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Vilnius University
1.
Bružaitė, Kristina.
Kai kurie tiesiniai laiko eilučių modeliai su
nestacionaria ilgąja atmintimi.
Degree: PhD, Mathematics, 2009, Vilnius University
URL: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2009~D_20090312_090927-47730
;
► Disertacijoje ištirti trupmeniškai integruotų tiesinių laiko eilučių modelių su nestacionaria ilgąja atmintimi dalinių sumų ribiniai skirstiniai ir tam tikros statistikos, susijusios su dalinių sumų procesais.…
(more)
▼ Disertacijoje ištirti trupmeniškai
integruotų tiesinių laiko eilučių modelių su nestacionaria ilgąja
atmintimi dalinių sumų ribiniai skirstiniai ir tam tikros
statistikos, susijusios su dalinių sumų procesais. Philippe,
Surgailis, Viano 2006 ir 2008 m. darbuose apibrėžė kintančius laike
trupmeniškai integruotus filtrus su baigtine dispersija ir
nagrinėjo jų dalinių sumų ribinius skirstinius. Disertacijoje
ištirti tokių procesų dalinių sumų ribiniai skirstiniai, kai
dispersija begalinė, laikant, kad inovacijos priklauso α–stabilaus
dėsnio traukos sričiai (čia 1<α<2). Įrodyta, kad dalinių sumų
procesas konverguoja į tam tikrą α–stabilų savastingąjį procesą su
nestacionariais pokyčiais. Surgailis, Teyssière, Vaičiulis 2008 m.
darbe įvedė pokyčių santykių arba IR (= Increment Ratio) statistiką
ir parodė, kad IR statistika gali būti naudojama tikrinti
neparametrinėms hipotezėms apie stacionariosios laiko eilutės
ilgąją atmintį bei ilgosios atminties parametrą d. Disertacijoje
apibendrinti šių autorių gauti rezultatai, t. y. įrodyta IR
statistikos centrinė ribinė teorema ir gauti poslinkio įverčiai,
kai stebiniai aprašomi tiesiniu laiko eilutės modeliu su trendu.
Praplėsta laiko eilučių klasė, kuriai IR statistika yra pagrįsta,
t. y. konverguoja į vidurkį.
In the thesis is studied the limit
distribution of partial sums of certain linear time series models
with nonstationary long memory and certain statistics which involve
partial sums processes. Philippe, Surgailis, Viano (2006, 2008)
introduced time-varying fractionally integrated filters and studied
the limit distribution of partial sums processes of these filters
under finite variance set-up. In the thesis is studied the limit
distribution of partial sums processes of infinite variance
time-varying fractionally integrated filters. We assume that the
innovations belong to the domain of attraction of an α-stable law
(1<α<2) and show that the partial sums process converges to
some α-stable self-similar process. In the thesis is studied the
limit of the Increment Ratio (IR) statistic for Gaussian
observations superimposed on a slowly varying deterministic trend.
The IR statistic was introduced in Surgailis, Teyssière, Vaičiulis
(2008) and its limit distribution was studied under the assumption
of stationarity of observations. The IR statistic can be used for
testing nonparametric hypotheses about d-integrated (-1/2 < d
<3/2) behavior of the time series, which can be confused with
deterministic trends and change-points. This statistic is written
in terms of partial sums process and its limit is closely related
to the limit of partial sums. In particularly, the consistency of
the IR statistic uses asymptotic independence of distant partial
sums, the fact is established in the... [to full
text]
Advisors/Committee Members: Surgailis, Donatas (Doctoral dissertation supervisor), Paulauskas, Vygantas (Doctoral dissertation committee chair), Kubilius, Kęstutis (Doctoral dissertation committee member), Račkauskas, Alfredas (Doctoral dissertation committee member), Kazakevičius, Vytautas (Doctoral dissertation committee member), Astrauskas, Arvydas (Doctoral dissertation committee member), Giraitis, Liudas (Doctoral dissertation opponent), Leipus, Remigijus (Doctoral dissertation opponent).
Subjects/Keywords: Laiko eilutė; Ilgoji
atmintis; Tolimoji
priklausomybė; Kintantys laike trupmeniškai
integruoti filtrai; Pokyčių santykių (IR)
statistika; Time series; Long memory; Long-range
dependence; Time-varying fractionally
integrated filters; Increment Ratio (IR)
statistic
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Bružaitė, K. (2009). Kai kurie tiesiniai laiko eilučių modeliai su
nestacionaria ilgąja atmintimi. (Doctoral Dissertation). Vilnius University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2009~D_20090312_090927-47730 ;
Chicago Manual of Style (16th Edition):
Bružaitė, Kristina. “Kai kurie tiesiniai laiko eilučių modeliai su
nestacionaria ilgąja atmintimi.” 2009. Doctoral Dissertation, Vilnius University. Accessed January 17, 2021.
http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2009~D_20090312_090927-47730 ;.
MLA Handbook (7th Edition):
Bružaitė, Kristina. “Kai kurie tiesiniai laiko eilučių modeliai su
nestacionaria ilgąja atmintimi.” 2009. Web. 17 Jan 2021.
Vancouver:
Bružaitė K. Kai kurie tiesiniai laiko eilučių modeliai su
nestacionaria ilgąja atmintimi. [Internet] [Doctoral dissertation]. Vilnius University; 2009. [cited 2021 Jan 17].
Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2009~D_20090312_090927-47730 ;.
Council of Science Editors:
Bružaitė K. Kai kurie tiesiniai laiko eilučių modeliai su
nestacionaria ilgąja atmintimi. [Doctoral Dissertation]. Vilnius University; 2009. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2009~D_20090312_090927-47730 ;

Vilnius University
2.
Bružaitė, Kristina.
Some linear models of time series with
nonstationary long memory.
Degree: Dissertation, Mathematics, 2009, Vilnius University
URL: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2009~D_20090312_091000-74094
;
► In the thesis is studied the limit distribution of partial sums of certain linear time series models with nonstationary long memory and certain statistics which…
(more)
▼ In the thesis is studied the limit
distribution of partial sums of certain linear time series models
with nonstationary long memory and certain statistics which involve
partial sums processes. Philippe, Surgailis, Viano (2006, 2008)
introduced time-varying fractionally integrated filters and studied
the limit distribution of partial sums processes of these filters
under finite variance set-up. In the thesis is studied the limit
distribution of partial sums processes of infinite variance
time-varying fractionally integrated filters. We assume that the
innovations belong to the domain of attraction of an α-stable law
(1<α<2) and show that the partial sums process converges to
some α-stable self-similar process. In the thesis is studied the
limit of the Increment Ratio (IR) statistic for Gaussian
observations superimposed on a slowly varying deterministic trend.
The IR statistic was introduced in Surgailis, Teyssière, Vaičiulis
(2008) and its limit distribution was studied under the assumption
of stationarity of observations. The IR statistic can be used for
testing nonparametric hypotheses about d-integrated (-1/2 < d
<3/2) behavior of the time series, which can be confused with
deterministic trends and change-points. This statistic is written
in terms of partial sums process and its limit is closely related
to the limit of partial sums. In particularly, the consistency of
the IR statistic uses asymptotic independence of distant partial
sums, the fact is established in the... [to full
text]
Disertacijoje ištirti trupmeniškai
integruotų tiesinių laiko eilučių modelių su nestacionaria ilgąja
atmintimi dalinių sumų ribiniai skirstiniai ir tam tikros
statistikos, susijusios su dalinių sumų procesais. Philippe,
Surgailis, Viano 2006 ir 2008 m. darbuose apibrėžė kintančius laike
trupmeniškai integruotus filtrus su baigtine dispersija ir
nagrinėjo jų dalinių sumų ribinius skirstinius. Disertacijoje
ištirti tokių procesų dalinių sumų ribiniai skirstiniai, kai
dispersija begalinė, laikant, kad inovacijos priklauso α–stabilaus
dėsnio traukos sričiai (čia 1<α<2). Įrodyta, kad dalinių sumų
procesas konverguoja į tam tikrą α–stabilų savastingąjį procesą su
nestacionariais pokyčiais. Surgailis, Teyssière, Vaičiulis 2008 m.
darbe įvedė pokyčių santykių arba IR (= Increment Ratio) statistiką
ir parodė, kad IR statistika gali būti naudojama tikrinti
neparametrinėms hipotezėms apie stacionariosios laiko eilutės
ilgąją atmintį bei ilgosios atminties parametrą d. Disertacijoje
apibendrinti šių autorių gauti rezultatai, t. y. įrodyta IR
statistikos centrinė ribinė teorema ir gauti poslinkio įverčiai,
kai stebiniai aprašomi tiesiniu laiko eilutės modeliu su trendu.
Praplėsta laiko eilučių klasė, kuriai IR statistika yra pagrįsta,
t. y. konverguoja į vidurkį.
Advisors/Committee Members: Surgailis, Donatas (Doctoral dissertation supervisor), Paulauskas, Vygantas (Doctoral dissertation committee chair), Račkausas, Alfredas (Doctoral dissertation committee member), Kubilius, Kęstutis (Doctoral dissertation committee member), Kazakevičius, Vytautas (Doctoral dissertation committee member), Astrauskas, Arvydas (Doctoral dissertation committee member), Giraitis, Liudas (Doctoral dissertation opponent), Leipus, Remigijus (Doctoral dissertation opponent).
Subjects/Keywords: Time series; Long memory; Long-range
dependence; Time-varying fractionally
integrated filters; Increment Ratio (IR)
statistic; Laiko eilutė; Ilgoji
atmintis; Tolimoji
priklausomybė; Kintantys laike trupmeniškai
integruoti filtrai; Pokyčių santykių (IR)
statistika
Record Details
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Record Details
Similar Records
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Bružaitė, K. (2009). Some linear models of time series with
nonstationary long memory. (Doctoral Dissertation). Vilnius University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2009~D_20090312_091000-74094 ;
Chicago Manual of Style (16th Edition):
Bružaitė, Kristina. “Some linear models of time series with
nonstationary long memory.” 2009. Doctoral Dissertation, Vilnius University. Accessed January 17, 2021.
http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2009~D_20090312_091000-74094 ;.
MLA Handbook (7th Edition):
Bružaitė, Kristina. “Some linear models of time series with
nonstationary long memory.” 2009. Web. 17 Jan 2021.
Vancouver:
Bružaitė K. Some linear models of time series with
nonstationary long memory. [Internet] [Doctoral dissertation]. Vilnius University; 2009. [cited 2021 Jan 17].
Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2009~D_20090312_091000-74094 ;.
Council of Science Editors:
Bružaitė K. Some linear models of time series with
nonstationary long memory. [Doctoral Dissertation]. Vilnius University; 2009. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2009~D_20090312_091000-74094 ;

