本財務預警模型研究延續Shumway(2001)年所提出的離散型風險模型(Discrete-time Hazard Model)架構，即Shumway 所稱之多期邏輯斯迴歸模型(Multiperiod logistic regression model) ，來建立銀行財務預警模型。不同於Shumway所提出的Log 基期風險式，研究者根據實際財務危機發生機率圖提出Quadratic 基期風險式。由於離散型風險模型考量與時間相依共變量(Time-dependent covariate)，該模型可以納入隨時間變動的的市場與總體變數，這是單期模型無法達到的。實證結果顯示，不論是否有加入總體與市場變數，Quadratic 基期風險式離散型模型在樣本內檢測表現都比單期模型與Log 基期風險式離散型模型好，研究亦顯示樣本外的預測Quadratic基期風險式在大多數情況都優於Log 基期風險式與單期模型 / This paper continues Shumway(2001) studies on discrete time hazard model, the so called multi-period logistic regression model, to develop a bank failure early warning model . Different from log baseline hazard form proposed by Shumway, author present quadratic baseline hazard form based on the pattern of real default rate. By incorporating time-varying covariates, our model enables us to utilize macroeconomic and market variables, which cannot be incorporated into in a one-period model. We find that our model significantly outperforms the single period logit model and Log baseline hazard model with and without the macroeconomic and market variables at in-sample estimation. The improvement in accuracy comes both from the time-series bank-specific variables and from the time-series macroeconomic variables. Our research also shows that quadratic baseline hazard model outperforms Log baseline hazard model and single period logit model in out-of-sample prediction.

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La réalité augmentée (Augmented Reality ou AR) peut potentiellement changer significativement l’expérience utilisateur. Au contraire les applications sur Smartphone ou tablette, les technologies d’affichage tête haute (Head Up Display ouHUD) aujourd’hui sont capables de projeter localement sur une zone du pare-brise ou globalement sur tout le pare-brise. Le conducteur peut alors percevoir l’information directement dans son champ de vision. Ce ne sont pas que les informations basiques comme vitesse ou navigation, le système peut aussi afficher des aides, des indicateurs qui guident l’attention du conducteur vers les dangers possibles. Il existe alors un chalenge scientifique qui est de concevoir des visualisations d’interactions qui s’adaptent en fonction de l’observation de la scène mais aussi en fonction de l’observation du conducteur. Dans le contexte des systèmes d’alerte de collision avec les piétons (Pedestrian Collision Warning System ou PCWS), l’efficacité de la détection du piéton a atteint un niveau élevé grâce à la technologie de vision. Pourtant, les systèmes d’alerte ne s’adaptent pas au conducteur et à la situation, ils deviennent alors une source de distraction et sont souvent négligés par le conducteur. Pour ces raisons, ce travail de thèse consiste à proposer un nouveau concept de PCWS avec l’AR (nommé the AR-PCW system). Premièrement, nous nous concentrons sur l’étude de la conscience de la situation (Situation Awareness ou SA) du conducteur lorsqu’il y a un piéton présent devant le véhicule. Nous proposons une approche expérimentale pour collecter les données qui représentent l’attention du conducteur vis-à-vis du piéton (Driver Awareness of Pedestrian ou DAP) et l’inattention du conducteur vis-à-vis de celui-ci (Driver Unawareness of Pedestrian ou DUP). Ensuite, les algorithmes basées sur les charactéristiques, les modèles d’apprentissage basés sur les modèles discriminants (ex, Support Vector Machine ou SVM) ou génératifs (Hidden Markov Model ou HMM) sont proposés pour estimer le DUP et le DAP. La décision de notre AR-PCW system est effectivement basée sur ce modèle. Deuxièmement, nous proposons les aides ARs pour améliorer le DAP après une étude de l’état de l’art sur les ARs dans le contexte de la conduite automobile. La boite englobante autour du piéton et le panneau d’alerte de danger sont utilisés. Finalement, nous étudions expérimentalement notre système AR-PCW en analysant les effets des aides AR sur le conducteur. Un simulateur de conduite est utilisé et la simulation d’une zone HUD dans la scène virtuelle sont proposés. Vingt-cinq conducteurs de 2 ans de permis de conduite ont participé à