937 resultados para Algoritmic pairs trading, statistical arbitrage, Kalman filter, mean reversion.


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This paper is dedicated to modelling of network maintaining based on live example maintaining ATM banking network, where any problems are mean money loss. A full analysis is made in order to estimate valuable and not-valuable parameters based on complex analysis of available data. Correlation analysis helps to estimate provided data and to produce a complex solution of increasing network maintaining effectiveness.

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A range of physical and engineering systems exhibit an irregular complex dynamics featuring alternation of quiet and burst time intervals called the intermittency. The intermittent dynamics most popular in laser science is the on-off intermittency [1]. The on-off intermittency can be understood as a conversion of the noise in a system close to an instability threshold into effective time-dependent fluctuations which result in the alternation of stable and unstable periods. The on-off intermittency has been recently demonstrated in semiconductor, Erbium doped and Raman lasers [2-5]. Recently demonstrated random distributed feedback (random DFB) fiber laser has an irregular dynamics near the generation threshold [6,7]. Here we show the intermittency in the cascaded random DFB fiber laser. We study intensity fluctuations in a random DFB fiber laser based on nitrogen doped fiber. The laser generates first and second Stokes components 1120 nm and 1180 nm respectively under an appropriate pumping. We study the intermittency in the radiation of the second Stokes wave. The typical time trace near the generation threshold of the second Stokes wave (Pth) is shown at Fig. 1a. From the number of long enough time-traces we calculate statistical distribution between major spikes in time dynamics, Fig. 1b. To eliminate contribution of high frequency components of spikes we use a low pass filter along with the reference value of the output power. Experimental data is fitted by power law, <tL>~(P-Pth)y, where <tL> is a mean time between pikes. There are two different intermittency regimes. Just above Pth, the mean time <tL> is approximated by the -3/2 power law. The -3/2 power law is typical to the on-off intermittency with hopping between two states (first and second Stokes waves in our case) [7]. At higher power, the mean time <tL> is approximated by -4 power law, that indicates a change in intermittency type to multistate. Multistable dynamics is observed in erbium-doped fiber lasers [8]. The origin of multiples states in our system could be probably connected with polarization hopping or other reasons and should be further investigated. We have presented a first experimental statistical characterisation of the on-off and multistate intermittencies that occur in the generation of the second Stokes wave in nitrogen doped random DFB fiber laser. References [1] H. Fujisaka and T. Yamada, A New Intermittency in Coupled Dynamical Systems, Prog. Theor. Phys. 74, 918 (1985). [2] S. Osborne, A. Amann, D. Bitauld, and S. OBrien, On-off intermittency in an optically injected semiconductor laser, Phys. Rev. E 85, 056204 (2012). [3] S. Sergeyev, K. O'Mahoney, S. Popov, and A. T. Friberg, Coherence and anticoherence resonance in high-concentration erbium-doped fiber laser, Opt. Lett. 35, 3736 (2010). [4] A.E. El-Taher, S.V. Sergeyev, E.G. Turitsyna, P. Harper, and S. K. Turitsyn, Intermittent Self-Pulsing in a Fiber Raman Laser, In proc. Conf. Nonlin. Photon., paper ID 1367139, Colorado Springs, USA, 2012 [5] S.K. Turitsyn, S.A. Babin, A.E. El-Taher, P. Harper, D.V. Churkin, S.I. Kablukov, J.D. Ania-Castan, V. Karalekas, and E.V. Podivilov, Random distributed feedback fibre laser, Nat. Photon..4, 231 (2010). [6] I. D. Vatnik, D. V. Churkin, S. A. Babin, and S. K. Turitsyn, "Cascaded random distributed feedback Raman fiber laser operating at 1.2 m," Opt. Express 19, 18486 (2011). [7] W. Feller, An introduction to probability theory and its applications, Vol. 1, 3rd ed. (Wiley, New-York, 1968). [8] G. Huerta-Cuellar, A.N. Pisarchik, and Y.O. Barmenkov, Experimental characterization of hopping dynamics in a multistable fiber laser, Phys. Rev. E 78, 035202(R) (2008).

