Quantile Estimation in Non-Stationary Streaming Data

We provide an incremental quantile estimator for Non-stationary Streaming Data. We propose a method for simultaneous estimation of multiple quantiles corresponding to the given probability levels from streaming data. Due to the limitations of the memory, it is not feasible to compute the quantiles by storing the data. So estimating the quantiles as the data pass by is the only possibility. This can be effective in network measurement. To provide the minimum of the mean-squared error of the estimation, we use parabolic approximation and for comparison we simulate the results for different number of runs and using both linear and parabolic approximations.

IP Multicast in Future Mobile Networks

Erilaisten IP-pohjaisten palvelujen käyttö lisääntyy jatkuvasti samalla, kun käyttäjistä tulee yhä liikkuvaisempia. Tästä syystä IP- protokolla tulee väistämättä myös mobiiliverkkoihin. Tässä diplomityössä tutkitaan mobiliteetin IP multcastingiin tuomia ongelmia ja simuloidaan niitä Network Simulatoria käyttäen. Pääpaino on ongelmalla, joka aiheutuu multicast- ryhmänmuodostusviiveestä. Tätä ongelmaa simuloidaan, jotta viiveen, mobiilikäyttäjien palveluunsaapumistaajuuden ja Scalable Reliable Multicast (SRM) protokollan ajastinarvojen asetusten vaikutus repair request- pakettien määrään ja sitä kautta suoritettavien uudelleenlähetysten määrään selviäisi. Eri parametrien vaikutuksen tutkimiseksi esitetään simulaatiotuloksia varioiduilla parametreillä käyttäen CDF- käyriä. Tulosten perusteella merkittävin tekijä uudelleenlähetyspyyntöjen kannalta on protokollan ajastimien arvot ja haluttu palvelun taso, viiveen merkityksen jäädessä vähäiseksi. Työn lopuksi tutkitaan SRM- protokollan soveltuvuutta mobiiliverkkoihin ja pohditaan vaihtoehtoja toiminnan parantamiseksi.

On Option Price Information Content and Extraction of Implied Probability Distributions

In this study we used market settlement prices of European call options on stock index futures to extract implied probability distribution function (PDF). The method used produces a PDF of returns of an underlying asset at expiration date from implied volatility smile. With this method, the assumption of lognormal distribution (Black-Scholes model) is tested. The market view of the asset price dynamics can then be used for various purposes (hedging, speculation). We used the so called smoothing approach for implied PDF extraction presented by Shimko (1993). In our analysis we obtained implied volatility smiles from index futures markets (S&P 500 and DAX indices) and standardized them. The method introduced by Breeden and Litzenberger (1978) was then used on PDF extraction. The results show significant deviations from the assumption of lognormal returns for S&P500 options while DAX options mostly fit the lognormal distribution. A deviant subjective view of PDF can be used to form a strategy as discussed in the last section.

Size Effect and Notch Size Effect in Metal Fatigue

It is a well known phenomenon that the constant amplitude fatigue limit of a large component is lower than the fatigue limit of a small specimen made of the same material. In notched components the opposite occurs: the fatigue limit defined as the maximum stress at the notch is higher than that achieved with smooth specimens. These two effects have been taken into account in most design handbooks with the help of experimental formulas or design curves. The basic idea of this study is that the size effect can mainly be explained by the statistical size effect. A component subjected to an alternating load can be assumed to form a sample of initiated cracks at the end of the crack initiation phase. The size of the sample depends on the size of the specimen in question. The main objective of this study is to develop a statistical model for the estimation of this kind of size effect. It was shown that the size of a sample of initiated cracks shall be based on the stressed surface area of the specimen. In case of varying stress distribution, an effective stress area must be calculated. It is based on the decreasing probability of equally sized initiated cracks at lower stress level. If the distribution function of the parent population of cracks is known, the distribution of the maximum crack size in a sample can be defined. This makes it possible to calculate an estimate of the largest expected crack in any sample size. The estimate of the fatigue limit can now be calculated with the help of the linear elastic fracture mechanics. In notched components another source of size effect has to be taken into account. If we think about two specimens which have similar shape, but the size is different, it can be seen that the stress gradient in the smaller specimen is steeper. If there is an initiated crack in both of them, the stress intensity factor at the crack in the larger specimen is higher. The second goal of this thesis is to create a calculation method for this factor which is called the geometric size effect. The proposed method for the calculation of the geometric size effect is also based on the use of the linear elastic fracture mechanics. It is possible to calculate an accurate value of the stress intensity factor in a non linear stress field using weight functions. The calculated stress intensity factor values at the initiated crack can be compared to the corresponding stress intensity factor due to constant stress. The notch size effect is calculated as the ratio of these stress intensity factors. The presented methods were tested against experimental results taken from three German doctoral works. Two candidates for the parent population of initiated cracks were found: the Weibull distribution and the log normal distribution. Both of them can be used successfully for the prediction of the statistical size effect for smooth specimens. In case of notched components the geometric size effect due to the stress gradient shall be combined with the statistical size effect. The proposed method gives good results as long as the notch in question is blunt enough. For very sharp notches, stress concentration factor about 5 or higher, the method does not give sufficient results. It was shown that the plastic portion of the strain becomes quite high at the root of this kind of notches. The use of the linear elastic fracture mechanics becomes therefore questionable.

