27 resultados para Robust stability


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The ongoing global financial crisis has demonstrated the importance of a systemwide, or macroprudential, approach to safeguarding financial stability. An essential part of macroprudential oversight concerns the tasks of early identification and assessment of risks and vulnerabilities that eventually may lead to a systemic financial crisis. Thriving tools are crucial as they allow early policy actions to decrease or prevent further build-up of risks or to otherwise enhance the shock absorption capacity of the financial system. In the literature, three types of systemic risk can be identified: i ) build-up of widespread imbalances, ii ) exogenous aggregate shocks, and iii ) contagion. Accordingly, the systemic risks are matched by three categories of analytical methods for decision support: i ) early-warning, ii ) macro stress-testing, and iii ) contagion models. Stimulated by the prolonged global financial crisis, today's toolbox of analytical methods includes a wide range of innovative solutions to the two tasks of risk identification and risk assessment. Yet, the literature lacks a focus on the task of risk communication. This thesis discusses macroprudential oversight from the viewpoint of all three tasks: Within analytical tools for risk identification and risk assessment, the focus concerns a tight integration of means for risk communication. Data and dimension reduction methods, and their combinations, hold promise for representing multivariate data structures in easily understandable formats. The overall task of this thesis is to represent high-dimensional data concerning financial entities on lowdimensional displays. The low-dimensional representations have two subtasks: i ) to function as a display for individual data concerning entities and their time series, and ii ) to use the display as a basis to which additional information can be linked. The final nuance of the task is, however, set by the needs of the domain, data and methods. The following ve questions comprise subsequent steps addressed in the process of this thesis: 1. What are the needs for macroprudential oversight? 2. What form do macroprudential data take? 3. Which data and dimension reduction methods hold most promise for the task? 4. How should the methods be extended and enhanced for the task? 5. How should the methods and their extensions be applied to the task? Based upon the Self-Organizing Map (SOM), this thesis not only creates the Self-Organizing Financial Stability Map (SOFSM), but also lays out a general framework for mapping the state of financial stability. This thesis also introduces three extensions to the standard SOM for enhancing the visualization and extraction of information: i ) fuzzifications, ii ) transition probabilities, and iii ) network analysis. Thus, the SOFSM functions as a display for risk identification, on top of which risk assessments can be illustrated. In addition, this thesis puts forward the Self-Organizing Time Map (SOTM) to provide means for visual dynamic clustering, which in the context of macroprudential oversight concerns the identification of cross-sectional changes in risks and vulnerabilities over time. Rather than automated analysis, the aim of visual means for identifying and assessing risks is to support disciplined and structured judgmental analysis based upon policymakers' experience and domain intelligence, as well as external risk communication.

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Pyrolysis is a process for turning biomass into liquid fuel. The process consists of heating the biomass in inert conditions and quenching the resulting vapors into oil. The oil has many potential uses, such as heating fuel in peak heating plants. In order to broaden the application base and improve the quality of the oil, solids removal has to be addressed. The solids may also increase the probability of plugging in downstream equipment. The purpose of this research was to gain an understanding of the formation of solids in the pyrolysis process and to assess options for reducing the solid content of the oil. From literature it is known that the solids can be removed either by hot vapor filtration, liquid treatment or multiple cyclones. Hot vapor filtration decreases yield, but improves the stability of the oil while simultaneously removing solids and ash. Liquid treatment techniques are good for removing large particles but involve losses of pyrolysis liquid. Cyclones are a traditional robust technique used regularly in pyrolysis. In the experimental part of this thesis, a 2 MWfuel pyrolysis setup with 2 cyclones in series was operated and monitored. Solid and liquid samples were collected from various parts of the process for further examination. Sampling and sample treatment techniques were developed. The chemical properties of the pyrolysis char were also analyzed and assessed as a function of reactor temperature and fluidizing velocity. By measuring the particle size distributions it was noticed that there were much smaller particles collected from the second cyclone than fed into pyrolysis. The solids in the pyrolysis oil were even smaller. This was most likely caused by attrition and shrinkage. Due to better separation efficiency of the cyclones in large particles, excess attrition should be avoided.

