Chaotic Behaviour of Active Magnetic Bearing System by Time Series Analysis

Chaotic behaviour is one of the hardest problems that can happen in nonlinear dynamical systems with severe nonlinearities. It makes the system's responses unpredictable. It makes the system's responses to behave similar to noise. In some applications it should be avoided. One of the approaches to detect the chaotic behaviour is nding the Lyapunov exponent through examining the dynamical equation of the system. It needs a model of the system. The goal of this study is the diagnosis of chaotic behaviour by just exploring the data (signal) without using any dynamical model of the system. In this work two methods are tested on the time series data collected from AMB (Active Magnetic Bearing) system sensors. The rst method is used to nd the largest Lyapunov exponent by Rosenstein method. The second method is a 0-1 test for identifying chaotic behaviour. These two methods are used to detect if the data is chaotic. By using Rosenstein method it is needed to nd the minimum embedding dimension. To nd the minimum embedding dimension Cao method is used. Cao method does not give just the minimum embedding dimension, it also gives the order of the nonlinear dynamical equation of the system and also it shows how the system's signals are corrupted with noise. At the end of this research a test called runs test is introduced to show that the data is not excessively noisy.

Aqueous-phase reforming of renewables for selective hydrogen production in the presence of supported platinum catalysts

The evolution of our society is impossible without a constant progress in life-important areas such as chemical engineering and technology. Innovation, creativity and technology are three main components driving the progress of chemistry further towards a sustainable society. Biomass, being an attractive renewable feedstock for production of fine chemicals, energy-rich materials and even transportation fuels, captures progressively new positions in the area of chemical technology. Knowledge of heterogeneous catalysis and chemical technology applied to transformation of biomass-derived substances will open doors for a sustainable economy and facilitates the discovery of novel environmentally-benign processes which probably will replace existing technologies in the era of biorefinary. Aqueous-phase reforming (APR) is regarded as a promising technology for production of hydrogen and liquids fuels from biomass-derived substances such as C3-C6 polyols. In the present work, aqueous-phase reforming of glycerol, xylitol and sorbitol was investigated in the presence of supported Pt catalysts. The catalysts were deposited on different support materials, including Al2O3, TiO2 and carbons. Catalytic measurements were performed in a laboratory-scale continuous fixedbed reactor. An advanced analytical approach was developed in order to identify reaction products and reaction intermediates in the APR of polyols. The influence of the substrate structure on the product formation and selectivity in the APR reaction was also investigated, showing that the yields of the desired products varied depending on the substrate chain length. Additionally, the influence of bioethanol additive in the APR of glycerol and sorbitol was studied. A reaction network was advanced explaining the formation of products and key intermediates. The structure sensitivity in the aqueous-phase reforming reaction was demonstrated using a series of platinum catalysts supported on carbon with different Pt cluster sizes in the continuous fixed-bed reactor. Furthermore, a correlation between texture physico-chemical properties of the catalysts and catalytic data was established. The effect of the second metal (Re, Cu) addition to Pt catalysts was investigated in the APR of xylitol showing a superior hydrocarbon formation on PtRe bimetallic catalysts compared to monometallic Pt. On the basis of the experimental data obtained, mathematical modeling of the reaction kinetics was performed. The developed model was proven to successfully describe experimental data on APR of sorbitol with good accuracy.

Spontaneous Focusing on Quantitative Relations and the Development of Rational Number Conceptual Knowledge