An analytic approach to distribution logistics strategic management

Logistics management is increasingly being recognised by many companies to be of critical concern. The logistics function includes directly or indirectly many of the new areas for achieving or maintaining competitive advantage that companies have been forced to develop due to increasing competitive pressures. The key to achieving a competitive advantage is to manage the logistics function strategically which involves determining the most cost effective method of providing the necessary customer service levels from the many combinations of operating procedures in the areas of transportation, warehousing, order processing and information systems, production, and inventory management. In this thesis, a comprehensive distribution logistics strategic management process is formed by integrating the periodic strategic planning process with a continuous strategic issues management process. Strategic planning is used for defining the basic objectives for a company and assuring co operation and synergy between the different functions of a company while strategic issues management is used on a continuous basis in order to deal with environmental and internal turbulence. The strategic planning subprocess consists of the following main phases: (1) situational analyses, (2) defining the vision and strategic goals for the logistics function, (3) determining objectives and strategies, (4) drawing up tactical action plans, and (5) evaluating the implementation of the plans and making the needed adjustments. The aim of the strategic issues management subprocess is to continuously scan the environment and the organisation for early identification of the issues having a significant impact on the logistics function using the following steps: (1) the identification of trends, (2) assessing the impact and urgency of the identified trends, (3) assigning priorities to the issues, and (4) planning responses to the, issues. The Analytic Hierarchy Process (AHP) is a systematic procedure for structuring any problem. AHP is based on the following three principles: decomposition, comparative judgements, and synthesis of priorities. AHP starts by decomposing a complex, multicriteria problem into a hierarchy where each level consists of a few manageable elements which are then decomposed into another set of elements. The second step is to use a measurement methodology to establish priorities among the elements within each level of the hierarchy. The third step in using AHP is to synthesise the priorities of the elements to establish the overall priorities for the decision alternatives. In this thesis, decision support systems are developed for different areas of distribution logistics strategic management by applying the Analytic Hierarchy Process. The areas covered are: (1) logistics strategic issues management, (2) planning of logistic structure, (3) warehouse site selection, (4) inventory forecasting, (5) defining logistic action and development plans, (6) choosing a distribution logistics strategy, (7) analysing and selecting transport service providers, (8) defining the logistic vision and strategic goals, (9) benchmarking logistic performance, and (10) logistic service management. The thesis demonstrates the potential of AHP as a systematic and analytic approach to distribution logistics strategic management.

Distribution and role of macrophytes in coastal lagoons : implications of critical shifts

