Advanced chemometric methods: Applicability on industrial data

Recent years have produced great advances in the instrumentation technology. The amount of available data has been increasing due to the simplicity, speed and accuracy of current spectroscopic instruments. Most of these data are, however, meaningless without a proper analysis. This has been one of the reasons for the overgrowing success of multivariate handling of such data. Industrial data is commonly not designed data; in other words, there is no exact experimental design, but rather the data have been collected as a routine procedure during an industrial process. This makes certain demands on the multivariate modeling, as the selection of samples and variables can have an enormous effect. Common approaches in the modeling of industrial data are PCA (principal component analysis) and PLS (projection to latent structures or partial least squares) but there are also other methods that should be considered. The more advanced methods include multi block modeling and nonlinear modeling. In this thesis it is shown that the results of data analysis vary according to the modeling approach used, thus making the selection of the modeling approach dependent on the purpose of the model. If the model is intended to provide accurate predictions, the approach should be different than in the case where the purpose of modeling is mostly to obtain information about the variables and the process. For industrial applicability it is essential that the methods are robust and sufficiently simple to apply. In this way the methods and the results can be compared and an approach selected that is suitable for the intended purpose. Differences in data analysis methods are compared with data from different fields of industry in this thesis. In the first two papers, the multi block method is considered for data originating from the oil and fertilizer industries. The results are compared to those from PLS and priority PLS. The third paper considers applicability of multivariate models to process control for a reactive crystallization process. In the fourth paper, nonlinear modeling is examined with a data set from the oil industry. The response has a nonlinear relation to the descriptor matrix, and the results are compared between linear modeling, polynomial PLS and nonlinear modeling using nonlinear score vectors.

Modeling and Synthesis of Tracking Control for the Belt Drive System

Usingof belt for high precision applications has become appropriate because of the rapid development in motor and drive technology as well as the implementation of timing belts in servo systems. Belt drive systems provide highspeed and acceleration, accurate and repeatable motion with high efficiency, long stroke lengths and low cost. Modeling of a linear belt-drive system and designing its position control are examined in this work. Friction phenomena and position dependent elasticity of the belt are analyzed. Computer simulated results show that the developed model is adequate. The PID control for accurate tracking control and accurate position control is designed and applied to the real test setup. Both the simulation and the experimental results demonstrate that the designed controller meets the specified performance specifications.

Modeling of electrolyte sorption – from phase equilibria to dynamic separation systems

In this thesis, general approach is devised to model electrolyte sorption from aqueous solutions on solid materials. Electrolyte sorption is often considered as unwanted phenomenon in ion exchange and its potential as an independent separation method has not been fully explored. The solid sorbents studied here are porous and non-porous organic or inorganic materials with or without specific functional groups attached on the solid matrix. Accordingly, the sorption mechanisms include physical adsorption, chemisorption on the functional groups and partition restricted by electrostatic or steric factors. The model is tested in four Cases Studies dealing with chelating adsorption of transition metal mixtures, physical adsorption of metal and metalloid complexes from chloride solutions, size exclusion of electrolytes in nano-porous materials and electrolyte exclusion of electrolyte/non-electrolyte mixtures. The model parameters are estimated using experimental data from equilibrium and batch kinetic measurements, and they are used to simulate actual single-column fixed-bed separations. Phase equilibrium between the solution and solid phases is described using thermodynamic Gibbs-Donnan model and various adsorption models depending on the properties of the sorbent. The 3-dimensional thermodynamic approach is used for volume sorption in gel-type ion exchangers and in nano-porous adsorbents, and satisfactory correlation is obtained provided that both mixing and exclusion effects are adequately taken into account. 2-Dimensional surface adsorption models are successfully applied to physical adsorption of complex species and to chelating adsorption of transition metal salts. In the latter case, comparison is also made with complex formation models. Results of the mass transport studies show that uptake rates even in a competitive high-affinity system can be described by constant diffusion coefficients, when the adsorbent structure and the phase equilibrium conditions are adequately included in the model. Furthermore, a simplified solution based on the linear driving force approximation and the shrinking-core model is developed for very non-linear adsorption systems. In each Case Study, the actual separation is carried out batch-wise in fixed-beds and the experimental data are simulated/correlated using the parameters derived from equilibrium and kinetic data. Good agreement between the calculated and experimental break-through curves is usually obtained indicating that the proposed approach is useful in systems, which at first sight are very different. For example, the important improvement in copper separation from concentrated zinc sulfate solution at elevated temperatures can be correctly predicted by the model. In some cases, however, re-adjustment of model parameters is needed due to e.g. high solution viscosity.

