10 resultados para Non-linear multiple regression
em Doria (National Library of Finland DSpace Services) - National Library of Finland, Finland
Resumo:
A rotating machine usually consists of a rotor and bearings that supports it. The nonidealities in these components may excite vibration of the rotating system. The uncontrolled vibrations may lead to excessive wearing of the components of the rotating machine or reduce the process quality. Vibrations may be harmful even when amplitudes are seemingly low, as is usually the case in superharmonic vibration that takes place below the first critical speed of the rotating machine. Superharmonic vibration is excited when the rotational velocity of the machine is a fraction of the natural frequency of the system. In such a situation, a part of the machine’s rotational energy is transformed into vibration energy. The amount of vibration energy should be minimised in the design of rotating machines. The superharmonic vibration phenomena can be studied by analysing the coupled rotor-bearing system employing a multibody simulation approach. This research is focused on the modelling of hydrodynamic journal bearings and rotorbearing systems supported by journal bearings. In particular, the non-idealities affecting the rotor-bearing system and their effect on the superharmonic vibration of the rotating system are analysed. A comparison of computationally efficient journal bearing models is carried out in order to validate one model for further development. The selected bearing model is improved in order to take the waviness of the shaft journal into account. The improved model is implemented and analyzed in a multibody simulation code. A rotor-bearing system that consists of a flexible tube roll, two journal bearings and a supporting structure is analysed employing the multibody simulation technique. The modelled non-idealities are the shell thickness variation in the tube roll and the waviness of the shaft journal in the bearing assembly. Both modelled non-idealities may cause subharmonic resonance in the system. In multibody simulation, the coupled effect of the non-idealities can be captured in the analysis. Additionally one non-ideality is presented that does not excite the vibrations itself but affects the response of the rotorbearing system, namely the waviness of the bearing bushing which is the non-rotating part of the bearing system. The modelled system is verified with measurements performed on a test rig. In the measurements the waviness of bearing bushing was not measured and therefore it’s affect on the response was not verified. In conclusion, the selected modelling approach is an appropriate method when analysing the response of the rotor-bearing system. When comparing the simulated results to the measured ones, the overall agreement between the results is concluded to be good.
Resumo:
Learning of preference relations has recently received significant attention in machine learning community. It is closely related to the classification and regression analysis and can be reduced to these tasks. However, preference learning involves prediction of ordering of the data points rather than prediction of a single numerical value as in case of regression or a class label as in case of classification. Therefore, studying preference relations within a separate framework facilitates not only better theoretical understanding of the problem, but also motivates development of the efficient algorithms for the task. Preference learning has many applications in domains such as information retrieval, bioinformatics, natural language processing, etc. For example, algorithms that learn to rank are frequently used in search engines for ordering documents retrieved by the query. Preference learning methods have been also applied to collaborative filtering problems for predicting individual customer choices from the vast amount of user generated feedback. In this thesis we propose several algorithms for learning preference relations. These algorithms stem from well founded and robust class of regularized least-squares methods and have many attractive computational properties. In order to improve the performance of our methods, we introduce several non-linear kernel functions. Thus, contribution of this thesis is twofold: kernel functions for structured data that are used to take advantage of various non-vectorial data representations and the preference learning algorithms that are suitable for different tasks, namely efficient learning of preference relations, learning with large amount of training data, and semi-supervised preference learning. Proposed kernel-based algorithms and kernels are applied to the parse ranking task in natural language processing, document ranking in information retrieval, and remote homology detection in bioinformatics domain. Training of kernel-based ranking algorithms can be infeasible when the size of the training set is large. This problem is addressed by proposing a preference learning algorithm whose computation complexity scales linearly with the number of training data points. We also introduce sparse approximation of the algorithm that can be efficiently trained with large amount of data. For situations when small amount of labeled data but a large amount of unlabeled data is available, we propose a co-regularized preference learning algorithm. To conclude, the methods presented in this thesis address not only the problem of the efficient training of the algorithms but also fast regularization parameter selection, multiple output prediction, and cross-validation. Furthermore, proposed algorithms lead to notably better performance in many preference learning tasks considered.