Columbia University
3.
Chen, Yu.
Digital Signal Processing with Signal-Derived Timing: Analysis and Implementation.
Degree: 2017, Columbia University
URL: https://doi.org/10.7916/D8PR81KW
► This work investigates two different digital signal processing (DSP) approaches that rely on signal-derived timing: continuous-time (CT) DSP and variable-rate DSP. Both approaches enable designs…
(more)
▼ This work investigates two different digital signal processing (DSP) approaches that rely on signal-derived timing: continuous-time (CT) DSP and variable-rate DSP. Both approaches enable designs of energy-efficient signal processing systems by relating their operation rates to the input activity.
The majority of this thesis focuses on CT-DSP, whose operations are completely digital in CT, without the use of a clock. The spectral features of CT digital signals are analyzed first, demonstrating a general pattern of the quantization noise spectrum added in CT amplitude quantization. Then the focus is narrowed to the investigations of the system characteristics and architecture of CT digital infinite-impulse-response (IIR) filters, which are barely studied in the previous work on this topic. This thesis discusses and addresses previously unreported stability issue in CT digital IIR filters with the presence of delay-line mismatches and proposes an innovative method to design high-order CT digital IIR filters with only two tap delays. Introducing an event detector allows the operation rate of a CT digital IIR filter to closely track the input activity even though it is a feedback system. For the first time, the filtered CT digital signal is converted to a synchronous digital signal. This facilitates integrating the CT digital filter and conventional discrete-time systems and expands the applications of the former. This discussion uses a computationally efficient interpolation filter to improve the signal accuracy of the synchronous digital output. On the circuit level, a new delay-cell design is introduced. It ensures low jitter, good matching, robust communication with adjacent circuits and event-independent delay.
An integrated circuit (IC) with all these ideas adopted was fabricated in a TSMC 65 nm LP CMOS process. It is the first IC implementation of a CT digital IIR filter. It can process signals with a data rate up to 20 MHz. Thanks to the IIR response and the 16-bit resolution used in the system, the implemented filter can achieve a frequency response much more versatile and accurate than the CT digital filters in prior art. The implemented system features an agile power adaptive to input activity, varying from 2.32mW (full activity) to 40μW (idle) with no power-management circuitry.
The second part of the thesis discusses a variable-rate DSP capable of processing samples with a variable sampling rate. The clock rate in the variable-rate DSP tracks the input sampling rate. Compared to a fixed-rate DSP, the proposed system has a lower output data rate and hence is more computationally efficient. A reconstruction filter with a variable cutoff frequency is used to reconstruct the output. The signal-to-noise ratio remains fixed when the sampling rate changes.
Subjects/Keywords: Integrated circuits; Signal processing – Digital techniques; Continuous-time filters; Electrical engineering
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Record Details
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Chen, Y. (2017). Digital Signal Processing with Signal-Derived Timing: Analysis and Implementation. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8PR81KW
Chicago Manual of Style (16th Edition):
Chen, Yu. “Digital Signal Processing with Signal-Derived Timing: Analysis and Implementation.” 2017. Doctoral Dissertation, Columbia University. Accessed January 17, 2021.
https://doi.org/10.7916/D8PR81KW.
MLA Handbook (7th Edition):
Chen, Yu. “Digital Signal Processing with Signal-Derived Timing: Analysis and Implementation.” 2017. Web. 17 Jan 2021.
Vancouver:
Chen Y. Digital Signal Processing with Signal-Derived Timing: Analysis and Implementation. [Internet] [Doctoral dissertation]. Columbia University; 2017. [cited 2021 Jan 17].
Available from: https://doi.org/10.7916/D8PR81KW.
Council of Science Editors:
Chen Y. Digital Signal Processing with Signal-Derived Timing: Analysis and Implementation. [Doctoral Dissertation]. Columbia University; 2017. Available from: https://doi.org/10.7916/D8PR81KW

Penn State University
4.
Yang, Songshan.
TIME-VARYING EFFECT MODEL FOR STUDYING GROUP DIFFERENCE IN HEALTH BEHAVIOR.
Degree: 2018, Penn State University
URL: https://submit-etda.libraries.psu.edu/catalog/14792szy125
► The thesis includes two projects related to the detection of group difference of health risk behavior using time-varying effect models. In the first project, we…
(more)
▼ The thesis includes two projects related to the detection of group difference of health risk behavior using
time-
varying effect models. In the first project, we proposed to use a
time-
varying effect model to characterize
gender-specific trajectories of health behaviors, and we also conducted hypothesis testing for gender differences. We first used two motivating examples which demonstrated that the proposed model works for both the longitudinal studies and the short-term studies that involve intensive data collection. Then
a simulation study is conducted, which shows that the accuracy of estimation of trajectory functions improves as the sample size and the number of
time points increase. In terms of the performance of the hypothesis testing, the type I error rates are close to their corresponding significance levels under all combinations of
sample size and number of
time points. In addition, the power increases as the alternative hypothesis deviates more from the null hypothesis, and the rate of this increasing trend is higher when the sample size and the number of
time points are larger.
The second project proposed to use a
time-
varying effect model for examining group differences in trajectories of zero-inflated count outcomes. The motivating example demonstrates that this zero-inflated Poisson model allows investigators to study group differences in different aspects of substance use (e.g. the probability
of abstinence and the quantity of alcohol use) simultaneously. The simulation study shows that the accuracy of estimation of trajectory functions improves as the sample size increases; the accuracy under equal group sizes is only higher when the sample size is small (100). By examining the performance of the hypothesis testing,
we found that the type I error rates are close to their corresponding significance levels under all settings. On the other hand, the power also increases as the alternative hypothesis deviates more from the null hypothesis and the rate of this increasing trend is higher when the sample size is larger. Moreover, the hypothesis test for the group difference in the zero component tends to be less powerful than the test for the group difference in the Poisson component.
Advisors/Committee Members: Runze Li, Thesis Advisor/Co-Advisor, Bing Li, Committee Member, Matthew Logan Reimherr, Committee Member.
Subjects/Keywords: Time varying-coefficient effect model
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Yang, S. (2018). TIME-VARYING EFFECT MODEL FOR STUDYING GROUP DIFFERENCE IN HEALTH BEHAVIOR. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/14792szy125
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Yang, Songshan. “TIME-VARYING EFFECT MODEL FOR STUDYING GROUP DIFFERENCE IN HEALTH BEHAVIOR.” 2018. Thesis, Penn State University. Accessed January 17, 2021.
https://submit-etda.libraries.psu.edu/catalog/14792szy125.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Yang, Songshan. “TIME-VARYING EFFECT MODEL FOR STUDYING GROUP DIFFERENCE IN HEALTH BEHAVIOR.” 2018. Web. 17 Jan 2021.
Vancouver:
Yang S. TIME-VARYING EFFECT MODEL FOR STUDYING GROUP DIFFERENCE IN HEALTH BEHAVIOR. [Internet] [Thesis]. Penn State University; 2018. [cited 2021 Jan 17].
Available from: https://submit-etda.libraries.psu.edu/catalog/14792szy125.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Yang S. TIME-VARYING EFFECT MODEL FOR STUDYING GROUP DIFFERENCE IN HEALTH BEHAVIOR. [Thesis]. Penn State University; 2018. Available from: https://submit-etda.libraries.psu.edu/catalog/14792szy125
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Ottawa
5.
Yan, Kai.
Opinion Dynamics and the Effect of Time-varying Opinions: A Simulation Study
.
Degree: 2015, University of Ottawa
URL: http://hdl.handle.net/10393/32959
► Opinion dynamics is extensively used in studying large-scale social, economical, political and natural phenomena that involve many interacting agents. It also can be used to…
(more)
▼ Opinion dynamics is extensively used in studying large-scale social, economical, political and natural phenomena that involve many interacting agents. It also can be used to model the evolution of teams of autonomous vehicles operating in a coordinated fashion with civilian and military applications, when arbitration among individual goals needs to be negotiated. Recently, research was conducted on how opinion dynamics can be the core of collective decision-making mechanisms for swarm robotics. Opinion dynamics with a time varying opinion space, which is the set of all possible opinions an agent may have, is a relatively recent research topic.
In this work, the Deffuant-Weisbuch model (DW model), which allows to model opinion dynamics in shrinking opinion spaces, was applied. In simulating this class of systems and in extracting information from them it is crucial to establish reliable algorithms and criteria for counting the numbers of clusters, as this ultimately affects the determination of the steady state of the system. A method was applied to combine Fuzzy c-means clustering and subtractive clustering to check convergence of the system and avoid negative influence of outliers. Different scenarios are simulated to study the influence of characteristic parameters on the formation of opinions, which is quantified by the formation of clusters in the opinion space. Additionally, we simulate the scenario of a two dimensional opinion space in which one side shrinks, and evaluate how the rate of shrinking influences the steady state opinion space. This is a simplified model to gain some insight on the effect of extreme changes of opinions in multi-dimensional opinion space.
Subjects/Keywords: Opinion dynamics;
Time-varying
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Yan, K. (2015). Opinion Dynamics and the Effect of Time-varying Opinions: A Simulation Study
. (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/32959
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Yan, Kai. “Opinion Dynamics and the Effect of Time-varying Opinions: A Simulation Study
.” 2015. Thesis, University of Ottawa. Accessed January 17, 2021.
http://hdl.handle.net/10393/32959.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Yan, Kai. “Opinion Dynamics and the Effect of Time-varying Opinions: A Simulation Study
.” 2015. Web. 17 Jan 2021.
Vancouver:
Yan K. Opinion Dynamics and the Effect of Time-varying Opinions: A Simulation Study
. [Internet] [Thesis]. University of Ottawa; 2015. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/10393/32959.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Yan K. Opinion Dynamics and the Effect of Time-varying Opinions: A Simulation Study
. [Thesis]. University of Ottawa; 2015. Available from: http://hdl.handle.net/10393/32959
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Virginia Tech
6.
Magruder, Caleb Clarke III.
Model Reduction of Linear Time-Periodic Dynamical Systems.
Degree: MS, Mathematics, 2013, Virginia Tech
URL: http://hdl.handle.net/10919/23112
► Few model reduction techniques exist for dynamical systems whose parameters vary with time. We have particular interest here in linear time-periodic dynamical systems; we seek…
(more)
▼ Few model reduction techniques exist for dynamical systems whose parameters vary with
time. We have particular interest here in linear
time-periodic dynamical systems; we seek a structure-preserving algorithm for model reduction of linear
time-periodic (LTP) dynamical systems of large scale that generalizes from the linear
time-invariant (LTI) model reduction problem. We extend the familiar LTI system theory to analogous concepts in the LTP setting. First, we represent the LTP system as a convolution operator of a bivariate periodic kernel function. The kernel suggests a representation of the system as a frequency operator, called the Harmonic Transfer Function. Second, we exploit the Hilbert space structure of the family of LTP systems to develop necessary conditions for optimal approximations. Additionally, we show an a posteriori error bound written in terms of the \\mathcal H
2 norm of related LTI multiple input/multiple output system. This bound inspires an algorithm to construct approximations of reduced order. To verify the efficacy of this algorithm we apply it to three models: (1) fluid flow around a cylinder by a finite element discretization of the Navier-Stokes equations, (2) thermal diffusion through a plate modeled by the heat equation, and (3) structural model of component 1r of the Russian service module of the International Space Station.
Advisors/Committee Members: Gugercin, Serkan (committeechair), Rossi, John F. (committee member), Beattie, Christopher A. (committee member).
Subjects/Keywords: Model Reduction; Time-varying Systems
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Magruder, C. C. I. (2013). Model Reduction of Linear Time-Periodic Dynamical Systems. (Masters Thesis). Virginia Tech. Retrieved from http://hdl.handle.net/10919/23112
Chicago Manual of Style (16th Edition):
Magruder, Caleb Clarke III. “Model Reduction of Linear Time-Periodic Dynamical Systems.” 2013. Masters Thesis, Virginia Tech. Accessed January 17, 2021.
http://hdl.handle.net/10919/23112.
MLA Handbook (7th Edition):
Magruder, Caleb Clarke III. “Model Reduction of Linear Time-Periodic Dynamical Systems.” 2013. Web. 17 Jan 2021.
Vancouver:
Magruder CCI. Model Reduction of Linear Time-Periodic Dynamical Systems. [Internet] [Masters thesis]. Virginia Tech; 2013. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/10919/23112.
Council of Science Editors:
Magruder CCI. Model Reduction of Linear Time-Periodic Dynamical Systems. [Masters Thesis]. Virginia Tech; 2013. Available from: http://hdl.handle.net/10919/23112