Crossroads, crucibles and refuges are three words that may describe natural coastal lagoon environments. The words refer to the complex mix of marine and terrestrial influences, prolonged dilution due to the semi-enclosed nature and the function of a habitat for highly diverse plant and animal communities, some of which are endangered. To attain a realistic picture of the present situation, high vulnerability to anthropogenic impact should be added to the description. As the sea floor in coastal lagoons is usually entirely photic, macrophyte primary production is accentuated compared with open sea environments. There is, however, a lack of proper knowledge on the importance of vegetation for the general functioning of coastal lagoon ecosystems. The aim of this thesis is to assess the role of macrophyte diversity, cover and species identity over temporal and spatial scales for lagoon functions, and to determine which steering factors primarily restrict the qualitative and quantitative composition of vegetation in coastal lagoons. The results are linked to patterns of related trophic levels and the indicative potential of vegetation for assessment of general conditions in coastal lagoons is evaluated. This thesis includes five field studies conducted in flads and glo-flads in the brackish water northern Baltic Sea. Flads and glo-flads are defined as a Baltic variety of coastal lagoons, which due to an inlet threshold and post-glacial landuplift slowly will be isolated from the open sea. This process shrinks inlet size, increases exposure and water retention, and is called habitat isolation. The studied coastal lagoons are situated in the archipelago areas of the eastern coast of Sweden, the Åland Islands and the south-west mainland of Finland, where land-uplift amounts to ca. 5 mm/ per year. Out of 400 evaluated sites, a total of 70 lagoons varying in inlet size, archipelago position and anthropogenic influence to cover for essential environmental variation were chosen for further inventory. Vegetation composition, cover and richness were measured together with several hydrographic and morphometric variables in the lagoons both seasonally and inter-annually to cover for general regional, local and temporal patterns influencing lagoon and vegetation development. On smaller species-level scale, the effects of macrophyte species identity and richness for the fish habitat function were studied by examining the influence of plant interaction on juvenile fish diversity. Thus, the active election of plant monoand polycultures by fish and the diversity of fish in the respective culture were examined and related to plant height and water depth. The lagoons and vegetation composition were found to experience a regime shift initiated by increased habitat isolation along with land-uplift. Vegetation composition altered, richness decreased and cover increased forming a less isolated and more isolated regime, named the vascular plant regime and charophyte regime, respectively according to the dominant vegetation. As total phosphorus in the water, turbidity and the impact of regional influences decreased in parallel, the dominance of charophytes and increasing cover seemed to buffer and stabilize conditions in the charophyte regime and indicated an increased functional role of vegetation for the lagoon ecosystem. The regime pattern was unaffected by geographical differences, while strong anthropogenic impact seemed to distort the pattern due to loss of especially Chara tomentosa L. in the charophyte regime. The regimes were further found unperturbed by short-time temporal fluctuations. In fact the seasonal and inter-annual dynamics reinforced the functional difference between the regimes by the increasing role of vegetation along habitat isolation and the resemblance to lake environments for the charophyte regime. For instance, greater total phosphorus and chlorophyll a concentrations in the water in the beginning of the season in the charophyte regime compared with the vascular plant regime presented a steeper reduction to even lower values than in the vascular plant regime along the season. Despite a regional importance and positive relationship of macrophyte diversity in relation to trophic diversity, species identity was underlined in the results of this thesis, especially with decreasing spatial scale. This result was supported partly by the increased role of charophytes in the functioning of the charophyte regime, but even more explicitly by the species-specific preference of juvenile fish for tall macrophyte monocultures. On a smaller species-level scale, tall plant species in monoculture seemed to be able to increase their length, indicating that negative selection forms preferred habitat structures, which increase fish diversity. This negative relationship between plant and fish diversity suggest a shift in diversity patterns among trohic levels on smaller scale. Thus, as diversity patterns seem complex and diverge among spatial scales, it might be ambiguous to extend the understanding of diversity relationships from one trophic level to the other. All together, the regime shift described here presents similarities to the regime development in marine lagoon environments and shallow lakes subjected to nutrient enrichment. However, due to nutrient buffering by vegetation with increased isolation and water retention as a consequence of the inlet threshold, the development seems opposite to the course along an eutrophication gradient described in marine lagoons lacking an inlet threshold, where the role of vegetation decreases. Thus, the results imply devastating consequences of inlet dredging (decreasing isolation) in terms of vegetation loss and nutrient release, and call for increased conservational supervision. Especially the red listed charophytes would suffer negatively from such interference and the consequences are likely to also deteriorate juvenile fish production. The fact that a new species to Finland, Chara connivens Salzm. Ex. Braun 1835 was discovered during this study further indicates a potential of the lagoons serving as refuges for rare species.

The Structural Basis for inorganic Pyrophosphatase Catalysis and Regulation

Inorganic pyrophosphatases (PPases) are essential enzymes for every living cell. PPases provide the necessary thermodynamic pull for many biosynthetic reactions by hydrolyzing pyrophosphate. There are two types of PPases: integral membrane-bound and soluble enzymes. The latter type is divided into two non-homologous protein families, I and II. Family I PPases are present in all kingdoms of life, whereas family II PPases are only found in prokaryotes, including archae. Family I PPases, particularly that from Saccharomyces cerevisiae, are among the most extensively characterized phosphoryl transfer enzymes. In the present study, we have solved the structures of wild-type and seven active site variants of S. cerevisiae PPase bound to its natural metal cofactor, magnesium ion. These structures have facilitated derivation of the complete enzyme reaction scheme for PPase, fulfilling structures of all the reaction intermediates. The main focus in this study was on a novel subfamily of family II PPases (CBSPPase) containing a large insert formed by two CBS domains and a DRTGG domain within the catalytic domain. The CBS domain (named after cystathionine beta-synthase in which it was initially identified) usually occurs as tandem pairs with two or four copies in many proteins in all kingdoms of life. The structure formed by a pair of CBS domains is also known as a Bateman domain. CBS domains function as regulatory units, with adenylate ligands as the main effectors. The DRTGG domain (designated based on its most conserved residues) occurs less frequently and only in prokaryotes. Often, the domain co-exists with CBS domains, but its function remains unknown. The key objective of the current study was to explore the structural rearrangements in the CBS domains induced by regulatory adenylate ligands and their functional consequences. Two CBS-PPases were investigated, one from Clostridium perfringens (cpCBS-PPase) containing both CBS and DRTGG domains in its regulatory region and the other from Moorella thermoacetica (mt CBS-PPase) lacking the DRTGG domain. We additionally constructed a separate regulatory region of cpCBS-PPase (cpCBS). Both full-length enzymes and cpCBS formed homodimers. Two structures of the regulatory region of cpCBS-PPase complexed with the inhibitor, AMP, and activator, diadenosine tetraphosphate, were solved. The structures were significantly different, providing information on the structural pathway from bound adenylates to the interface between the regulatory and catalytic parts. To our knowledge, these are the first reported structures of a regulated CBS enzyme, which reveal large conformational changes upon regulator binding. The activator-bound structure was more open, consistent with the different thermostabilities of the activator- and inhibitor-bound forms of cpCBS-PPase. The results of the functional studies on wild-type and variant CBS-PPases provide support for inferences made on the basis of structural analyses. Moreover, these findings indicate that CBS-PPase activity is highly sensitive to adenine nucleotide distribution between AMP, ADP and ATP, and hence to the energy level of the cell. CBS-PPase activity is markedly inhibited at low energy levels, allowing PPi energy to be used for cell survival instead of being converted into heat.