l’expérimentation. Les situations ambigües sont créées dans le scénario de conduite afin d’analyser le DAP. Le conducteur doit suivre un véhicule et les piétons apparaissent à différents moments. L’effet des aides AR sur le conducteur est analysé à travers ses performances à réaliser la tâche de poursuite et ses réactions qui engendrent le DAP. Les résultats objectifs et subjectifs montrent que les aides AR sont capables d’améliorer le DAP défini en trois niveaux : perception, vigilance et anticipation. Ce travail de thèse a été financé sur une bourse ministère et a été réalisé dans le cadre des projets FUI18 SERA et Labex MS2T qui sont financé par le Gouvernement Français, à travers le programme « Investissement pour l’avenir » géré par le ANR (Référence ANR-11-IDEX-0004-02). / Augmented reality (AR) can potentially change the driver’s user experience in significant ways. In contrast of the AR applications on smart phones or tablets, the Head-Up-Displays (HUD) technology based on a part or all wind-shield project information directly into the field of vision, so the driver does not have to look down at the instrument which maybe causes to the time-critical event misses. Until now, the HUD designers try to show not only basic information such as speed and navigation commands but also the aids and the annotations that help the driver to see potential dangers. However, what should be displayed and when it has to be displayed are still always the questions in critical driving context. In another context, the pedestrian safety becomes a serious society problem when half of traffic accidents around the world are among pedestrians and cyclists. Several advanced Pedestrian Collision Warning Systems (PCWS) have been proposed to detect pedestrians using the on-board sensors and to inform the driver of their presences. However, most of these systems do not adapt to the driver’s state and can become extremely distracting and annoying when they detect pedestrian. For those reasons, this thesis focuses on proposing a new concept for the PCWS using AR (so called the AR-PCW system). Firstly, for the «When» question, the display decision has to take into account the driver’s states and the critical situations. Therefore, we investigate the modelisation of the driver’s awareness of a pedestrian (DAP) and the driver’s unawareness of a pedestrian (DUP). In order to do that, an experimental approach is proposed to observe and to collect the driving data that present the DAP and the DUP. Then, the feature-based algorithms, the data-driven models based on the discriminative models (e.g. Support Vector Machine) or the generative models (e.g. Hidden Markov Model) are proposed to recognize the DAP and the DUP. Secondly, for the «What» question, our proposition is inspired by the state-of-the-art on the AR in the driving context. The dynamic bounding-box surrounding the pedestrian and the static danger panel are used as the visual aids. Finally, in this thesis, we study experimentally the benefits and the costs of the proposed AR-PCW system and the effects of the aids on the driver. A fixed-based driving simulator is used. A limited display zone on screen is proposed to simulate the HUD. Twenty five healthy middle-aged licensed drivers in ambiguous driving scenarios are explored. Indeed, the heading-car following is used as the main driving task whereas twenty three pedestrians appear in the circuit at different moment and with different behaviors. The car-follow task performance and the awareness of pedestrian are then accessed through the driver actions. The objective results as well as the subjective results show that the visual aids can enhance the driver’s awareness of a pedestrian which is defined with three levels: perception, vigilance and anticipation. This work has been funded by a Ministry scholarship and was carried out in the framework of the FUI18 SERA project, and the Labex MS2T which is funded by the French Government, through the program ”Investments for the future” managed by the National Agency for Research (Reference ANR-11-IDEX-0004-02).