The aim of the present set of studies was to explore primary school children’s Spontaneous Focusing On quantitative Relations (SFOR) and its role in the development of rational number conceptual knowledge. The specific goals were to determine if it was possible to identify a spontaneous quantitative focusing tendency that indexes children’s tendency to recognize and utilize quantitative relations in non-explicitly mathematical situations and to determine if this tendency has an impact on the development of rational number conceptual knowledge in late primary school. To this end, we report on six original empirical studies that measure SFOR in children ages five to thirteen years and the development of rational number conceptual knowledge in ten- to thirteen-year-olds. SFOR measures were developed to determine if there are substantial differences in SFOR that are not explained by the ability to use quantitative relations. A measure of children’s conceptual knowledge of the magnitude representations of rational numbers and the density of rational numbers is utilized to capture the process of conceptual change with rational numbers in late primary school students. Finally, SFOR tendency was examined in relation to the development of rational number conceptual knowledge in these students. Study I concerned the first attempts to measure individual differences in children’s spontaneous recognition and use of quantitative relations in 86 Finnish children from the ages of five to seven years. Results revealed that there were substantial inter-individual differences in the spontaneous recognition and use of quantitative relations in these tasks. This was particularly true for the oldest group of participants, who were in grade one (roughly seven years old). However, the study did not control for ability to solve the tasks using quantitative relations, so it was not clear if these differences were due to ability or SFOR. Study II more deeply investigated the nature of the two tasks reported in Study I, through the use of a stimulated-recall procedure examining children’s verbalizations of how they interpreted the tasks. Results reveal that participants were able to verbalize reasoning about their quantitative relational responses, but not their responses based on exact number. Furthermore, participants’ non-mathematical responses revealed a variety of other aspects, beyond quantitative relations and exact number, which participants focused on in completing the tasks. These results suggest that exact number may be more easily perceived than quantitative relations. As well, these tasks were revealed to contain both mathematical and non-mathematical aspects which were interpreted by the participants as relevant. Study III investigated individual differences in SFOR 84 children, ages five to nine, from the US and is the first to report on the connection between SFOR and other mathematical abilities. The cross-sectional data revealed that there were individual differences in SFOR. Importantly, these differences were not entirely explained by the ability to solve the tasks using quantitative relations, suggesting that SFOR is partially independent from the ability to use quantitative relations. In other words, the lack of use of quantitative relations on the SFOR tasks was not solely due to participants being unable to solve the tasks using quantitative relations, but due to a lack of the spontaneous attention to the quantitative relations in the tasks. Furthermore, SFOR tendency was found to be related to arithmetic fluency among these participants. This is the first evidence to suggest that SFOR may be a partially distinct aspect of children’s existing mathematical competences. Study IV presented a follow-up study of the first graders who participated in Studies I and II, examining SFOR tendency as a predictor of their conceptual knowledge of fraction magnitudes in fourth grade. Results revealed that first graders’ SFOR tendency was a unique predictor of fraction conceptual knowledge in fourth grade, even after controlling for general mathematical skills. These results are the first to suggest that SFOR tendency may play a role in the development of rational number conceptual knowledge. Study V presents a longitudinal study of the development of 263 Finnish students’ rational number conceptual knowledge over a one year period. During this time participants completed a measure of conceptual knowledge of the magnitude representations and the density of rational numbers at three time points. First, a Latent Profile Analysis indicated that a four-class model, differentiating between those participants with high magnitude comparison and density knowledge, was the most appropriate. A Latent Transition Analysis reveal that few students display sustained conceptual change with density concepts, though conceptual change with magnitude representations is present in this group. Overall, this study indicated that there were severe deficiencies in conceptual knowledge of rational numbers, especially concepts of density. The longitudinal Study VI presented a synthesis of the previous studies in order to specifically detail the role of SFOR tendency in the development of rational number conceptual knowledge. Thus, the same participants from Study V completed a measure of SFOR, along with the rational number test, including a fourth time point. Results reveal that SFOR tendency was a predictor of rational number conceptual knowledge after two school years, even after taking into consideration prior rational number knowledge (through the use of residualized SFOR scores), arithmetic fluency, and non-verbal intelligence. Furthermore, those participants with higher-than-expected SFOR scores improved significantly more on magnitude representation and density concepts over the four time points. These results indicate that SFOR tendency is a strong predictor of rational number conceptual development in late primary school children. The results of the six studies reveal that within children’s existing mathematical competences there can be identified a spontaneous quantitative focusing tendency named spontaneous focusing on quantitative relations. Furthermore, this tendency is found to play a role in the development of rational number conceptual knowledge in primary school children. Results suggest that conceptual change with the magnitude representations and density of rational numbers is rare among this group of students. However, those children who are more likely to notice and use quantitative relations in situations that are not explicitly mathematical seem to have an advantage in the development of rational number conceptual knowledge. It may be that these students gain quantitative more and qualitatively better self-initiated deliberate practice with quantitative relations in everyday situations due to an increased SFOR tendency. This suggests that it may be important to promote this type of mathematical activity in teaching rational numbers. Furthermore, these results suggest that there may be a series of spontaneous quantitative focusing tendencies that have an impact on mathematical development throughout the learning trajectory.