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Efficient numerical modelling of the power, spectral and statistical properties of partially coherent quasi-CW Raman fiber laser radiation is presented. XPM between pump wave and generated Stokes wave is not important in the generation spectrum broadening and XPM term can be omitted in propagation equation what sufficiently speeds-up simulations. The time dynamics of Raman fiber laser (RFL) is stochastic exhibiting events several times more intense that the mean value on the ps timescale. However, the RFL has different statistical properties on different time scales. The probability density function of spectral power density is exponential for the generation modes located either in the spectrum centre or spectral wings while the phases are distributed uniformly. The pump wave preserves the initial Gaussian statistics during propagation in the laser cavity. Intense pulses in the pump wave are evolved under the SPM influence and are not disturbed by the dispersion. Contrarily, in the generated wave the dispersion plays a significant role that results in stochastic behavior. 2012 Elsevier B.V. All rights reserved.

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The main objective of the study was to investigate the relationship between parent-related, acculturation-related, and substance use-related variables found within individual, familial/parental, peer and school adolescent ecological domains, in a clinical sample (i.e. adolescents who met criteria for a Diagnostic Statistical Manual-IV [DSMIV] clinical diagnosis of substance abuse/dependence) of Hispanic adolescents from Miami, Florida. ^ The sample for this study consisted of 94 adolescent-mother pairs. The adolescent sample was 65% male, and 35% female, with a mean age of 15 years. More than half of the adolescents were born in the United States (60%) and had resided in the U.S. for an average of 12 years; 80% of the caregivers (primarily mothers) were foreign-born and lived in the U.S. for an average of 21 years. ^ Correlation and hierarchical regression were used to answer the research questions. The findings indicate that the hypothesized model and corresponding anticipated effect of the relationship between parental school and peer involvement on adolescents frequency of alcohol, marijuana and cocaine use was not supported by the data. Parental acculturation-related variables did not explain any of the variance in adolescent substance use frequency in this sample. Mediation and moderation models were not supported either. However, some interesting relationships were found: ^ The larger the acculturation gap, the lower the parental involvement in school tended to be (r = -.21, p < .05). Adolescents who experienced a greater acculturation gap with their parents (-.81, p >.01) had an earlier onset of marijuana (-.33, p < .01) and cocaine use (r = -.24, p <.01). The less acculturated parents experienced more parenting stress (r = -.31, p = < .01). Attachment was positively associated with parental peer involvement (r = .24, p < .05) and inversely associated with parenting acculturative stress (r = -.24, p < .05). Attachment was also positively associated with marijuana (r = .39, p < .01) and cocaine use (r = .33, p < .01). Adolescent males reported being more attached to their mothers when compared to adolescent females (r = .22, p >.05), they also reported using marijuana more frequently than females (.21, p >.05). ^

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This dissertation is a collection of three economics essays on different aspects of carbon emission trading markets. The first essay analyzes the dynamic optimal emission control strategies of two nations. With a potential to become the largest buyer under the Kyoto Protocol, the US is assumed to be a monopsony, whereas with a large number of tradable permits on hand Russia is assumed to be a monopoly. Optimal costs of emission control programs are estimated for both the countries under four different market scenarios: non-cooperative no trade, US monopsony, Russia monopoly, and cooperative trading. The US monopsony scenario is found to be the most Pareto cost efficient. The Pareto efficient outcome, however, would require the US to make side payments to Russia, which will even out the differences in the cost savings from cooperative behavior. The second essay analyzes the price dynamics of the Chicago Climate Exchange (CCX), a voluntary emissions trading market. By examining the volatility in market returns using AR-GARCH and Markov switching models, the study associates the market price fluctuations with two different political regimes of the US government. Further, the study also identifies a high volatility in the returns few months before the market collapse. Three possible regulatory and market-based forces are identified as probable causes of market volatility and its ultimate collapse. Organizers of other voluntary markets in the US and worldwide may closely watch for these regime switching forces in order to overcome emission market crashes. The third essay compares excess skewness and kurtosis in carbon prices between CCX and EU ETS (European Union Emission Trading Scheme) Phase I and II markets, by examining the tail behavior when market expectations exceed the threshold level. Dynamic extreme value theory is used to find out the mean price exceedence of the threshold levels and estimate the risk loss. The calculated risk measures suggest that CCX and EU ETS Phase I are extremely immature markets for a risk investor, whereas EU ETS Phase II is a more stable market that could develop as a mature carbon market in future years.