Modeling of residual stresses and distortion due to welding in fillet welds

Welding has a growing role in modern world manufacturing. Welding joints are extensively used from pipes to aerospace industries. Prediction of welding residual stresses and distortions is necessary for accurate evaluation of fillet welds in relation to design and safety conditions. Residual stresses may be beneficial or detrimental, depending whether they are tensile or compressive and the loading. They directly affect the fatigue life of the weld by impacting crack growth rate. Beside theoretical background of residual stresses this study calculates residual stresses and deformations due to localized heating by welding process and subsequent rapid cooling in fillet welds. Validated methods are required for this purpose due to complexity of process, localized heating, temperature dependence of material properties and heat source. In this research both empirical and simulation methods were used for the analysis of welded joints. Finite element simulation has become a popular tool of prediction of welding residual stresses and distortion. Three different cases with and without preload have been modeled during this study. Thermal heat load set is used by calculating heat flux from the given heat input energy. First the linear and then nonlinear material behavior model is modeled for calculation of residual stresses. Experimental work is done to calculate the stresses empirically. The results from both the methods are compared to check their reliability. Residual stresses can have a significant effect on fatigue performance of the welded joints made of high strength steel. Both initial residual stress state and subsequent residual stress relaxation need to be considered for accurate description of fatigue behavior. Tensile residual stresses are detrimental and will reduce the fatigue life and compressive residual stresses will increase it. The residual stresses follow the yield strength of base or filler material and the components made of high strength steel are typically thin, where the role of distortion is emphasizing.

Mathematical modeling of level of anaesthesia from EEG measurements

Problem of modeling of anaesthesia depth level is studied in this Master Thesis. It applies analysis of EEG signals with nonlinear dynamics theory and further classification of obtained values. The main stages of this study are the following: data preprocessing; calculation of optimal embedding parameters for phase space reconstruction; obtaining reconstructed phase portraits of each EEG signal; formation of the feature set to characterise obtained phase portraits; classification of four different anaesthesia levels basing on previously estimated features. Classification was performed with: Linear and quadratic Discriminant Analysis, k Nearest Neighbours method and online clustering. In addition, this work provides overview of existing approaches to anaesthesia depth monitoring, description of basic concepts of nonlinear dynamics theory used in this Master Thesis and comparative analysis of several different classification methods.

Modeling a Network of Heat Exchangers

This research work addresses the problem of building a mathematical model for the given system of heat exchangers and to determine the temperatures, pressures and velocities at the intermediate positions. Such model could be used in nding an optimal design for such a superstructure. To limit the size and computing time a reduced network model was used. The method can be generalized to larger network structures. A mathematical model which includes a system of non-linear equations has been built and solved according to the Newton-Raphson algorithm. The results obtained by the proposed mathematical model were compared with the results obtained by the Paterson approximation and Chen's Approximation. Results of this research work in collaboration with a current ongoing research at the department will optimize the valve positions and hence, minimize the pumping cost and maximize the heat transfer of the system of heat exchangers.