Resumo:
Työn päätavoitteena oli selvittää hinnan ja kilpailutilanteen vaikutusta matkaviestinnän diffuusioon. Työn empiirinen osuus tarkasteli matkapuhelinliittymien hinnan vaikutusta liittymien diffuusioon sekä sitä, miten alan kilpailu on vaikuttanut matkaviestinnän hintatasoon. Työssä analysoitiin myös matkaviestinnän kilpailutilannetta Suomen markkinoilla. Tutkimuksen empiirinen aineisto kerättiin toissijaisista lähteistä, esimerkiksi EMC-tietokannasta. Tutkimus oli luonteeltaan kvantitatiivinen.Empiirisessä osassa käytetyt mallit oli muodostettu aikaisempien tutkimuksien perusteella. Regressioanalyysiä käytettiin arvioitaessa hinnan vaikutusta diffuusionopeuteen ja mahdollisten omaksujien määrään. Regressioanalyysissä sovellettiin ei-lineaarista mallia.Tutkimustulokset osoittivat, että tasaisesti laskevilla matkapuhelinliittymien sekä matkapuhelimien hinnoilla ei ole merkittävää vaikutusta matkaviestinnän diffuusioon. Myöskään kilpailutilanne ei ole vaikuttanut paljon matkaviestinnän yleiseen hintatasoon. Työn tulosten perusteella voitiin antaa myös muutamia toimenpide-ehdotuksia jatkotutkimuksia varten.
Resumo:
The study of price risk management concerning high grade steel alloys and their components was conducted. This study was focused in metal commodities, of which nickel, chrome and molybdenum were in a central role. Also possible hedging instruments and strategies for referred metals were studied. In the literature part main themes are price formation of Ni, Cr and Mo, the functioning of metal exchanges and main hedging instruments for metal commodities. This section also covers how micro and macro variables may affect metal prices from the viewpoint of short as well as longer time period. The experimental part consists of three sections. In the first part, multiple regression model with seven explanatory variables was constructed to describe price behavior of nickel. Results were compared after this with information created with comparable simple regression model. Additionally, long time mean price reversion of nickel was studied. In the second part, theoretical price of CF8M alloy was studied by using nickel, ferro-chrome and ferro-molybdenum as explanatory variables. In the last section, cross hedging possibilities for illiquid FeCr -metal was studied with five LME futures. Also this section covers new information concerning possible forthcoming molybdenum future contracts as well. The results of this study confirm, that linear regression models which are based on the assumption of market rationality, are not able to reliably describe price development of metals at issue. Models fulfilling assumptions for linear regression may though include useful information of statistical significant variables which have effect on metal prices. According to the experimental part, short futures were found to incorporate the most accurate information concerning the price movements in the future. However, not even 3M futures were able to predict turning point in the market before the faced slump. Cross hedging seemed to be very doubtful risk management strategy for illiquid metals, because correlations coefficients were found to be very sensitive for the chosen time span.