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Colleges base their admission decisions on a number of factors to determine which applicants have the potential to succeed. This study utilized data for students that graduated from Florida International University between 2006 and 2012. Two models were developed (one using SAT as the principal explanatory variable and the other using ACT as the principal explanatory variable) to predict college success, measured using the students college grade point average at graduation. Some of the other factors that were used to make these predictions were high school performance, socioeconomic status, major, gender, and ethnicity. The model using ACT had a higher R^2 but the model using SAT had a lower mean square error. African Americans had a significantly lower college grade point average than graduates of other ethnicities. Females had a significantly higher college grade point average than males.

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Using multiple regression analysis, lodging managers annual mean salaries in 143 Metropolitan Statistical Areas (MSA) within the U.S. were analyzed to identify what relationships existed with variables related to general MSA characteristics, along with the lodging industrys size and performance. By examining the relationship between these variables, the authors predict the long-term possibility of predicting lodging industry managers salaries. These predictions may have an impact on financial performance of an individual lodging property or organization. Through this paper, this concept was applied and explored within U.S. MSAs. These findings may have value for a variety of stakeholders, including human resources practitioners, the hospitality education community, and individuals considering lodging management careers.

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Microarray platforms have been around for many years and while there is a rise of new technologies in laboratories, microarrays are still prevalent. When it comes to the analysis of microarray data to identify differentially expressed (DE) genes, many methods have been proposed and modified for improvement. However, the most popular methods such as Significance Analysis of Microarrays (SAM), samroc, fold change, and rank product are far from perfect. When it comes down to choosing which method is most powerful, it comes down to the characteristics of the sample and distribution of the gene expressions. The most practiced method is usually SAM or samroc but when the data tends to be skewed, the power of these methods decrease. With the concept that the median becomes a better measure of central tendency than the mean when the data is skewed, the tests statistics of the SAM and fold change methods are modified in this thesis. This study shows that the median modified fold change method improves the power for many cases when identifying DE genes if the data follows a lognormal distribution.

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The main objective of the study was to investigate the relationship between parent-related, acculturation-related, and substance use-related variables found within individual, familial/parental, peer and school adolescent ecological domains, in a clinical sample (i.e. adolescents who met criteria for a Diagnostic Statistical Manual-IV [DSM-IV] clinical diagnosis of substance abuse/dependence) of Hispanic adolescents from Miami, Florida. The sample for this study consisted of 94 adolescent-mother pairs. The adolescent sample was 65% male, and 35% female, with a mean age of 15 years. More than half of the adolescents were born in the United States (60%) and had resided in the U.S. for an average of 12 years; 80% of the caregivers (primarily mothers) were foreign-born and lived in the U.S. for an average of 21 years. Correlation and hierarchical regression were used to answer the research questions. The findings indicate that the hypothesized model and corresponding anticipated effect of the relationship between parental school and peer involvement on adolescents frequency of alcohol, marijuana and cocaine use was not supported by the data. Parental acculturation-related variables did not explain any of the variance in adolescent substance use frequency in this sample. Mediation and moderation models were not supported either. However, some interesting relationships were found: The larger the acculturation gap, the lower the parental involvement in school tended to be (r = -.21, p < .05). Adolescents who experienced a greater acculturation gap with their parents (-.81, p >.01) had an earlier onset of marijuana (-.33, p < .01) and cocaine use (r = -.24, p .05), they also reported using marijuana more frequently than females (.21, p >.05).

