82 resultados para Panel cointegration testing
Resumo:
Currently, a high penetration level of Distributed Generations (DGs) has been observed in the Danish distribution systems, and even more DGs are foreseen to be present in the upcoming years. How to utilize them for maintaining the security of the power supply under the emergency situations, has been of great interest for study. This master project is intended to develop a control architecture for studying purposes of distribution systems with large scale integration of solar power. As part of the EcoGrid EU Smart Grid project, it focuses on the system modelling and simulation of a Danish representative LV network located in Bornholm island. Regarding the control architecture, two types of reactive control techniques are implemented and compare. In addition, a network voltage control based on a tap changer transformer is tested. The optimized results after applying a genetic algorithm to five typical Danish domestic loads are lower power losses and voltage deviation using Q(U) control, specially with large consumptions. Finally, a communication and information exchange system is developed with the objective of regulating the reactive power and thereby, the network voltage remotely and real-time. Validation test of the simulated parameters are performed as well.
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At present, permanent magnet synchronous generators (PMSGs) are of great interest. Since they do not have electrical excitation losses, the highly efficient, lightweight and compact PMSGs equipped with damper windings work perfectly when connected to a network. However, in island operation, the generator (or parallel generators) alone is responsible for the building up of the network and maintaining its voltage and reactive power level. Thus, in island operation, a PMSG faces very tight constraints, which are difficult to meet, because the flux produced by the permanent magnets (PMs) is constant and the voltage of the generator cannot be controlled. Traditional electrically excited synchronous generators (EESGs) can easily meet these constraints, because the field winding current is controllable. The main drawback of the conventional EESG is the relatively high excitation loss. This doctoral thesis presents a study of an alternative solution termed as a hybrid excitation synchronous generator (HESG). HESGs are a special class of electrical machines, where the total rotor current linkage is produced by the simultaneous action of two different excitation sources: the electrical and permanent magnet (PM) excitation. An overview of the existing HESGs is given. Several HESGs are introduced and compared with the conventional EESG from technical and economic points of view. In the study, the armature-reaction-compensated permanent magnet synchronous generator with alternated current linkages (ARC-PMSG with ACL) showed a better performance than the other options. Therefore, this machine type is studied in more detail. An electromagnetic design and a thermal analysis are presented. To verify the operation principle and the electromagnetic design, a down-sized prototype of 69 kVA apparent power was built. The experimental results are demonstrated and compared with the predicted ones. A prerequisite for an ARC-PMSG with ACL is an even number of pole pairs (p = 2, 4, 6, …) in the machine. Naturally, the HESG technology is not limited to even-pole-pair machines. However, the analysis of machines with p = 3, 5, 7, … becomes more complicated, especially if analytical tools are used, and is outside the scope of this thesis. The contribution of this study is to propose a solution where an ARC-PMSG replaces an EESG in electrical power generation while meeting all the requirements set for generators given for instance by ship classification societies, particularly as regards island operation. The maximum power level when applying the technology studied here is mainly limited by the economy of the machine. The larger the machine is, the smaller is the efficiency benefit. However, it seems that machines up to ten megawatts of power could benefit from the technology. However, in low-power applications, for instance in the 500 kW range, the efficiency increase can be significant.
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The purpose of this study is to investigate whether there exists any kind of relationship between the spot and future prices of the different commodities or not. Commodities like cocoa, coffee, crude oil, gold, natural gas and silver are considered from January 3, 2000 to December 31, 2012. For this purpose, ADF test and KPSS test are used in testing the stationarity whereas Johansen Cointegration test is used in testing the long-run relationship. Johansen co-integration test exhibits that there at least 5 co-integrating pairs out of 6 except crude oil. Moreover, the result of Granger Causality supports the fact that if two or more than two time series tend to be co-integrated there exists either uni-directional or bi-directional relationship. However, our results reveled that although there exists the co-integration between the variable, one might not granger causes another .VAR model is also used to measure the proportion of effects. These findings will help the derivative market and arbitragers in developing the strategies to gain the maximum profit in the financial market.
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An empirical study was conducted in the area of software engineering to study relationships between development, testing and intended software quality. International standards served as a starting point of the study. For analysis a round of interviews was kept and transcribed. It was found that interaction between humans is critical, especially in transferring knowledge and standards’ processes. The standards are communicated through interaction and learning processes are involved before compliance. One of the results was that testing is the key to sufficient quality. The outcome was that successful interaction, sufficient testing and compliance with the standards combined with good motivation may provide most repeatable intended quality.
