12 resultados para Autoregressive moving average (ARMA)

em Dalarna University College Electronic Archive


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Ghana faces a macroeconomic problem of inflation for a long period of time. The problem in somehow slows the economic growth in this country. As we all know, inflation is one of the major economic challenges facing most countries in the world especially those in African including Ghana. Therefore, forecasting inflation rates in Ghana becomes very important for its government to design economic strategies or effective monetary policies to combat any unexpected high inflation in this country. This paper studies seasonal autoregressive integrated moving average model to forecast inflation rates in Ghana. Using monthly inflation data from July 1991 to December 2009, we find that ARIMA (1,1,1)(0,0,1)12 can represent the data behavior of inflation rate in Ghana well. Based on the selected model, we forecast seven (7) months inflation rates of Ghana outside the sample period (i.e. from January 2010 to July 2010). The observed inflation rate from January to April which was published by Ghana Statistical Service Department fall within the 95% confidence interval obtained from the designed model. The forecasted results show a decreasing pattern and a turning point of Ghana inflation in the month of July.

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Sweden, together with Norway, Finland and Denmark, have created a multi-national electricity market called NordPool. In this market, producers and retailers of electricity can buy and sell electricity, and the retailers then offers this electricity to end consumers such as households and industries. Previous studies have shown that pricing at the NordPool market is functioning quite well, but no other study has to my knowledge studied if pricing in the retail market to consumers in Sweden is well functioning. If the market is well functioning, with competition and low transaction costs when changing electricity retailer, we would expect that a homogeneous good such as electricity would be sold at the approximately same price, and that price changes would be highly correlated, in this market. Thus, the aim of this study is to test whether the price of Vattenfall, the largest energy firm in the Swedish market, is highly correlated to the price of other firms in the Swedish retail market for electricity. Descriptive statistics indicate that the price offered by Vattenfall is quite similar to the price of other firms in the market. In addition, regression analysis show that the correlation between the price of Vattenfall and other firms is as high as 0.98.

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Cloud computing innebär användning av datorresurser som är tillgängliga via ett nätverk, oftast Internet och är ett område som har vuxit fram i snabb takt under de senaste åren. Allt fler företag migrerar hela eller delar av sin verksamhet till molnet. Sogeti i Borlänge har behov av att migrera sina utvecklingsmiljöer till en molntjänst då drift och underhåll av dessa är kostsamma och tidsödande. Som Microsoftpartners vill Sogeti använda Microsoft tjänst för cloud computing, Windows Azure, för detta syfte. Migration till molnet är ett nytt område för Sogeti och de har inga beskrivningar för hur en sådan process går till. Vårt uppdrag var att utveckla ett tillvägagångssätt för migration av en IT-lösning till molnet. En del av uppdraget blev då att kartlägga cloud computing, dess beståndsdelar samt vilka för- och nackdelar som finns, vilket har gjort att vi har fått grundläggande kunskap i ämnet. För att utveckla ett tillvägagångssätt för migration har vi utfört flera migrationer av virtuella maskiner till Windows Azure och utifrån dessa migrationer, litteraturstudier och intervjuer dragit slutsatser som mynnat ut i ett generellt tillvägagångssätt för migration till molnet. Resultatet har visat att det är svårt att göra en generell men samtidigt detaljerad beskrivning över ett tillvägagångssätt för migration, då scenariot ser olika ut beroende på vad som ska migreras och vilken typ av molntjänst som används. Vi har dock utifrån våra erfarenheter från våra migrationer, tillsammans med litteraturstudier, dokumentstudier och intervjuer lyft vår kunskap till en generell nivå. Från denna kunskap har vi sammanställt ett generellt tillvägagångssätt med större fokus på de förberedande aktiviteter som en organisation bör genomföra innan migration. Våra studier har även resulterat i en fördjupad beskrivning av cloud computing. I vår studie har vi inte sett att någon tidigare har beskrivit kritiska framgångsfaktorer i samband med cloud computing. I vårt empiriska arbete har vi dock identifierat tre kritiska framgångsfaktorer för cloud computing och i och med detta täckt upp en del av kunskapsgapet där emellan.

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This paper studies a special class of vector smooth-transition autoregressive (VSTAR) models that contains common nonlinear features (CNFs), for which we proposed a triangular representation and developed a procedure of testing CNFs in a VSTAR model. We first test a unit root against a stable STAR process for each individual time series and then examine whether CNFs exist in the system by Lagrange Multiplier (LM) test if unit root is rejected in the first step. The LM test has standard Chi-squared asymptotic distribution. The critical values of our unit root tests and small-sample properties of the F form of our LM test are studied by Monte Carlo simulations. We illustrate how to test and model CNFs using the monthly growth of consumption and income data of United States (1985:1 to 2011:11).

