11 resultados para Residual autocorrelation and autocovariance matrices

em Doria (National Library of Finland DSpace Services) - National Library of Finland, Finland


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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.

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Tämän tutkielman tavoitteena on selvittää Venäjän, Slovakian, Tsekin, Romanian, Bulgarian, Unkarin ja Puolan osakemarkkinoiden heikkojen ehtojen tehokkuutta. Tämä tutkielma on kvantitatiivinen tutkimus ja päiväkohtaiset indeksin sulkemisarvot kerättiin Datastreamin tietokannasta. Data kerättiin pörssien ensimmäisestä kaupankäyntipäivästä aina vuoden 2006 elokuun loppuun saakka. Analysoinnin tehostamiseksi dataa tutkittiin koko aineistolla, sekä kahdella aliperiodilla. Osakemarkkinoiden tehokkuutta on testattu neljällä tilastollisella metodilla, mukaan lukien autokorrelaatiotesti ja epäparametrinen runs-testi. Tavoitteena on myös selvittääesiintyykö kyseisillä markkinoilla viikonpäiväanomalia. Viikonpäiväanomalian esiintymistä tutkitaan käyttämällä pienimmän neliösumman menetelmää (OLS). Viikonpäiväanomalia on löydettävissä kaikilta edellä mainituilta osakemarkkinoilta paitsi Tsekin markkinoilta. Merkittävää, positiivista tai negatiivista autokorrelaatiota, on löydettävissä kaikilta osakemarkkinoilta, myös Ljung-Box testi osoittaa kaikkien markkinoiden tehottomuutta täydellä periodilla. Osakemarkkinoiden satunnaiskulku hylätään runs-testin perusteella kaikilta muilta paitsi Slovakian osakemarkkinoilla, ainakin tarkastellessa koko aineistoa tai ensimmäistä aliperiodia. Aineisto ei myöskään ole normaalijakautunut minkään indeksin tai aikajakson kohdalla. Nämä havainnot osoittavat, että kyseessä olevat markkinat eivät ole heikkojen ehtojen mukaan tehokkaita

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In ship and offshore terminal construction, welded cross sections are thick and the number of welds very high. Consequently, there are two aspects of great importance; cost and heat input. Reduction in the welding operation time decreases the costs of the work force and avoids excessive heat, preventing distortion and other weld defects. The need to increase productivity while using a single wire in the GMAW process has led to the use of a high current and voltage to improve the melting rate. Unfortunately, this also increases the heat input. Innovative GMAW processes, mostly implemented for sheet plate sections, have shown significant reduction in heat input (Q), low distortion and increase in welding speed. The aim of this study is to investigate adaptive pulsed GMAW processes and assess relevant applications in the high power range, considering possible benefits when welding thicker sections and high yield strength steel. The study experimentally tests the usability of adaptive welding processes and evaluates their effects on weld properties, penetration and shapes of the weld bead.The study first briefly reviews adaptive GMAW to evaluate different approaches and their applications and to identify benefits in adaptive pulsed. Experiments are then performed using Synergic Pulsed GMAW, WiseFusionTM and Synergic GMAW processes to weld a T-joint in a horizontal position (PB). The air gap between the parts ranges from 0 to 2.5 mm. The base materials are structural steel grade S355MC and filler material G3Si1. The experiment investigates heat input, mechanical properties and microstructure of the welded joint. Analysis of the literature reveals that different approaches have been suggested using advanced digital power sources with accurate waveform, current, voltage, and feedback control. In addition, studies have clearly indicated the efficiency of lower energy welding processes. Interest in the high power range is growing and a number of different approaches have been suggested. The welding experiments in this study reveal a significant reduction of heat input and a weld microstructure with the presence of acicular ferrite (AF) beneficial for resistance to crack propagation. The WiseFusion bead had higher dilution, due to the weld bead shape, and low defects. Adaptive pulse GMAW processes can be a favoured choice when welding structures with many welded joints. The total heat reduction mitigates residual stresses and the bead shape allows a higher amperage limit. The stability of the arc during the process is virtually spatter free and allows an increase in welding speed.