University of Alberta
7.
Zhao, Fuqiong.
Integrated Prognostics for Component Health
Management.
Degree: PhD, Department of Mechanical Engineering, 2015, University of Alberta
URL: https://era.library.ualberta.ca/files/cst74cq66z
► Prognostics in engineering field is dedicated to predicting how long further a component or a system will perform their intended functions before failure. Prognostics is…
(more)
▼ Prognostics in engineering field is dedicated to
predicting how long further a component or a system will perform
their intended functions before failure. Prognostics is an
essential building block in condition based maintenance. Accurate
prediction of the component remaining useful life provides valuable
information to decision making on maintenance planning, mission
planning and logistics. Preventive actions based on remaining
useful life prediction can dramatically avoid unscheduled downtime,
reduce operational risk and cost, and improve the safety of the
working environment. This thesis is devoted to developing
integrated prognostics methods for the remaining useful life
prediction of a specific component by integrating physics of
failure and condition monitoring data. The first contribution of
the thesis is that by combining physics and data effectively, the
proposed method overcomes the limitations of existing prognostics
approaches, which are mainly either physics based or data-driven.
To account for the uncertainty in failure times of units in
population, parameters are treated as random variables in physical
degradation models. By noticing the uniqueness of the failure time
for a specific unit, this study utilizes Bayesian inference to
reduce the uncertainty in model parameters, which leads to a more
accurate prediction on remaining useful life of the specific unit.
This thesis also proposes an integrated prognostics method for the
component operating under time-varying operating conditions. The
capability to directly relate the load to the degradation rate is a
key advantage of the proposed method over the existing data-driven
methods when dealing with time-varying operating conditions. This
is the second main contribution of this thesis. To cater to
real-time applications of condition based maintenance, an efficient
spectral method named polynomial chaos expansion is investigated
for uncertainty quantification in prognostics. The proposed method
is able to accelerate the uncertainty quantification in the
integrated prognostics method and the computational efficiency is
significantly improved, which is the third main contribution of
this thesis. In addition, this thesis accounts for two important
factors when developing integrated prognostics method: uncertainty
in damage initiation time and shock in the degradation. These two
factors have not been explicitly considered for prognostics purpose
in the existing research. By simultaneously adjusting both the
damage initiation time and the model parameters, the prediction
accuracy is improved. The failure time reduction caused by the
shock is accommodated by identifying a virtual damage initiation
time. This work consists of the fourth main contribution. The
integrated prognostics methods developed in this thesis are applied
to spur gears. Two types of failure modes are considered. One is
the tooth fracture due to bending stress and the other one is the
surface wear due to sliding contact. Validation is conducted using
a run-to-failure experiment on a planetary…
Subjects/Keywords: Stochastic Collocation; Uncertainty Quantification; Condition Monitoring; Crack Initiation Time; Bayesian Inference; Gear; Crack Propagation; Polynomial Chaos Expansion; Surface Wear; Shock; Remaining Useful Life; Integrated Prognostics; Time-varying Operating Conditions
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Zhao, F. (2015). Integrated Prognostics for Component Health
Management. (Doctoral Dissertation). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/cst74cq66z
Chicago Manual of Style (16th Edition):
Zhao, Fuqiong. “Integrated Prognostics for Component Health
Management.” 2015. Doctoral Dissertation, University of Alberta. Accessed January 17, 2021.
https://era.library.ualberta.ca/files/cst74cq66z.
MLA Handbook (7th Edition):
Zhao, Fuqiong. “Integrated Prognostics for Component Health
Management.” 2015. Web. 17 Jan 2021.
Vancouver:
Zhao F. Integrated Prognostics for Component Health
Management. [Internet] [Doctoral dissertation]. University of Alberta; 2015. [cited 2021 Jan 17].
Available from: https://era.library.ualberta.ca/files/cst74cq66z.
Council of Science Editors:
Zhao F. Integrated Prognostics for Component Health
Management. [Doctoral Dissertation]. University of Alberta; 2015. Available from: https://era.library.ualberta.ca/files/cst74cq66z

University of Notre Dame
8.
Rachel Baird.
The Effect of Misspecifying Random-Effect Time-Varying
Predictors as Fixed on Estimates of Other
Parameters</h1>.
Degree: Psychology, 2016, University of Notre Dame
URL: https://curate.nd.edu/show/p5547p90t1d
► Time-varying predictors in multilevel models are a useful tool for longitudinal research, whether they are the research variable of interest or they are controlling…
(more)
▼ Time-
varying predictors in multilevel models
are a useful tool for longitudinal research, whether they are the
research variable of interest or they are controlling for variance
to allow greater power for other variables. However, standard
recommendations to fix the effect of
time-
varying predictors may
make an assumption that is unlikely to hold in reality and may
influence results. This dissertation illustrates that treating the
time-
varying predictor as fixed may allow analyses to converge, but
the analyses have poor coverage of the true fixed effect when the
time-
varying predictor has a random effect in reality. A second
simulation study shows that treating the
time-
varying predictor as
random may have poor convergence, except when allowing negative
variance estimates. Although negative variance estimates are
uninterpretable, results of the simulation show that estimates of
the fixed effect of the
time-
varying predictor are as accurate for
these cases as for cases with positive variance estimates, and that
treating the
time-
varying predictor as random and allowing negative
variance estimates performs well whether the
time-
varying predictor
is fixed or random in reality. Because of the difficulty of
interpreting negative variance estimates, two procedures are
suggested for selection between fixed-effect and random-effect
models: comparing between fixed-effect and constrained
random-effect models with a likelihood ratio test or fitting a
fixed-effect model when an unconstrained random-effect model
produces negative variance estimates. The performance of these two
procedures is
compared.
Advisors/Committee Members: Scott Maxwell, Research Director.
Subjects/Keywords: multilevel; time-varying predictor; time-varying covariate; longitudinal
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Baird, R. (2016). The Effect of Misspecifying Random-Effect Time-Varying
Predictors as Fixed on Estimates of Other
Parameters</h1>. (Thesis). University of Notre Dame. Retrieved from https://curate.nd.edu/show/p5547p90t1d
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Baird, Rachel. “The Effect of Misspecifying Random-Effect Time-Varying
Predictors as Fixed on Estimates of Other
Parameters</h1>.” 2016. Thesis, University of Notre Dame. Accessed January 17, 2021.
https://curate.nd.edu/show/p5547p90t1d.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Baird, Rachel. “The Effect of Misspecifying Random-Effect Time-Varying
Predictors as Fixed on Estimates of Other
Parameters</h1>.” 2016. Web. 17 Jan 2021.
Vancouver:
Baird R. The Effect of Misspecifying Random-Effect Time-Varying
Predictors as Fixed on Estimates of Other
Parameters</h1>. [Internet] [Thesis]. University of Notre Dame; 2016. [cited 2021 Jan 17].
Available from: https://curate.nd.edu/show/p5547p90t1d.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Baird R. The Effect of Misspecifying Random-Effect Time-Varying
Predictors as Fixed on Estimates of Other
Parameters</h1>. [Thesis]. University of Notre Dame; 2016. Available from: https://curate.nd.edu/show/p5547p90t1d
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Pontifical Catholic University of Rio de Janeiro
9.
FRANCISCO LUCIO GOMES GUIMARAES.
[en] SENSITIVITY OF TIME-VARYING DIGITAL FILTERS IMPLEMENTED
BY STATE-VARIABLE STRUCTURES.
Degree: 2006, Pontifical Catholic University of Rio de Janeiro
URL: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9401
► [pt] É feito um estudo da análise da sensibilidade das respostas impulsional e genérica de filtros IIR digitais, lineares, causais, monovariáveis e variantes no tempo…
(more)
▼ [pt] É feito um estudo da análise da sensibilidade das
respostas impulsional e genérica de filtros IIR digitais, lineares,
causais, monovariáveis e variantes no tempo modelados por equações
de estado, supondo que as matrizes do sistema não se encontram em
forma canônica e que, primeiro, não existe relação de dependência
entre os parâmetros do sistema e, segundo, existe uma certa relação
entre eles (dependência de tempo). Também é feito um estudo da
análise de sensibilidade das respostas impulsional e genérica de
uma estrutura em cascatas de filtros.
[en] This work presents results on the study of the
sensitivity of the impulse response and generic response of linear,
time-varying, causal, monovariable IIR digital filters modeled by
dynamic equations in noncanonical form. First, all coefficients are
considered to be independent of each other. Second, there is
relationship among the coefficients (time dependence). It is
studied systems of cascated blocks which present quantization in
its coefficients.
Advisors/Committee Members: ANA MARIA BELTRAN PAVANI, ANA MARIA BELTRAN PAVANI.
Subjects/Keywords: [pt] SENSIBILIDADE; [en] SENSITIVITY; [pt] FILTRO DIGITAL; [en] DIGITAL FILTERS; [pt] FILTROS DIGITAIS VARIANTE NO TEMPO; [en] TIME-VARYING DIGITAL FILTERS
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
GUIMARAES, F. L. G. (2006). [en] SENSITIVITY OF TIME-VARYING DIGITAL FILTERS IMPLEMENTED
BY STATE-VARIABLE STRUCTURES. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9401
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
GUIMARAES, FRANCISCO LUCIO GOMES. “[en] SENSITIVITY OF TIME-VARYING DIGITAL FILTERS IMPLEMENTED
BY STATE-VARIABLE STRUCTURES.” 2006. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed January 17, 2021.
http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9401.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
GUIMARAES, FRANCISCO LUCIO GOMES. “[en] SENSITIVITY OF TIME-VARYING DIGITAL FILTERS IMPLEMENTED
BY STATE-VARIABLE STRUCTURES.” 2006. Web. 17 Jan 2021.
Vancouver:
GUIMARAES FLG. [en] SENSITIVITY OF TIME-VARYING DIGITAL FILTERS IMPLEMENTED
BY STATE-VARIABLE STRUCTURES. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2006. [cited 2021 Jan 17].
Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9401.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
GUIMARAES FLG. [en] SENSITIVITY OF TIME-VARYING DIGITAL FILTERS IMPLEMENTED
BY STATE-VARIABLE STRUCTURES. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2006. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9401
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Brno University of Technology
10.
Peterek, Jan.
Časově proměnná filtrace signálů EKG: Time Varying Filters for ECG Signals.
Degree: 2019, Brno University of Technology
URL: http://hdl.handle.net/11012/26241
► The aim of this master’s thesis is to create a multiband stop derived from Lynn filters for suppressing mains hum and baseline variation (drift). The…
(more)
▼ The aim of this master’s thesis is to create a multiband stop derived from Lynn
filters for suppressing mains hum and baseline variation (drift). The first part of the thesis is focused on brief theoretical introduction to the distortion types affecting ECG signal and twelve lead connection. The following practical part describes free realizations of ECG filter and ECG signal filtration. The filter has been tested both on distorted and on non-distorted signal. Finally filters’ error rate was computed from CSE database signals.
Advisors/Committee Members: Kozumplík, Jiří (advisor), Vítek, Martin (referee).
Subjects/Keywords: EKG signál; filtrace EKG signálu; časově proměnné filtry; časově neproměnné filtry; vícepásmové zádrže; Lynnovy filtry; rušení; brum; drift; impulsní charakteristika; frekvenční charakteristika.; ECG signal; ECG signal filtering; time varying filters; multiband stop; Lynn filters; noise; mains hum (brum); zero isoline variation (drift); impulse response; frequency response.
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Peterek, J. (2019). Časově proměnná filtrace signálů EKG: Time Varying Filters for ECG Signals. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/26241
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Peterek, Jan. “Časově proměnná filtrace signálů EKG: Time Varying Filters for ECG Signals.” 2019. Thesis, Brno University of Technology. Accessed January 17, 2021.
http://hdl.handle.net/11012/26241.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Peterek, Jan. “Časově proměnná filtrace signálů EKG: Time Varying Filters for ECG Signals.” 2019. Web. 17 Jan 2021.
Vancouver:
Peterek J. Časově proměnná filtrace signálů EKG: Time Varying Filters for ECG Signals. [Internet] [Thesis]. Brno University of Technology; 2019. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/11012/26241.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Peterek J. Časově proměnná filtrace signálů EKG: Time Varying Filters for ECG Signals. [Thesis]. Brno University of Technology; 2019. Available from: http://hdl.handle.net/11012/26241
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Melbourne
11.
Low, Yi Ling Michelle-Joy.
Disaggregating the predictive information in the S&P 500 option-implied risk neutral distribution.
Degree: 2014, University of Melbourne
URL: http://hdl.handle.net/11343/39947
► This dissertation studies the information content of the S&P 500 index option-implied risk neutral distribution (RND). Our premise is that the long- and short-range persistence…
(more)
▼ This dissertation studies the information content of the S&P 500 index option-implied risk neutral distribution (RND). Our premise is that the long- and short-range persistence in the RND, related respectively to slow structural changes and transient risk factors, contain predictive information. Early literature on RND extraction spans a large number of estimation methods, but we propose extracting the RND using the highly flexible and implementable Generalised Lambda distribution (GLD). This extraction method is motivated by the need for a tractable method which is both straightforward to implement and yields economically interpretable RND moment estimates for financial applications. In a simulation study, we show that extraction by the GLD yields accurate estimates of the RND moments overall. This is true particularly of risk neutral skewness and kurtosis where scarce, discrete tail options price data may affect the estimation accuracy of the popular Bakshi, Kapadia and Madan (2003) model-free method. We test significantly for the presence of structural breaks in the RND moments and model these phenomena with long memory methods. Long memory methods serve as a convenient mathematical construct for capturing the effects of structural change in the RND moment dynamics.
Analysing the RND moments in a fractionally integrated vector autoregression framework (FIVARX), we find evidence, consistent with previous literature, of significant co-moment relations. Furthermore, long-term RND persistence is related to macroeconomic influences, whereas short-term persistence is linked to short-term financial market volatility. The FIVARX modelling approach produces superior out-of-sample RND moment forecasts compared to alternative vector models. Finally, we apply Hidden Markov Models (HMMs) to assess the degree of predictive information contained in the RND for the future underlying asset price. HMMs are conditioned on RND-based measures of information derived from the long- and short-term RND moment persistence, as well as the RND quantiles. HMMs specified with long-term RND persistence and tail quantiles significantly outperform the benchmark HMM model in out-of-sample forecasts. Notably, our results suggest that RND-based information is predictive of the future market state governing the observed underlying asset price.
Subjects/Keywords: risk neutral distribution; long memory; generalised lambda distribution; hidden Markov models; fractionally integrated vector autoregressive model
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Low, Y. L. M. (2014). Disaggregating the predictive information in the S&P 500 option-implied risk neutral distribution. (Doctoral Dissertation). University of Melbourne. Retrieved from http://hdl.handle.net/11343/39947
Chicago Manual of Style (16th Edition):
Low, Yi Ling Michelle-Joy. “Disaggregating the predictive information in the S&P 500 option-implied risk neutral distribution.” 2014. Doctoral Dissertation, University of Melbourne. Accessed January 17, 2021.
http://hdl.handle.net/11343/39947.
MLA Handbook (7th Edition):
Low, Yi Ling Michelle-Joy. “Disaggregating the predictive information in the S&P 500 option-implied risk neutral distribution.” 2014. Web. 17 Jan 2021.
Vancouver:
Low YLM. Disaggregating the predictive information in the S&P 500 option-implied risk neutral distribution. [Internet] [Doctoral dissertation]. University of Melbourne; 2014. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/11343/39947.
Council of Science Editors:
Low YLM. Disaggregating the predictive information in the S&P 500 option-implied risk neutral distribution. [Doctoral Dissertation]. University of Melbourne; 2014. Available from: http://hdl.handle.net/11343/39947