Resumo:
Marine mammals are exposed to persistent organic pollutants (POPs), which may be biotransformed to metabolites some of which are highly toxic. Both POPs and their metabolites may lead to adverse health effects, which have been studied using various biomarkers. Changes in endocrine homeostasis have been suggested to be sensitive biomarkers for contaminant-related effects. The overall objective of this doctoral thesis was to investigate biotransformation capacity of POPs and their potential endocrine disruptive effects in two contrasting ringed seal populations from the low contaminated Svalbard area and from the highly contaminated Baltic Sea. Biotransformation capacity was studied by determining the relationships between congener-specific patterns and concentrations of polychlorinated biphenyls (PCBs), organochlorine pesticides (OCPs), polybrominated diphenyl ethers (PBDEs) and their hydroxyl (OH)- and/or methylsulfonyl (MeSO2)-metabolites, and catalytic activities of hepatic xenobiotic-metabolizing phase I and II enzymes. The results suggest that the biotransformation of PCBs, PBDEs and toxaphenes in ringed seals depends on the congener-specific halogen-substitution pattern. Biotransformation products detected in the seals included OH-PCBs, MeSO2-PCBs and –DDE, pentachlorophenol, 4-OHheptachlorostyrene, and to a minor extent OH-PBDEs. The effects of life history state (moulting and fasting) on contaminant status and potential biomarkers for endocrine disruption, including hormone and vitamin homeostasis, were investigated in the low contaminated ringed seal population from Svalbard. Moulting/fasting status strongly affected thyroid, vitamin A and calcitriol homeostasis, body condition and concentrations of POPs and their OH-metabolites. In contrast, moulting/fasting status was not associated with variations in vitamin E levels. Endocrine disruptive effects on multiple endpoints were investigated in the two contrasting ringed seal populations. The results suggest that thyroid, vitamin A and calcitriol homeostasis may be affected by the exposure of contaminants and/or their metabolites in the Baltic ringed seals. Complex and non-linear relationships were observed between the contaminant levels and the endocrine variables. Positive relationships between circulating free and total thyroid hormone concentration ratios and OH-PCBs suggest that OH-PCBs may mediate the disruption of thyroid hormone transport in plasma. Species differences in thyroid and bone-related effects of contaminants were studied in ringed and grey seals from low contaminated references areas and from the highly contaminated Baltic Sea. The results indicate that these two species living at the same environment approximately at the same trophic level respond in a very different way to contaminant exposure. The results of this thesis suggest that the health status of the Baltic ringed seals has still improved during the last decade. PCB and DDE levels have decreased in these seals and the contaminant-related effects are different today than a decade ago. The health of the Baltic ringed seals is still suggested to be affected by the contaminant exposure. At the present level of the contaminant exposure the Baltic ringed seals seem to be at a zone where their body is able to compensate for the contaminant-mediated endocrine disruption. Based on the results of this thesis, several recommendations that could be applied on monitoring and assessing risk for contaminant effects are provided. Circulating OH-metabolites should be included in monitoring and risk assessment programs due to their high toxic potential. It should be noted that endogenous variables may have complex and highly variable responses to contaminant exposure including non-linear responses. These relationships may be further confounded by life history status. Therefore, it is highly recommended that when using variables related to endocrine homeostasis to investigate/monitor or assess the risk of contaminant effects in seals, the life history status of the animal should be carefully taken into consideration. This applies especially when using thyroid, vitamin A or calcitriolrelated parameters during moulting/fasting period. Extrapolations between species for assessing risk for contaminant effects in phocid seals should be avoided.
Resumo:
Raw measurement data does not always immediately convey useful information, but applying mathematical statistical analysis tools into measurement data can improve the situation. Data analysis can offer benefits like acquiring meaningful insight from the dataset, basing critical decisions on the findings, and ruling out human bias through proper statistical treatment. In this thesis we analyze data from an industrial mineral processing plant with the aim of studying the possibility of forecasting the quality of the final product, given by one variable, with a model based on the other variables. For the study mathematical tools like Qlucore Omics Explorer (QOE) and Sparse Bayesian regression (SB) are used. Later on, linear regression is used to build a model based on a subset of variables that seem to have most significant weights in the SB model. The results obtained from QOE show that the variable representing the desired final product does not correlate with other variables. For SB and linear regression, the results show that both SB and linear regression models built on 1-day averaged data seriously underestimate the variance of true data, whereas the two models built on 1-month averaged data are reliable and able to explain a larger proportion of variability in the available data, making them suitable for prediction purposes. However, it is concluded that no single model can fit well the whole available dataset and therefore, it is proposed for future work to make piecewise non linear regression models if the same available dataset is used, or the plant to provide another dataset that should be collected in a more systematic fashion than the present data for further analysis.