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Cloud computing is a practically relevant paradigm in computing today. Testing is one of the distinct areas where cloud computing can be applied. This study addressed the applicability of cloud computing for testing within organizational and strategic contexts. The study focused on issues related to the adoption, use and effects of cloudbased testing. The study applied empirical research methods. The data was collected through interviews with practitioners from 30 organizations and was analysed using the grounded theory method. The research process consisted of four phases. The first phase studied the definitions and perceptions related to cloud-based testing. The second phase observed cloud-based testing in real-life practice. The third phase analysed quality in the context of cloud application development. The fourth phase studied the applicability of cloud computing in the gaming industry. The results showed that cloud computing is relevant and applicable for testing and application development, as well as other areas, e.g., game development. The research identified the benefits, challenges, requirements and effects of cloud-based testing; and formulated a roadmap and strategy for adopting cloud-based testing. The study also explored quality issues in cloud application development. As a special case, the research included a study on applicability of cloud computing in game development. The results can be used by companies to enhance the processes for managing cloudbased testing, evaluating practical cloud-based testing work and assessing the appropriateness of cloud-based testing for specific testing needs.
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Panel at Open Repositories 2014, Helsinki, Finland, June 9-13, 2014
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Panel at Open Repositories 2014, Helsinki, Finland, June 9-13, 2014
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Recently, due to the increasing total construction and transportation cost and difficulties associated with handling massive structural components or assemblies, there has been increasing financial pressure to reduce structural weight. Furthermore, advances in material technology coupled with continuing advances in design tools and techniques have encouraged engineers to vary and combine materials, offering new opportunities to reduce the weight of mechanical structures. These new lower mass systems, however, are more susceptible to inherent imbalances, a weakness that can result in higher shock and harmonic resonances which leads to poor structural dynamic performances. The objective of this thesis is the modeling of layered sheet steel elements, to accurately predict dynamic performance. During the development of the layered sheet steel model, the numerical modeling approach, the Finite Element Analysis and the Experimental Modal Analysis are applied in building a modal model of the layered sheet steel elements. Furthermore, in view of getting a better understanding of the dynamic behavior of layered sheet steel, several binding methods have been studied to understand and demonstrate how a binding method affects the dynamic behavior of layered sheet steel elements when compared to single homogeneous steel plate. Based on the developed layered sheet steel model, the dynamic behavior of a lightweight wheel structure to be used as the structure for the stator of an outer rotor Direct-Drive Permanent Magnet Synchronous Generator designed for high-power wind turbines is studied.
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Genetic counselling is a process in which the counsellee receives information and support concerning a genetic disease. This study examines the genetic counselling attached to genetic testing. Since genetic information is increasing alongside new testing technologies and the situations faced at the genetic clinics will therefore be more diverse, it is essential to assess what the expectations directed at genetic counselling are. It is also important to compare how they face the current counselling practices. In this study, the expectations, frames and practices of genetic counselling in different contexts of genetic testing were examined from three different perspectives: First, international guidelines covering genetic counselling were analysed to summarise what is expected from genetic counselling and to study how genetic information is framed. Second, national experts in European countries were asked about the regulations and practices of genetic counselling in their country. Finally, ten counsellees who had visited a genetic clinic were interviewed to analyse their expectations and experiences. The counsellees’ perspective was also approached through the background review of the previous studies on counsellees’ experiences. On the basis of the study, there are basic elements that are expected to be covered in genetic counselling from all perspectives. However, the views concerning bioethics, genetic exceptionalism and psychosocial aspects vary depending on the perspective and on the individual situation. Since there are sometimes more differences than similarities between genetic tests, no universal recommendations for counselling can be applied. The practices of genetic counselling should be defined situationally, emphasising the individual needs over the genes.
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Cardiac troponin (cTn) I and T are the recommended biomarkers for the diagnosis and risk stratification of patients with suspected acute coronary syndrome (ACS), a major cause of cardiovascular death and disability worldwide. It has recently been demonstrated that cTn-specific autoantibodies (cTnAAb) can negatively interfere with cTnI detection by immunoassays to the extent that cTnAAb-positive patients may be falsely designated as cTnI-negative. The aim of this thesis was to develop and optimize immunoassays for the detection of both cTnI and cTnAAb, which would eventually enable exploring the clinical impact of these autoantibodies on cTnI testing and subsequent patient management. The extent of cTnAAb interference in different cTnI assay configurations and the molecular characteristics of cTnAAbs were investigated in publications I and II, respectively. The findings showed that cTnI midfragment targeting immunoassays used predominantly in clinical practice are affected by cTnAAb interference which can be circumvented by using a novel 3+1-type assay design with three capture antibodies against the N-terminus, midfragment and C-terminus and one tracer antibody against the C-terminus. The use of this assay configuration was further supported by the epitope specificity study, which showed that although the midfragment is most commonly targeted by cTnAAbs, the interference basically encompasses the whole molecule, and there may be remarkable individual variation at the affected sites. In publications III and IV, all the data obtained in previous studies were utilized to develop an improved version of an existing cTnAAb assay and a sensitive cTnI assay free of this specific analytical interference. The results of the thesis showed that approximately one in 10 patients with suspected ACS have detectable amounts of cTnAAbs in their circulation and that cTnAAbs can inhibit cTnI determination when targeted against the binding sites of assay antibodies used in its immunological detection. In the light of these observations, the risk of clinical misclassification caused by the presence of cTnAAbs remains a valid and reasonable concern. Because the titers, affinities and epitope specificities of cTnAAbs and the concentration of endogenous cTnI determine the final effect of circulating cTnAAbs, appropriately sized studies on their clinical significance are warranted. The new cTnI and cTnAAb assays could serve as analytical tools for establishing the impact of cTnAAbs on cTnI testing and also for unraveling the etiology of cTn-related autoimmune responses.