The time series convergence of dispersion in financial analysts' forecasts

Finansanalytiker har en stor betydelse för finansmarknaderna, speciellt igenom att förmedla information genom resultatprognoser. Typiskt är att analytiker i viss grad är oeniga i sina resultatprognoser, och det är just denna oenighet analytiker emellan som denna avhandling studerar. Då ett företag rapporterar förluster tenderar oenigheten gällande ett företags framtid att öka. På ett intuitivt plan är det lätt att tolka detta som ökad osäkerhet. Det är även detta man finner då man studerar analytikerrapporter - analytiker ser ut att bli mer osäkra då företag börjar gå med förlust, och det är precis då som även oenigheten mellan analytikerna ökar. De matematisk-teoretiska modeller som beskriver analytikers beslutsprocesser har däremot en motsatt konsekvens - en ökad oenighet analytiker emellan kan endast uppkomma ifall analytikerna blir säkrare på ett individuellt plan, där den drivande kraften är asymmetrisk information. Denna avhandling löser motsägelsen mellan ökad säkerhet/osäkerhet som drivkraft bakom spridningen i analytikerprognoser. Genom att beakta mängden publik information som blir tillgänglig via resultatrapporter är det inte möjligt för modellerna för analytikers beslutsprocesser att ge upphov till de nivåer av prognosspridning som kan observeras i data. Slutsatsen blir därmed att de underliggande teoretiska modellerna för prognosspridning är delvis bristande och att spridning i prognoser istället mer troligt följer av en ökad osäkerhet bland analytikerna, i enlighet med vad analytiker de facto nämner i sina rapporter. Resultaten är viktiga eftersom en förståelse av osäkerhet runt t.ex. resultatrapportering bidrar till en allmän förståelse för resultatrapporteringsmiljön som i sin tur är av ytterst stor betydelse för prisbildning på finansmarknader. Vidare används typiskt ökad prognosspridning som en indikation på ökad informationsasymmetri i redovisningsforskning, ett fenomen som denna avhandling därmed ifrågasätter.

Spontaneous Focusing on Numerosity in the Development of Early Mathematical Skills

