MCMC Analysis Of Classical Time Series Algorithms

Identification of order of an Autoregressive Moving Average Model (ARMA) by the usual graphical method is subjective. Hence, there is a need of developing a technique to identify the order without employing the graphical investigation of series autocorrelations. To avoid subjectivity, this thesis focuses on determining the order of the Autoregressive Moving Average Model using Reversible Jump Markov Chain Monte Carlo (RJMCMC). The RJMCMC selects the model from a set of the models suggested by better fitting, standard deviation errors and the frequency of accepted data. Together with deep analysis of the classical Box-Jenkins modeling methodology the integration with MCMC algorithms has been focused through parameter estimation and model fitting of ARMA models. This helps to verify how well the MCMC algorithms can treat the ARMA models, by comparing the results with graphical method. It has been seen that the MCMC produced better results than the classical time series approach.

Utilization of a Time Domain Simulator in the Technical and Economic Analysis of a Wind Turbine Electric Drive Train

The amount of installed wind power has been growing exponentially during the past ten years. As wind turbines have become a significant source of electrical energy, the interactions between the turbines and the electric power network need to be studied more thoroughly than before. Especially, the behavior of the turbines in fault situations is of prime importance; simply disconnecting all wind turbines from the network during a voltage drop is no longer acceptable, since this would contribute to a total network collapse. These requirements have been a contributor to the increased role of simulations in the study and design of the electric drive train of a wind turbine. When planning a wind power investment, the selection of the site and the turbine are crucial for the economic feasibility of the installation. Economic feasibility, on the other hand, is the factor that determines whether or not investment in wind power will continue, contributing to green electricity production and reduction of emissions. In the selection of the installation site and the turbine (siting and site matching), the properties of the electric drive train of the planned turbine have so far been generally not been taken into account. Additionally, although the loss minimization of some of the individual components of the drive train has been studied, the drive train as a whole has received less attention. Furthermore, as a wind turbine will typically operate at a power level lower than the nominal most of the time, efficiency analysis in the nominal operating point is not sufficient. This doctoral dissertation attempts to combine the two aforementioned areas of interest by studying the applicability of time domain simulations in the analysis of the economicfeasibility of a wind turbine. The utilization of a general-purpose time domain simulator, otherwise applied to the study of network interactions and control systems, in the economic analysis of the wind energy conversion system is studied. The main benefits of the simulation-based method over traditional methods based on analytic calculation of losses include the ability to reuse and recombine existing models, the ability to analyze interactions between the components and subsystems in the electric drive train (something which is impossible when considering different subsystems as independent blocks, as is commonly done in theanalytical calculation of efficiencies), the ability to analyze in a rather straightforward manner the effect of selections other than physical components, for example control algorithms, and the ability to verify assumptions of the effects of a particular design change on the efficiency of the whole system. Based on the work, it can be concluded that differences between two configurations can be seen in the economic performance with only minor modifications to the simulation models used in the network interaction and control method study. This eliminates the need ofdeveloping analytic expressions for losses and enables the study of the system as a whole instead of modeling it as series connection of independent blocks with no lossinterdependencies. Three example cases (site matching, component selection, control principle selection) are provided to illustrate the usage of the approach and analyze its performance.

Modeling of water/steam circulation in Circulating Fluidized Bed boiler

A distinctive design feature of steam boiler with natural circulation is the presence of the steam drum which plays a role of the separator of vapor from the flow of water-and-steam mixture coming into steam drum from the furnace tubes. Steam drum with unheated downcomer tubes, deducing from it, and riser (screen/furnace tubes) inside the furnace is a closed circulation loop in which movement of water (downcomer tubes) and water-and-steam mixture (riser tubes) is organized. The movement of the working fluid is appears due to occurrence of the natural pressure, determined by the difference in hydrostatic pressure and the mass of water and water-and-steam mixtures in downcomer and riser tubes and called the driving pressure of the natural circulation: S drive = H steam (ρ down + ρ mix) g where: ρ down - density of water in downcomer tubes; ρ mix - density of water in riser tubes; H steam - height of steam content section; g - acceleration of gravity. In steam boilers with natural circulation the circulation rate is usually between 10 and 30. Thus, consumption of water in the circulation circuit “circulation rate times” more than steam output of the boiler. There are two aspects of the design of natural water circulation loops. One is to ensure a sufficient mass flux of circulating water to avoid burnout of evaporator tubes. The other is to avoid tube wall temperature fluctuation and tube vibration due to oscillation of circulation velocity. The design criteria are therefore reduced, in principle, to those of critical heat flux, critical flow rate for burnout, and flow instability. In practical design, however, the circulation velocity and the void fraction at the evaporator tube outlet are used as the design criteria (Seikan I., et. al., 1999). This study has been made with assumption that the heat flux in the furnace of the boiler even all the time. The target of the study was to define the circulation rate of the boiler, thus average heat flux do not change it. I would like to acknowledge professionals from “Foster Wheeler” company for good and comfortable cooperation.