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The purpose of this thesis was to study commodity future price premiums and their nature on emission allowance markets. The EUA spot and future contracts traded on the secondary market during EU ETS Phase 2 and Phase 3 were selected for empirical testing. The cointegration of spot and future prices was examined with Johansen cointegration methodology. Daily interest rates with a similar tenor to the future contract maturity were used in the cost-of-carry model to calculate the theoretical future prices and to estimate the deviation from the fair value of future contracts, assumed to be explained by the convenience yield. The time-varying dependence of the convenience yield was studied by regression testing the correlation between convenience yield and the time to maturity of the future contract. The results indicated cointegration between spot and future prices, albeit depending on assumptions on linear trend and intercept in cointegration vector Dec-14 and Dec-15 contracts. The convenience yield correlates positively with the time-to-maturity of the future contract during Phase 2, but negatively during Phase 3. The convenience yield featured positive correlation with spot price volatility and negative correlation with future price volatility during both Phases 2 and 3.
Virtual Testing of Active Magnetic Bearing Systems based on Design Guidelines given by the Standards
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Active Magnetic Bearings offer many advantages that have brought new applications to the industry. However, similarly to all new technology, active magnetic bearings also have downsides and one of those is the low standardization level. This thesis is studying mainly the ISO 14839 standard and more specifically the system verification methods. These verifying methods are conducted using a practical test with an existing active magnetic bearing system. The system is simulated with Matlab using rotor-bearing dynamics toolbox, but this study does not include the exact simulation code or a direct algebra calculation. However, this study provides the proof that standardized simulation methods can be applied in practical problems.
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The aim of this study is to test the accrual-based model suggested by Dechow et al. (1995) in order to detect and compare earnings management practices in Finnish and French companies. Also the impact of financial crisis of 2008 on earnings management behavior in these countries is tested by dividing the whole time period of 2003-2012 into two sub-periods: pre-crisis (2003-2008) and post-crisis (2009-2012). Results support the idea that companies in both countries have significant earnings management practices. During the post-crisis period companies in Finland show income inflating practices, while in France the opposite tendency is noticed (income deflating) during the same period. Results of the assumption that managers in highly concentrated companies are engaged in income enhancing practices vary in two countries. While in Finland managers are trying to show better performance for bonuses or other contractual compensation motivations, in France they avoid paying dividends or high taxes.
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Alzheimer’s disease (AD) is the most common form of dementia. Characteristic changes in an AD brain are the formation of β-amyloid protein (Aβ) plaques and neurofibrillary tangles, though other alterations in the brain have also been connected to AD. No cure is available for AD and it is one of the leading causes of death among the elderly in developed countries. Liposomes are biocompatible and biodegradable spherical phospholipid bilayer vesicles that can enclose various compounds. Several functional groups can be attached on the surface of liposomes in order to achieve long-circulating target-specific liposomes. Liposomes can be utilized as drug carriers and vehicles for imaging agents. Positron emission tomography (PET) is a non-invasive imaging method to study biological processes in living organisms. In this study using nucleophilic 18F-labeling synthesis, various synthesis approaches and leaving groups for novel PET imaging tracers have been developed to target AD pathology in the brain. The tracers were the thioflavin derivative [18F]flutemetamol, curcumin derivative [18F]treg-curcumin, and functionalized [18F]nanoliposomes, which all target Aβ in the AD brain. These tracers were evaluated using transgenic AD mouse models. In addition, 18F-labeling synthesis was developed for a tracer targeting the S1P3 receptor. The chosen 18F-fluorination strategy had an effect on the radiochemical yield and specific activity of the tracers. [18F]Treg-curcumin and functionalized [18F]nanoliposomes had low uptake in AD mouse brain, whereas [18F]flutemetamol exhibited the appropriate properties for preclinical Aβ-imaging. All of these tracers can be utilized in studies of the pathology and treatment of AD and related diseases.