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<p>Abstract</p><p>The goal of modern radiotherapy is to precisely deliver a prescribed radiation dose to delineated target volumes that contain a significant amount of tumor cells while sparing the surrounding healthy tissues/organs. Precise delineation of treatment and avoidance volumes is the key for the precision radiation therapy. In recent years, considerable clinical and research efforts have been devoted to integrate MRI into radiotherapy workflow motivated by the superior soft tissue contrast and functional imaging possibility. Dynamic contrast-enhanced MRI (DCE-MRI) is a noninvasive technique that measures properties of tissue microvasculature. Its sensitivity to radiation-induced vascular pharmacokinetic (PK) changes has been preliminary demonstrated. In spite of its great potential, two major challenges have limited DCE-MRIs clinical application in radiotherapy assessment: the technical limitations of accurate DCE-MRI imaging implementation and the need of novel DCE-MRI data analysis methods for richer functional heterogeneity information. </p><p>This study aims at improving current DCE-MRI techniques and developing new DCE-MRI analysis methods for particular radiotherapy assessment. Thus, the study is naturally divided into two parts. The first part focuses on DCE-MRI temporal resolution as one of the key DCE-MRI technical factors, and some improvements regarding DCE-MRI temporal resolution are proposed; the second part explores the potential value of image heterogeneity analysis and multiple PK model combination for therapeutic response assessment, and several novel DCE-MRI data analysis methods are developed.</p><p>I. Improvement of DCE-MRI temporal resolution. First, the feasibility of improving DCE-MRI temporal resolution via image undersampling was studied. Specifically, a novel MR image iterative reconstruction algorithm was studied for DCE-MRI reconstruction. This algorithm was built on the recently developed compress sensing (CS) theory. By utilizing a limited k-space acquisition with shorter imaging time, images can be reconstructed in an iterative fashion under the regularization of a newly proposed total generalized variation (TGV) penalty term. In the retrospective study of brain radiosurgery patient DCE-MRI scans under IRB-approval, the clinically obtained image data was selected as reference data, and the simulated accelerated k-space acquisition was generated via undersampling the reference image full k-space with designed sampling grids. Two undersampling strategies were proposed: 1) a radial multi-ray grid with a special angular distribution was adopted to sample each slice of the full k-space; 2) a Cartesian random sampling grid series with spatiotemporal constraints from adjacent frames was adopted to sample the dynamic k-space series at a slice location. Two sets of PK parameters maps were generated from the undersampled data and from the fully-sampled data, respectively. Multiple quantitative measurements and statistical studies were performed to evaluate the accuracy of PK maps generated from the undersampled data in reference to the PK maps generated from the fully-sampled data. Results showed that at a simulated acceleration factor of four, PK maps could be faithfully calculated from the DCE images that were reconstructed using undersampled data, and no statistically significant differences were found between the regional PK mean values from undersampled and fully-sampled data sets. DCE-MRI acceleration using the investigated image reconstruction method has been suggested as feasible and promising. </p><p>Second, for high temporal resolution DCE-MRI, a new PK model fitting method was developed to solve PK parameters for better calculation accuracy and efficiency. This method is based on a derivative-based deformation of the commonly used Tofts PK model, which is presented as an integrative expression. This method also includes an advanced Kolmogorov-Zurbenko (KZ) filter to remove the potential noise effect in data and solve the PK parameter as a linear problem in matrix format. In the computer simulation study, PK parameters representing typical intracranial values were selected as references to simulated DCE-MRI data for different temporal resolution and different data noise level. Results showed that at both high temporal resolutions (<1s) and clinically feasible temporal resolution (~5s), this new method was able to calculate PK parameters more accurate than the current calculation methods at clinically relevant noise levels; at high temporal resolutions, the calculation efficiency of this new method was superior to current methods in an order of 102. In a retrospective of clinical brain DCE-MRI scans, the PK maps derived from the proposed method were comparable with the results from current methods. Based on these results, it can be concluded that this new method can be used for accurate and efficient PK model fitting for high temporal resolution DCE-MRI. </p><p>II. Development of DCE-MRI analysis methods for therapeutic response assessment. This part aims at methodology developments in two approaches. The first one is to develop model-free analysis method for DCE-MRI functional heterogeneity evaluation. This approach is inspired by the rationale that radiotherapy-induced functional change could be heterogeneous across the treatment area. The first effort was spent on a translational investigation of classic fractal dimension theory for DCE-MRI therapeutic response assessment. In a small-animal anti-angiogenesis drug therapy experiment, the randomly assigned treatment/control groups received multiple fraction treatments with one pre-treatment and multiple post-treatment high spatiotemporal DCE-MRI scans. In the post-treatment scan two weeks after the start, the investigated Rnyi dimensions of the classic PK rate constant map demonstrated significant differences between the treatment and the control groups; when Rnyi dimensions were adopted for treatment/control group classification, the achieved accuracy was higher than the accuracy from using conventional PK parameter statistics. Following this pilot work, two novel texture analysis methods were proposed. First, a new technique called Gray Level Local Power Matrix (GLLPM) was developed. It intends to solve the lack of temporal information and poor calculation efficiency of the commonly used Gray Level Co-Occurrence Matrix (GLCOM) techniques. In the same small animal experiment, the dynamic curves of Haralick texture features derived from the GLLPM had an overall better performance than the corresponding curves derived from current GLCOM techniques in treatment/control separation and classification. The second developed method is dynamic Fractal Signature Dissimilarity (FSD) analysis. Inspired by the classic fractal dimension theory, this method measures the dynamics of tumor heterogeneity during the contrast agent uptake in a quantitative fashion on DCE images. In the small animal experiment mentioned before, the selected parameters from dynamic FSD analysis showed significant differences between treatment/control groups as early as after 1 treatment fraction; in contrast, metrics from conventional PK analysis showed significant differences only after 3 treatment fractions. When using dynamic FSD parameters, the treatment/control group classification after 1st treatment fraction was improved than using conventional PK statistics. These results suggest the promising application of this novel method for capturing early therapeutic response. </p><p> The second approach of developing novel DCE-MRI methods is to combine PK information from multiple PK models. Currently, the classic Tofts model or its alternative version has been widely adopted for DCE-MRI analysis as a gold-standard approach for therapeutic response assessment. Previously, a shutter-speed (SS) model was proposed to incorporate transcytolemmal water exchange effect into contrast agent concentration quantification. In spite of richer biological assumption, its application in therapeutic response assessment is limited. It might be intriguing to combine the information from the SS model and from the classic Tofts model to explore potential new biological information for treatment assessment. The feasibility of this idea was investigated in the same small animal experiment. The SS model was compared against the Tofts model for therapeutic response assessment using PK parameter regional mean value comparison. Based on the modeled transcytolemmal water exchange rate, a biological subvolume was proposed and was automatically identified using histogram analysis. Within the biological subvolume, the PK rate constant derived from the SS model were proved to be superior to the one from Tofts model in treatment/control separation and classification. Furthermore, novel biomarkers were designed to integrate PK rate constants from these two models. When being evaluated in the biological subvolume, this biomarker was able to reflect significant treatment/control difference in both post-treatment evaluation. These results confirm the potential value of SS model as well as its combination with Tofts model for therapeutic response assessment. </p><p>In summary, this study addressed two problems of DCE-MRI application in radiotherapy assessment. In the first part, a method of accelerating DCE-MRI acquisition for better temporal resolution was investigated, and a novel PK model fitting algorithm was proposed for high temporal resolution DCE-MRI. In the second part, two model-free texture analysis methods and a multiple-model analysis method were developed for DCE-MRI therapeutic response assessment. The presented works could benefit the future DCE-MRI routine clinical application in radiotherapy assessment.</p>