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Osakemarkkinoilta on jo useiden vuosien ajan julkaistu lukuisia tutkimuksia, joissa on esitetty havaintoja ajallisesta säännönmukaisuudesta osakkeiden hinnoissa, joita ei pystytä selittämään markkinakohtaisilla fundamenteilla. Nämä niin kutsutut kalenterianomaliat esiintyvät tyypillisesti ajallisissa käännepisteissä, kuten vuoden, kuukauden tai viikon vaihtuessa seuraavaksi. Myös erilaisten katkosten, kuten juhlapyhien, kaupankäyntirutiineissa on havaittu aiheuttavan anomalioita. Tutkimuksen tavoitteena oli tutkia osakemarkkinoilla havaittujen kalenterianomalioiden esiintymistä pohjoismaisilla sähkömarkkinoilla. Tutkitut anomaliat olivat viikonpäivä- kuukausi-, kuunvaihde- ja juhlapyhäanomalia. Näiden lisäksi tutkittiin tuottojen käyttäytymistä optioiden erääntymispäivien läheisyydessä. Yksittäisten tuotteiden sijasta tarkastelut suoritettiin sesonki- ja kvartaalituotteista muodostetuilla vuosituotteilla. Testauksessa käytettiin pienimmän neliösumman menetelmää, huomioidenheteroskedastisuuden, autokorrelaation ja multikollineaarisuuden vaikutukset. Pelkkien kalenterimuuttujien lisäksi testit suoritettiin regressiomalleilla, joissa lisäselittäjinä käytettiin spot-hintaa, päästöoikeuden hintaa ja/tai sade-ennusteita. Tarkastelujakso koostui vuosista 1998-2006.

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The amphiphilic nature of metal extractants causes the formation of micelles and other microscopic aggregates when in contact with water and an organic diluent. These phenomena and their effects on metal extraction were studied using carboxylic acid (Versatic 10) and organophosphorus acid (Cyanex 272) based extractants. Special emphasis was laid on the study of phase behaviour in a pre neutralisation stage when the extractant is transformed to a sodium or ammonium salt form. The pre neutralised extractants were used to extract nickel and to separate cobalt and nickel. Phase diagrams corresponding to the pre neutralisation stage in a metal extraction process were determined. The maximal solubilisation of the components in the system water(NH3)/extractant/isooctane takes place when the molar ratio between the ammonia salt form and the free form of the extractant is 0.5 for the carboxylic acid and 1 for the organophosphorus acid extractant. These values correspond to the complex stoichiometry of NH4A•HA and NIi4A, respectively. When such a solution is contacted with water a microemulsion is formed. If the aqueous phase contains also metal ions (e.g. Ni²+), complexation will take place on the microscopic interface of the micellar aggregates. Experimental evidence showing that the initial stage of nickel extraction with pre neutralised Versatic 10 is a fast pseudohomogeneous reaction was obtained. About 90% of the metal were extracted in the first 15 s after the initial contact. For nickel extraction with pre neutralised Versatic 10 it was found that the highest metal loading and the lowest residual ammonia and water contents in the organic phase are achieved when the feeds are balanced so that the stoichiometry is 2NH4+(org) = Nit2+(aq). In the case of Co/Ni separation using pre neutralised Cyanex 272 the highest separation is achieved when the Co/extractant molar ratio in the feeds is 1 : 4 and at the same time the optimal degree of neutralisation of the Cyanex 272 is about 50%. The adsorption of the extractants on solid surfaces may cause accumulation of solid fine particles at the interface between the aqueous and organic phases in metal extraction processes. Copper extraction processes are known to suffer of this problem. Experiments were carried out using model silica and mica particles. It was found that high copper loading, aromacity of the diluent, modification agents and the presence of aqueous phase decrease the adsorption of the hydroxyoxime on silica surfaces.