Statistical analysis of survey-based event history data with application to modeling of unemployment duration

Longitudinal surveys are increasingly used to collect event history data on person-specific processes such as transitions between labour market states. Surveybased event history data pose a number of challenges for statistical analysis. These challenges include survey errors due to sampling, non-response, attrition and measurement. This study deals with non-response, attrition and measurement errors in event history data and the bias caused by them in event history analysis. The study also discusses some choices faced by a researcher using longitudinal survey data for event history analysis and demonstrates their effects. These choices include, whether a design-based or a model-based approach is taken, which subset of data to use and, if a design-based approach is taken, which weights to use. The study takes advantage of the possibility to use combined longitudinal survey register data. The Finnish subset of European Community Household Panel (FI ECHP) survey for waves 1–5 were linked at person-level with longitudinal register data. Unemployment spells were used as study variables of interest. Lastly, a simulation study was conducted in order to assess the statistical properties of the Inverse Probability of Censoring Weighting (IPCW) method in a survey data context. The study shows how combined longitudinal survey register data can be used to analyse and compare the non-response and attrition processes, test the missingness mechanism type and estimate the size of bias due to non-response and attrition. In our empirical analysis, initial non-response turned out to be a more important source of bias than attrition. Reported unemployment spells were subject to seam effects, omissions, and, to a lesser extent, overreporting. The use of proxy interviews tended to cause spell omissions. An often-ignored phenomenon classification error in reported spell outcomes, was also found in the data. Neither the Missing At Random (MAR) assumption about non-response and attrition mechanisms, nor the classical assumptions about measurement errors, turned out to be valid. Both measurement errors in spell durations and spell outcomes were found to cause bias in estimates from event history models. Low measurement accuracy affected the estimates of baseline hazard most. The design-based estimates based on data from respondents to all waves of interest and weighted by the last wave weights displayed the largest bias. Using all the available data, including the spells by attriters until the time of attrition, helped to reduce attrition bias. Lastly, the simulation study showed that the IPCW correction to design weights reduces bias due to dependent censoring in design-based Kaplan-Meier and Cox proportional hazard model estimators. The study discusses implications of the results for survey organisations collecting event history data, researchers using surveys for event history analysis, and researchers who develop methods to correct for non-sampling biases in event history data.

Modeling of fireside deposit formation in two industrial furnaces

Fireside deposits can be found in many types of utility and industrial furnaces. The deposits in furnaces are problematic because they can reduce heat transfer, block gas paths and cause corrosion. To tackle these problems, it is vital to estimate the influence of deposits on heat transfer, to minimize deposit formation and to optimize deposit removal. It is beneficial to have a good understanding of the mechanisms of fireside deposit formation. Numerical modeling is a powerful tool for investigating the heat transfer in furnaces, and it can provide valuable information for understanding the mechanisms of deposit formation. In addition, a sub-model of deposit formation is generally an essential part of a comprehensive furnace model. This work investigates two specific processes of fireside deposit formation in two industrial furnaces. The first process is the slagging wall found in furnaces with molten deposits running on the wall. A slagging wall model is developed to take into account the two-layer structure of the deposits. With the slagging wall model, the thickness and the surface temperature of the molten deposit layer can be calculated. The slagging wall model is used to predict the surface temperature and the heat transfer to a specific section of a super-heater tube panel with the boundary condition obtained from a Kraft recovery furnace model. The slagging wall model is also incorporated into the computational fluid dynamics (CFD)-based Kraft recovery furnace model and applied on the lower furnace walls. The implementation of the slagging wall model includes a grid simplification scheme. The wall surface temperature calculated with the slagging wall model is used as the heat transfer boundary condition. Simulation of a Kraft recovery furnace is performed, and it is compared with two other cases and measurements. In the two other cases, a uniform wall surface temperature and a wall surface temperature calculated with a char bed burning model are used as the heat transfer boundary conditions. In this particular furnace, the wall surface temperatures from the three cases are similar and are in the correct range of the measurements. Nevertheless, the wall surface temperature profiles with the slagging wall model and the char bed burning model are different because the deposits are represented differently in the two models. In addition, the slagging wall model is proven to be computationally efficient. The second process is deposit formation due to thermophoresis of fine particles to the heat transfer surface. This process is considered in the simulation of a heat recovery boiler of the flash smelting process. In order to determine if the small dust particles stay on the wall, a criterion based on the analysis of forces acting on the particle is applied. Time-dependent simulation of deposit formation in the heat recovery boiler is carried out and the influence of deposits on heat transfer is investigated. The locations prone to deposit formation are also identified in the heat recovery boiler. Modeling of the two processes in the two industrial furnaces enhances the overall understanding of the processes. The sub-models developed in this work can be applied in other similar deposit formation processes with carefully-defined boundary conditions.