Penn State University
12.
Chen, Meng.
Stochastic Differential Equation Models with Time-Varying Parameters.
Degree: 2017, Penn State University
URL: https://submit-etda.libraries.psu.edu/catalog/14220mxc681
► Self-organization occurs when a system shows distinct shifts in dynamics due to variations in the parameters that govern the system. Relatedly, many human dynamic processes…
(more)
▼ Self-organization occurs when a system shows distinct shifts in dynamics due to variations in the parameters that govern the system. Relatedly, many human dynamic processes with self-organizing features comprise subprocesses that unfold across multiple
time scales. Incorporating
time-
varying parameters (TVPs) into a dynamic model of choice provides one way of representing self-organization as well as multi-
time scale processes. Extant applications involving models with TVPs have been restricted to formulation in discrete
time. Related work for representing
time-
varying parameters in continuous-
time models remains scarce. We propose a stochastic differential equation (SDE) modeling framework with TVPs as a way to capture self-organization in continuous
time. We present several examples of SDEs with TVPs, including a stochastic damped oscillator model with hypothesized functional shifts in both set-points and damping. Furthermore, we discuss plausible models that may be used to approximate changes in the TVPs in the absence of further knowledge concerning their true change mechanisms.
Advisors/Committee Members: Sy-Miin Chow, Thesis Advisor/Co-Advisor.
Subjects/Keywords: Stochastic Differential Equation; Time-varying Parameter
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Chen, M. (2017). Stochastic Differential Equation Models with Time-Varying Parameters. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/14220mxc681
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Chen, Meng. “Stochastic Differential Equation Models with Time-Varying Parameters.” 2017. Thesis, Penn State University. Accessed January 17, 2021.
https://submit-etda.libraries.psu.edu/catalog/14220mxc681.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Chen, Meng. “Stochastic Differential Equation Models with Time-Varying Parameters.” 2017. Web. 17 Jan 2021.
Vancouver:
Chen M. Stochastic Differential Equation Models with Time-Varying Parameters. [Internet] [Thesis]. Penn State University; 2017. [cited 2021 Jan 17].
Available from: https://submit-etda.libraries.psu.edu/catalog/14220mxc681.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Chen M. Stochastic Differential Equation Models with Time-Varying Parameters. [Thesis]. Penn State University; 2017. Available from: https://submit-etda.libraries.psu.edu/catalog/14220mxc681
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Delft University of Technology
13.
Cavallo, Gaia (author).
Skirt Decomposition Method for the Identification of Linear Time-Varying Human Joint Admittance.
Degree: 2017, Delft University of Technology
URL: http://resolver.tudelft.nl/uuid:3187dfa9-8728-452e-88ed-a7af1e0a9f3a
► Human joint admittance changes with numerous factors constituting the operational point. For large changes of the operational point, joint admittance can be identified using Linear…
(more)
▼ Human joint admittance changes with numerous factors constituting the operational point. For large changes of the operational point, joint admittance can be identified using Linear Time-Varying methods on torque and angular position signals measured on human joints. Out of the available methods, the Skirt Decomposition method was selected due to its nonparametric structure and the limited number of a priori assumptions it makes. Its employment on the identification of human joint admittance was completely novel. The method was applied to a simulation model representing joint admittance and on experimental data measured from the wrist joint. In the experiment, the subjects were changing the applied torque to follow a desired trajectory, while the angle of the wrist was perturbed by the manipulator.With a properly designed multisine input, taking into consideration the speed and complexity of the time variation, a variance accounted for (VAF) close to 100 % was obtained in the simulation study on all the tested conditions. From the experiment, it was seen that the contribution of the time variation in the frequency domain was partially masked by the output noise. The noise level could be decreased by lowering the amplitude of the desired torque, and by removing the voluntary torque from the analyzed data. With a desired torque level ranging between 5% and 20%, and considering the bandwidth between 2 Hz and 20 Hz, the mean power of the output residuals in the frequency domain ranged between 16.2 and 27.1 for all the tested conditions. Furthermore, the time-varying dynamics retrieved from the system function showed a clear correlation with the desired torque trajectory.
Systems and Control
Advisors/Committee Members: van Wingerden, Jan-Willem (mentor), Schouten, Alfred (mentor), van de Ruit, Mark (graduation committee), van de Plas, Raf (graduation committee), Lataire, John (graduation committee), Delft University of Technology (degree granting institution).
Subjects/Keywords: joint admittance; linear time-varying; multisine
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Cavallo, G. (. (2017). Skirt Decomposition Method for the Identification of Linear Time-Varying Human Joint Admittance. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:3187dfa9-8728-452e-88ed-a7af1e0a9f3a
Chicago Manual of Style (16th Edition):
Cavallo, Gaia (author). “Skirt Decomposition Method for the Identification of Linear Time-Varying Human Joint Admittance.” 2017. Masters Thesis, Delft University of Technology. Accessed January 17, 2021.
http://resolver.tudelft.nl/uuid:3187dfa9-8728-452e-88ed-a7af1e0a9f3a.
MLA Handbook (7th Edition):
Cavallo, Gaia (author). “Skirt Decomposition Method for the Identification of Linear Time-Varying Human Joint Admittance.” 2017. Web. 17 Jan 2021.
Vancouver:
Cavallo G(. Skirt Decomposition Method for the Identification of Linear Time-Varying Human Joint Admittance. [Internet] [Masters thesis]. Delft University of Technology; 2017. [cited 2021 Jan 17].
Available from: http://resolver.tudelft.nl/uuid:3187dfa9-8728-452e-88ed-a7af1e0a9f3a.
Council of Science Editors:
Cavallo G(. Skirt Decomposition Method for the Identification of Linear Time-Varying Human Joint Admittance. [Masters Thesis]. Delft University of Technology; 2017. Available from: http://resolver.tudelft.nl/uuid:3187dfa9-8728-452e-88ed-a7af1e0a9f3a