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The amount and quality of available biomass is a key factor for the sustainable livestock industry and agricultural management related decision making. Globally 31.5% of land cover is grassland while 80% of Irelands agricultural land is grassland. In Ireland, grasslands are intensively managed and provide the cheapest feed source for animals. This dissertation presents a detailed state of the art review of satellite remote sensing of grasslands, and the potential application of optical (Moderateresolution Imaging Spectroradiometer (MODIS)) and radar (TerraSAR-X) time series imagery to estimate the grassland biomass at two study sites (Moorepark and Grange) in the Republic of Ireland using both statistical and state of the art machine learning algorithms. High quality weather data available from the on-site weather station was also used to calculate the Growing Degree Days (GDD) for Grange to determine the impact of ancillary data on biomass estimation. In situ and satellite data covering 12 years for the Moorepark and 6 years for the Grange study sites were used to predict grassland biomass using multiple linear regression, Neuro Fuzzy Inference Systems (ANFIS) models. The results demonstrate that a dense (8-day composite) MODIS image time series, along with high quality in situ data, can be used to retrieve grassland biomass with high performance (R2 = 0:86; p < 0:05, RMSE = 11.07 for Moorepark). The model for Grange was modified to evaluate the synergistic use of vegetation indices derived from remote sensing time series and accumulated GDD information. As GDD is strongly linked to the plant development, or phonological stage, an improvement in biomass estimation would be expected. It was observed that using the ANFIS model the biomass estimation accuracy increased from R2 = 0:76 (p < 0:05) to R2 = 0:81 (p < 0:05) and the root mean square error was reduced by 2.72%. The work on the application of optical remote sensing was further developed using a TerraSAR-X Staring Spotlight mode time series over the Moorepark study site to explore the extent to which very high resolution Synthetic Aperture Radar (SAR) data of interferometrically coherent paddocks can be exploited to retrieve grassland biophysical parameters. After filtering out the non-coherent plots it is demonstrated that interferometric coherence can be used to retrieve grassland biophysical parameters (i. e., height, biomass), and that it is possible to detect changes due to the grass growth, and grazing and mowing events, when the temporal baseline is short (11 days). However, it not possible to automatically uniquely identify the cause of these changes based only on the SAR backscatter and coherence, due to the ambiguity caused by tall grass laid down due to the wind. Overall, the work presented in this dissertation has demonstrated the potential of dense remote sensing and weather data time series to predict grassland biomass using machine-learning algorithms, where high quality ground data were used for training. At present a major limitation for national scale biomass retrieval is the lack of spatial and temporal ground samples, which can be partially resolved by minor modifications in the existing PastureBaseIreland database by adding the location and extent ofeach grassland paddock in the database. As far as remote sensing data requirements are concerned, MODIS is useful for large scale evaluation but due to its coarse resolution it is not possible to detect the variations within the fields and between the fields at the farm scale. However, this issue will be resolved in terms of spatial resolution by the Sentinel-2 mission, and when both satellites (Sentinel-2A and Sentinel-2B) are operational the revisit time will reduce to 5 days, which together with Landsat-8, should enable sufficient cloud-free data for operational biomass estimation at a national scale. The Synthetic Aperture Radar Interferometry (InSAR) approach is feasible if there are enough coherent interferometric pairs available, however this is difficult to achieve due to the temporal decorrelation of the signal. For repeat-pass InSAR over a vegetated area even an 11 days temporal baseline is too large. In order to achieve better coherence a very high resolution is required at the cost of spatial coverage, which limits its scope for use in an operational context at a national scale. Future InSAR missions with pair acquisition in Tandem mode will minimize the temporal decorrelation over vegetation areas for more focused studies. The proposed approach complements the current paradigm of Big Data in Earth Observation, and illustrates the feasibility of integrating data from multiple sources. In future, this framework can be used to build an operational decision support system for retrieval of grassland biophysical parameters based on data from long term planned optical missions (e. g., Landsat, Sentinel) that will ensure the continuity of data acquisition. Similarly, Spanish X-band PAZ and TerraSAR-X2 missions will ensure the continuity of TerraSAR-X and COSMO-SkyMed.