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In this thesis, the main point of interest is the robust control of a DC/DC converter. The use of reactive components in the power conversion gives rise to dynamical effects in DC/DC converters and the dynamical effects of the converter mandates the use of active control. Active control uses measurements from the converter to correct errors present in the converter’s output. The controller needs to be able to perform in the presence of varying component values and different kinds of disturbances in loading and noises in measurements. Such a feature in control design is referred as robustness. This thesis also contains survey of general properties of DC/DC converters and their effects on control design. In this thesis, a linear robust control design method is studied. A robust controller is then designed and applied to the current control of a phase shifted full bridge converter. The experimental results are shown to match simulations.

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In recent years, there have been studies that show a correlation between the hyperactivity of children and use of artificial food additives, including colorants. This has, in part, led to preference of natural products over products with artificial additives. Consumers have also become more aware of health issues. Natural food colorants have many bioactive functions, mainly vitamin A activity of carotenoids and antioxidativity, and therefore they could be more easily accepted by the consumers. However, natural colorant compounds are usually unstable, which restricts their usage. Microencapsulation could be one way to enhance the stability of natural colorant compounds and thus enable better usage for them as food colorants. Microencapsulation is a term used for processes in which the active material is totally enveloped in a coating or capsule, and thus it is separated and protected from the surrounding environment. In addition to protection by the capsule, microencapsulation can also be used to modify solubility and other properties of the encapsulated material, for example, to incorporate fat-soluble compounds into aqueous matrices. The aim of this thesis work was to study the stability of two natural pigments, lutein (carotenoid) and betanin (betalain), and to determine possible ways to enhance their stability with different microencapsulation techniques. Another aim was the extraction of pigments without the use of organic solvents and the development of previously used extraction methods. Stability of pigments in microencapsulated pigment preparations and model foods containing these were studied by measuring the pigment content after storage in different conditions. Preliminary studies on the bioavailability of microencapsulated pigments and sensory evaluation for consumer acceptance of model foods containing microencapsulated pigments were also carried out. Enzyme-assisted oil extraction was used to extract lutein from marigold (Tagetes erecta) flower without organic solvents, and the yield was comparable to solvent extraction of lutein from the same flowers. The effects of temperature, extraction time, and beet:water ratio on extraction efficiency of betanin from red beet (Beta vulgaris) were studied and the optimal conditions for maximum yield and maximum betanin concentration were determined. In both cases, extraction at 40 °C was better than extraction at 80 °C and the extraction for five minutes was as efficient as 15 or 30 minutes. For maximum betanin yield, the beet:water ratio of 1:2 was better, with possibly repeated extraction, but for maximum betanin concentration, a ratio of 1:1 was better. Lutein was incorporated into oil-in-water (o/w) emulsions with a polar oil fraction from oat (Avena sativa) as an emulsifier and mixtures of guar gum and xanthan gum or locust bean gum and xanthan gum as stabilizers to retard creaming. The stability of lutein in these emulsions was quite good, with 77 to 91 percent of lutein being left after storage in the dark at 20 to 22°C for 10 weeks whereas in spray dried emulsions the retention of lutein was 67 to 75 percent. The retention of lutein in oil was also good at 85 percent. Betanin was incorporated into the inner w1 water phase of a water1-in-oil-inwater2 (w1/o/w2) double emulsion with primary w1/o emulsion droplet size of 0.34 μm and secondary w1/o/w2 emulsion droplet size of 5.5 μm and encapsulation efficiency of betanin of 89 percent. In vitro intestinal lipid digestion was performed on the double emulsion, and during the first two hours, coalescence of the inner water phase droplets was observed, and the sizes of the double emulsion droplets increased quickly because of aggregation. This period also corresponded to gradual release of betanin, with a final release of 35 percent. The double emulsion structure was retained throughout the three-hour experiment. Betanin was also spray dried and incorporated into model juices with different pH and dry matter content. Model juices were stored in the dark at -20, 4, 20–24 or 60 °C (accelerated test) for several months. Betanin degraded quite rapidly in all of the samples and higher temperature and a lower pH accelerated degradation. Stability of betanin was much better in the spray dried powder, with practically no degradation during six months of storage in the dark at 20 to 24 °C and good stability also for six months in the dark at 60 °C with 60 percent retention. Consumer acceptance of model juices colored with spray dried betanin was compared with similar model juices colored with anthocyanins or beet extract. Consumers preferred beet extract and anthocyanin colored model juices over juices colored with spray dried betanin. However, spray dried betanin did not impart any off-odors or off-flavors into the model juices contrary to the beet extract. In conclusion, this thesis describes novel solvent-free extraction and encapsulation processes for lutein and betanin from plant sources. Lutein showed good stability in oil and in o/w emulsions, but slightly inferior in spray dried emulsions. In vitro intestinal lipid digestion showed a good stability of w1/o/w2 double emulsion and quite high retention of betanin during digestion. Consumer acceptance of model juices colored with spray dried betanin was not as good as model juices colored with anthocyanins, but addition of betanin to real berry juice could produce better results with mixture of added betanin and natural berry anthocyanins could produce a more acceptable color. Overall, further studies are needed to obtain natural colorants with good stability for the use in food products.