University of Ottawa
14.
Doan, William.
Temporal Closeness in Knowledge Mobilization Networks
.
Degree: 2016, University of Ottawa
URL: http://hdl.handle.net/10393/34756
► In this thesis we study the impact of time in the analysis of social networks. To do that we represent a knowledge mobilization network, Knowledge-Net,…
(more)
▼ In this thesis we study the impact of time in the analysis of social networks. To do that we represent a knowledge mobilization network, Knowledge-Net, both as a standard static graph and a time-varying graph and study both graphs to see their differences. For our study, we implemented some temporal metrics and added them to Gephi, an open source software for graph and network analysis which already contains some static metrics. Then we used that software to obtain our results.
Knowledge-Net is a network built using the knowledge mobilization concept. In social science, knowledge mobilization is defined as the use of knowledge towards the achievement of goals. The networks which are built using the knowledge mobilization concept make more visible the relations among heterogeneous human and non-human individuals, organizational actors and non-human mobilization actors.
A time-varying graph is a graph with nodes and edges appearing and disappearing over time. A journey in a time-varying graph is equivalent to a path in a static graph. The notion of shortest path in a static graph has three variations in a time-varying graph: the shortest journey is the journey with the least number of temporal hops, the fastest journey is the journey that takes the least amount of time and the foremost journey is the journey that arrives the soonest. Out of those three, we focus on the foremost journey for our analysis.
Subjects/Keywords: algorithm;
time-varying graph;
closeness;
knowledge mobilization
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Doan, W. (2016). Temporal Closeness in Knowledge Mobilization Networks
. (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/34756
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Doan, William. “Temporal Closeness in Knowledge Mobilization Networks
.” 2016. Thesis, University of Ottawa. Accessed January 17, 2021.
http://hdl.handle.net/10393/34756.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Doan, William. “Temporal Closeness in Knowledge Mobilization Networks
.” 2016. Web. 17 Jan 2021.
Vancouver:
Doan W. Temporal Closeness in Knowledge Mobilization Networks
. [Internet] [Thesis]. University of Ottawa; 2016. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/10393/34756.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Doan W. Temporal Closeness in Knowledge Mobilization Networks
. [Thesis]. University of Ottawa; 2016. Available from: http://hdl.handle.net/10393/34756
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Universitat Pompeu Fabra
15.
Rossi, Luca.
Essays on volatility networks and uncertainty.
Degree: Departament d'Economia i Empresa, 2018, Universitat Pompeu Fabra
URL: http://hdl.handle.net/10803/565613
► Aquesta tesi investiga empíricament diferents aspectes de la volatilitat variable. El Capítol 1 estima un TVP-FAVAR i recupera una xarxa de connexions dinàmiques entre les…
(more)
▼ Aquesta tesi investiga empíricament diferents aspectes de la volatilitat variable. El Capítol 1 estima un TVP-FAVAR i recupera una xarxa de connexions dinàmiques entre les volatilitats de accions europees. Proposem una metodologia d’estimació ad-hoc que es demostri que supera els enfocaments estàndard i els models competidors. El Capítol 2 es centra en el seguiment de la connectivitat dinàmica entre les volatilitats sectorials dels Estats Units mitjançant descomposicions generalitzadas de variància d’errors de previsió amb un model Bayesià. A diferència de les estimacions obtingudes amb finestres enrotllables, permetem que els paràmetres variïn de manera més flexible. Mostrem que existeix una relació estable entre l’estructura de la xarxa i els règims de volatilitat vigents en un moment determinat. El Capítol 3 estima el component variable inesperat de la volatilitat dels pressupostos fiscals a Itàlia. Mostrem que els períodes de major volatilitat fiscal inesperada probablement són recessius. Les polítiques expansives només són efectives quan no s’acompanyen d’increments d’incertesa.
Advisors/Committee Members: [email protected] (authoremail), true (authoremailshow), Rossi, Barbara, 1971- (director), Brownlees, Christian, 1979- (director), true (authorsendemail).
Subjects/Keywords: Time-varying volatility; Volatilitat variable; 33
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Rossi, L. (2018). Essays on volatility networks and uncertainty. (Thesis). Universitat Pompeu Fabra. Retrieved from http://hdl.handle.net/10803/565613
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Rossi, Luca. “Essays on volatility networks and uncertainty.” 2018. Thesis, Universitat Pompeu Fabra. Accessed January 17, 2021.
http://hdl.handle.net/10803/565613.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Rossi, Luca. “Essays on volatility networks and uncertainty.” 2018. Web. 17 Jan 2021.
Vancouver:
Rossi L. Essays on volatility networks and uncertainty. [Internet] [Thesis]. Universitat Pompeu Fabra; 2018. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/10803/565613.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Rossi L. Essays on volatility networks and uncertainty. [Thesis]. Universitat Pompeu Fabra; 2018. Available from: http://hdl.handle.net/10803/565613
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Sydney
16.
Huang, Danlan.
Entrainment in Pulsing plumes
.
Degree: 2019, University of Sydney
URL: http://hdl.handle.net/2123/21168
► The main contribution of this work is to investigate the entrainment in plumes with constant and time-varying source conditions experimentally. The study aims to build…
(more)
▼ The main contribution of this work is to investigate the entrainment in plumes with constant and time-varying source conditions experimentally. The study aims to build up an experiment rig to conduct the bulk entrainment measurement in plumes. Secondly, the study aims to examine the influences the forcing frequency and amplitude have on entrainment in pulsing plumes, where the flow rate, momentum and buoyancy are sinusoidal functions of time. Finally, the study aims to investigate the validity of the integral model for pure plumes with constant source conditions established by Morton et al. (Proc R Soc Lond A 234(1196):1–23, 1956) in pulsing plumes, as well as the virtual origin correction method for lazy plumes proposed by Hunt and Kaye (J Fluid Mech 435:377–396, 2001) in both constant source plumes and pulsing plumes. Experiments were conducted to verify the pulses in pulsing plumes. Plumes are formed by issuing saline fluid downwards into a less dense uniform environment from a round pipe. The pulsing flow is generated by a programmable ISMATEC gear pump. The evolution of the pulses in pulsing plumes is revealed by applying the light-attenuation method with high frequency imaging. Pulsing is shown to affect the development of the flow, as the forcing frequency at the source dominates the frequency of the flow downstream. To study the bulk entrainment in pulsing plumes, turbulent axisymmetric lazy plumes with constant source conditions were examined initially. The bulk dilution and entrainment measurements were achieved by using the experimental approach of Hunt and Kaye (J Fluid Mech 435:377–396, 2001). The integral relationship for the local flow rate Q(z) and local momentum M(z) from the model established by Morton et al. (Proc R Soc Lond A 234(1196):1–23, 1956) for constant source plumes was used to determine the average local entrainment. Experiments with pulsing plumes were carried out with a flow rate amplitude ranged from 33% to 80% and the non-dimensional frequency - Strouhal number 〖St=fD/U〗_0 ranged from 0.012 to 1.2, where the maximum frequency f of this pulsing plume is in the order of the eddy turnover time scale at the source, D is the source diameter and U_0 is the average velocity at the source. The entrainment coefficient was determined in pulsing plumes and was found within the range of the entrainment values in plumes with constant source conditions. The influence of the forcing frequency and amplitude is examined, and found to be very small over the entire range of source conditions considered. The virtual origin correction method of Hunt and Kaye (J Fluid Mech 435:377–396, 2001) is found to give a reasonably good estimation in predicting the virtual origin in pulsing plumes. The results suggest that the local entrainment velocity is proportional to the time-average local plume velocity even in pulsing plumes where the local velocity is varying with time. This supports the application of the integral model of Morton et al. (Proc R Soc Lond A 234(1196):1–23, 1956) to building…
Subjects/Keywords: Entrainment;
plumes;
turbulent mixing;
time-varying source
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Huang, D. (2019). Entrainment in Pulsing plumes
. (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/21168
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Huang, Danlan. “Entrainment in Pulsing plumes
.” 2019. Thesis, University of Sydney. Accessed January 17, 2021.
http://hdl.handle.net/2123/21168.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Huang, Danlan. “Entrainment in Pulsing plumes
.” 2019. Web. 17 Jan 2021.
Vancouver:
Huang D. Entrainment in Pulsing plumes
. [Internet] [Thesis]. University of Sydney; 2019. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/2123/21168.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Huang D. Entrainment in Pulsing plumes
. [Thesis]. University of Sydney; 2019. Available from: http://hdl.handle.net/2123/21168
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Texas A&M University
17.
Lewinski Komincz, Artur Juliusz.
High frequency and high dynamic range continuous time filters.
Degree: PhD, Electrical Engineering, 2007, Texas A&M University
URL: http://hdl.handle.net/1969.1/5933
► Many modern communication systems use orthogonal frequency division multiplexing (OFDM) and discrete multi-tone (DMT) as modulation schemes where high data rates are transmitted over a…
(more)
▼ Many modern communication systems use orthogonal frequency division
multiplexing (OFDM) and discrete multi-tone (DMT) as modulation schemes where
high data rates are transmitted over a wide frequency band in multiple orthogonal subcarriers.
Due to the many advantages, such as flexibility, good noise immunity and the
ability to be optimized for medium conditions, the use of DMT and OFDM can be found
in digital video broadcasting, local area wireless network (IEEE 802.11a), asymmetric
digital subscriber line (ADSL), very high bit rate DSL (VDSL) and power line
communications (PLC). However, a major challenge is the design of the analog frontend;
for these systems a large dynamic range is required due to the significant peak to
average ratio of the resulting signals. In receivers, very demanding high-performance
analog
filters are typically used to block interferers and provide anti-aliasing before the
subsequent analog to digital conversion stage. For frequencies higher than 10MHz, Gm-C filter implementations are generally
preferred due to the more efficient operation of wide-band operational transconductance
amplifiers (OTA). Nevertheless, the inherent low-linearity of open-loop operated OTA
limits the dynamic range. In this dissertation, three different proposed OTA linearity
enhancement techniques for the design of high frequency and high dynamic range are
presented. The techniques are applied to two filter implementations: a 20MHz second
order tunable filter and a 30MHz fifth order elliptical low-pass filter. Simulation and
experimental results show a spurious free dynamic range (SFDR) of 65dB with a power
consumption of 85mW. In a figure of merit where SFDR is normalized to the power
consumption, this filter is 6dB above the trend-line of recently reported continuous
time
filters.
Advisors/Committee Members: Silva-Martinez, Jose (advisor), Lepori, Wayne (committee member), Sanchez-Sinencio, Edgar (committee member), Strieter, Frederick (committee member).
Subjects/Keywords: Filters; Integrated Circuits
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Lewinski Komincz, A. J. (2007). High frequency and high dynamic range continuous time filters. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/5933
Chicago Manual of Style (16th Edition):
Lewinski Komincz, Artur Juliusz. “High frequency and high dynamic range continuous time filters.” 2007. Doctoral Dissertation, Texas A&M University. Accessed January 17, 2021.
http://hdl.handle.net/1969.1/5933.
MLA Handbook (7th Edition):
Lewinski Komincz, Artur Juliusz. “High frequency and high dynamic range continuous time filters.” 2007. Web. 17 Jan 2021.
Vancouver:
Lewinski Komincz AJ. High frequency and high dynamic range continuous time filters. [Internet] [Doctoral dissertation]. Texas A&M University; 2007. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/1969.1/5933.
Council of Science Editors:
Lewinski Komincz AJ. High frequency and high dynamic range continuous time filters. [Doctoral Dissertation]. Texas A&M University; 2007. Available from: http://hdl.handle.net/1969.1/5933

University of Alberta
18.
Masilamani, Ashok Prabhu.
Advanced Silicon Microring Resonator Devices for Optical
Signal Processing.
Degree: PhD, Department of Electrical and Computer
Engineering, 2011, University of Alberta
URL: https://era.library.ualberta.ca/files/79407x800
► Chip level optical interconnects has gained momentum with recent demonstrations of silicon-on-insulator (SOI) based photonic modules such as lasers, modulators, wavelength division multiplexing (WDM) filters,…
(more)
▼ Chip level optical interconnects has gained momentum
with recent demonstrations of silicon-on-insulator (SOI) based
photonic modules such as lasers, modulators, wavelength division
multiplexing (WDM) filters, etc. A fundamental building block that
has enabled many of these silicon photonic modules is the compact,
high Q factor microring resonator cavity. However, most of these
demonstrations have WDM processing components based on simple
add-drop filters that cannot realize the dense WDM systems required
for the chip level interconnects. Dense WDM filters have stringent
spectral shape requirements such as flat-top filter passband, steep
band transition etc. Optical filters that can meet these
specifications involve precise placement of the poles and zeros of
the filter transfer function. Realization of such filters requires
the use of multiple coupled microring resonators arranged in
complex coupling topologies. In this thesis we have proposed and
demonstrated new multiple coupled resonator topologies based on
compact microring resonators in SOI material system. First we
explored novel microring architectures which resulted in the
proposal of two new coupled microring architectures, namely, the
general 2D microring array topology and the general cascaded
microring network topology. We also developed the synthesis
procedures for these two microring architectures. The second part
of this thesis focussed on the demonstration of the proposed
architectures in the SOI material system. To accomplish this, a
fabrication process for SOI was developed at the UofA Nanofab
facility. Using this process, ultra-compact single microring
filters with microring radii as small as 1um were demonstrated.
Higher order filter demonstration with multiple microrings
necessitated post-fabrication microring resonance tuning. We
developed additional fabrication steps to install micro heaters on
top of the microrings to thermally tune its resonance.
Subsequently, a thermally tuned fourth order filter response based
on the cascaded microring architecture was
demonstrated.
Subjects/Keywords: Optical Filters; Silicon Photonics; Integrated Photonics; Microring Filters
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Masilamani, A. P. (2011). Advanced Silicon Microring Resonator Devices for Optical
Signal Processing. (Doctoral Dissertation). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/79407x800
Chicago Manual of Style (16th Edition):
Masilamani, Ashok Prabhu. “Advanced Silicon Microring Resonator Devices for Optical
Signal Processing.” 2011. Doctoral Dissertation, University of Alberta. Accessed January 17, 2021.
https://era.library.ualberta.ca/files/79407x800.
MLA Handbook (7th Edition):
Masilamani, Ashok Prabhu. “Advanced Silicon Microring Resonator Devices for Optical
Signal Processing.” 2011. Web. 17 Jan 2021.
Vancouver:
Masilamani AP. Advanced Silicon Microring Resonator Devices for Optical
Signal Processing. [Internet] [Doctoral dissertation]. University of Alberta; 2011. [cited 2021 Jan 17].
Available from: https://era.library.ualberta.ca/files/79407x800.
Council of Science Editors:
Masilamani AP. Advanced Silicon Microring Resonator Devices for Optical
Signal Processing. [Doctoral Dissertation]. University of Alberta; 2011. Available from: https://era.library.ualberta.ca/files/79407x800