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Cette thse doctorale, qui prend la forme de quatre articles, est une tude corrlationnelle mettant en relation le raisonnement moral et la lgitimation des dynamiques dintimidation par les pairs chez des adolescents de 3me secondaire. Lobjectif principal poursuivi tait dexaminer la contribution de la dsensibilisation morale aux conduites adoptes par les adolescents lors dincidents dintimidation lcole. Lobjectif secondaire tait dexaminer limportance accorde respectivement des standards de conduite issus des domaines moral, conventionnel et personnel chez les adolescents impliqus dans des incidents dintimidation. Le premier article expose la problmatique de la lgitimation des dynamiques dintimidation par les jeunes en faisant tat des croyances normatives et des caractristiques des environnements scolaires qui y sont associes. Larticle discute de lcart qui sobserve entre lopposition affirme de la majorit des adolescents face aux conduites dintimidation et leur rcurrence dans les milieux scolaires et vient complter une premire section dcrivant les consquences de lintimidation pour les communauts scolaires. Le deuxime article sinscrit dans le cadre thorique de cette thse et fait tat des connaissances sur le raisonnement moral des lves impliqus dans des dynamiques dintimidation. Il prsente une explication des conduites dintimidation dans la perspective de la thorie des domaines de la connaissance sociale et dans celle de la thorie de lagentivit morale. Ces approches ont t retenues pour oprationnaliser le concept de dsensibilisation morale afin de rencontrer les objectifs de recherche poursuivis. Le troisime article rapporte la dmarche utilise pour vrifier lhypothse dune relation positive entre les conduites dintimidation et lacceptabilit dincidents dintimidation hypothtiques, de mme que lhypothse dune relation positive entre les conduites dintimidation et le dsengagement moral chez les adolescents impliqus. Le quatrime article rapporte la dmarche utilise pour examiner les justifications sociomorales mises par diffrents profils dadolescents impliqus dans des incidents dintimidation de faon associer leur conduite avec les domaines de connaissances normatives auxquels se rattachent leurs justifications. Les rsultats obtenus sont ensuite discuts au chapitre suivant afin de mettre en vidence la contribution de chacune des approches morales retenues lexplication des conduites en contexte dintimidation et les caractristiques du raisonnement moral associes aux rles adopts et des pistes dintervention sont offertes. Finalement, cette thse doctorale conclue que seul le niveau moyen de dsengagement moral, un indice global de ladhsion des croyances normatives antisociales, contribue statistiquement lexplication des conduites adoptes lors dincident dintimidation au-del du sexe des participants. Quant au raisonnement sociomoral, il informe davantage sur la faon dont les circonstances dincidents dintimidation sont relies la dsensibilisation morale des jeunes impliqus. Les adolescents qui prennent activement la dfense de pairs intimids taient caractriss par un raisonnement moral plus uniforme, tandis que le raisonnement des lves qui intimident et de ceux qui demeurent passifs tait caractris par la subordination de principes moraux, respectivement en faveur dimpratifs caractre conventionnel et dimpratifs caractre personnel.