Computational modeling of stented coronary arteries

The application of computational fluid dynamics (CFD) and finite element analysis (FEA) has been growing rapidly in the various fields of science and technology. One of the areas of interest is in biomedical engineering. The altered hemodynamics inside the blood vessels plays a key role in the development of the arterial disease called atherosclerosis, which is the major cause of human death worldwide. Atherosclerosis is often treated with the stenting procedure to restore the normal blood flow. A stent is a tubular, flexible structure, usually made of metals, which is driven and expanded in the blocked arteries. Despite the success rate of the stenting procedure, it is often associated with the restenosis (re-narrowing of the artery) process. The presence of non-biological device in the artery causes inflammation or re-growth of atherosclerotic lesions in the treated vessels. Several factors including the design of stents, type of stent expansion, expansion pressure, morphology and composition of vessel wall influence the restenosis process. Therefore, the role of computational studies is crucial in the investigation and optimisation of the factors that influence post-stenting complications. This thesis focuses on the stent-vessel wall interactions followed by the blood flow in the post-stenting stage of stenosed human coronary artery. Hemodynamic and mechanical stresses were analysed in three separate stent-plaque-artery models. Plaque was modeled as a multi-layer (fibrous cap (FC), necrotic core (NC), and fibrosis (F)) and the arterial wall as a single layer domain. CFD/FEA simulations were performed using commercial software packages in several models mimicking the various stages and morphologies of atherosclerosis. The tissue prolapse (TP) of stented vessel wall, the distribution of von Mises stress (VMS) inside various layers of vessel wall, and the wall shear stress (WSS) along the luminal surface of the deformed vessel wall were measured and evaluated. The results revealed the role of the stenosis size, thickness of each layer of atherosclerotic wall, thickness of stent strut, pressure applied for stenosis expansion, and the flow condition in the distribution of stresses. The thicknesses of FC, and NC and the total thickness of plaque are critical in controlling the stresses inside the tissue. A small change in morphology of artery wall can significantly affect the distribution of stresses. In particular, FC is the most sensitive layer to TP and stresses, which could determine plaque’s vulnerability to rupture. The WSS is highly influenced by the deflection of artery, which in turn is dependent on the structural composition of arterial wall layers. Together with the stenosis size, their roles could play a decisive role in controlling the low values of WSS (<0.5 Pa) prone to restenosis. Moreover, the time dependent flow altered the percentage of luminal area with WSS values less than 0.5 Pa at different time instants. The non- Newtonian viscosity model of the blood properties significantly affects the prediction of WSS magnitude. The outcomes of this investigation will help to better understand the roles of the individual layers of atherosclerotic vessels and their risk to provoke restenosis at the post-stenting stage. As a consequence, the implementation of such an approach to assess the post-stented stresses will assist the engineers and clinicians in optimizing the stenting techniques to minimize the occurrence of restenosis.

Modeling of fractal antennas

In this Master Thesis the characteristics of the chosen fractal microstrip antennas are investigated. For modeling has been used the structure of the square Serpinsky fractal curves. During the elaboration of this Master thesis the following steps were undertaken: 1) calculation and simulation of square microstrip antennа, 2) optimizing for obtaining the required characteristics on the frequency 2.5 GHz, 3) simulation and calculation of the second and third iteration of the Serpinsky fractal curves, 4) radiation patterns and intensity distribution of these antennas. In this Master’s Thesis the search for the optimal position of the port and fractal elements was conducted. These structures can be used in perspective for creation of antennas working at the same time in different frequency range.

