THE IMPACT OF ARCHITECTURAL DESIGN ON SOFTWARE DEVELOPMENT

Tässä työssä tutkitaan ohjelmistoarkkitehtuurisuunnitteluominaisuuksien vaikutusta erään client-server –arkkitehtuuriin perustuvan mobiilipalvelusovelluksen suunnittelu- ja toteutusaikaan. Kyseinen tutkimus perustuu reaalielämän projektiin, jonka kvalitatiivinen analyysi paljasti arkkitehtuurikompponenttien välisten kytkentöjen merkittävästi vaikuttavan projektin työmäärään. Työn päätavoite oli kvantitatiivisesti tutkia yllä mainitun havainnon oikeellisuus. Tavoitteen saavuttamiseksi suunniteltiin ohjelmistoarkkitehtuurisuunnittelun mittaristo kuvaamaan kyseisen järjestelmän alijärjestelmien arkkitehtuuria ja luotiin kaksi suunniteltua mittaristoa käyttävää, työmäärää (komponentin suunnittelu-, toteutus- ja testausaikojen summa) arvioivaa mallia, joista toinen on lineaarinen ja toinen epälineaarinen. Näiden mallien kertoimet sovitettiin optimoimalla niiden arvot epälineaarista gloobaalioptimointimenetelmää, differentiaalievoluutioalgoritmia, käyttäen, niin että mallien antamat arvot vastasivat parhaiten mitattua työmäärää sekä kaikilla ominaisuuksilla eli attribuuteilla että vain osalla niistä (yksi jätettiin vuorotellen pois). Kun arkkitehtuurikompenttien väliset kytkennät jätettiin malleista pois, mitattujen ja arvoitujen työmäärien välinen ero (ilmaistuna virheenä) kasvoi eräässä tapauksessa 367 % entisestä tarkoittaen sitä, että näin muodostettu malli vastasi toteutusaikoja huonosti annetulla ainestolla. Tämä oli suurin havaitu virhe kaikkien poisjätettyjen ominaisuuksien kesken. Saadun tuloksen perusteella päätettiin, että kyseisen järjestelmän toteutusajat ovat vahvasti riippuvaisia kytkentöjen määrästä, ja näin ollen kytkentöjen määrä oli mitä todennäköisemmin kaikista tärkein työmäärään vaikuttava tekijä tutkitun järjestelmän arkkitehtuurisuunnittelussa.

Luottolaitosten oman pääoman määrän muutos ja Basel II

Luottolaitosten pääoman valvonta on tärkeä osa talouden tasapainon säilyttämisessä. Tässä tutkielmassa tutkitaan miten luottolaitosten pääoman sääntelyn Basel II:n säännönmuutokset vuonna 2007 ovat vaikuttaneet luottolaitosten oman pääoman määrään. Muuttuneiden säännösten vaikutuksia selvitetään tutkimalla eurooppalaisten luottolaitosten omavaraisuusasteita ajalla 1999 – 2009 yleistetyllä lineaarisella regressiolla ja autoregressiivisellä aikasarjamallinnuksella. Talouden suhdanteiden ja vuonna 2007 alkaneen finanssikriisin vaikutukset pääoman määrään huomioidaan bruttokansantuotteen kasvun avulla analyysissa. Tuloksena todetaan, että oman pääoman määrä luottolaitoksissa on vähentynyt merkitsevästi Basel II:n voimaan astumisen jälkeen, mutta muutos on luultavasti aiheutunut talouden laskusuhdanteesta.

Parameter identification in time series models

Time series analysis can be categorized into three different approaches: classical, Box-Jenkins, and State space. Classical approach makes a basement for the analysis and Box-Jenkins approach is an improvement of the classical approach and deals with stationary time series. State space approach allows time variant factors and covers up a broader area of time series analysis. This thesis focuses on parameter identifiablity of different parameter estimation methods such as LSQ, Yule-Walker, MLE which are used in the above time series analysis approaches. Also the Kalman filter method and smoothing techniques are integrated with the state space approach and MLE method to estimate parameters allowing them to change over time. Parameter estimation is carried out by repeating estimation and integrating with MCMC and inspect how well different estimation methods can identify the optimal model parameters. Identification is performed in probabilistic and general senses and compare the results in order to study and represent identifiability more informative way.

Ionsonde Measurement Trend

Time series analysis has gone through different developmental stages before the current modern approaches. These can broadly categorized as the classical time series analysis and modern time series analysis approach. In the classical one, the basic target of the analysis is to describe the major behaviour of the series without necessarily dealing with the underlying structures. On the contrary, the modern approaches strives to summarize the behaviour of the series going through its underlying structure so that the series can be represented explicitly. In other words, such approach of time series analysis tries to study the series structurally. The components of the series that make up the observation such as the trend, seasonality, regression and disturbance terms are modelled explicitly before putting everything together in to a single state space model which give the natural interpretation of the series. The target of this diploma work is to practically apply the modern approach of time series analysis known as the state space approach, more specifically, the dynamic linear model, to make trend analysis over Ionosonde measurement data. The data is time series of the peak height of F2 layer symbolized by hmF2 which is the height of high electron density. In addition, the work also targets to investigate the connection between solar activity and the peak height of F2 layer. Based on the result found, the peak height of the F2 layer has shown a decrease during the observation period and also shows a nonlinear positive correlation with solar activity.