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This paper presents the novel theory for performing multi-agent activity recognition without requiring large training corpora. The reduced need for data means that robust probabilistic recognition can be performed within domains where annotated datasets are traditionally unavailable. Complex human activities are composed from sequences of underlying primitive activities. We do not assume that the exact temporal ordering of primitives is necessary, so can represent complex activity using an unordered bag. Our three-tier architecture comprises low-level video tracking, event analysis and high-level inference. High-level inference is performed using a new, cascading extension of the RaoBlackwellised Particle Filter. Simulated annealing is used to identify pairs of agents involved in multi-agent activity. We validate our framework using the benchmarked PETS 2006 video surveillance dataset and our own sequences, and achieve a mean recognition F-Score of 0.82. Our approach achieves a mean improvement of 17% over a Hidden Markov Model baseline.

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Rsum : En raison de sa grande tendue, le Nord canadien prsente plusieurs dfis logistiques pour une exploitation rentable de ses ressources minrales. La TlCartographie Prdictive (TCP) vise faciliter la localisation de gisements en produisant des cartes du potentiel gologique. Des donnes altimtriques sont ncessaires pour gnrer ces cartes. Or, celles actuellement disponibles au nord du 60e parallle ne sont pas optimales principalement parce quelles sont drivs de courbes quidistance variable et avec une valeur au mtre. Paralllement, il est essentiel de connatre l'exactitude verticale des donnes altimtriques pour tre en mesure de les utiliser adquatement, en considrant les contraintes lies son exactitude. Le projet prsent vise aborder ces deux problmatiques afin d'amliorer la qualit des donnes altimtriques et contribuer raffiner la cartographie prdictive ralise par TCP dans le Nord canadien, pour une zone dtude situe au Territoire du Nord-Ouest. Le premier objectif tait de produire des points de contrles permettant une valuation prcise de l'exactitude verticale des donnes altimtriques. Le second objectif tait de produire un modle altimtrique amlior pour la zone d'tude. Le mmoire prsente d'abord une mthode de filtrage pour des donnes Global Land and Surface Altimetry Data (GLA14) de la mission ICESat (Ice, Cloud and land Elevation SATellite). Le filtrage est bas sur l'application d'une srie d'indicateurs calculs partir dinformations disponibles dans les donnes GLA14 et des conditions du terrain. Ces indicateurs permettent d'liminer les points d'lvation potentiellement contamins. Les points sont donc filtrs en fonction de la qualit de lattitude calcule, de la saturation du signal, du bruit d'quipement, des conditions atmosphriques, de la pente et du nombre d'chos. Ensuite, le document dcrit une mthode de production de Modles Numriques de Surfaces (MNS) amliors, par stroradargrammtrie (SRG) avec Radarsat-2 (RS-2). La premire partie de la mthodologie adopte consiste faire la strorestitution des MNS partir de paires d'images RS-2, sans point de contrle. L'exactitude des MNS prliminaires ainsi produits est calcule partir des points de contrles issus du filtrage des donnes GLA14 et analyse en fonction des combinaisons dangles d'incidences utilises pour la strorestitution. Ensuite, des slections de MNS prliminaires sont assembles afin de produire 5 MNS couvrant chacun la zone d'tude en totalit. Ces MNS sont analyss afin d'identifier la slection optimale pour la zone d'intrt. Les indicateurs slectionns pour la mthode de filtrage ont pu tre valids comme performant et complmentaires, lexception de lindicateur bas sur le ratio signal/bruit puisquil tait redondant avec lindicateur bas sur le gain. Autrement, chaque indicateur a permis de filtrer des points de manire exclusive. La mthode de filtrage a permis de rduire de 19% l'erreur quadratique moyenne sur l'lvation, lorsque que compare aux Donnes d'lvation Numrique du Canada (DNEC). Malgr un taux de rejet de 69% suite au filtrage, la densit initiale des donnes GLA14 a permis de conserver une distribution spatiale homogne. partir des 136 MNS prliminaires analyss, aucune combinaison dangles dincidences des images RS-2 acquises na pu tre identifie comme tant idale pour la SRG, en raison de la grande variabilit des exactitudes verticales. Par contre, l'analyse a indiqu que les images devraient idalement tre acquises des tempratures en dessous de 0C, pour minimiser les disparits radiomtriques entre les scnes. Les rsultats ont aussi confirm que la pente est le principal facteur dinfluence sur lexactitude de MNS produits par SRG. La meilleure exactitude verticale, soit 4 m, a t atteinte par lassemblage de configurations de mme direction de vises. Par contre, les configurations de vises opposes, en plus de produire une exactitude du mme ordre (5 m), ont permis de rduire le nombre dimages utilises de 30%, par rapport au nombre d'images acquises initialement. Par consquent, l'utilisation d'images de vises opposes pourrait permettre daugmenter lefficacit de ralisation de projets de SRG en diminuant la priode dacquisition. Les donnes altimtriques produites pourraient leur tour contribuer amliorer les rsultats de la TCP, et augmenter la performance de lindustrie minire canadienne et finalement, amliorer la qualit de vie des citoyens du Nord du Canada.

