The efficacy of the old way/new way methodology on the correction of an automated technical error and its impact on the athlete’s psychological skills : Case study in tennis

The aim of this study was to evaluated the efficacy of the Old Way/New Way methodology (Lyndon, 1989/2000) with regard to the permanent correction of a consolidated and automated technical error experienced by a tennis athlete (who is 18 years old and has been engaged in practice mode for about 6 years) in the execution of serves. Additionally, the study assessed the impact of intervention on the athlete’s psychological skills. An individualized intervention was designed using strategies that aimed to produce a) a detailed analysis of the error using video images; b) an increased kinaesthetic awareness; c) a reactivation of memory error; d) the discrimination and generalization of the correct motor action. The athlete’s psychological skills were measured with a Portuguese version of the Psychological Skills Inventory for Sports (Cruz & Viana, 1993). After the intervention, the technical error was corrected with great efficacy and an increase in the athlete’s psychological skills was verified. This study demonstrates the methodology’s efficacy, which is consistent with the effects of this type of intervention in different contexts.

Improving accuracy of inflation forecasts using macroeconomic information

This thesis examines the effects of macroeconomic factors on inflation level and volatility in the Euro Area to improve the accuracy of inflation forecasts with econometric modelling. Inflation aggregates for the EU as well as inflation levels of selected countries are analysed, and the difference between these inflation estimates and forecasts are documented. The research proposes alternative models depending on the focus and the scope of inflation forecasts. I find that models with a Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) in mean process have better explanatory power for inflation variance compared to the regular GARCH models. The significant coefficients are different in EU countries in comparison to the aggregate EU-wide forecast of inflation. The presence of more pronounced GARCH components in certain countries with more stressed economies indicates that inflation volatility in these countries are likely to occur as a result of the stressed economy. In addition, other economies in the Euro Area are found to exhibit a relatively stable variance of inflation over time. Therefore, when analysing EU inflation one have to take into consideration the large differences on country level and focus on those one by one.

Exploração de séries temporais em processos de previsão de vendas

Dissertação de mestrado em Engenharia de Sistemas

Método de desagregação temporal para a previsão da taxa de desemprego em Portugal

Dissertação de mestrado em Estatística

Random walk forecast of urban water in Iran under uncertainty

There are two significant reasons for the uncertainties of water demand. On one hand, an evolving technological world is plagued with accelerated change in lifestyles and consumption patterns; and on the other hand, intensifying climate change. Therefore, with an uncertain future, what enables policymakers to define the state of water resources, which are affected by withdrawals and demands? Through a case study based on thirteen years of observation data in the Zayandeh Rud River basin in Isfahan province located in Iran, this paper forecasts a wide range of urban water demand possibilities in order to create a portfolio of plans which could be utilized by different water managers. A comparison and contrast of two existing methods are discussed, demonstrating the Random Walk Methodology, which will be referred to as the â On uncertainty pathâ , because it takes the uncertainties into account and can be recommended to managers. This On Uncertainty Path is composed of both dynamic forecasting method and system simulation. The outcomes show the advantage of such methods particularly for places that climate change will aggravate their water scarcity, such as Iran.

Modelo integrado de cuantificación del nivel de significación y de asignación del error tolerable en procesos de auditoría de estados contables