Pontifical Catholic University of Rio de Janeiro
19.
JORGE ALBERTO TORREAO DAU.
[en] SENSITIVITY OF TIME-VARIANT DIGITAL FILTERS.
Degree: 2007, Pontifical Catholic University of Rio de Janeiro
URL: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10810
► [pt] O objetivo deste trabalho é apresentar alguns resultados referentes ao estudo da sensibilidade da reposta impulsional de sistemas lineares, causais, a tempo discreto e…
(more)
▼ [pt] O objetivo deste trabalho é apresentar alguns
resultados referentes ao estudo da sensibilidade da reposta
impulsional de sistemas lineares, causais, a tempo discreto e
monovariáveis a aproximações nos coeficientes das equações a
diferenças finitas que os representam. São estudados primeiramente
sistemas variantes no tempo representados por matrizes de estado
nas formas canônicas diagonal e de Jordan, sendo analisado o caso
invariante como uma particularização. Tais formas canônicas
permitem obter diretamente a sensibilidade da resposta impulsional
do sistema em relação aos autovalores, que são, no caso de
invariância, os pólos do mesmo. A seguir são tratados sistemas
variantes no tempo com equações de diferenças finitas de forma
qualquer, explorando-se funções de dependência entre os diversos
coeficientes. Todo o estudo é baseado em técnicas do domínio do
tempo e álgebra matricial. A impossibilidade de se trabalhar de
modo simples no domínio da freqüência com sistemas variantes, fez
com que este não fosse utilizado nem nos casas particulares da
classe mais geral dos sistemas variantes.
[en] The objective of this work is to present some
results on the sensitivity of the weighting sequence (impulse
response) of linear, causal, monovariable, discrete-time systems to
approximations of the coefficients of the difference equations that
model them. The first part of the work is devoted to systems
represented in canonical representations diagonal and Jordan forms;
the time-invariant case is studied as a particularization. These
canonical forms allow the sensitivity to be determined as a
function of the model eigenvalues and, in the time-invariant case,
of the poles of the transfer function. The second part addresses
systems represented in general forms. The whole work is based on
time-domain techniques. Frequency-domain techniques were not used
due to the fact that they are more difficult than in the
time-invariant case.
Advisors/Committee Members: ANA MARIA BELTRAN PAVANI, ANA MARIA BELTRAN PAVANI.
Subjects/Keywords: [pt] SENSIBILIDADE; [en] SENSITIVITY; [pt] FILTROS DIGITAIS VARIANTE NO TEMPO; [en] TIME-VARYING DIGITAL FILTERS
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
DAU, J. A. T. (2007). [en] SENSITIVITY OF TIME-VARIANT DIGITAL FILTERS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10810
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
DAU, JORGE ALBERTO TORREAO. “[en] SENSITIVITY OF TIME-VARIANT DIGITAL FILTERS.” 2007. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed January 17, 2021.
http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10810.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
DAU, JORGE ALBERTO TORREAO. “[en] SENSITIVITY OF TIME-VARIANT DIGITAL FILTERS.” 2007. Web. 17 Jan 2021.
Vancouver:
DAU JAT. [en] SENSITIVITY OF TIME-VARIANT DIGITAL FILTERS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2007. [cited 2021 Jan 17].
Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10810.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
DAU JAT. [en] SENSITIVITY OF TIME-VARIANT DIGITAL FILTERS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2007. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10810
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Georgia Tech
20.
Lettsome, Clyde Alphonso.
Fixed-analysis adaptive-synthesis filter banks.
Degree: PhD, Electrical and Computer Engineering, 2009, Georgia Tech
URL: http://hdl.handle.net/1853/28143
► Subband/Wavelet filter analysis-synthesis filters are a major component in many compression algorithms. Such compression algorithms have been applied to images, voice, and video. These algorithms…
(more)
▼ Subband/Wavelet filter analysis-synthesis
filters are a major component in many compression algorithms. Such compression algorithms have been applied to images, voice, and video. These algorithms have achieved high performance. Typically, the configuration for such compression algorithms involves a bank of analysis
filters whose coefficients have been designed in advance to enable high quality reconstruction. The analysis system is then followed by subband quantization and decoding on the synthesis side. Decoding is performed using a corresponding set of synthesis
filters and the subbands are merged together. For many years, there has been interest in improving the analysis-synthesis
filters in order to achieve better coding quality. Adaptive filter banks have been explored by a number of authors where by the analysis
filters and synthesis
filters coefficients are changed dynamically in response to the input. A degree of performance improvement has been reported but this approach does require that the analysis system dynamically maintain synchronization with the synthesis system in order to perform reconstruction.
In this thesis, we explore a variant of the adaptive filter bank idea. We will refer to this approach as fixed-analysis adaptive-synthesis filter banks. Unlike the adaptive filter banks proposed previously, there is no analysis synthesis synchronization issue involved. This implies less coder complexity and more coder flexibility. Such an approach can be compatible with existing subband wavelet encoders. The design methodology and a performance analysis are presented.
Advisors/Committee Members: Smith, Mark J. T. (Committee Chair), Mersereau, Russell M. (Committee Co-Chair), Anderson, David (Committee Member), Lanterman, Aaron (Committee Member), Rosen, Gail (Committee Member), Wardi, Yorai (Committee Member).
Subjects/Keywords: Time-varying; Image compression; Wavelet; Subband; Interpolation; Electric filters, Digital; Image reconstruction; Decoders (Electronics); Algorithms
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Lettsome, C. A. (2009). Fixed-analysis adaptive-synthesis filter banks. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/28143
Chicago Manual of Style (16th Edition):
Lettsome, Clyde Alphonso. “Fixed-analysis adaptive-synthesis filter banks.” 2009. Doctoral Dissertation, Georgia Tech. Accessed January 17, 2021.
http://hdl.handle.net/1853/28143.
MLA Handbook (7th Edition):
Lettsome, Clyde Alphonso. “Fixed-analysis adaptive-synthesis filter banks.” 2009. Web. 17 Jan 2021.
Vancouver:
Lettsome CA. Fixed-analysis adaptive-synthesis filter banks. [Internet] [Doctoral dissertation]. Georgia Tech; 2009. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/1853/28143.
Council of Science Editors:
Lettsome CA. Fixed-analysis adaptive-synthesis filter banks. [Doctoral Dissertation]. Georgia Tech; 2009. Available from: http://hdl.handle.net/1853/28143

Hong Kong University of Science and Technology
21.
Cheung, Darwin.
10-MHz 60-dB dynamic-range 4th-Order Butterworth lowpass filter.
Degree: 1996, Hong Kong University of Science and Technology
URL: http://repository.ust.hk/ir/Record/1783.1-4424
;
https://doi.org/10.14711/thesis-b520448
;
http://repository.ust.hk/ir/bitstream/1783.1-4424/1/th_redirect.html
► CMOS circuits for integrated continuous-time analog filters, applicable to lo-bit resolution video-rate signal processing systems, are presented. The filters utilize transconductance-C integrators as fundamental building…
(more)
▼ CMOS circuits for integrated continuous-time analog filters, applicable to lo-bit resolution video-rate signal processing systems, are presented. The filters utilize transconductance-C integrators as fundamental building blocks. A differential transconductance element comprising a source-coupled pair with a poly-silicon degeneration resistor and a cross-coupled high-impedance load is described. With this transconductor, tunable integrators for very-high-frequency in-tegrated filters can be realized. Good high-speed properties stem from the absence of internal nodes, which pushes non-dominant poles to the gigahertz range. These integrators are optimized for the maximum dynamic-range of greater than 64-dB, which occurs for input signal levels of 200-mV. Dual feedback loops stabilize circuit performance against temperature- and process-variations. The resonant frequency of a master VCO, comprising back-to-back integrators, tracks the frequency of a stable reference clock by virtue of an on-chip PLL. The VCO control voltage is broadcast to all matched transconductors, thus accurately controlling the natural frequencies of the filter. A separate Q-tuning loop controls the dissipation of the integrator, thus insuring a. 90-degree phase shift at the resonant frequency. Experimental results of a l0-MHz, 60-dB dynamic-range, 4th-Order Butterworth lowpass filter, realized in a O.8μm CMOS process, are given. The filter consists of a cascade of two biquadratic sections. Results show total harmonic disortion of less than -60-dB for a 130-mV input signal at 2-MHz. Third-order inter modulation distortion is below -56-dB for inputs of 8-MHz and 9-MHz. The measured filter responses agree with simulation results for the passive prototype filter to within 10%. The circuit occupies an area of 0.91mm x 0.65mm = 0.59mm2, and dissipates 40-mW from a single 5V supply.
Subjects/Keywords: Continuous-time filters – Design and construction
; Metal oxide semiconductors, Complementary
; Integrated circuits
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Cheung, D. (1996). 10-MHz 60-dB dynamic-range 4th-Order Butterworth lowpass filter. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-4424 ; https://doi.org/10.14711/thesis-b520448 ; http://repository.ust.hk/ir/bitstream/1783.1-4424/1/th_redirect.html
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Cheung, Darwin. “10-MHz 60-dB dynamic-range 4th-Order Butterworth lowpass filter.” 1996. Thesis, Hong Kong University of Science and Technology. Accessed January 17, 2021.
http://repository.ust.hk/ir/Record/1783.1-4424 ; https://doi.org/10.14711/thesis-b520448 ; http://repository.ust.hk/ir/bitstream/1783.1-4424/1/th_redirect.html.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Cheung, Darwin. “10-MHz 60-dB dynamic-range 4th-Order Butterworth lowpass filter.” 1996. Web. 17 Jan 2021.
Vancouver:
Cheung D. 10-MHz 60-dB dynamic-range 4th-Order Butterworth lowpass filter. [Internet] [Thesis]. Hong Kong University of Science and Technology; 1996. [cited 2021 Jan 17].
Available from: http://repository.ust.hk/ir/Record/1783.1-4424 ; https://doi.org/10.14711/thesis-b520448 ; http://repository.ust.hk/ir/bitstream/1783.1-4424/1/th_redirect.html.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Cheung D. 10-MHz 60-dB dynamic-range 4th-Order Butterworth lowpass filter. [Thesis]. Hong Kong University of Science and Technology; 1996. Available from: http://repository.ust.hk/ir/Record/1783.1-4424 ; https://doi.org/10.14711/thesis-b520448 ; http://repository.ust.hk/ir/bitstream/1783.1-4424/1/th_redirect.html
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Victoria
22.
Esmaeili, Mahbubeh.
Novel single-band and multi-band bandstop filters for modern wireless communication systems.
Degree: Department of Electrical and Computer Engineering, 2016, University of Victoria
URL: http://hdl.handle.net/1828/7236
► The objective of this thesis is to introduce novel procedures and guidelines to design bandstop microwave filters for modern terrestrial and satellite wireless communication systems.…
(more)
▼ The objective of this thesis is to introduce novel procedures and guidelines to design
bandstop microwave
filters for modern terrestrial and satellite wireless communication
systems. Among all available microwave filter technologies, planar structures
of microstrip and substrate
integrated waveguide (SIW) are chosen, due to ease of
fabrication, low profile, weight and manufacturing cost. Particularly, SIW structures
are more attractive because they have a better insertion loss, quality factor, and
power handling capability in comparison to their microstrip counterparts, and can
also be easily
integrated into other planar circuitries.
A comprehensive hybrid analytic-optimization method is developed to synthesize
any single-band as well as multi-band bandstop coupling matrix. In this method, the
location of reflection zeros (RZs) and the attenuations in stopbands can be determined
in advance.
Several novel single-band, dual-band, and triple-band bandstop
filters are designed
using regular and ridged SIW resonators, in-line coupled singlet resonators,
cross-coupled resonators, and bandstop stubs. The designed
filters have fractional
bandwidths up to 23% . Moreover, a tunable ridged SIW bandstop resonator and a
tunable CPW resonator, etched into the top plate of the SIW transmission line, are introduced. Combining these two resonators, a dual-band SIW filter is designed that
permits one of its stopband to be tuned while another stopband is fixed.
All introduced
filters in this thesis are verified by commercial electromagnetic
software, analytic investigations using Matlab codes, and measurements.
Advisors/Committee Members: Bornemann, Jens (supervisor).
Subjects/Keywords: Microwave filters; Multi-band bandstop filters; Single-band bandstop filters; Non-resonating mode; Cross-coupled resonator filters; Substrate integrated waveguide
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Esmaeili, M. (2016). Novel single-band and multi-band bandstop filters for modern wireless communication systems. (Thesis). University of Victoria. Retrieved from http://hdl.handle.net/1828/7236
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Esmaeili, Mahbubeh. “Novel single-band and multi-band bandstop filters for modern wireless communication systems.” 2016. Thesis, University of Victoria. Accessed January 17, 2021.
http://hdl.handle.net/1828/7236.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Esmaeili, Mahbubeh. “Novel single-band and multi-band bandstop filters for modern wireless communication systems.” 2016. Web. 17 Jan 2021.
Vancouver:
Esmaeili M. Novel single-band and multi-band bandstop filters for modern wireless communication systems. [Internet] [Thesis]. University of Victoria; 2016. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/1828/7236.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Esmaeili M. Novel single-band and multi-band bandstop filters for modern wireless communication systems. [Thesis]. University of Victoria; 2016. Available from: http://hdl.handle.net/1828/7236
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Brigham Young University
23.
Reber, David Patrick.
Exponential Stability of Intrinsically Stable Dynamical Networks and Switched Networks with Time-Varying Time Delays.
Degree: MS, 2019, Brigham Young University
URL: https://scholarsarchive.byu.edu/cgi/viewcontent.cgi?article=8136&context=etd
► Dynamic processes on real-world networks are time-delayed due to finite processing speeds and the need to transmit data over nonzero distances. These time-delays often destabilize…
(more)
▼ Dynamic processes on real-world networks are time-delayed due to finite processing speeds and the need to transmit data over nonzero distances. These time-delays often destabilize the network's dynamics, but are difficult to analyze because they increase the dimension of the network.We present results outlining an alternative means of analyzing these networks, by focusing analysis on the Lipschitz matrix of the relatively low-dimensional undelayed network. The key criteria, intrinsic stability, is computationally efficient to verify by use of the power method. We demonstrate applications from control theory and neural networks.
Subjects/Keywords: time-varying time-delays; neural network; switched system
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Reber, D. P. (2019). Exponential Stability of Intrinsically Stable Dynamical Networks and Switched Networks with Time-Varying Time Delays. (Masters Thesis). Brigham Young University. Retrieved from https://scholarsarchive.byu.edu/cgi/viewcontent.cgi?article=8136&context=etd
Chicago Manual of Style (16th Edition):
Reber, David Patrick. “Exponential Stability of Intrinsically Stable Dynamical Networks and Switched Networks with Time-Varying Time Delays.” 2019. Masters Thesis, Brigham Young University. Accessed January 17, 2021.
https://scholarsarchive.byu.edu/cgi/viewcontent.cgi?article=8136&context=etd.
MLA Handbook (7th Edition):
Reber, David Patrick. “Exponential Stability of Intrinsically Stable Dynamical Networks and Switched Networks with Time-Varying Time Delays.” 2019. Web. 17 Jan 2021.
Vancouver:
Reber DP. Exponential Stability of Intrinsically Stable Dynamical Networks and Switched Networks with Time-Varying Time Delays. [Internet] [Masters thesis]. Brigham Young University; 2019. [cited 2021 Jan 17].
Available from: https://scholarsarchive.byu.edu/cgi/viewcontent.cgi?article=8136&context=etd.
Council of Science Editors:
Reber DP. Exponential Stability of Intrinsically Stable Dynamical Networks and Switched Networks with Time-Varying Time Delays. [Masters Thesis]. Brigham Young University; 2019. Available from: https://scholarsarchive.byu.edu/cgi/viewcontent.cgi?article=8136&context=etd