Variational ensemble Kalman filtering applied to data assimilation problems in computational fluid dynamics

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.

Non-Linear Journal Bearing Model for Analysis of Superharmonic Vibrations of Rotor Systems

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.

Comparison of Different Concentrated Solar Power Collector Designs and Development of a Linear Fresnel Solar Collector Model

Concentrated solar power (CSP) is a renewable energy technology, which could contribute to overcoming global problems related to pollution emissions and increasing energy demand. CSP utilizes solar irradiation, which is a variable source of energy. In order to utilize CSP technology in energy production and reliably operate a solar field including thermal energy storage system, dynamic simulation tools are needed in order to study the dynamics of the solar field, to optimize production and develop control systems. The object of this Master’s Thesis is to compare different concentrated solar power technologies and configure a dynamic solar field model of one selected CSP field design in the dynamic simulation program Apros, owned by VTT and Fortum. The configured model is based on German Novatec Solar’s linear Fresnel reflector design. Solar collector components including dimensions and performance calculation were developed, as well as a simple solar field control system. The preliminary simulation results of two simulation cases under clear sky conditions were good; the desired and stable superheated steam conditions were maintained in both cases, while, as expected, the amount of steam produced was reduced in the case having lower irradiation conditions. As a result of the model development process, it can be concluded, that the configured model is working successfully and that Apros is a very capable and flexible tool for configuring new solar field models and control systems and simulating solar field dynamic behaviour.

Dynamic Model of a Small Once-Through Boiler

In this study, a model for the unsteady dynamic behaviour of a once-through counter flow boiler that uses an organic working fluid is presented. The boiler is a compact waste-heat boiler without a furnace and it has a preheater, a vaporiser and a superheater. The relative lengths of the boiler parts vary with the operating conditions since they are all parts of a single tube. The present research is a part of a study on the unsteady dynamics of an organic Rankine cycle power plant and it will be a part of a dynamic process model. The boiler model is presented using a selected example case that uses toluene as the process fluid and flue gas from natural gas combustion as the heat source. The dynamic behaviour of the boiler means transition from the steady initial state towards another steady state that corresponds to the changed process conditions. The solution method chosen was to find such a pressure of the process fluid that the mass of the process fluid in the boiler equals the mass calculated using the mass flows into and out of the boiler during a time step, using the finite difference method. A special method of fast calculation of the thermal properties has been used, because most of the calculation time is spent in calculating the fluid properties. The boiler was divided into elements. The values of the thermodynamic properties and mass flows were calculated in the nodes that connect the elements. Dynamic behaviour was limited to the process fluid and tube wall, and the heat source was regarded as to be steady. The elements that connect the preheater to thevaporiser and the vaporiser to the superheater were treated in a special way that takes into account a flexible change from one part to the other. The model consists of the calculation of the steady state initial distribution of the variables in the nodes, and the calculation of these nodal values in a dynamic state. The initial state of the boiler was received from a steady process model that isnot a part of the boiler model. The known boundary values that may vary during the dynamic calculation were the inlet temperature and mass flow rates of both the heat source and the process fluid. A brief examination of the oscillation around a steady state, the so-called Ledinegg instability, was done. This examination showed that the pressure drop in the boiler is a third degree polynomial of the mass flow rate, and the stability criterion is a second degree polynomial of the enthalpy change in the preheater. The numerical examination showed that oscillations did not exist in the example case. The dynamic boiler model was analysed for linear and step changes of the entering fluid temperatures and flow rates.The problem for verifying the correctness of the achieved results was that there was no possibility o compare them with measurements. This is why the only way was to determine whether the obtained results were intuitively reasonable and the results changed logically when the boundary conditions were changed. The numerical stability was checked in a test run in which there was no change in input values. The differences compared with the initial values were so small that the effects of numerical oscillations were negligible. The heat source side tests showed that the model gives results that are logical in the directions of the changes, and the order of magnitude of the timescale of changes is also as expected. The results of the tests on the process fluid side showed that the model gives reasonable results both on the temperature changes that cause small alterations in the process state and on mass flow rate changes causing very great alterations. The test runs showed that the dynamic model has no problems in calculating cases in which temperature of the entering heat source suddenly goes below that of the tube wall or the process fluid.