Rift Valley fever (RVF) is an emerging viral zoonosis that causes frequent outbreaks in east Africa and on the Arabian Peninsula. The likelihood of RVF global expansion due to climate change and human anthropogenic factors is an important issue. The causative agent, RVF virus, is an arbovirus that is transmitted by several mosquito species and is able to infect a wide range of livestock as well as people. The infection leads to mass abortions and death in livestock and a potentially deadly hemorrhagic fever in humans. RVF has severe socio-economic consequences such as animal trade bans between countries, disruption of food security, and economic disaster for farmers and pastoralists as well as for countries. Human behavior such as direct contact with infected animals or their fluids and exposure to mosquito bites increases the risk for contracting the disease. To better understand the challenges associated with RVF outbreaks and to explore prevention and control strategies, we used the One Health approach. The local community had to be involved to understand the interaction between the environment, animals, and humans. We focused on Sudan, Saudi Arabia, and Kenya. First, we systematically reviewed the literature and then we performed cross sectional community-based studies using a special One Health questionnaire. Climatic and remote sensing data were used in combination with statistics to develop a sub-region predictive model for RVF. For both Saudi Arabia and Sudan, the ecology and environment of the affected areas were similar. These areas included irrigation canals and excessive rains that provide an attractive habitat for mosquito vectors to multiply. The surveillance systems were unable to detect the virus in livestock before it spread to humans. Ideally, livestock should serve as sentinels to prevent loss of human lives, but the situation here was reversed. Differences between countries regarding further spread of RVF was mainly determined by better economic and infrastructure resources. In Sudan, there was a lack of knowledge and appropriate practices at the studied community regarding RVF disease symptoms and risk factors for both animals and humans. The community was hesitant in notifying the authorities about RVF suspicion in livestock due to the lack of a compensation system. The perceived role of the community in controlling RVF was fragmented, increasing the probability of RVF transmission and disease. In Kenya, our study found that better knowledge about RVF does not always translate to more appropriate practices that avoid exposure to the disease. However, the combination of good knowledge, attitudes, and practices may explain why certain communities were less affected. Strategies to combat RVF should consider socio-cultural and behavioral differences among communities. We also noticed that RVF outbreaks in Kenya occurred in regions with high livestock density exposed to heavy rains and wet soil fluxes, which could be measured by evapotranspiration and vegetation seasonality variables. We developed a RVF risk map on a sub-regional scale. Future outbreaks could be better managed if such relevant RVF variables are integrated into early warning systems. To confront RVF outbreaks, a policy is needed that better incorporates ecological factors and human interactions with livestock and environment that help the RVF pathogen spread. Early detection and notification of RVF is essential because a delay will threaten the core of International Health Regulations (IHR), which emphasizes the share of information during a transboundary disease outbreak to avoid unnecessary geographical expansion.

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Zusammenschlüsse über Firmengrenzen hinweg sind mit Risiken verbunden, besonders bei Einbindung von Mitarbeitern. Ein neu entwickeltes Frühwarnsystem ermöglicht ein rechtzeitiges Eingreifen in die Kooperationsprozesse, bevor eine erfolgsmindernde Wirkung einsetzen könnte. Es basiert auf Forschungsergebnissen zu Führung und Mitarbeitermotivation in Projektgruppen und orientiert sich an den Erfahrungen von Managern bei der Gestaltung interorganisationaler Zusammenarbeit. Die informationsund kommunikationstechnische Umsetzung dient dem ökonomischen orts- und zeitflexiblen Einsatz sowie einer schnellen Rückmeldung. Inzwischen wurde das Frühwarnsystem in verschiedenen Kooperationsprojekten eingesetzt und von den Beteiligten positiv angenommen.