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The amount of water available is usually restricted, which leads to a situation where a complete understanding of the process, including water circulations and the influence of water components, is essential. The main aim of this thesis was to clarify the possibilities for the efficient use of residual peroxide by means of water circulation rearrangements. Rearranging water circulations and the reduction of water usage may cause new problems, such as metal induced peroxide decomposition that needs to be addressed. This thesis introduces theoretical methods of water circulations to combine two variables; effective utilization of residual peroxide and avoiding manganese in the alkaline peroxide bleaching stage. Results are mainly based on laboratory and mill site experiments concerning the utilization of residual peroxide. A simulation model (BALAS) was used to evaluate the manganese contents and residual peroxide doses. It was shown that with optimum recirculation of residual peroxide the brightness can be improved or chemical costs can be decreased. From the scientific perspective, it was also very important to discover that recycled peroxide was more effective pre-bleaching agent compared to fresh peroxide. This can be due to the organic acids i.e. per acetic acid in wash press filtrate that have been formed in alkaline bleaching stage. Even short retention time was adequate and the activation of residual peroxide using sodium hydroxide was not necessary. There are several possibilities for using residual peroxide in practice regarding bleaching. A typical modern mechanical pulping process line consist of defibering, screening, a disc filter, a bleach press, high consistency (HC) peroxide bleaching and a wash press. Furthermore there usually is not a particular medium consistency (MC) pre-bleaching stage that includes additional thickening equipment. The most advisable way to utilize residual peroxide in this kind of process is to recycle the wash press filtrate to the dilution of disc filter pulp (low MC pre-bleaching stage). An arrangement such as this would be beneficial in terms of the reduced convection of manganese to the alkaline bleaching stage. Manganese originates from wood material and will be removed to the water phase already in the early stages of the process. Recycling residual peroxide prior to the disc filter is not recommended because of low consistencies. Regarding water circulations, the novel point of view is that, it would be beneficial to divide water circulations into two sections and the critical location for the division is the disc filter. Both of these two sections have their own priority. Section one before the disc filter: manganese removal. Section two after the disc filter: brightening of pulp. This division can be carried out if the disc filter pulp is diluted only by wash press filtrate before the MC storage tower. The situation is even better if there is an additional press after the disc filter, which will improve the consistency of the pulp. This has a significant effect on the peroxide concentration in the MC pre-bleaching stage. In terms of manganese content, it is essential to avoid the use of disc filter filtrate in the bleach press and wash press showers. An additional cut-off press would also be beneficial for manganese removal. As a combination of higher initial brightness and lower manganese content, the typical brightness increase varies between approximately 0.5 and 1% ISO units after the alkaline peroxide bleaching stage. This improvement does not seem to be remarkable, but as it is generally known, the final brightness unit is the most expensive and difficult to achieve. The estimation of cost savings is not unambiguous. For example in GW/TMP mill case 0.6% ISO units higher final brightness gave 10% savings in the costs of bleaching chemicals. With an hypothetical 200 000 ton annual production, this means that the mill could save in the costs of bleaching chemicals more than 400 000 euros per year. In general, it can be said that there were no differences between the behavior of different types of processes (GW, PGW, TMP and BCTMP). The enhancement of recycling gave a similar response in all cases. However, we have to remember that the utilization of residual peroxide in older mills depends a great deal on the process equipment, the amount of water available and existing pipeline connections. In summary, it can be said that processes are individual and the same solutions cannot be applied to all cases.

