Sharif Digital Repository

In the econometrics of disequilibrium it is argued that current market prices cannot change instantly to clear the markets in each period of time, so markets cannot constantly be in equilibrium condition. This point is main concern of this research. In present study, test statistics for the equilibrium hypothesis against market disequilibrium are provided and their statistical properties (size discrepancy and power) are studied by random simulations and bootstrapping. The proposed tests are based on idea of H.S.Hweang (1980), where equilibrium hypothesis (stability of coefficient) is nested in the disequilibrium null hypothesis of instability in the coefficient of reduced regression. CUSUM... 

The main focus of this research is to resolve the semantic ambiguity in Persian. In this study, a semi-supervised machine learning method is proposed to choose the most proper meaning of a target word in the context. Several statistical methods are compared, and the most accurate one is chosen for developing a sense tagger. An initial seed data is built by searching collocation lists for each sense. After developing the sense tagger and initial seed set, a bootstrapping method is used to sense tag all occurences of a target word in corpus with 90% accuracy  

Temporal relation classification is one of the contemporary demanding tasks in natural language processing. This task can be used in various applications such as question answering, summarization, and language specific information retrieval. Temporal relation classification methods can be categorized into three main groups of supervised, semi-supervised, and unsupervised (based on the type of the training data that they need). In this thesis, we have two main goals: first, improving accuracy of temporal relation learning, and second, decreasing supervision of algorithm as much as possible. For achieving these goals, three main steps are proposed. In the first step, we propose an improved... 

Studies in recent years have shown formation of strongly functionally linked sub-networks during rest, networks that are often referred to as resting-state networks. RSNs not only have basic information about the brain but also play a key role in detecting brain disorders, such as Alzheimer and Autism; Consequently, they have been remarkably noticed by neuroscientists. Numerous methods have been used in order to extract RSNs using resting-states fMRI time series. Independent component analysis (ICA) is the most common method, whi have been reported to show a high level of consistency neurophysiology; however, its results is unstable in subject-level. is weakness restricted the ICA... 

Internet of Things means making the all of things smart to access them anytime, anywhere through the Internet. Existing of IoT as a novel way of networking, opens up new issues round the communication and network world. One of them is how to establish the security in such a diffuse network. Because the members of this network are not smart phones, computers or any other usual networking technologies, but they are the normal things and appliances in our daily lives, such as refrigerators. Smart things are mostly resource-constrained and power-limited so the former ways of securing networks cannot be applicable in IoT. Thus, Security bootstrapping has is introduced a solution for establishing... 

Control charts have always had an undeniable role in Statistical Control of processes in many fields. The growth of quality characteristics to be monitored, has led to the vast utilization of multivariate control charts. These variables are characterized by relatively high correlation between them. The complicated structure of measured variables has lessened the reliability of conventional control charts. Projection methods have been developed to address the problem of high correlated variables by transforming the correlated variables to an uncorrelated set of variables. Among them, Principal Component Analysis based control charts have been widely used to overcome the problem of correlated...