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The overall aim of this thesis has been to investigate the meaning of the capability to move in order to identify and describe this capability from the perspective of the one who moves in relation to specific movements. It has been my ambition to develop ways to explicate, and thereby open up for discussion, what might form an educational goal in the context of movements and movement activities in the school subject of physical education and health (PEH). In this study I have used a practical epistemological perspective on capability to move, a perspective that challenges the traditional distinction between mental and physical skills as well as between theoretical and practical knowledge. Movement actions, or ways of moving, are seen as expressions of knowing. In order to explore an understanding of the knowing involved in specific ways of moving, observations of  actors’ ways of moving and their own experiences of moving were brought together. Informants from three different arenas took part: from PEH in upper secondary school, from athletics and from free-skiing. The results of the analyses suggest it is possible to describe practitioners’ developed knowing as a number of specific ways of knowing that are in turn related to specific ways of moving. Examples of such specific ways of moving may be discerning and modifying one’s own rotational velocity and navigating one’s (bodily) awareness. Additionally, exploring learners’ pre-knowing of a movement ‘as something’ may be fruitful when planning the teaching and learning of capability to move. I have suggested that these specific ways of knowing might be regarded as educational goals in PEH. In conducting this study, I have also had the ambition to contribute to the ongoing discussion of what ‘ability’ in the PEH context might mean. In considering specific ways of knowing in moving, the implicit and taken-for-granted meaning of ‘standards of excellence’ and ‘sports ability’can be discussed, and challenged.

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Producing cost-competitive small and medium-sized solar cooling systems is currently a significant challenge. Due to system complexity, extensive engineering, design and equipment costs; the installation costs of solar thermal cooling systems are prohibitively high. In efforts to overcome these limitations, a novel sorption heat pump module has been developed and directly integrated into a solar thermal collector. The module comprises a fully encapsulated sorption tube containing hygroscopic salt sorbent and water as a refrigerant, sealed under vacuum with no moving parts. A 5.6m2 aperture area outdoor laboratory-scale system of sorption module integrated solar collectors was installed in Stockholm, Sweden and evaluated under constant re-cooling and chilled fluid return temperatures in order to assess collector performance. Measured average solar cooling COP was 0.19 with average cooling powers between 120 and 200 Wm-2 collector aperture area. It was observed that average collector cooling power is constant at daily insolation levels above 3.6 kWhm-2 with the cooling energy produced being proportional to solar insolation. For full evaluation of an integrated sorption collector solar heating and cooling system, under the umbrella of a European Union project for technological innovation, a 180 m2 large-scale demonstration system has been installed in Karlstad, Sweden. Results from the installation commissioned in summer 2014 with non-optimised control strategies showed average electrical COP of 10.6 and average cooling powers between 140 and 250 Wm-2 collector aperture area. Optimisation of control strategies, heat transfer fluid flows through the collectors and electrical COP will be carried out in autumn 2014.

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During the latest decade Somali-born women with experiences of long-lasting war followed by migration have increasingly encountered Swedish maternity care, where antenatal care midwives are assigned to ask questions about exposure to violence. The overall aim in this thesis was to gain deeper understanding of Somali-born women’s wellbeing and needs during the parallel transitions of migration to Sweden and childbearing, focusing on maternity healthcare encounters and violence. Data were obtained from medical records (paper I), qualitative interviews with Somali-born women (II, III) and Swedish antenatal care midwives (IV). Descriptive statistics and thematic analysis were used. Compared to pregnancies of Swedish-born women, Somali-born women’s pregnancies demonstrated later booking and less visits to antenatal care, more maternal morbidity but less psychiatric treatment, less medical pain relief during delivery and more emergency caesarean sections and small-for-gestational-age infants (I). Political violence with broken societal structures before migration contributed to up-rootedness, limited healthcare and absent state-based support to women subjected to violence, which reinforced reliance on social networks, own endurance and faith in Somalia (II). After migration, sources of wellbeing were a pragmatic “moving-on” approach including faith and motherhood, combined with social coherence. Lawful rights for women were appreciated but could concurrently risk creating power tensions in partner relationships. Generally, the Somali-born women associated the midwife more with providing medical care than with overall wellbeing or concerns about violence, but new societal resources were parallel incorporated with known resources (III). Midwives strived for woman-centered approaches beyond ethnicity and culture in care encounters, with language, social gaps and divergent views on violence as potential barriers in violence inquiry. Somali-born women’s strength and contentment were highlighted, and ongoing violence seldom encountered according to the midwives experiences (IV). Pragmatism including “moving on” combined with support from family and social networks, indicate capability to cope with violence and migration-related stress. However, this must be balanced against potential unspoken needs at individual level in care encounters.With trustful relationships, optimized interaction and networking with local Somali communities and across professions, the antenatal midwife can have a “bridging-function” in balancing between dual societies and contribute to healthy transitions in the new society.