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Tutkielman tavoitteena on tarkastella teknisen analyysin hyödynnettävyyttä hyödykefutuurimarkkinoilla. Tutkielmassa pyritään selvittämään, onko teknisen analyysin eri menetelmien mukaan ajoitetuilla hyödykefutuurien osto- ja myyntitoimeksiannoilla mahdollista ylittää toisaalta passiivisen indeksisijoittamisen ja toisaalta osta ja pidä -strategian tuottotaso sekä työssä analysoimaan saatujen tulosten syitä. Tutkimusaineisto sisältää 25 eri hyödykkeen futuuriaikasarjat vuosilta 2000 - 2010. Historiallisiin kurssitietoihin pohjautuen muodostettiin seitsemän sijoitusstrategiaa ja yhteensä 21 eri menetelmävariaatiota, joiden suoriutumista tutkittiin yksittäisten hyödykefutuurien osalta sekä hyödykefutuuriportfolioina. Tulokset osoittivat, että tekniseen analyysiin perustuvilla hyödykefutuuri-strategioilla on ollut mahdollista saavuttaa merkittävää hajautushyötyä. Lisäksi aktiivisten kaupankäynti¬strategioiden tuotot ylittivät sekä passiivis-ten markkinaindeksien että osta ja pidä -strategian tuottotason. Strategioi-den kannattavuuden havaittiin korreloivan positiivisesti ja tilastollisesti merkitsevästi tutkimuksessa analysoitujen tuottoaikasarjojen autokorreloituneisuusasteen kanssa, mutta käänteisesti ja merkitsevästi eri menetelmävariaatioiden synnyttämien kaupankäynti¬signaalien määrän kanssa.

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Tässä diplomityössä määritettiin pituussuunnassa hitsatun rakenneputken väsymislujuus HF –hitsausta käytettäessä. Työn tavoitteena oli vertailla eri jälkikäsittelyjen ja kahden eri materiaalin vaikutusta väsymislujuuteen. Materiaaleina kokeissa oli Ruukki double grade ja Optim 700 Plus MH. Eurokoodi 3 ja IIW määrittelee kiinnityshitseille väsymiskestävyysluokaksi 125-140, kun SN -käyrän kaltevuus, m = 3. Koetuloksia vertailtiin näihin valmiiksi määriteltyihin väsymiskestävyysluokkiin. Ruukki Metals Oy toimitti koemateriaalin kahdenlaisia väsytyskokeita varten, joiden avulla väsymislujuus voitiin määrittää. Ensimmäinen koe suoritettiin värähtelyllä hyödyntäen rakenneputken ominaistaajuutta, jolloin kuormituksen rajajännityssuhde on -1. Toinen väsytyskoe suoritettiin rakenneputkista leikatuille väsytyssauvoille, missä pituussuuntainen HF –hitsi on keskellä sauvaa. Tämä väsytyskoe suoritettiin vetotykytyksellä rajajännityssuhteella 0,1. Väsytyskokeissa havaittiin, että kiinnityshitsi täyttää sille asetetut vaatimukset, koska murtumat tapahtuivat perusaineesta. Tällöin koetuloksia vertaillaan Eurokoodi 3:n perusaineen väsymisluokkaan 160, SN -käyrän kaltevuudella m = 5. Kaikkien koetulosten väsymiskestävyysluokan keskiarvoksi saatiin 185 95 %:n todennäköisyydellä. Tutkimuksessa saatiin arvokasta tietoa kahden eri materiaalin väsymislujuudesta. Materiaalilla ei kuitenkaan havaittu vaikutusta lujuuteen. Eri jälkikäsittelyt eli juuren puolen metallipurseen höyläys tai pituussuuntaisen hitsisauman hehkutus eivät vaikuttaneet väsymislujuuteen. Kokeissa väsymismurtuma ydintyi rakenneputken pinnalta olevista alkuvioista, joten putkien käsittelyä valmistuksen jälkeen voitaisiin parantaa.