The aim of the present set of longitudinal studies was to explore 3-7-year-old children.s Spontaneous FOcusing on Numerosity (SFON) and its relation to early mathematical development. The specific goals were to capture in method and theory the distinct process by which children focus on numerosity as a part of their activities involving exact number recognition, and individual differences in this process that may be informative in the development of more complex number skills. Over the course of conducting the five studies, fifteen novel tasks were progressively developed for the SFON assessments. In the tasks, confounding effects of insufficient number recognition, verbal comprehension, other procedural skills as well as working memory capacity were aimed to be controlled. Furthermore, how children.s individual differences in SFON are related to their development of number sequence, subitizing-based enumeration, object counting and basic arithmetic skills was explored. The effect of social interaction on SFON was tested. Study I captured the first phase of the 3-year longitudinal study with 39 children. It was investigated whether there were differences in 3-year-old children.s tendency to focus on numerosity, and whether these differences were related to the children.s development of cardinality recognition skills from the age of 3 to 4 years. It was found that the two groups of children formed on the basis of their amount of SFON tendency at the age of 3 years differed in their development of recognising and producing small numbers. The children whose SFON tendency was very predominant developed faster in cardinality related skills from the age of 3 to 4 years than the children whose SFON tendency was not as predominant. Thus, children.s development in cardinality recognition skills is related to their SFON tendency. Studies II and III were conducted to investigate, firstly, children.s individual differences in SFON, and, secondly, whether children.s SFON is related to their counting development. Altogether nine tasks were designed for the assessments of spontaneous and guided focusing on numerosity. The longitudinal data of 39 children in Study II from the age of 3.5 to 6 years showed individual differences in SFON at the ages of 4, 5 and 6 years, as well as stability in children.s SFON across tasks used at different ages. The counting skills were assessed at the ages of 3.5, 5 and 6 years. Path analyses indicated a reciprocal tendency in the relationship between SFON and counting development. In Study III, these results on the individual differences in SFON tendency, the stability of SFON across different tasks and the relationship of SFON and mathematical skills were confirmed by a larger-scale cross-sectional study of 183 on average 6.5-year-old children (range 6;0-7;0 years). The significant amount of unique variance that SFON accounted for number sequence elaboration, object counting and basic arithmetic skills stayed statistically significant (partial correlations varying from .27 to .37) when the effects of non-verbal IQ and verbal comprehension were controlled. In addition, to confirm that the SFON tasks assess SFON tendency independently from enumeration skills, guided focusing tasks were used for children who had failed in SFON tasks. It was explored whether these children were able to proceed in similar tasks to SFON tasks once they were guided to focus on number. The results showed that these children.s poor performance in the SFON tasks was not caused by their deficiency in executing the tasks but on lacking focusing on numerosity. The longitudinal Study IV of 39 children aimed at increasing the knowledge of associations between children.s long-term SFON tendency, subitizing-based enumeration and verbal counting skills. Children were tested twice at the age of 4-5 years on their SFON, and once at the age of 5 on their subitizing-based enumeration, number sequence production, as well as on their skills for counting of objects. Results showed considerable stability in SFON tendency measured at different ages, and that there is a positive direct association between SFON and number sequence production. The association between SFON and object counting skills was significantly mediated by subitizing-based enumeration. These results indicate that the associations between the child.s SFON and sub-skills of verbal counting may differ on the basis of how significant a role understanding the cardinal meanings of number words plays in learning these skills. The specific goal of Study V was to investigate whether it is possible to enhance 3-year old children.s SFON tendency, and thus start children.s deliberate practice in early mathematical skills. Participants were 3-year-old children in Finnish day care. The SFON scores and cardinality-related skills of the experimental group of 17 children were compared to the corresponding results of the 17 children in the control group. The results show an experimental effect on SFON tendency and subsequent development in cardinality-related skills during the 6-month period from pretest to delayed posttest in the children with some initial SFON tendency in the experimental group. Social interaction has an effect on children.s SFON tendency. The results of the five studies assert that within a child.s existing mathematical competence, it is possible to distinguish a separate process, which refers to the child.s tendency to spontaneously focus on numerosity. Moreover, there are significant individual differences in children.s SFON at the age of 3-7 years. Moderate stability was found in this tendency across different tasks assessed both at the same and at different ages. Furthermore, SFON tendency is related to the development of early mathematical skills. Educational implications of the findings emphasise, first, the importance of regarding focusing on numerosity as a separate, essential process in the assessments of young children.s mathematical skills. Second, the substantial individual differences in SFON tendency during the childhood years suggest that uncovering and modeling this kind of mathematically meaningful perceiving of the surroundings and tasks could be an efficient tool for promoting young children.s mathematical development, and thus prevent later failures in learning mathematical skills. It is proposed to consider focusing on numerosity as one potential sub-process of activities involving exact number recognition in future studies.