El objetivo que persigue un proceso de auditoría de estados contables es la comunicación por parte del auditor de una conclusión en relación al grado de razonabilidad con que tales estados reflejan la situación patrimonial, económica y financiera del ente de acuerdo a los criterios plasmados en las normas contables de referencia a ser utilizadas. El hecho que un auditor emita una conclusión errónea como consecuencia de su labor puede implicar la asunción de responsabilidades profesionales, civiles y penales como consecuencia de reclamos de usuarios de los estados contables que pudieran haberse visto perjudicados como consecuencia de la emisión de la conclusión errónea. Las normas contables a nivel nacional e internacional admiten la existencia de errores u omisiones en la información contenida en los estados contables, en la medida que tales desvíos no provoquen en los usuarios interesados en tales estados una decisión distinta a la que tomarían en caso de no existir los errores u omisiones aludidos. De lo expuesto en el párrafo anterior surge la cabal importancia que la determinación del nivel de significación total (nivel de desvíos admitidos por los usuarios de los estados contables en la información por ellos contenida) adquiere en los procesos de auditoría, como así también la asignación de tal nivel entre los distintos componentes de los estados contables (asignación del error tolerable) a los efectos de que los auditores eviten asumir responsabilidades de índole profesional, civil y/o penal. Hasta el momento no se conoce la existencia de modelos matemáticos que respalden de modo objetivo y verificable el cálculo del nivel de significación total y la asignación del error tolerable entre los distintos elementos conformantes de los estados contables. Entendemos que el desarrollo e integración de un modelo de cuantificación del nivel de significación total y de asignación del error tolerable tiene las siguientes repercusiones: 1 – Representaría para el auditor un elemento que respalde el modo de cuantificación del nivel de significación y la asignación del error tolerable entre los componentes de los estados contables. 2 – Permitiría que los auditores reduzcan las posibilidades de asumir responsabilidades de carácter profesional, civil y/o penales como consecuencia de su labor. 3 – Representaría un principio de avance a los efectos de que los organismos emisores de normas de auditoría a nivel nacional e internacional recepten elementos a los efectos de fijar directrices en relación al cálculo del nivel de significación y de asignación del error tolerable. 4 - Eliminaría al cálculo del nivel de significación como una barrera que afecte la comparabilidad de los estados contables.

Non-classical error bounds in the central limit theorem

The classical central limit theorem states the uniform convergence of the distribution functions of the standardized sums of independent and identically distributed square integrable real-valued random variables to the standard normal distribution function. While first versions of the central limit theorem are already due to Moivre (1730) and Laplace (1812), a systematic study of this topic started at the beginning of the last century with the fundamental work of Lyapunov (1900, 1901). Meanwhile, extensions of the central limit theorem are available for a multitude of settings. This includes, e.g., Banach space valued random variables as well as substantial relaxations of the assumptions of independence and identical distributions. Furthermore, explicit error bounds are established and asymptotic expansions are employed to obtain better approximations. Classical error estimates like the famous bound of Berry and Esseen are stated in terms of absolute moments of the random summands and therefore do not reflect a potential closeness of the distributions of the single random summands to a normal distribution. Non-classical approaches take this issue into account by providing error estimates based on, e.g., pseudomoments. The latter field of investigation was initiated by work of Zolotarev in the 1960's and is still in its infancy compared to the development of the classical theory. For example, non-classical error bounds for asymptotic expansions seem not to be available up to now ...

Riqueza em óleo nas sementes, amêndoas e cascas das bagas de mamona

This paper is a joined publication of the Depts. of Genetics and of Technology, of the E. S. A. "Luiz de Queiroz", Universidade de São Paulo, and deals with the variation of the percentage oil content in the whole seeds, the embryos and the seed-coat of 28 varieties of castor-beans (Ricinus communis, L.). Primarily, the authors, as a justification of this paper, make reference to the applications which castor-oil has in industry, medicine, etc. In accordance with the weight of 100 seeds, the varieties of castor-beans were classified into 3 classes : small seeds (100 seeds less than 30 g), medium seeds (100 seeds between 30 g and 60) and large seeds (100 seeds more than 60 g). The percentage of oil in the seed, embryo and seed-coat, the dimensions of the seeds and the weight of 100 seeds are given for every variety in table 1. In order to obtain an estimate of the variability for the methods of determination of the oil percentage, in the 3 differents parts of the seeds and also in the 3 groups of seeds, the coefficient of variability was calculate (table 2). It is showed that the variation in the seed and embryo is low and that in the seed-coat is very high. The analysis of variance, with regard to the difference among the 3 types of seeds (small, medium and large), among the 3 parts of the seed (whole seed, embryo and seed-coat) and residual error, is given in table 3. Only, the oil content of whole seeds among types of seeds was significant at the 5% level. The t test among the correspondent means is not significant for the difference between medium and large seeds is significant between both these types (medium and large) and small seeds. The fiducial limits in relation to the mean of the oil percentage in the 3 differents types of seed, show that there is one variety (n. 1013-2), which has a percentage of oil, in the medium type of seed, significantly at the 5% level (table 4), higher than the general mean. Since the distribution of the percentage of oil in the seedcoat is discontinuous, 5 groups were established (table 5). All the differences between groups are significant (table 6). For practical purposes, when we have to remove the seed coat, one should eliminate those varieties which loose at least 3% of oil by this procedure. There is a significant linear correlation at 5% level between the percentage of oil in the seed and in the embryo, of the smali and medium type of seeds (table 7), and also, when taking the 3 types together (lower part of table 7), one finds that the same is true. Also, the correlation between the percentages of oil in the embryo and in the seed-coat of the 3 types together is significant at 5% level. According to the results obtained in relation to the percentage in 28 varieties studied, it can be recommended, for breeding purposes, to work only with those varieties which belong to the medium and the large types of seeds.