On the Analysis and Control of a Linear Synchronous Servomotor with a Flexible Load

Industry's growing need for higher productivity is placing new demands on mechanisms connected with electrical motors, because these can easily lead to vibration problems due to fast dynamics. Furthermore, the nonlinear effects caused by a motor frequently reduce servo stability, which diminishes the controller's ability to predict and maintain speed. Hence, the flexibility of a mechanism and its control has become an important area of research. The basic approach in control system engineering is to assume that the mechanism connected to a motor is rigid, so that vibrations in the tool mechanism, reel, gripper or any apparatus connected to the motor are not taken into account. This might reduce the ability of the machine system to carry out its assignment and shorten the lifetime of the equipment. Nonetheless, it is usually more important to know how the mechanism, or in other words the load on the motor, behaves. A nonlinear load control method for a permanent magnet linear synchronous motor is developed and implemented in the thesis. The purpose of the controller is to track a flexible load to the desired velocity reference as fast as possible and without awkward oscillations. The control method is based on an adaptive backstepping algorithm with its stability ensured by the Lyapunov stability theorem. As a reference controller for the backstepping method, a hybrid neural controller is introduced in which the linear motor itself is controlled by a conventional PI velocity controller and the vibration of the associated flexible mechanism is suppressed from an outer control loop using a compensation signal from a multilayer perceptron network. To avoid the local minimum problem entailed in neural networks, the initial weights are searched for offline by means of a differential evolution algorithm. The states of a mechanical system for controllers are estimated using the Kalman filter. The theoretical results obtained from the control design are validated with the lumped mass model for a mechanism. Generalization of the mechanism allows the methods derived here to be widely implemented in machine automation. The control algorithms are first designed in a specially introduced nonlinear simulation model and then implemented in the physical linear motor using a DSP (Digital Signal Processor) application. The measurements prove that both controllers are capable of suppressing vibration, but that the backstepping method is superior to others due to its accuracy of response and stability properties.

Control of permanent magnet linear synchronous motor in motion control applications

The aim of the thesis is to study the principles of the permanent magnet linear synchronous motor (PMLSM) and to develop a simulator model of direct force controlled PMLSM. The basic motor model is described by the traditional two-axis equations. The end effects, cogging force and friction model are also included into the final motor model. Direct thrust force control of PMLSM is described and modelled. The full system model is proven by comparison with the data provided by the motor manufacturer.

Centralized Motion Control of a Linear Tooth Belt Drive: Analysis of the Performance and Limitations

A centralized robust position control for an electrical driven tooth belt drive is designed in this doctoral thesis. Both a cascaded control structure and a PID based position controller are discussed. The performance and the limitations of the system are analyzed and design principles for the mechanical structure and the control design are given. These design principles are also suitable for most of the motion control applications, where mechanical resonance frequencies and control loop delays are present. One of the major challenges in the design of a controller for machinery applications is that the values of the parameters in the system model (parameter uncertainty) or the system model it self (non-parametric uncertainty) are seldom known accurately in advance. In this thesis a systematic analysis of the parameter uncertainty of the linear tooth beltdrive model is presented and the effect of the variation of a single parameter on the performance of the total system is shown. The total variation of the model parameters is taken into account in the control design phase using a Quantitative Feedback Theory (QFT). The thesis also introduces a new method to analyze reference feedforward controllers applying the QFT. The performance of the designed controllers is verified by experimentalmeasurements. The measurements confirm the control design principles that are given in this thesis.

Design and analysis of a transversal-flux switched-reluctance-linear-machine pole-pair

The Switched Reluctance technology is probably best suited for industrial low-speed or zerospeed applications where the power can be small but the torque or the force in linear movement cases might be relatively high. Because of its simple structure the SR-motor is an interesting alternative for low power applications where pneumatic or hydraulic linear drives are to be avoided. This study analyses the basic parts of an LSR-motor which are the two mover poles and one stator pole and which form the “basic pole pair” in linear-movement transversal-flux switchedreluctance motors. The static properties of the basic pole pair are modelled and the basic design rules are derived. The models developed are validated with experiments. A one-sided one-polepair transversal-flux switched-reluctance-linear-motor prototype is demonstrated and its static properties are measured. The modelling of the static properties is performed with FEM-calculations. Two-dimensional models are accurate enough to model the static key features for the basic dimensioning of LSRmotors. Three-dimensional models must be used in order to get the most accurate calculation results of the static traction force production. The developed dimensioning and modelling methods, which could be systematically validated by laboratory measurements, are the most significant contributions of this thesis.

Solving Leontief Input-Output Model with Trapezoidal Fuzzy Numbers and Gauss-Seidel Algorithm

In this work a fuzzy linear system is used to solve Leontief input-output model with fuzzy entries. For solving this model, we assume that the consumption matrix from di erent sectors of the economy and demand are known. These assumptions heavily depend on the information obtained from the industries. Hence uncertainties are involved in this information. The aim of this work is to model these uncertainties and to address them by fuzzy entries such as fuzzy numbers and LR-type fuzzy numbers (triangular and trapezoidal). Fuzzy linear system has been developed using fuzzy data and it is solved using Gauss-Seidel algorithm. Numerical examples show the e ciency of this algorithm. The famous example from Prof. Leontief, where he solved the production levels for U.S. economy in 1958, is also further analyzed.

Modeling Energy Futures Returns With Markov Regime Switching Model

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