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Almost every problem of design, planning and management in the technical and organizational systems has several conflicting goals or interests. Nowadays, multicriteria decision models represent a rapidly developing area of operation research. While solving practical optimization problems, it is necessary to take into account various kinds of uncertainty due to lack of data, inadequacy of mathematical models to real-time processes, calculation errors, etc. In practice, this uncertainty usually leads to undesirable outcomes where the solutions are very sensitive to any changes in the input parameters. An example is the investment managing. Stability analysis of multicriteria discrete optimization problems investigates how the found solutions behave in response to changes in the initial data (input parameters). This thesis is devoted to the stability analysis in the problem of selecting investment project portfolios, which are optimized by considering different types of risk and efficiency of the investment projects. The stability analysis is carried out in two approaches: qualitative and quantitative. The qualitative approach describes the behavior of solutions in conditions with small perturbations in the initial data. The stability of solutions is defined in terms of existence a neighborhood in the initial data space. Any perturbed problem from this neighborhood has stability with respect to the set of efficient solutions of the initial problem. The other approach in the stability analysis studies quantitative measures such as stability radius. This approach gives information about the limits of perturbations in the input parameters, which do not lead to changes in the set of efficient solutions. In present thesis several results were obtained including attainable bounds for the stability radii of Pareto optimal and lexicographically optimal portfolios of the investment problem with Savage's, Wald's criteria and criteria of extreme optimism. In addition, special classes of the problem when the stability radii are expressed by the formulae were indicated. Investigations were completed using different combinations of Chebyshev's, Manhattan and Hölder's metrics, which allowed monitoring input parameters perturbations differently.

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Since cellulose is a linear macromolecule it can be used as a material for regenerated cellulose fiber products e.g. in textile fibers or film manufacturing. Cellulose is not thermoformable, thus the manufacturing of these regenerated fibers is mainly possible through dissolution processes preceding the regeneration process. However, the dissolution of cellulose in common solvents is hindered due to inter- and intra-molecular hydrogen bonds in the cellulose chains, and relatively high crystallinity. Interestingly at subzero temperatures relatively dilute sodium hydroxide solutions can be used to dissolve cellulose to a certain extent. The objective of this work was to investigate the possible factors that govern the solubility of cellulose in aqueous NaOH and the solution stability. Cellulose-NaOH solutions have the tendency to form a gel over time and at elevated temperature, which creates challenges for further processing. The main target of this work was to achieve high solubility of cellulose in aqueous NaOH without excessively compromising the solution stability. In the literature survey an overview of the cellulose dissolution is given and possible factors contributing to the solubility and solution properties of cellulose in aqueous NaOH are reviewed. Furthermore, the concept of solution rheology is discussed. In the experimental part the focus was on the characterization of the used materials and properties of the prepared solutions mainly concentrating on cellulose solubility and solution stability.

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The objective of this study was to develop laboratory test methods for characterizing the effects of changed moisture content on paperboard trays produced by press-forming process. Influence of moisture on the properties of unconverted paperboard such as bending stiffness, bursting strength, and curling was studied. Paperboard and tray samples were tested after storing in different relative humidity conditions (35, 50, 65, 80 and 95% RH). The effect of PE and PET extrusion coatings on these properties was also studied. It was found that increase in moisture content of paperboard decreases bending and bursting strength, dimensional stability and stiffness of paperboard trays. Such physical and mechanical properties as bending stiffness and curling of paperboard seem to define the stiffness of ready-made trays and their dimensional stability. Paperboards and trays with extruded PE and PET one sided coatings demonstrated higher strength properties but at the same time had lower dimensional stability comparing to uncoated paperboards. Samples with smaller polymer coat weight had better dimensional stability than respective samples with higher coat weight. It was also found that preconditioning of paperboard in lower humidity environment before press-forming could improve dimensional stability and stiffness of ready-made tray.