Mathematical modeling and optimal control of malaria

Malaria continues to infect millions and kill hundreds of thousands of people worldwide each year, despite over a century of research and attempts to control and eliminate this infectious disease. Challenges such as the development and spread of drug resistant malaria parasites, insecticide resistance to mosquitoes, climate change, the presence of individuals with subpatent malaria infections which normally are asymptomatic and behavioral plasticity in the mosquito hinder the prospects of malaria control and elimination. In this thesis, mathematical models of malaria transmission and control that address the role of drug resistance, immunity, iron supplementation and anemia, immigration and visitation, and the presence of asymptomatic carriers in malaria transmission are developed. A within-host mathematical model of severe Plasmodium falciparum malaria is also developed. First, a deterministic mathematical model for transmission of antimalarial drug resistance parasites with superinfection is developed and analyzed. The possibility of increase in the risk of superinfection due to iron supplementation and fortification in malaria endemic areas is discussed. The model results calls upon stakeholders to weigh the pros and cons of iron supplementation to individuals living in malaria endemic regions. Second, a deterministic model of transmission of drug resistant malaria parasites, including the inflow of infective immigrants, is presented and analyzed. The optimal control theory is applied to this model to study the impact of various malaria and vector control strategies, such as screening of immigrants, treatment of drug-sensitive infections, treatment of drug-resistant infections, and the use of insecticide-treated bed nets and indoor spraying of mosquitoes. The results of the model emphasize the importance of using a combination of all four controls tools for effective malaria intervention. Next, a two-age-class mathematical model for malaria transmission with asymptomatic carriers is developed and analyzed. In development of this model, four possible control measures are analyzed: the use of long-lasting treated mosquito nets, indoor residual spraying, screening and treatment of symptomatic, and screening and treatment of asymptomatic individuals. The numerical results show that a disease-free equilibrium can be attained if all four control measures are used. A common pitfall for most epidemiological models is the absence of real data; model-based conclusions have to be drawn based on uncertain parameter values. In this thesis, an approach to study the robustness of optimal control solutions under such parameter uncertainty is presented. Numerical analysis of the optimal control problem in the presence of parameter uncertainty demonstrate the robustness of the optimal control approach that: when a comprehensive control strategy is used the main conclusions of the optimal control remain unchanged, even if inevitable variability remains in the control profiles. The results provide a promising framework for the design of cost-effective strategies for disease control with multiple interventions, even under considerable uncertainty of model parameters. Finally, a separate work modeling the within-host Plasmodium falciparum infection in humans is presented. The developed model allows re-infection of already-infected red blood cells. The model hypothesizes that in severe malaria due to parasite quest for survival and rapid multiplication, the Plasmodium falciparum can be absorbed in the already-infected red blood cells which accelerates the rupture rate and consequently cause anemia. Analysis of the model and parameter identifiability using Markov chain Monte Carlo methods is presented.

Forecasting financial weather - can we foresee market sentiment? Spectrum of stock price behavior - NYSE case study

The desire to create a statistical or mathematical model, which would allow predicting the future changes in stock prices, was born many years ago. Economists and mathematicians are trying to solve this task by applying statistical analysis and physical laws, but there are still no satisfactory results. The main reason for this is that a stock exchange is a non-stationary, unstable and complex system, which is influenced by many factors. In this thesis the New York Stock Exchange was considered as the system to be explored. A topological analysis, basic statistical tools and singular value decomposition were conducted for understanding the behavior of the market. Two methods for normalization of initial daily closure prices by Dow Jones and S&P500 were introduced and applied for further analysis. As a result, some unexpected features were identified, such as a shape of distribution of correlation matrix, a bulk of which is shifted to the right hand side with respect to zero. Also non-ergodicity of NYSE was confirmed graphically. It was shown, that singular vectors differ from each other by a constant factor. There are for certain results no clear conclusions from this work, but it creates a good basis for the further analysis of market topology.

Parameter identification in time series models

Time series analysis can be categorized into three different approaches: classical, Box-Jenkins, and State space. Classical approach makes a basement for the analysis and Box-Jenkins approach is an improvement of the classical approach and deals with stationary time series. State space approach allows time variant factors and covers up a broader area of time series analysis. This thesis focuses on parameter identifiablity of different parameter estimation methods such as LSQ, Yule-Walker, MLE which are used in the above time series analysis approaches. Also the Kalman filter method and smoothing techniques are integrated with the state space approach and MLE method to estimate parameters allowing them to change over time. Parameter estimation is carried out by repeating estimation and integrating with MCMC and inspect how well different estimation methods can identify the optimal model parameters. Identification is performed in probabilistic and general senses and compare the results in order to study and represent identifiability more informative way.

Kalman filter for computational market dynamics

Kalman filter is a recursive mathematical power tool that plays an increasingly vital role in innumerable fields of study. The filter has been put to service in a multitude of studies involving both time series modelling and financial time series modelling. Modelling time series data in Computational Market Dynamics (CMD) can be accomplished using the Jablonska-Capasso-Morale (JCM) model. Maximum likelihood approach has always been utilised to estimate the parameters of the JCM model. The purpose of this study is to discover if the Kalman filter can be effectively utilized in CMD. Ensemble Kalman filter (EnKF), with 50 ensemble members, applied to US sugar prices spanning the period of January, 1960 to February, 2012 was employed for this work. The real data and Kalman filter trajectories showed no significant discrepancies, hence indicating satisfactory performance of the technique. Since only US sugar prices were utilized, it would be interesting to discover the nature of results if other data sets are employed.