Effect of harvest time on storage loss and sprouting in onion

Selostus: Sadonkorjuuajan vaikutus sipulin varastohävikkiin ja varastoinnin jälkeiseen versomiseen

Modeling of Pressurizer Using APROS and TRACE Thermal Hydraulic Codes

Diplomityön tavoitteena on paineistimen yksityiskohtainen mallintaminen APROS- ja TRACE- termohydrauliikkaohjelmistoja käyttäen. Rakennetut paineistinmallit testattiin vertaamalla laskentatuloksia paineistimen täyttymistä, tyhjentymistä ja ruiskutusta käsittelevistä erilliskokeista saatuun mittausdataan. Tutkimuksen päätavoitteena on APROSin paineistinmallin validoiminen käyttäen vertailuaineistona PACTEL ATWS-koesarjan sopivia paineistinkokeita sekä MIT Pressurizer- ja Neptunus- erilliskokeita. Lisäksi rakennettiin malli Loviisan ydinvoimalaitoksen paineistimesta, jota käytettiin turbiinitrippitransientin simulointiin tarkoituksena selvittää mahdolliset voimalaitoksen ja koelaitteistojen mittakaavaerosta johtuvat vaikutukset APROSin paineistinlaskentaan. Kokeiden simuloinnissa testattiin erilaisia noodituksia ja mallinnusvaihtoehtoja, kuten entalpian ensimmäisen ja toisen kertaluvun diskretisointia, ja APROSin sekä TRACEn antamia tuloksia vertailtiin kattavasti toisiinsa. APROSin paineistinmallin lämmönsiirtokorrelaatioissa havaittiin merkittävä puute ja laskentatuloksiin saatiin huomattava parannus ottamalla käyttöön uusi seinämälauhtumismalli. Työssä tehdyt TRACE-simulaatiot ovat osa United States Nuclear Regulatory Commissionin kansainvälistä CAMP-koodinkehitys-ja validointiohjelmaa.

Modeling of non-isothermalvapor membrane separation with thermodynamic models and generalized mass transfer equations

A rigorous unit operation model is developed for vapor membrane separation. The new model is able to describe temperature, pressure, and concentration dependent permeation as wellreal fluid effects in vapor and gas separation with hydrocarbon selective rubbery polymeric membranes. The permeation through the membrane is described by a separate treatment of sorption and diffusion within the membrane. The chemical engineering thermodynamics is used to describe the equilibrium sorption of vapors and gases in rubbery membranes with equation of state models for polymeric systems. Also a new modification of the UNIFAC model is proposed for this purpose. Various thermodynamic models are extensively compared in order to verify the models' ability to predict and correlate experimental vapor-liquid equilibrium data. The penetrant transport through the selective layer of the membrane is described with the generalized Maxwell-Stefan equations, which are able to account for thebulk flux contribution as well as the diffusive coupling effect. A method is described to compute and correlate binary penetrant¿membrane diffusion coefficients from the experimental permeability coefficients at different temperatures and pressures. A fluid flow model for spiral-wound modules is derived from the conservation equation of mass, momentum, and energy. The conservation equations are presented in a discretized form by using the control volume approach. A combination of the permeation model and the fluid flow model yields the desired rigorous model for vapor membrane separation. The model is implemented into an inhouse process simulator and so vapor membrane separation may be evaluated as an integralpart of a process flowsheet.

Methods of Design and Testing of Real Time Systems

Teollusuussovelluksissa vaaditaan nykyisin yhä useammin reaaliaikaista tiedon käsittelyä. Luotettavuus on yksi tärkeimmistä reaaliaikaiseen tiedonkäsittelyyn kykenevän järjestelmän ominaisuuksista. Sen saavuttamiseksi on sekä laitteisto, että ohjelmisto testattava. Tämän työn päätavoitteena on laitteiston testaaminen ja laitteiston testattavuus, koska luotettava laitteistoalusta on perusta tulevaisuuden reaaliaikajärjestelmille. Diplomityössä esitetään digitaaliseen signaalinkäsittelyyn soveltuvan prosessorikortin suunnittelu. Prosessorikortti on tarkoitettu sähkökoneiden ennakoivaa kunnonvalvontaa varten. Uusimmat DFT (Desing for Testability) menetelmät esitellään ja niitä sovelletaan prosessorikortin sunnittelussa yhdessä vanhempien menetelmien kanssa. Kokemukset ja huomiot menetelmien soveltuvuudesta raportoidaan työn lopussa. Työn tavoitteena on kehittää osakomponentti web -pohjaiseen valvontajärjestelmään, jota on kehitetty Sähkötekniikan osastolla Lappeenrannan teknillisellä korkeakoululla.