Modeling Energy Futures Returns With Markov Regime Switching Model

Financial time series have a tendency of abruptly changing their behavior and maintain this behavior for several consecutive periods, and commodity futures returns are not an exception. This quality proposes that nonlinear models, as opposed to linear models, can more accurately describe returns and volatility. Markov regime switching models are able to match this behavior and have become a popular way to model financial time series. This study uses Markov regime switching model to describe the behavior of energy futures returns on a commodity level, because studies show that commodity futures are a heterogeneous asset class. The purpose of this thesis is twofold. First, determine how many regimes characterize individual energy commodities’ returns in different return frequencies. Second, study the characteristics of these regimes. We extent the previous studies on the subject in two ways: We allow for the possibility that the number of regimes may exceed two, as well as conduct the research on individual commodities rather than on commodity indices or subgroups of these indices. We use daily, weekly and monthly time series of Brent crude oil, WTI crude oil, natural gas, heating oil and gasoil futures returns over 1994–2014, where available, to carry out the study. We apply the likelihood ratio test to determine the sufficient number of regimes for each commodity and data frequency. Then the time series are modeled with Markov regime switching model to obtain the return distribution characteristics of each regime, as well as the transition probabilities of moving between regimes. The results for the number of regimes suggest that daily energy futures return series consist of three to six regimes, whereas weekly and monthly returns for all energy commodities display only two regimes. When the number of regimes exceeds two, there is a tendency for the time series of energy commodities to form groups of regimes. These groups are usually quite persistent as a whole because probability of a regime switch inside the group is high. However, individual regimes in these groups are not persistent and the process oscillates between these regimes frequently. Regimes that are not part of any group are generally persistent, but show low ergodic probability, i.e. rarely prevail in the market. This study also suggests that energy futures return series characterized with two regimes do not necessarily display persistent bull and bear regimes. In fact, for the majority of time series, bearish regime is considerably less persistent. Rahoituksen aikasarjoilla on taipumus arvaamattomasti muuttaa käyttäytymistään ja jatkaa tätä uutta käyttäytymistä useiden periodien ajan, eivätkä hyödykefutuurien tuotot tee tähän poikkeusta. Tämän ominaisuuden johdosta lineaaristen mallien sijasta epälineaariset mallit pystyvät tarkemmin kuvailemaan esimerkiksi tuottojen jakauman parametreja. Markov regiiminvaihtomallit pystyvät vangitsemaan tämän ominaisuuden ja siksi niistä on tullut suosittuja rahoituksen aikasarjojen mallintamisessa. Tämä tutkimus käyttää Markov regiiminvaihtomallia kuvaamaan yksittäisten energiafutuurien tuottojen käyttäytymistä, sillä tutkimukset osoittavat hyödykefutuurien olevan hyvin heterogeeninen omaisuusluokka. Tutkimuksen tarkoitus on selvittää, kuinka monta regiimiä tarvitaan kuvaamaan energiafutuurien tuottoja eri tuottofrekvensseillä ja mitkä ovat näiden regiimien ominaisuudet. Aiempaa tutkimusta aiheesta laajennetaan määrittämällä regiimien lukumäärä tilastotieteellisen testauksen menetelmin sekä tutkimalla energiafutuureja yksittäin; ei indeksi- tai alaindeksitasolla. Tutkimuksessa käytetään päivä-, viikko- ja kuukausiaikasarjoja Brent-raakaöljyn, WTI-raakaöljyn, maakaasun, lämmitysöljyn ja polttoöljyn tuotoista aikaväliltä 1994–2014, siltä osin kuin aineistoa on saatavilla. Likelihood ratio -testin avulla estimoidaan kaikille aikasarjoille regiimien määrä,jonka jälkeen Markov regiiminvaihtomallia hyödyntäen määritetään yksittäisten regiimientuottojakaumien ominaisuudet sekä regiimien välinen transitiomatriisi. Tulokset regiimien lukumäärän osalta osoittavat, että energiafutuurien päiväkohtaisten tuottojen aikasarjoissa regiimien lukumäärä vaihtelee kolmen ja kuuden välillä. Viikko- ja kuukausituottojen kohdalla kaikkien energiafutuurien prosesseissa regiimien lukumäärä on kaksi. Kun regiimejä on enemmän kuin kaksi, on prosessilla taipumus muodostaa regiimeistä koostuvia ryhmiä. Prosessi pysyy ryhmän sisällä yleensä pitkään, koska todennäköisyys siirtyä ryhmään kuuluvien regiimien välillä on suuri. Yksittäiset regiimit ryhmän sisällä eivät kuitenkaan ole kovin pysyviä. Näin ollen prosessi vaihtelee ryhmän sisäisten regiimien välillä tiuhaan. Regiimit, jotka eivät kuulu ryhmään, ovat yleensä pysyviä, mutta prosessi ajautuu niihin vain harvoin, sillä todennäköisyys siirtyä muista regiimeistä niihin on pieni. Tutkimuksen tulokset osoittavat myös, että prosesseissa, joita ohjaa kaksi regiimiä, nämä regiimit eivät välttämättä ole pysyvät bull- ja bear-markkinatilanteet. Tulokset osoittavat sen sijaan, että bear-markkinatilanne on energiafutuureissa selvästi vähemmän pysyvä.