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Cette thse doctorale, qui prend la forme de quatre articles, est une tude corrlationnelle mettant en relation le raisonnement moral et la lgitimation des dynamiques dintimidation par les pairs chez des adolescents de 3me secondaire. Lobjectif principal poursuivi tait dexaminer la contribution de la dsensibilisation morale aux conduites adoptes par les adolescents lors dincidents dintimidation lcole. Lobjectif secondaire tait dexaminer limportance accorde respectivement des standards de conduite issus des domaines moral, conventionnel et personnel chez les adolescents impliqus dans des incidents dintimidation. Le premier article expose la problmatique de la lgitimation des dynamiques dintimidation par les jeunes en faisant tat des croyances normatives et des caractristiques des environnements scolaires qui y sont associes. Larticle discute de lcart qui sobserve entre lopposition affirme de la majorit des adolescents face aux conduites dintimidation et leur rcurrence dans les milieux scolaires et vient complter une premire section dcrivant les consquences de lintimidation pour les communauts scolaires. Le deuxime article sinscrit dans le cadre thorique de cette thse et fait tat des connaissances sur le raisonnement moral des lves impliqus dans des dynamiques dintimidation. Il prsente une explication des conduites dintimidation dans la perspective de la thorie des domaines de la connaissance sociale et dans celle de la thorie de lagentivit morale. Ces approches ont t retenues pour oprationnaliser le concept de dsensibilisation morale afin de rencontrer les objectifs de recherche poursuivis. Le troisime article rapporte la dmarche utilise pour vrifier lhypothse dune relation positive entre les conduites dintimidation et lacceptabilit dincidents dintimidation hypothtiques, de mme que lhypothse dune relation positive entre les conduites dintimidation et le dsengagement moral chez les adolescents impliqus. Le quatrime article rapporte la dmarche utilise pour examiner les justifications sociomorales mises par diffrents profils dadolescents impliqus dans des incidents dintimidation de faon associer leur conduite avec les domaines de connaissances normatives auxquels se rattachent leurs justifications. Les rsultats obtenus sont ensuite discuts au chapitre suivant afin de mettre en vidence la contribution de chacune des approches morales retenues lexplication des conduites en contexte dintimidation et les caractristiques du raisonnement moral associes aux rles adopts et des pistes dintervention sont offertes. Finalement, cette thse doctorale conclue que seul le niveau moyen de dsengagement moral, un indice global de ladhsion des croyances normatives antisociales, contribue statistiquement lexplication des conduites adoptes lors dincident dintimidation au-del du sexe des participants. Quant au raisonnement sociomoral, il informe davantage sur la faon dont les circonstances dincidents dintimidation sont relies la dsensibilisation morale des jeunes impliqus. Les adolescents qui prennent activement la dfense de pairs intimids taient caractriss par un raisonnement moral plus uniforme, tandis que le raisonnement des lves qui intimident et de ceux qui demeurent passifs tait caractris par la subordination de principes moraux, respectivement en faveur dimpratifs caractre conventionnel et dimpratifs caractre personnel.