University of Cape Town
24.
Nwoko, Onyekachi Esther.
Approaches for Handling Time-Varying Covariates in Survival Models.
Degree: MSc, Statistical Sciences, 2019, University of Cape Town
URL: http://hdl.handle.net/11427/31187
► Survival models are used in analysing time-to-event data. This type of data is very common in medical research. The Cox proportional hazard model is commonly…
(more)
▼ Survival models are used in analysing
time-to-event data. This type of data is very common in medical research. The Cox proportional hazard model is commonly used in analysing
time-to-event data. However, this model is based on the proportional hazard (PH) assumption. Violation of this assumption often leads to biased results and inferences. Once non-proportionality is established, there is a need to consider
time-
varying effects of the covariates. Several models have been developed that relax the proportionality assumption making it possible to analyse data with
time-
varying effects of both baseline and
time-updated covariates. I present various approaches for handling
time-
varying covariates and
time-
varying effects in
time-to-event models. They include the extended Cox model which handles exogenous
time-dependent covariates using the counting process formulation introduced by cite{andersen1982cox}. Andersen and Gill accounts for
time varying covariates by each individual having multiple observations with the total-at-risk follow up for each individual being further divided into smaller
time intervals. The joint models for the longitudinal and
time-to-event processes and its extensions (parametrization and multivariate joint models) were used as it handles endogenous
time-
varying covariates appropriately. Another is the Aalen model, an additive model which accounts for
time-
varying effects. However, there are situations where all the covariates of interest do not have
time-
varying effects. Hence, the semi-parametric additive model can be used. In conclusion, comparisons are made on the results of all the fitted models and it shows that choice of a particular model to fit is influenced by the aim and objectives of fitting the model. In 2002, an AntiRetroviral Treatment (ART) service was established in the Cape Town township of Gugulethu, South Africa. These models will be applied to an HIV/AIDS observational dataset obtained from all patients who initiated ART within the programme between September 2002 and June 2007.
Advisors/Committee Members: Little, Francesca (advisor).
Subjects/Keywords: Survival models; longitudinal models; time-dependent effects; time-varying covariates
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Nwoko, O. E. (2019). Approaches for Handling Time-Varying Covariates in Survival Models. (Masters Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/31187
Chicago Manual of Style (16th Edition):
Nwoko, Onyekachi Esther. “Approaches for Handling Time-Varying Covariates in Survival Models.” 2019. Masters Thesis, University of Cape Town. Accessed January 17, 2021.
http://hdl.handle.net/11427/31187.
MLA Handbook (7th Edition):
Nwoko, Onyekachi Esther. “Approaches for Handling Time-Varying Covariates in Survival Models.” 2019. Web. 17 Jan 2021.
Vancouver:
Nwoko OE. Approaches for Handling Time-Varying Covariates in Survival Models. [Internet] [Masters thesis]. University of Cape Town; 2019. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/11427/31187.
Council of Science Editors:
Nwoko OE. Approaches for Handling Time-Varying Covariates in Survival Models. [Masters Thesis]. University of Cape Town; 2019. Available from: http://hdl.handle.net/11427/31187

University of Minnesota
25.
Oancea, Sanda Cristina.
Recurrence-time model adjusted for time-varying incidence and sensitivity.
Degree: PhD, Environmental Health, 2011, University of Minnesota
URL: http://purl.umn.edu/130769
► Screening is being widely implemented as a public health measure for many progressive diseases such as colon cancer, lung cancer and prostate and ovarian cancer,…
(more)
▼ Screening is being widely implemented as a public health measure for many progressive diseases such as colon cancer, lung cancer and prostate and ovarian cancer, just to name a few.
For programs of screening for cancer, a reduction in disease-specific mortality in the screened group is the main proof of benefit. There has been a long existing debate as to how to deal with biases that occur during the process of data analysis, such as lead-time bias, length bias and overdiagnosis. The focus of this work was initially to estimate and account for lead-time bias. In developing the model, it expanded to include estimated time-dependent sensitivity and age-specific preclinical incidence. To avoid biases, some investigators have used randomized trials of cancer screening, and compared mortality rates from the cancer under investigation between the screened and the control group, instead of comparing survival rates. Since a lot of data are collected in screening programs done outside the randomized trials, this work will focus on screening programs in “one-arm” studies, those for which randomization either does not exist or may be unethical.
After preliminary discussions in Chapter I regarding screening models, including the concepts of sensitivity, specificity, positive and negative predictive values, and lead time, Chapter II presents an extension of recurrence-time models of periodic screening to accommodate time-varying incidence and sensitivity. Chapter III presents an application of the developed model to colon cancer screening data and Chapter IV is a summary and a conclusion of the entire work.
Subjects/Keywords: Cancer; Progressive disease; Recurrence-time model; Repetitive screening; Time-varying incidence
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Oancea, S. C. (2011). Recurrence-time model adjusted for time-varying incidence and sensitivity. (Doctoral Dissertation). University of Minnesota. Retrieved from http://purl.umn.edu/130769
Chicago Manual of Style (16th Edition):
Oancea, Sanda Cristina. “Recurrence-time model adjusted for time-varying incidence and sensitivity.” 2011. Doctoral Dissertation, University of Minnesota. Accessed January 17, 2021.
http://purl.umn.edu/130769.
MLA Handbook (7th Edition):
Oancea, Sanda Cristina. “Recurrence-time model adjusted for time-varying incidence and sensitivity.” 2011. Web. 17 Jan 2021.
Vancouver:
Oancea SC. Recurrence-time model adjusted for time-varying incidence and sensitivity. [Internet] [Doctoral dissertation]. University of Minnesota; 2011. [cited 2021 Jan 17].
Available from: http://purl.umn.edu/130769.
Council of Science Editors:
Oancea SC. Recurrence-time model adjusted for time-varying incidence and sensitivity. [Doctoral Dissertation]. University of Minnesota; 2011. Available from: http://purl.umn.edu/130769

University of Kansas
26.
Yu, Sijun.
Essays on Time Inconsistent Policy.
Degree: PhD, Economics, 2016, University of Kansas
URL: http://hdl.handle.net/1808/25433
► This research is mainly focused on the time-inconsistency during policy making process. It contains three chapters as follows: Chapter One is to research into the…
(more)
▼ This research is mainly focused on the
time-inconsistency during policy making process. It contains three chapters as follows: Chapter One is to research into the
time-inconsistency problem in policy making with extensive form games. The paper divides the game into four scenarios: one-stage independent game, one-stage forecasting game, finite stage forecasting game and infinite period game. The first two games show that neither government nor public want to be type 1 and government always has an incentive to deviate from announced policy. The last two games are mainly focused on the possibilities that both players want to randomize their strategies. The games are able to conclude that players only randomize under certain conditions. Chapter Two is to prove the existence of
time-inconsistent monetary policy in the U.S. empirically by applying both non-parametric method and rolling estimation for
time varying analyses along with the asymmetric policy preference model, this paper proposes that with almost every recession since 1960, the rolling method reaches a break point shortly before or right at the recession date and that the non-parametric method reaches a peak for every recession that is not caused by supply shock. In addition, this paper uses the chain-weighted PCE index to conclude that there exists
time-inconsistent policy preference over different recession periods, and also to compare results with the chain-weighted GDP index. The study discovers that the PCE index in general will result higher targeted inflation rate than the GDP index, and policy preferences are different during pre- and post-recessions with both indexes. Chapter Three is extending the empirical analysis to different countries by studying the policy preferences of pre- and post-recession periods. Most countries depict their policy preferences as
time-inconsistent. Moreover, by adjusting the non-stationarity problem in the data during the first-stage regression, the paper is able to capture the differences between both analyses. The study concludes that only Italy, Netherlands and Canada are not affected by non-stationarity problem that much and both analyses can reach a general consistent results; whereas the rest countries are greatly affected by the non-stationarity problem, especially the US and UK.
Advisors/Committee Members: Barnett, William (advisor), Cai, Zongwu (cmtemember), Keating, John (cmtemember), Zhang, Jianbo (cmtemember), Johnson, Paul (cmtemember).
Subjects/Keywords: Economics; Monetary Policy; OECD; Time inconsistency; Time varying coefficients; US
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Yu, S. (2016). Essays on Time Inconsistent Policy. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/25433
Chicago Manual of Style (16th Edition):
Yu, Sijun. “Essays on Time Inconsistent Policy.” 2016. Doctoral Dissertation, University of Kansas. Accessed January 17, 2021.
http://hdl.handle.net/1808/25433.
MLA Handbook (7th Edition):
Yu, Sijun. “Essays on Time Inconsistent Policy.” 2016. Web. 17 Jan 2021.
Vancouver:
Yu S. Essays on Time Inconsistent Policy. [Internet] [Doctoral dissertation]. University of Kansas; 2016. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/1808/25433.
Council of Science Editors:
Yu S. Essays on Time Inconsistent Policy. [Doctoral Dissertation]. University of Kansas; 2016. Available from: http://hdl.handle.net/1808/25433

University of Guelph
27.
Xin, Xin.
A STUDY OF TIES AND TIME-VARYING COVARIATES IN COX PROPORTIONAL HAZARDS MODEL.
Degree: MS, Department of Mathematics and Statistics, 2011, University of Guelph
URL: https://atrium.lib.uoguelph.ca/xmlui/handle/10214/2974
► In this thesis, ties and time-varying covariates in survival analysis are investigated. There are two types of ties: ties between event times (Type 1 ties)…
(more)
▼ In this thesis, ties and
time-
varying covariates in survival analysis are investigated. There are two types of ties: ties between event times (Type 1 ties) and ties between event times and the
time that discrete
time-
varying covariates change or "jump"(Type 2 ties). The Cox proportional hazards model is one of the most important regression models for survival analysis. Methods for including Type 1 ties and
time-
varying covariates in the Cox proportional hazards model are well established in previous studies, but Type 2 ties have been ignored in the literature. This thesis discusses the effect of Type 2 ties on Cox's partial likelihood, the current default method to treat Type 2 ties in statistical packages SAS and R (called Fail before Jump in this thesis), and proposes alternative methods (Random and Equally Weighted) for Type 2 ties. A simulation study as well as an analysis of data sets from real research both suggest that both Random and Equally Weighted methods perform better than the other two methods. Also the effect of the percentages of Type 1 and Type 2 ties on these methods for handling both types of ties is discussed.
Advisors/Committee Members: Darlington, Gerarda (advisor), Horrocks, Julie (advisor).
Subjects/Keywords: ties; time-varying covariates; Cox proportional hazards model; percentages of ties; simulation of time-varying survival data; survival analysis
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Xin, X. (2011). A STUDY OF TIES AND TIME-VARYING COVARIATES IN COX PROPORTIONAL HAZARDS MODEL. (Masters Thesis). University of Guelph. Retrieved from https://atrium.lib.uoguelph.ca/xmlui/handle/10214/2974
Chicago Manual of Style (16th Edition):
Xin, Xin. “A STUDY OF TIES AND TIME-VARYING COVARIATES IN COX PROPORTIONAL HAZARDS MODEL.” 2011. Masters Thesis, University of Guelph. Accessed January 17, 2021.
https://atrium.lib.uoguelph.ca/xmlui/handle/10214/2974.
MLA Handbook (7th Edition):
Xin, Xin. “A STUDY OF TIES AND TIME-VARYING COVARIATES IN COX PROPORTIONAL HAZARDS MODEL.” 2011. Web. 17 Jan 2021.
Vancouver:
Xin X. A STUDY OF TIES AND TIME-VARYING COVARIATES IN COX PROPORTIONAL HAZARDS MODEL. [Internet] [Masters thesis]. University of Guelph; 2011. [cited 2021 Jan 17].
Available from: https://atrium.lib.uoguelph.ca/xmlui/handle/10214/2974.
Council of Science Editors:
Xin X. A STUDY OF TIES AND TIME-VARYING COVARIATES IN COX PROPORTIONAL HAZARDS MODEL. [Masters Thesis]. University of Guelph; 2011. Available from: https://atrium.lib.uoguelph.ca/xmlui/handle/10214/2974