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The purpose of this paper is to examine the stability and predictive abilities of the beta coefficients of individual equities in the Finnish stock market. As beta is widely used in several areas of finance, including risk management, asset pricing and performance evaluation among others, it is important to understand its characteristics and find out whether its estimates can be trusted and utilized.

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THE WAY TO ORGANIZATIONAL LONGEVITY – Balancing stability and change in Shinise firms The overall purpose of this dissertation is to investigate the secret of longevity in Shinise firms. On the basic assumption that organizational longevity is about balancing stability and change, the theoretical perspectives incorporate routine practice, organizational culture, and organizational identity. These theories explain stability and change in an organization separately and in combination. Qualitative inductive theory building was used in the study. Overall, the empirical data comprised 75 in-depth and semi-structured interviews, 137 archival materials, and observations made over 17 weeks. According to the empirical findings, longevity in Shinise firms is attributable to the internal mechanisms (Shinise tenacity, stability in motion, and emergent change) to secure a balance between stability and change, the continuing stability of the socio-cultural environment in the local community, and active interaction between organizational and local cultures. The contribution of the study to the literature on organizational longevity and the alternative theoretical approaches is first, in theorizing the mechanisms of Shinise tenacity and cross-level cultural dynamism, and second, in pointing out the critical role of: the way firms set their ultimate goal, the dynamism in culture, and the effect of history of the firm to the current business in securing longevity. KEY WORDS Change; Culture; Organizational identity; Organizational longevity; Routines; Shinise firms; Stability; Qualitative research

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The current thesis manuscript studies the suitability of a recent data assimilation method, the Variational Ensemble Kalman Filter (VEnKF), to real-life fluid dynamic problems in hydrology. VEnKF combines a variational formulation of the data assimilation problem based on minimizing an energy functional with an Ensemble Kalman filter approximation to the Hessian matrix that also serves as an approximation to the inverse of the error covariance matrix. One of the significant features of VEnKF is the very frequent re-sampling of the ensemble: resampling is done at every observation step. This unusual feature is further exacerbated by observation interpolation that is seen beneficial for numerical stability. In this case the ensemble is resampled every time step of the numerical model. VEnKF is implemented in several configurations to data from a real laboratory-scale dam break problem modelled with the shallow water equations. It is also tried in a two-layer Quasi- Geostrophic atmospheric flow problem. In both cases VEnKF proves to be an efficient and accurate data assimilation method that renders the analysis more realistic than the numerical model alone. It also proves to be robust against filter instability by its adaptive nature.

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Recent developments in power electronics technology have made it possible to develop competitive and reliable low-voltage DC (LVDC) distribution networks. Further, islanded microgrids—isolated small-scale localized distribution networks— have been proposed to reliably supply power using distributed generations. However, islanded operations face many issues such as power quality, voltage regulation, network stability, and protection. In this thesis, an energy management system (EMS) that ensures efficient energy and power balancing and voltage regulation has been proposed for an LVDC island network utilizing solar panels for electricity production and lead-acid batteries for energy storage. The EMS uses the master/slave method with robust communication infrastructure to control the production, storage, and loads. The logical basis for the EMS operations has been established by proposing functionalities of the network components as well as by defining appropriate operation modes that encompass all situations. During loss-of-powersupply periods, load prioritizations and disconnections are employed to maintain the power supply to at least some loads. The proposed EMS ensures optimal energy balance in the network. A sizing method based on discrete-event simulations has also been proposed to obtain reliable capacities of the photovoltaic array and battery. In addition, an algorithm to determine the number of hours of electric power supply that can be guaranteed to the customers at any given location has been developed. The successful performances of all the proposed algorithms have been demonstrated by simulations.

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The overall objective of the thesis is to design a robot chassis frame which is a bearing structure of a vehicle supporting all mechanical components and providing structure and stability. Various techniques and scientific principles were used to design a chassis frame.Design principles were applied throughout the process. By using Solid-Works software,virtual models was made for chassis frame. Chassis frame of overall dimension 1597* 800*950 mm3 was designed. Center of mass lieson 1/3 of the length from front wheel at height 338mm in the symmetry plane. Overall weight of the chassis frame is 80.12kg. Manufacturing drawing is also provided. Additionally,structural analysis was done in FEMAP which gives the busting result for chassis design by taking into consideration stress and deflection on different kind of loading resembling real life case. On the basis of simulated result, selected material was verified. Resulting design is expected to perform its intended function without failure. As a suggestion for further research, additional fatigue analysis and proper dynamic analysis can be conducted to make the study more robust.