Estudo comparativo entre métodos de contrôle quantitativo da produção leiteira

This paper deals with the estimation of milk production by means of weekly, biweekly, bimonthly observations and also by method known as 6-5-8, where one observation is taken at the 6th week of lactation, another at 5th month and a third one at the 8th month. The data studied were obtained from 72 lactations of the Holstein Friesian breed of the "Escola Superior de Agricultura "Luiz de Queiroz" (Piracicaba), S. Paulo, Brazil), being 6 calvings on each month of year and also 12 first calvings, 12 second calvings, and so on, up to the sixth. The authors criticize the use of "maximum error" to be found in papers dealing with this subject, and also the use of mean deviation. The former is completely supersed and unadvisable and latter, although equivalent, to a certain extent, to the usual standard deviation, has only 87,6% of its efficiency, according to KENDALL (9, pp. 130-131, 10, pp. 6-7). The data obtained were compared with the actual production, obtained by daily control and the deviations observed were studied. Their means and standard deviations are given on the table IV. Inspite of BOX's recent results (11) showing that with equal numbers in all classes a certain inequality of varinces is not important, the autors separated the methods, before carrying out the analysis of variance, thus avoiding to put together methods with too different standard deviations. We compared the three first methods, to begin with (Table VI). Then we carried out the analysis with the four first methods. (Table VII). Finally we compared the two last methods. (Table VIII). These analysis of variance compare the arithmetic means of the deviations by the methods studied, and this is equivalent to compare their biases. So we conclude tht season of calving and order of calving do not effect the biases, and the methods themselves do not differ from this view point, with the exception of method 6-5-8. Another method of attack, maybe preferrable, would be to compare the estimates of the biases with their expected mean under the null hypothesis (zero) by the t-test. We have: 1) Weekley control: t = x - 0/c(x) = 8,59 - 0/ = 1,56 2) Biweekly control: t = 11,20 - 0/6,21= 1,80 3) Monthly control: t = 7,17 - 0/9,48 = 0,76 4) Bimonthly control: t = - 4,66 - 0/17,56 = -0,26 5) Method 6-5-8 t = 144,89 - 0/22,41 = 6,46*** We denote above by three asterisks, significance the 0,1% level of probability. In this way we should conclude that the weekly, biweekly, monthly and bimonthly methods of control may be assumed to be unbiased. The 6-5-8 method is proved to be positively biased, and here the bias equals 5,9% of the mean milk production. The precision of the methods studied may be judged by their standard deviations, or by intervals covering, with a certain probability (95% for example), the deviation x corresponding to an estimate obtained by cne of the methods studied. Since the difference x - x, where x is the mean of the 72 deviations obtained for each method, has a t distribution with mean zero and estimate of standard deviation. s(x - x) = √1+ 1/72 . s = 1.007. s , and the limit of t for the 5% probability, level with 71 degrees of freedom is 1.99, then the interval to be considered is given by x ± 1.99 x 1.007 s = x ± 2.00. s The intervals thus calculated are given on the table IX.

