes to the channel packets. Proper MSE-based error metrics are derived, incorporating the properties of the source signal, a terminate-on-error decoding strategy, error concealment, inter-packet dependencies, and the channel conditions. The Viterbi algorithm is presented as a low-complexity solution to the optimization problem, showing a great adaptivity of the joint source channel coding scheme to the channel conditions. An almost constant image qualiity is achieved, also in mismatch situations, while the overall channel code rate decreases only as little as necessary as the channel quality deteriorates. It is further shown that the variance of code distributions is only small, and that the codes are assigned irregularly to all channel packets.</p><p>A double-layer constellation of the framework clearly outperforms other schemes with a substantial margin. </p><p>Keywords — Digital lossy video compression, visual communication, variable bit rate (VBR), SNR scalability, layered image processing, quality layer, hybrid code stream, predictive coding, progressive bit stream, joint source channel coding, fidelity constraint, channel error robustness, resilience, concealment, packet-switched, mobile and wireless ATM, noisy transmission, packet loss, binary symmetric channel, streaming, broadcasting, satellite and radio links, H.264, MPEG-4 AVC, Viterbi, trellis, unequal error protection</p>

This thesis deals with several statistical and probabilistic aspects of symmetry and asymmetry, both in a univariate and multivariate context, and is divided into three distinct parts. The first part, composed of Chapters 1, 2 and 3 of the thesis, solves two conjectures associated with multivariate skew-symmetric distributions. Since the introduction in 1985 by Adelchi Azzalini of the most famous representative of that class of distributions, namely the skew-normal distribution, it is well-known that, in the vicinity of symmetry, the Fisher information matrix is singular and the profile log-likelihood function for skewness admits a stationary point whatever the sample under consideration. Since that moment, researchers have tried to determine the subclasses of skew-symmetric distributions who suffer from each of those problems, which has led to the aforementioned two conjectures. This thesis completely solves these two problems. The second part of the thesis, namely Chapters 4 and 5, aims at applying and constructing extremely general skewing mechanisms. As such, in Chapter 4, we make use of the univariate mechanism of Ferreira and Steel (2006) to build optimal (in the Le Cam sense) tests for univariate symmetry which are very flexible. Actually, their mechanism allowing to turn a given symmetric distribution into any asymmetric distribution, the alternatives to the null hypothesis of symmetry can take any possible shape. These univariate mechanisms, besides that surjectivity property, enjoy numerous good properties, but cannot be extended to higher dimensions in a satisfactory way. For this reason, we propose in Chapter 5 different general mechanisms, sharing all the nice properties of their competitors in Ferreira and Steel (2006), but which moreover can be extended to any dimension. We formally prove that the surjectivity property holds in dimensions k>1 and we study the principal characteristics of these new multivariate mechanisms. Finally, the third part of this thesis, composed of Chapter 6, proposes a test for multivariate central symmetry by having recourse to the concepts of statistical depth and runs. This test extends the celebrated univariate runs test of McWilliams (1990) to higher dimensions. We analyze its asymptotic behavior (especially in dimension k=2) under the null hypothesis and its invariance and robustness properties. We conclude by an overview of possible modifications of these new tests./ Cette thèse traite de différents aspects statistiques et probabilistes de symétrie et asymétrie univariées et multivariées, et est subdivisée en trois parties distinctes. La première partie, qui comprend les chapitres 1, 2 et 3 de la thèse, est destinée à la résolution de deux conjectures associées aux lois skew-symétriques multivariées. Depuis l'introduction en 1985 par Adelchi Azzalini du plus célèbre représentant de cette classe de lois, à savoir la loi skew-normale, il est bien connu qu'en un voisinage de la situation symétrique la matrice d'information de Fisher est singulière et la fonction de vraisemblance profile pour le paramètre d'asymétrie admet un point stationnaire quel que soit