Modeling of Gold Cyanidation

The chemistry of gold dissolution in alkaline cyanide solution has continually received attention and new rate equations expressing the gold leaching are still developed. The effect of leaching parameters on gold gold cyanidation is studied in this work in order to optimize the leaching process. A gold leaching model, based on the well-known shrinking-core model, is presented in this work. It is proposed that the reaction takes place at the reacting particle surface which is continuously reduced as the reaction proceeds. The model parameters are estimated by comparing experimental data and simulations. The experimental data used in this work was obtained from Ling et al. (1996) and de Andrade Lima and Hodouin (2005). Two different rate equations, where the unreacted amount of gold is considered in one equation, are investigated. In this work, it is presented that the reaction at the surface is the rate controlling step since there is no internal diffusion limitation. The model considering the effect of non-reacting gold shows that the reaction orders are consistent with the experimental observations reported by Ling et al. (1996) and de Andrade Lima and Hodouin (2005). However, it should be noted that the model obtained in this work is based on assumptions of no side reactions, no solid-liquid mass transfer resistances and no effect from temperature.

Photoelectric Measurements and Modeling of Bacteriorhodopsin

Recent technology has provided us with new information about the internal structures and properties of biomolecules. This has lead to the design of applications based on underlying biological processes. Applications proposed for biomolecules are, for example, the future computers and different types of sensors. One potential biomolecule to be incorporated in the applications is bacteriorhodopsin. Bacteriorhodopsin is a light-sensitive biomolecule, which works in a similar way as the light sensitive cells of the human eye. Bacteriorhodopsin reacts to light by undergoing a complicated series of chemical and thermal transitions. During these transitions, a proton translocation occurs inside the molecule. It is possible to measure the photovoltage caused by the proton translocations when a vast number of molecules is immobilized in a thin film. Also the changes in the light absorption of the film can be measured. This work aimed to develop the electronics needed for the voltage measurements of the bacteriorhodopsin-based optoelectronic sensors. The development of the electronics aimed to get more accurate information about the structure and functionality of these sensors. The sensors used in this work contain a thick film of bacteriorhodopsin immobilized in polyvinylalcohol. This film is placed between two transparent electrodes. The result of this work is an instrumentation amplifier which can be placed in a small space very close to the sensor. By using this amplifier, the original photovoltage can be measured in more detail. The response measured using this amplifier revealed two different components, which could not be distinguished earlier. Another result of this work is the model for the photoelectric response in dry polymer films.

The effects of real time control of welding parameters on weld quality in plasma arc keyhole welding

Joints intended for welding frequently show variations in geometry and position, for which it is unfortunately not possible to apply a single set of operating parameters to ensure constant quality. The cause of this difficulty lies in a number of factors, including inaccurate joint preparation and joint fit up, tack welds, as well as thermal distortion of the workpiece. In plasma arc keyhole welding of butt joints, deviations in the gap width may cause weld defects such as an incomplete weld bead, excessive penetration and burn through. Manual adjustment of welding parameters to compensate for variations in the gap width is very difficult, and unsatisfactory weld quality is often obtained. In this study a control system for plasma arc keyhole welding has been developed and used to study the effects of the real time control of welding parameters on gap tolerance during welding of austenitic stainless steel AISI 304L. The welding tests demonstrated the beneficial effect of real time control on weld quality. Compared with welding using constant parameters, the maximum tolerable gap width with an acceptable weld quality was 47% higher when using the real time controlled parameters for a plate thickness of 5 mm. In addition, burn through occurred with significantly larger gap widths when parameters were controlled in real time. Increased gap tolerance enables joints to be prepared and fit up less accurately, saving time and preparation costs for welding. In addition to the control system, a novel technique for back face monitoring is described in this study. The test results showed that the technique could be successfully applied for penetration monitoring when welding non magnetic materials. The results also imply that it is possible to measure the dimensions of the plasma efflux or weld root, and use this information in a feedback control system and, thus, maintain the required weld quality.

Integration of Real-Time Simulator, Motion Platform and Haptics

This thesis describes the process of the integration of a real-time simulator environment with a motion platform and a haptic device as a part of the Kvalive project. Several programs running on two computers were made to control the different devices of the environment. User tests were made to obtain information of needed improvements to make the simulator more realistic. Also new ideas for improving the simulator and directions of further research were obtained with the help of this research.