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PhDH / Department of Hydrology and Water Resources / Demand for water resources has been on the increase and is compounded by population growth and related development demands. Thus, numerous sectors are affected by water scarcity and therefore effective management of drought-induced water deficit is of importance. Luvuvhu River Catchment (LRC), a tributary of the Limpopo River Basin in South Africa has witnessed an increasing frequency of drought events over the recent decades. Drought impacts negatively on communities’ livelihoods, development, economy, water resources, and agricultural yields. Drought assessment in terms of frequency and severity using Drought Indices (DI) in different parts of the world has been reported. However, the forecasting and prediction component which is significant in drought preparedness and setting up early warning systems is still inadequate in several regions of the world. This study aimed at characterising, assessing, and predicting drought conditions using DI as a drought quantifying parameter in the LRC. This was achieved through the application of hybrid statistical and machine learning models including predictions via a combination of hybrid models. Rainfall and temperature data were obtained from South African Weather Service, evapotranspiration, streamflow, and reservoir storage data were obtained from the Department of Water and Sanitation while root zone soil moisture data was derived from the NASA earth data Giovanni repository. The Standardised Precipitation Index (SPI), Standardised Precipitation Evapotranspiration Index (SPEI), Standardised Streamflow Index (SSI), and Nonlinear Aggregated Drought Index (NADI) were selected to assess and characterise drought conditions in the LRC. SPI is precipitation based, SPEI is precipitation and evapotranspiration based, SSI is based on streamflow while NADI is a multivariate index based on rainfall, potential evapotranspiration, streamflow, and storage reservoir volume. All indices detected major historical drought events that have occurred and reported over the study area, although the precipitation based indices were the only indices that categorised the 1991/1992 drought as extreme at 6- and 12- month timescales while the streamflow index and multivariate NADI underestimated the event. The most recent 2014/16 drought was also categorised to be extreme by the standardised indices. The study found that the multivariate index underestimates most historical drought events in the catchment. The indices further showed that the most prevalent drought events in the LRC were mild drought. Extreme drought events were the least found at 6.42%, 1.08%, 1.56%, and 4.4% for SPI, SPEI, SSI, and NADI, respectively. Standardised indices and NADI showed negative trends and positive upward trends, respectively. The positive trend showed by NADI depicts a decreased drought severity over the study period. Drought events were characterised based on duration, intensity, severity, and frequency of drought events for each decade of the 30 years considered in this study i.e. between 1986 – 1996, 1996 – 2006, 2006 – 2016. This was done to get finer details of how drought characteristics behaved at a 10-year interval over the study period. An increased drought duration was observed between 1986 - 1996 while the shortest duration was observed between 1996 - 2006 followed by 2006 - 2016. NADI showed an overall lowest catchment duration at 1- month timescale compared to the standardised indices. The relationship between drought severity and duration revealed a strong linear relationship across all indices at all timescales (i.e. an R2 of between 0.6353 and 0.9714, 0.6353 and 0.973, 0.2725 and 0.976 at 1-, 6- and 12- month timescales, respectively). In assessing the overall utilisation of an index, the five decision criteria (robustness, tractability, transparency, sophistication, and extendibility) were assigned a raw score of between one and five. The sum of the weighted scores (i.e. raw scores multiplied by the relative importance factor) was the total for each index. SPEI ranked the highest with a total weight score of 129 followed by the SSI with a score of 125 and then the SPI with a score of 106 while NADI scored the lowest with a weight of 84. Since SPEI ranked the highest of all the four indices evaluated, it is regarded as an index that best describes drought conditions in the LRC and was therefore used in drought prediction. Statistical (GAM-Generalised Additive Models) and machine learning (LSTM-Long Short Term Memory) based techniques were used for drought prediction. The dependent variables were decomposed using Ensemble Empirical Mode Decomposition (EEMD). Model inputs were determined using the gradient boosting, and all variables showing some relative off importance were considered to influence the target values. Rain, temperature, non-linear trend, SPEI at lag1, and 2 were found to be important in predicting SPEI and the IMFs (Intrinsic Mode Functions) at 1, 6- and 12- month timescales. Seven models were applied based on the different learning techniques using the SPEI time series at all timescales. Prediction combinations of GAM performed better at 1- and 6- month timescales while at 12- month, an undecomposed GAM outperformed the decomposition and the combination of predictions with a correlation coefficient of 0.9591. The study also found that the correlation between target values, LSTM, and LSTM-fQRA was the same at 0.9997 at 1- month and 0.9996 at 6- and 12- month timescales. Further statistical evaluations showed that LSTM-fQRA was the better model compared to an undecomposed LSTM (i.e. RMSE of 0.0199 for LSTM-fQRA over 0.0241 for LSTM). The best performing GAM and LSTM based models were used to conduct uncertainty analysis, which was based on the prediction interval. The PICP and PINAW results indicated that LSTM-fQRA was the best model to predict SPEI timeseries at all timescales. The conclusions drawn from drought predictions conducted in this study are that machine learning neural networks are better suited to predict drought conditions in the LRC, while for improved model accuracy, time series decomposition and prediction combinations are also implementable. The applied hybrid machine learning models can be used for operational drought forecasting and further be incorporated into existing early warning systems for drought risk assessment and management in the LRC for better water resources management. Keywords: Decomposition, drought, drought indices, early warning system, frequency, machine learning, prediction intervals, severity, water resources. / NRF