Power-line-communication-based data transmission concept for an LVDC electricity distribution network – Analysis and implementation

Communications play a key role in modern smart grids. New functionalities that make the grids ‘smart’ require the communication network to function properly. Data transmission between intelligent electric devices (IEDs) in the rectifier and the customer-end inverters (CEIs) used for power conversion is also required in the smart grid concept of the low-voltage direct current (LVDC) distribution network. Smart grid applications, such as smart metering, demand side management (DSM), and grid protection applied with communications are all installed in the LVDC system. Thus, besides remote connection to the databases of the grid operators, a local communication network in the LVDC network is needed. One solution applied to implement the communication medium in power distribution grids is power line communication (PLC). There are power cables in the distribution grids, and hence, they may be applied as a communication channel for the distribution-level data. This doctoral thesis proposes an IP-based high-frequency (HF) band PLC data transmission concept for the LVDC network. A general method to implement the Ethernet-based PLC concept between the public distribution rectifier and the customerend inverters in the LVDC grid is introduced. Low-voltage cables are studied as the communication channel in the frequency band of 100 kHz–30 MHz. The communication channel characteristics and the noise in the channel are described. All individual components in the channel are presented in detail, and a channel model, comprising models for each channel component is developed and verified by measurements. The channel noise is also studied by measurements. Theoretical signalto- noise ratio (SNR) and channel capacity analyses and practical data transmission tests are carried out to evaluate the applicability of the PLC concept against the requirements set by the smart grid applications in the LVDC system. The main results concerning the applicability of the PLC concept and its limitations are presented, and suggestion for future research proposed.

Ellagitannins in Finnish plant species – Characterization, distribution and oxidative activity

Ellagitannins are secondary metabolites that are produced by plants. Among other features, they are assumed to function as plants’ defensive compounds against plant-eating herbivores. This thesis focuses on a theory, which suggests that the biological activity of ellagitannins is based on their tendency to oxidize at the highly alkaline gut conditions of insect herbivores (oxidative activity). To study the biological activities of ellagitannins, a wide variety of structurally different ellagitannins were purified from different plant species by using liquid chromatographic techniques. The structures were characterized with the aid of spectrometric methods. Based on the acquired data, it was also possible to create a scheme, which enables the classification and even identification of ellagitannins from plant extracts without the need to isolate each compound for individual characterization. The biological activities of ellagitannins were determined with methods that are based on the abilities of the compounds to scavenge radicals, chelate iron ions, and on their rate of oxidation at high pH. The results showed that ellagitannins possess oxidative activities both at high and neutral pH, and that their activities depend on structure. The occurrence, distribution and content of ellagitannins in Finnish plant species were also studied. The specific ellagitannin profiles of the studied plant species were found to correlate well with their taxonomic classification.

Evaluation of the Efficiency of Line-Start Permanent-Magnet Machines as a Function of the Operating Temperature

The standard squirrel-cage induction machine has nearly reached its maximum efficiency. In order to further increase the energy efficiency of electrical machines, the use of permanent magnets in combination with the robust design and the line start capability of the induction machine is extensively investigated. Many experimental designs have been suggested in literature, but recently, these line-start permanent-magnet machines (LSPMMs) have become off-the-shelf products available in a power range up to 7.5 kW. The permanent magnet flux density is a function of the operating temperature. Consequently, the temperature will affect almost every electrical quantity of the machine, including current, torque, and efficiency. In this paper, the efficiency of an off-the-shelf 4-kW three-phase LSPMM is evaluated as a function of the temperature by both finite-element modeling and by practical measurements. In order to obtain stator, rotor, and permanent magnet temperatures, lumped thermal modeling is used.