Georgia State University
28.
Park, Insu.
Investigating Time-Varying Effects of Stakeholder Relations on Firm Performance through Brand Equity.
Degree: PhD, Marketing, 2017, Georgia State University
URL: https://scholarworks.gsu.edu/marketing_diss/41
► From the resource-based view of the firm, good stakeholder relations provide sustainable competitive advantages. To manage their scarce resources effectively, firms should understand how…
(more)
▼ From the resource-based view of the firm, good stakeholder relations provide sustainable competitive advantages. To manage their scarce resources effectively, firms should understand how (1) multiple stakeholder relations influence firm performance separately and jointly through brand equity over
time and (2) stakeholder relations interact with firms’ strategic emphasis – a relative emphasis by which firms decide to allocate their resources toward value creation or appropriation. Using a sample of 165 North American firms during 2009-2015, the authors apply a hierarchical linear model (HLM) approach to measure the
time-
varying effects of multiple stakeholder relationships on firm performance. Following the classification of stakeholders in the literature, the authors subdivide multiple stakeholders into two categories: primary stakeholders that are essential for business operations and secondary stakeholders that are not essential for the survival of the firm. The results show the existence of individual
time-
varying effects of primary and secondary stakeholder relations on brand equity, as well as a
time-
varying synergistic effect. The authors find a slightly higher, but statistically insignificant, positive effect of primary stakeholder relations on brand equity than of secondary stakeholder relations. In addition, the authors find that when firms focus more on value creation, the effect of primary stakeholder relations on brand equity is stronger than is the effect of secondary stakeholder relations and vice versa. Brand equity is found to fully mediate the effect of relations with each group of stakeholders on long-term firm performance and to partially mediate the synergistic effect between primary and secondary stakeholders on long-term firm performance. These findings offer insights for managers to make strategic decisions about effectively and efficiently managing stakeholder relations considering their
time-
varying effects.
Advisors/Committee Members: Dr. V. Kumar, Dr. Alok R. Saboo, Dr. Nita Umashankar, Dr. Amalesh Sharma.
Subjects/Keywords: Stakeholder Relations; Time-Varying Effects; Time-Varying Synergistic Effects; Stakeholder Synergy Theory; Strategic Emphasis; Brand Equity; Long-term Firm Performance
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Park, I. (2017). Investigating Time-Varying Effects of Stakeholder Relations on Firm Performance through Brand Equity. (Doctoral Dissertation). Georgia State University. Retrieved from https://scholarworks.gsu.edu/marketing_diss/41
Chicago Manual of Style (16th Edition):
Park, Insu. “Investigating Time-Varying Effects of Stakeholder Relations on Firm Performance through Brand Equity.” 2017. Doctoral Dissertation, Georgia State University. Accessed January 17, 2021.
https://scholarworks.gsu.edu/marketing_diss/41.
MLA Handbook (7th Edition):
Park, Insu. “Investigating Time-Varying Effects of Stakeholder Relations on Firm Performance through Brand Equity.” 2017. Web. 17 Jan 2021.
Vancouver:
Park I. Investigating Time-Varying Effects of Stakeholder Relations on Firm Performance through Brand Equity. [Internet] [Doctoral dissertation]. Georgia State University; 2017. [cited 2021 Jan 17].
Available from: https://scholarworks.gsu.edu/marketing_diss/41.
Council of Science Editors:
Park I. Investigating Time-Varying Effects of Stakeholder Relations on Firm Performance through Brand Equity. [Doctoral Dissertation]. Georgia State University; 2017. Available from: https://scholarworks.gsu.edu/marketing_diss/41

University of South Africa
29.
Royden-Turner, Stuart Jack.
Asset allocation in wealth management using stochastic models
.
Degree: 2016, University of South Africa
URL: http://hdl.handle.net/10500/22129
► Modern financial asset pricing theory is a broad, and at times, complex field. The literature review in this study covers many of the asset pricing…
(more)
▼ Modern financial asset pricing theory is a broad, and at times, complex field. The literature review in this study covers many of the asset pricing techniques including factor models, random walk models, correlation models, Bayesian methods, autoregressive models, moment-matching models, stochastic jumps and mean reversion models. An important topic in finance is portfolio opti-misation with respect to risk and reward such as the mean variance optimisation introduced by Markowitz (1952). This study covers optimisation techniques such as single period mean variance optimisation, optimisation with risk aversion, multi-period stochastic programs, two-fund separa-
tion theory, downside optimisation techniques and multi-period optimisation such as the Bellman dynamic programming model.
The question asked in this study is, in the context of investing for South African individuals
in a multi-asset portfolio, whether an active investment strategy is signi cantly di erent from
a passive investment strategy. The passive strategy is built using stochastic programming with
moment matching methods for non-Gaussian asset class distributions. The strategy is optimised
in a framework using a downside risk metric, the conditional variance at risk. The active strategy
is built with forward forecasts for asset classes using the
time-
varying transitional-probability
Markov regime switching model. The active portfolio is finalised by a dynamic optimisation using a two-stage stochastic programme with recourse, which is solved as a large linear program. A hypothesis test is used to establish whether the results of two strategies are statistically different. The performance of the strategies are also reviewed relative to multi-asset peer rankings. Lastly, we consider whether the findings reveal information on the degree of effi ciency in the market place for multi-asset investments for the South African investor.
Advisors/Committee Members: Potgieter, P. H (advisor).
Subjects/Keywords: Asset allocation;
Active and passive investment strategy;
Multi-period portfolio optimisation;
Modern asset pricing;
Stochastic processes;
Conditional value at risk;
Time-varying transitional-probability Markov regime switching model;
Inter-temporal mean-reversion;
Integrated stochastic liability;
Two-stage problems with recourse;
Dynamic stochastic programme
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Royden-Turner, S. J. (2016). Asset allocation in wealth management using stochastic models
. (Masters Thesis). University of South Africa. Retrieved from http://hdl.handle.net/10500/22129
Chicago Manual of Style (16th Edition):
Royden-Turner, Stuart Jack. “Asset allocation in wealth management using stochastic models
.” 2016. Masters Thesis, University of South Africa. Accessed January 17, 2021.
http://hdl.handle.net/10500/22129.
MLA Handbook (7th Edition):
Royden-Turner, Stuart Jack. “Asset allocation in wealth management using stochastic models
.” 2016. Web. 17 Jan 2021.
Vancouver:
Royden-Turner SJ. Asset allocation in wealth management using stochastic models
. [Internet] [Masters thesis]. University of South Africa; 2016. [cited 2021 Jan 17].
Available from: http://hdl.handle.net/10500/22129.
Council of Science Editors:
Royden-Turner SJ. Asset allocation in wealth management using stochastic models
. [Masters Thesis]. University of South Africa; 2016. Available from: http://hdl.handle.net/10500/22129
30.
Johansson, Ted.
Integrerad schemaläggning och styrning av en luftsepareringsanläggning vid varierande elpris.
Degree: Chemical Science and Engineering (CHE), 2015, KTH
URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-173823
► I detta examensarbete presenteras en ny metod för att göra schemaläggningsbeslut inom processindustrin och samtidigt ta hänsyn till det dynamiska beteendet hos processen. En…
(more)
▼ I detta examensarbete presenteras en ny metod för att göra schemaläggningsbeslut inom processindustrin och samtidigt ta hänsyn till det dynamiska beteendet hos processen. En modell av en luftsepareringsanläggning som producerar kvävgas och utnyttjar ett rörligt elpris användes för att exemplifiera denna metod. Modellen omfattade en kryogenisk destillationskolonn med en integrerad återloppskokare /kondensator, en multiströms värmeväxlare, en kompressor, två turbiner och en kondensator. Den innehöll 5079 ekvationer och 437 differentiella variabler. Dynamisk optimering användes för att approximera det dynamiska beteendet hos processen vid skiftningar mellan olika driftpunkter. Den registrerade data utnyttjades sedan för att identifiera en reducerad modell som fångade det transienta beteendet hos relevanta processvariabler. Den reducerade modellen bestod av 525 ekvationer och 67 differentiella variabler. Den identifierade modellen visade på god matchning mellan relevanta processvariabler i de simulerade övergångarna och den reducerade modellen. Den reducerade modellen användes för att optimera schemaläggningen av luftsepareringsprocessen så att elkostnaden över en tredagars period minimerades. De optimala resultaten visade på en minskning av kostnaden på 2.6 % jämfört med en konstant produktionstakt. Schemat implementerades och simulerades i den fullt dynamiska modellen över de första 24 timmarna för att jämföra relevanta processvariabler med den reducerade modellen. Resultaten visade på god matchning mellan de båda modellerna. Detta examensarbete visar att en exakt reducerade modell kan användas för att snabbt hitta ett optimalt schema över ett större processystem. Detta genom att kraftigt minska systemets storlek utan att offra noggrannhet av det dynamiska beteendet.
A novel framework for making plant scheduling decisions while considering the plant process dynamics is presented in this thesis. A model of an air separation unit built to supply nitrogen gas and subject to time-varying electricity prices was used to illustrate this framework. The model includes a cryogenic distillation column with an integrated reboiler/condenser, a multi-stream heat exchanger, a compressor, two turbines, and a liquefier. It consisted of 5079 equations and 437 differential variables. The dynamic behavior of the process during operating point transitions was determined using dynamic optimization. This data were used to establish a reduced order dynamic model of the system which captures the transient behavior of relevant process variables. The reduced order model consisted of 525 equations and 67 differential variables. The identified model showed a good fit between the relevant process variables in the simulated transitions and the reduced order model. The air separation unit process schedule was optimized using the reduced order model to…
Subjects/Keywords: Scheduling; control; integrated; time-varying parameters; air separation unit; schemaläggning; styrning; integrerad; tidsberoende parametrar; luftseparationsanläggning
…operating the plant dynamically when subject
to time-varying electricity prices. A reduced order… …when subject to time-varying electricity prices. Finally, the
optimal schedule is implemented… …option is the real-time pricing tariff or time-varying electricity price. In this pricing… …2.1.3
Dynamic Operation and Scheduling of ASUs Subject to Time-Varying
Electricity Prices… …Several authors suggest that adjusting production rates to take advantage of time-varying…
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APA (6th Edition):
Johansson, T. (2015). Integrerad schemaläggning och styrning av en luftsepareringsanläggning vid varierande elpris. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-173823
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Johansson, Ted. “Integrerad schemaläggning och styrning av en luftsepareringsanläggning vid varierande elpris.” 2015. Thesis, KTH. Accessed January 17, 2021.
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-173823.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Johansson, Ted. “Integrerad schemaläggning och styrning av en luftsepareringsanläggning vid varierande elpris.” 2015. Web. 17 Jan 2021.
Vancouver:
Johansson T. Integrerad schemaläggning och styrning av en luftsepareringsanläggning vid varierande elpris. [Internet] [Thesis]. KTH; 2015. [cited 2021 Jan 17].
Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-173823.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Johansson T. Integrerad schemaläggning och styrning av en luftsepareringsanläggning vid varierande elpris. [Thesis]. KTH; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-173823
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
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