l'échantillon considéré. Dès lors, des chercheurs ont essayé de déterminer les sous-classes de lois skew-symétriques qui souffrent de chacune de ces problématiques, ce qui a mené aux deux conjectures précitées. Cette thèse résoud complètement ces deux problèmes. La deuxième partie, constituée des chapitres 4 et 5, poursuit le but d'appliquer et de proposer des méchanismes d'asymétrisation très généraux. Ainsi, au chapitre 4, nous utilisons le méchanisme univarié de Ferreira and Steel (2006) pour construire des tests de symétrie univariée optimaux (au sens de Le Cam) qui sont très flexibles. En effet, leur méchanisme permettant de transformer une loi symétrique donnée en n'importe quelle loi asymétrique, les contre-hypothèses à la symétrie peuvent prendre toute forme imaginable. Ces méchanismes univariés, outre cette propriété de surjectivité, possèdent de nombreux autres attraits, mais ne permettent pas une extension satisfaisante aux dimensions supérieures. Pour cette raison, nous proposons au chapitre 5 des méchanismes généraux alternatifs, qui partagent toutes les propriétés de leurs compétiteurs de Ferreira and Steel (2006), mais qui en plus sont généralisables à n'importe quelle dimension. Nous démontrons formellement que la surjectivité tient en dimension k > 1 et étudions les caractéristiques principales de ces nouveaux méchanismes multivariés. Finalement, la troisième partie de cette thèse, composée du chapitre 6, propose un test de symétrie centrale multivariée en ayant recours aux concepts de profondeur statistique et de runs. Ce test étend le célèbre test de runs univarié de McWilliams (1990) aux dimensions supérieures. Nous en analysons le comportement asymptotique (surtout en dimension k = 2) sous l'hypothèse nulle et les propriétés d'invariance et de robustesse. Nous concluons par un aperçu sur des modifications possibles de ces nouveaux tests.

This dissertation considers packet-switched wireless networks for transmission of variable-rate layered hybrid video streams. Target applications are video streaming and broadcasting services. The work can be divided into two main parts. In the first part, a novel quality-scalable scheme based on coefficient refinement and encoder quality constraints is developed as a possible extension to the video coding standard H.264. After a technical introduction to the coding tools of H.264 with the main focus on error resilience features, various quality scalability schemes in previous research are reviewed. Based on this discussion, an encoder decoder framework is designed for an arbitrary number of quality layers, hereby also enabling region-of-interest coding. After that, the performance of the new system is exhaustively tested, showing that the bit rate increase typically encountered with scalable hybrid coding schemes is, for certain coding parameters, only small to moderate. The double- and triple-layer constellations of the framework are shown to perform superior to other systems. The second part considers layered code streams as generated by the scheme of the first part. Various error propagation issues in hybrid streams are discussed, which leads to the definition of a decoder quality constraint and a segmentation of the code stream to transmit. A packetization scheme based on successive source rate consumption is drafted, followed by the formulation of the channel code rate optimization problem for an optimum assignment of available codes to the channel packets. Proper MSE-based error metrics are derived, incorporating the properties of the source signal, a terminate-on-error decoding strategy, error concealment, inter-packet dependencies, and the channel conditions. The Viterbi algorithm is presented as a low-complexity solution to the optimization problem, showing a great adaptivity of the joint source channel coding scheme to the channel conditions. An almost constant image qualiity is achieved, also in mismatch situations, while the overall channel code rate decreases only as little as necessary as the channel quality deteriorates. It is further shown that the variance of code distributions is only small, and that the codes are assigned irregularly to all channel packets. A double-layer constellation of the framework clearly outperforms other schemes with a substantial margin. Keywords — Digital lossy video compression, visual communication, variable bit rate (VBR), SNR scalability, layered image processing, quality layer, hybrid code stream, predictive coding, progressive bit stream, joint source channel coding, fidelity constraint, channel error robustness, resilience, concealment, packet-switched, mobile and wireless ATM, noisy transmission, packet loss, binary symmetric channel, streaming, broadcasting, satellite and radio links, H.264, MPEG-4 AVC, Viterbi, trellis, unequal error protection