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We present a new version (> 2.0) of the hglm package for fitting hierarchical generalized linear models (HGLMs) with spatially correlated random effects. CAR() and SAR() families for conditional and simultaneous autoregressive random effects were implemented. Eigen decomposition of the matrix describing the spatial structure (e.g., the neighborhood matrix) was used to transform the CAR/SAR random effects into an independent, but eteroscedastic, Gaussian random effect. A linear predictor is fitted for the random effect variance to estimate the parameters in the CAR and SAR models. This gives a computationally efficient algorithm for moderately sized problems.

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This thesis presents a system to recognise and classify road and traffic signs for the purpose of developing an inventory of them which could assist the highway engineers’ tasks of updating and maintaining them. It uses images taken by a camera from a moving vehicle. The system is based on three major stages: colour segmentation, recognition, and classification. Four colour segmentation algorithms are developed and tested. They are a shadow and highlight invariant, a dynamic threshold, a modification of de la Escalera’s algorithm and a Fuzzy colour segmentation algorithm. All algorithms are tested using hundreds of images and the shadow-highlight invariant algorithm is eventually chosen as the best performer. This is because it is immune to shadows and highlights. It is also robust as it was tested in different lighting conditions, weather conditions, and times of the day. Approximately 97% successful segmentation rate was achieved using this algorithm.Recognition of traffic signs is carried out using a fuzzy shape recogniser. Based on four shape measures - the rectangularity, triangularity, ellipticity, and octagonality, fuzzy rules were developed to determine the shape of the sign. Among these shape measures octangonality has been introduced in this research. The final decision of the recogniser is based on the combination of both the colour and shape of the sign. The recogniser was tested in a variety of testing conditions giving an overall performance of approximately 88%.Classification was undertaken using a Support Vector Machine (SVM) classifier. The classification is carried out in two stages: rim’s shape classification followed by the classification of interior of the sign. The classifier was trained and tested using binary images in addition to five different types of moments which are Geometric moments, Zernike moments, Legendre moments, Orthogonal Fourier-Mellin Moments, and Binary Haar features. The performance of the SVM was tested using different features, kernels, SVM types, SVM parameters, and moment’s orders. The average classification rate achieved is about 97%. Binary images show the best testing results followed by Legendre moments. Linear kernel gives the best testing results followed by RBF. C-SVM shows very good performance, but ?-SVM gives better results in some case.

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Background Somali-born women constitute one of the largest groups of childbearing refugee women in Sweden after more than two decades of political violence in Somalia. In Sweden, these women encounter antenatal care that includes routine questions about violence being asked. The aim of the study was to explore how Somali-born women understand and relate to violence and wellbeing during their migration transition and their views on being approached with questions about violence in Swedish antenatal care. Method Qualitative interviews (22) with Somali-born women (17) living in Sweden were conducted and analysed using thematic analysis. Findings A balancing actbetween keeping private life private and the new welfare system was identified, where the midwife's questions about violence were met with hesitance. The midwife was, however, considered a resource for access to support services in the new society. A focus on pragmatic strategies to move on in life, rather than dwelling on potential experiences of violence and related traumas, was prominent. Social networks, spiritual faith and motherhood were crucial for regaining coherence in the aftermath of war. Dialogue and mutual adjustments were identified as strategies used to overcome power tensions in intimate relationships undergoing transition. Conclusions If confidentiality and links between violence and health are explained and clarified during the care encounter, screening for violence can be more beneficial in relation to Somali-born women. The focus on “moving on” and rationality indicates strength and access to alternative resources, but needs to be balanced against risks for hidden needs in care encounters. A care environment with continuity of care and trustful relationships enhances possibilities for the midwife to balance these dual perspectives and identify potential needs. Collaborations between Somali communities, maternity care and social service providers can contribute with support to families in transition and bridge gaps to formal social and care services.