Resumo:
Asymmetric synthesis using modified heterogeneous catalysts has gained lots of interest in the production of optically pure chemicals, such as pharmaceuticals, nutraceuticals, fragrances and agrochemicals. Heterogeneous modified catalysts capable of inducing high enantioselectivities are preferred in industrial scale due to their superior separation and handling properties. The topic has been intensively investigated both in industry and academia. The enantioselective hydrogenation of ethyl benzoylformate (EBF) to (R)-ethyl mandelate over (-)-cinchonidine (CD)-modified Pt/Al2O3 catalyst in a laboratory-scale semi-batch reactor was studied as a function of modifier concentration, reaction temperature, stirring rate and catalyst particle size. The main product was always (R)-ethyl mandelate while small amounts of (S)-ethyl mandelate were obtained as by product. The kinetic results showed higher enantioselectivity and lower initial rates approaching asymptotically to a constant value as the amount of modifier was increased. Additionally, catalyst deactivation due to presence of impurities in the feed was prominent in some cases; therefore activated carbon was used as a cleaning agent of the raw material to remove impurities prior to catalyst addition. Detailed characterizations methods (SEM, EDX, TPR, BET, chemisorption, particle size distribution) of the catalysts were carried out. Solvent effects were also studied in the semi-batch reactor. Solvents with dielectric constant (e) between 2 and 25 were applied. The enantiomeric excess (ee) increased with an increase of the dielectric coefficient up to a maximum followed by a nonlinear decrease. A kinetic model was proposed for the enantioselectivity dependence on the dielectric constant based on the Kirkwood treatment. The non-linear dependence of ee on (e) successfully described the variation of ee in different solvents. Systematic kinetic experiments were carried out in the semi-batch reactor. Toluene was used as a solvent. Based on these results, a kinetic model based on the assumption of different number of sites was developed. Density functional theory calculations were applied to study the energetics of the EBF adsorption on pure Pt(1 1 1). The hydrogenation rate constants were determined along with the adsorption parameters by non-linear regression analysis. A comparison between the model and the experimental data revealed a very good correspondence. Transient experiments in a fixed-bed reactor were also carried out in this work. The results demonstrated that continuous enantioselective hydrogenation of EBF in hexane/2-propanol 90/10 (v/v) is possible and that continuous feeding of (-)-cinchonidine is needed to maintain a high steady-state enantioselectivity. The catalyst showed a good stability and high enantioselectivity was achieved in the fixed-bed reactor. Chromatographic separation of (R)- and (S)-ethyl mandelate originating from the continuous reactor was investigated. A commercial column filled with a chiral resin was chosen as a perspective preparative-scale adsorbent. Since the adsorption equilibrium isotherms were linear within the entire investigated range of concentrations, they were determined by pulse experiments for the isomers present in a post-reaction mixture. Breakthrough curves were measured and described successfully by the dispersive plug flow model with a linear driving force approximation. The focus of this research project was the development of a new integrated production concept of optically active chemicals by combining heterogeneous catalysis and chromatographic separation technology. The proposed work is fundamental research in advanced process technology aiming to improve efficiency and enable clean and environmentally benign production of enantiomeric pure chemicals.
Resumo:
Tutkielman tavoitteena on selvittää osinkosuhteen, osinkotuoton ja omavaraisuusasteen vaikutus osakkeesta saatavaan kokonaistuottoon Suomenosakemarkkinoilla vuosina 2002–2013. Muuttujien kausaliteettisuhde kokonaistuottoon selvitetään regressioanalyysilla. Portfolioanalyysin avulla tutkitaan valittujen tunnuslukujen toimivuutta sijoitusstrategiana. Tutkimuksessa muodostetaan myös osinkosuhteen ja osinkotuoton yhdistelmänä tunnusluku, jolla pyritään maksimoimaan sijoittajan saama tuotto. Empiiriset tulokset osoittivat, että sijoittaja pystyy saavuttamaan ylituottoja hyödyntämällä edellä mainittuja tunnuslukuja osakevalinnassa. Osinkotuoton ja osakkeen kokonaistuoton välillä havaittiin positiivinen lineaarinen korrelaatio. Portfolioanalyysin perusteella sekä omavaraisuusasteen että osinkosuhteen osalta vaikutus sijoittajan saamaan riskisuhteutettuun kokonaistuottoon on ei-lineaarinen. Valittuja tunnuslukuja ja menetelmiä hyödyntäen sijoittaja saa parhaimman riskisuhteutetun tuoton valitsemalla sijoitussalkkuunsa osakkeita, joiden osinkosuhteen arvo sijoittuu toiseksi ylimpään kvartiiliin sekä osakkeita, joiden osinkotuotto on korkea ja omavaraisuusaste on samanaikaisesti alhainen.