Questo lavoro mira ad offrire una nuova prospettiva dalla quale leggere la dialettica fra cultura pagano-mitica e cultura cristiana che attraversa tutta la tradizione letteraria italiana. Tema comune alle due visioni del mondo, la trasformazione è figura guida dell’intera ricerca, figura che assume declinazioni differenti e prende il nome di metamorfosi nella cultura mitica e quello di conversione nella cultura cristiana. La novità della prospettiva consiste nel tentativo di una lettura di carattere retorico di questi due fenomeni, con lo scopo di formalizzare due tipi di poetica che corrispondano al tema della metamorfosi e a quello della conversione. Applicando al vasto materiale offerto da Divina Commedia, Gerusalemme liberata, Adone, Promessi sposi, tragedie manzoniane e da alcune poesie tratte dall’Alcyone di d’Annunzio gli strumenti derivati dagli studi antropologici sui sacrifici arcaici di Girard e dalle intuizioni di Bottiroli a proposito della traduzione letteraria di alcuni schemi logici propri alla cultura occidentale si è potuta constatare una corrispondenza costante tra le forme dei contenuti ‘metamorfosi’ e ‘conversione’ e le particolari forme dell’espressione con cui essi sono stati rappresentati. Una volta individuate, le particolari forme dell’espressione sono state codificate in figure retoriche, tanto che si è giunti ad indicare lo schema, in generale, dell’antitesi come marca propria alla poetica della metamorfosi e la figura della correctio come caratteristica della poetica della conversione. / This work aims at offering a new perspective from which it is possible to read the dialectic between the heathen-mythical culture and the Christian culture that runs through the whole literary Italian tradition. Transformation is the theme in common between the two visions of the world, it is the leading figure of the whole research and it assumes different forms. It takes the name of metamorphosis in the mythical culture and of conversion in the Christian culture. The novelty of this perspective consists in the attempt of a rhetorical reading of these two phenomena, in order to formalize two kinds of poetics., that could correspond to the theme of metamorphosis and conversion. Applying to the large materials offered by Divina Commedia, Gerusalemme liberata, Adone, Promessi sposi, tragedies by Manzoni and some poems from Alcyone by d’Annunzio the instruments deriving from the anthropological studies about archaic sacrifices by Girard and from the intuitions of Bottiroli about literary transposition of some logical schemes, which are typical of the Western culture, it was possible to notice a constant correspondence between forms of contents ‘metamorphosis’ and ‘conversion’ and the particular forms of the expression, with which they have been represented. Once they have been pointed out, the particular forms of expression have been codified in figures of speech, so that it was possible to indicate the overall scheme of the antithesis as the proper sing of the poetics of metamorphosis and the figure of correctio as the feature of the poetics of conversion.

本研究提出UIP、PPP、 MF、TR及TRa五種匯率預測模型，以新台幣兌美元即期匯率、遠期匯率進行避險準確率及避險成效的實證分析。資料期間為1996年12月到2012年10月的新台幣兌美元即期匯率月資料，資料來源為資料庫Datastream。 實證結果發現UIP、PPP、 MF、TR及TRa五種匯率預測模型比較分析中，若以相對購買力平價模型(PPP)進行選擇性避險，再搭配適當避險比率，其報酬率可能由負報酬轉為正報酬；避險績效衡量方面，以相對購買力平價模型搭配完全避險的績效最好。若以不對稱泰勒模型(TRa)進行選擇性避險，再搭配適當避險比率，報酬率明顯由負轉為正；衡量避險績效衡量方面，完全避險在風險降幅及下方動差避險績效衡量下，以不對稱泰勒模型搭配完全避險的績效最好。 / This study provides five exchange rate models to predict future exchange rate (UIP,PPP,MF,Taylor rule and asymmetric Taylor rule). We illustrate these methods by assessing the forecasting performance of five exchange rate models using monthly returns on TWD/US dollar exchange rate. The data are monthly exchange rates ranging from December 1996 to October 2012, using spot and one-month forward exchange rates form Datastream. We find that empirical models based on purchase power parity (PPP) and the asymmetric Taylor rule(TRa) outperform the other models in out-of-sample forecasting using the appropriate hedging ratio. Comparing the hedging performance between PPP and models, we find that the hedging performance by the PPP will get the higher return. However, the hedging performance by the will get the lower volatility.