Long-term Forecasting of Frame Alignment Losses for Circuit Emulation Implementation

The article provides a method for long-term forecast of frame alignment losses based on the bit-error rate monitoring for structure-agnostic circuit emulation service over Ethernet in a mobile backhaul network. The developed method with corresponding algorithm allows to detect instants of probable frame alignment losses in a long term perspective in order to give engineering personnel extra time to take some measures aimed at losses prevention. Moreover, long-term forecast of frame alignment losses allows to make a decision about the volume of TDM data encapsulated into a circuit emulation frame in order to increase utilization of the emulated circuit. The developed long-term forecast method formalized with the corresponding algorithm is recognized as cognitive and can act as a part of network predictive monitoring system.

A comparative analysis of Cobb-Douglas model with additive and multiplicative error

This paper dis cusses the fitting of a Cobb-Doug las response curve Yi = αXβi, with additive error, Yi = αXβi + e i, instead of the usual multiplicative error Yi = αXβi (1 + e i). The estimation of the parameters A and B is discussed. An example is given with use of both types of error.

Stability and error analysis for a numerical scheme to approximate elastic flow

Otto-von-Guericke-Universität Magdeburg, Fakultät für Mathematik, Univ., Dissertation, 2015

A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchange Rate

Ever since the appearance of the ARCH model [Engle(1982a)], an impressive array of variance specifications belonging to the same class of models has emerged [i.e. Bollerslev's (1986) GARCH; Nelson's (1990) EGARCH]. This recent domain has achieved very successful developments. Nevertheless, several empirical studies seem to show that the performance of such models is not always appropriate [Boulier(1992)]. In this paper we propose a new specification: the Quadratic Moving Average Conditional heteroskedasticity model. Its statistical properties, such as the kurtosis and the symmetry, as well as two estimators (Method of Moments and Maximum Likelihood) are studied. Two statistical tests are presented, the first one tests for homoskedasticity and the second one, discriminates between ARCH and QMACH specification. A Monte Carlo study is presented in order to illustrate some of the theoretical results. An empirical study is undertaken for the DM-US exchange rate.

Restriction site-associated DNA sequencing, genotyping error estimation and de novo assembly optimization for population genetic inference.

Restriction site-associated DNA sequencing (RADseq) provides researchers with the ability to record genetic polymorphism across thousands of loci for nonmodel organisms, potentially revolutionizing the field of molecular ecology. However, as with other genotyping methods, RADseq is prone to a number of sources of error that may have consequential effects for population genetic inferences, and these have received only limited attention in terms of the estimation and reporting of genotyping error rates. Here we use individual sample replicates, under the expectation of identical genotypes, to quantify genotyping error in the absence of a reference genome. We then use sample replicates to (i) optimize de novo assembly parameters within the program Stacks, by minimizing error and maximizing the retrieval of informative loci; and (ii) quantify error rates for loci, alleles and single-nucleotide polymorphisms. As an empirical example, we use a double-digest RAD data set of a nonmodel plant species, Berberis alpina, collected from high-altitude mountains in Mexico.

Bayesian Inference in the Time Varying Cointegration Model

There are both theoretical and empirical reasons for believing that the parameters of macroeconomic models may vary over time. However, work with time-varying parameter models has largely involved Vector autoregressions (VARs), ignoring cointegration. This is despite the fact that cointegration plays an important role in informing macroeconomists on a range of issues. In this paper we develop time varying parameter models which permit cointegration. Time-varying parameter VARs (TVP-VARs) typically use state space representations to model the evolution of parameters. In this paper, we show that it is not sensible to use straightforward extensions of TVP-VARs when allowing for cointegration. Instead we develop a specification which allows for the cointegrating space to evolve over time in a manner comparable to the random walk variation used with TVP-VARs. The properties of our approach are investigated before developing a method of posterior simulation. We use our methods in an empirical investigation involving a permanent/transitory variance decomposition for inflation.