Resumo:
One challenge on data assimilation (DA) methods is how the error covariance for the model state is computed. Ensemble methods have been proposed for producing error covariance estimates, as error is propagated in time using the non-linear model. Variational methods, on the other hand, use the concepts of control theory, whereby the state estimate is optimized from both the background and the measurements. Numerical optimization schemes are applied which solve the problem of memory storage and huge matrix inversion needed by classical Kalman filter methods. Variational Ensemble Kalman filter (VEnKF), as a method inspired the Variational Kalman Filter (VKF), enjoys the benefits from both ensemble methods and variational methods. It avoids filter inbreeding problems which emerge when the ensemble spread underestimates the true error covariance. In VEnKF this is tackled by resampling the ensemble every time measurements are available. One advantage of VEnKF over VKF is that it needs neither tangent linear code nor adjoint code. In this thesis, VEnKF has been applied to a two-dimensional shallow water model simulating a dam-break experiment. The model is a public code with water height measurements recorded in seven stations along the 21:2 m long 1:4 m wide flume’s mid-line. Because the data were too sparse to assimilate the 30 171 model state vector, we chose to interpolate the data both in time and in space. The results of the assimilation were compared with that of a pure simulation. We have found that the results revealed by the VEnKF were more realistic, without numerical artifacts present in the pure simulation. Creating a wrapper code for a model and DA scheme might be challenging, especially when the two were designed independently or are poorly documented. In this thesis we have presented a non-intrusive approach of coupling the model and a DA scheme. An external program is used to send and receive information between the model and DA procedure using files. The advantage of this method is that the model code changes needed are minimal, only a few lines which facilitate input and output. Apart from being simple to coupling, the approach can be employed even if the two were written in different programming languages, because the communication is not through code. The non-intrusive approach is made to accommodate parallel computing by just telling the control program to wait until all the processes have ended before the DA procedure is invoked. It is worth mentioning the overhead increase caused by the approach, as at every assimilation cycle both the model and the DA procedure have to be initialized. Nonetheless, the method can be an ideal approach for a benchmark platform in testing DA methods. The non-intrusive VEnKF has been applied to a multi-purpose hydrodynamic model COHERENS to assimilate Total Suspended Matter (TSM) in lake Säkylän Pyhäjärvi. The lake has an area of 154 km2 with an average depth of 5:4 m. Turbidity and chlorophyll-a concentrations from MERIS satellite images for 7 days between May 16 and July 6 2009 were available. The effect of the organic matter has been computationally eliminated to obtain TSM data. Because of computational demands from both COHERENS and VEnKF, we have chosen to use 1 km grid resolution. The results of the VEnKF have been compared with the measurements recorded at an automatic station located at the North-Western part of the lake. However, due to TSM data sparsity in both time and space, it could not be well matched. The use of multiple automatic stations with real time data is important to elude the time sparsity problem. With DA, this will help in better understanding the environmental hazard variables for instance. We have found that using a very high ensemble size does not necessarily improve the results, because there is a limit whereby additional ensemble members add very little to the performance. Successful implementation of the non-intrusive VEnKF and the ensemble size limit for performance leads to an emerging area of Reduced Order Modeling (ROM). To save computational resources, running full-blown model in ROM is avoided. When the ROM is applied with the non-intrusive DA approach, it might result in a cheaper algorithm that will relax computation challenges existing in the field of modelling and DA.