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Non-metallic implants made of bioresorbable or biostable synthetic polymers are attractive options in many surgical procedures, ranging from bioresorbable suture anchors of arthroscopic surgery to reconstructive skull implants made of biostable fiber-reinforced composites. Among other benefits, non-metallic implants produce less interference in imaging. Bioresorbable polymer implants may be true multifunctional, serving as osteoconductive scaffolds and as matrices for simultaneous delivery of bone enhancement agents. As a major advantage for loading conditions, mechanical properties of biostable fiber-reinforced composites can be matched with those of the bone. Unsolved problems of these biomaterials are related to the risk of staphylococcal biofilm infections and to the low osteoconductivity of contemporary bioresorbable composite implants. This thesis was focused on the research and development of a multifunctional implant model with enhanced osteoconductivity and low susceptibility to infection. In addition, the experimental models for assessment, diagnostics and prophylaxis of biomaterial-related infections were established. The first experiment (Study I) established an in vitro method for simultaneous evaluation of calcium phosphate and biofilm formation on bisphenol-Aglycidyldimethacrylate and triethylenglycoldimethacrylate (BisGMA-TEGDMA) thermosets with different content of bioactive glass 45S5. The second experiment (Study II) showed no significant difference in osteointegration of nanostructured and microsized polylactide-co-glycolide/β-tricalcium phosphate (PLGA /β-TCP) composites in a minipig model. The third experiment (Study III) demonstrated that positron emission tomography (PET) imaging with the novel 68Ga labelled 1,4,7,10-tetraazacyclododecane-1,4,7,10-tetraacetic acid (DOTA) CD33 related sialic-acid immunoglobulin like lectins (Siglec-9) tracer was able to detect inflammatory response to S. epidermidis and S. aureus peri-implant infections in an intraosseous polytetrafluoroethylene catheter model. In the fourth experiment (Study IV), BisGMATEGDMA thermosets coated with lactose-modified chitosan (Chitlac) and silver nanoparticles exhibited antibacterial activity against S. aureus and P. aeruginosa strains in an in vitro biofilm model and showed in vivo biocompatibility in a minipig model. In the last experiment (Study V), a selective androgen modulator (SARM) released from a poly(lactide)-co-ε-caprolactone (PLCL) polymer matrix failed to produce a dose-dependent enhancement of peri-implant osteogenesis in a bone marrow ablation model.

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A trade-off between return and risk plays a central role in financial economics. The intertemporal capital asset pricing model (ICAPM) proposed by Merton (1973) provides a neoclassical theory for expected returns on risky assets. The model assumes that risk-averse investors (seeking to maximize their expected utility of lifetime consumption) demand compensation for bearing systematic market risk and the risk of unfavorable shifts in the investment opportunity set. Although the ICAPM postulates a positive relation between the conditional expected market return and its conditional variance, the empirical evidence on the sign of the risk-return trade-off is conflicting. In contrast, autocorrelation in stock returns is one of the most consistent and robust findings in empirical finance. While autocorrelation is often interpreted as a violation of market efficiency, it can also reflect factors such as market microstructure or time-varying risk premia. This doctoral thesis investigates a relation between the mixed risk-return trade-off results and autocorrelation in stock returns. The results suggest that, in the case of the US stock market, the relative contribution of the risk-return trade-off and autocorrelation in explaining the aggregate return fluctuates with volatility. This effect is then shown to be even more pronounced in the case of emerging stock markets. During high-volatility periods, expected returns can be described using rational (intertemporal) investors acting to maximize their expected utility. During lowvolatility periods, market-wide persistence in returns increases, leading to a failure of traditional equilibrium-model descriptions for expected returns. Consistent with this finding, traditional models yield conflicting evidence concerning the sign of the risk-return trade-off. The changing relevance of the risk-return trade-off and autocorrelation can be explained by heterogeneous agents or, more generally, by the inadequacy of the neoclassical view on asset pricing with unboundedly rational investors and perfect market efficiency. In the latter case, the empirical results imply that the neoclassical view is valid only under certain market conditions. This offers an economic explanation as to why it has been so difficult to detect a positive tradeoff between the conditional mean and variance of the aggregate stock return. The results highlight the importance, especially in the case of emerging stock markets, of noting both the risk-return trade-off and autocorrelation in applications that require estimates for expected returns.