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 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.

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.

Modeling of electrolyte sorption – from phase equilibria to dynamic separation systems

In this thesis, general approach is devised to model electrolyte sorption from aqueous solutions on solid materials. Electrolyte sorption is often considered as unwanted phenomenon in ion exchange and its potential as an independent separation method has not been fully explored. The solid sorbents studied here are porous and non-porous organic or inorganic materials with or without specific functional groups attached on the solid matrix. Accordingly, the sorption mechanisms include physical adsorption, chemisorption on the functional groups and partition restricted by electrostatic or steric factors. The model is tested in four Cases Studies dealing with chelating adsorption of transition metal mixtures, physical adsorption of metal and metalloid complexes from chloride solutions, size exclusion of electrolytes in nano-porous materials and electrolyte exclusion of electrolyte/non-electrolyte mixtures. The model parameters are estimated using experimental data from equilibrium and batch kinetic measurements, and they are used to simulate actual single-column fixed-bed separations. Phase equilibrium between the solution and solid phases is described using thermodynamic Gibbs-Donnan model and various adsorption models depending on the properties of the sorbent. The 3-dimensional thermodynamic approach is used for volume sorption in gel-type ion exchangers and in nano-porous adsorbents, and satisfactory correlation is obtained provided that both mixing and exclusion effects are adequately taken into account. 2-Dimensional surface adsorption models are successfully applied to physical adsorption of complex species and to chelating adsorption of transition metal salts. In the latter case, comparison is also made with complex formation models. Results of the mass transport studies show that uptake rates even in a competitive high-affinity system can be described by constant diffusion coefficients, when the adsorbent structure and the phase equilibrium conditions are adequately included in the model. Furthermore, a simplified solution based on the linear driving force approximation and the shrinking-core model is developed for very non-linear adsorption systems. In each Case Study, the actual separation is carried out batch-wise in fixed-beds and the experimental data are simulated/correlated using the parameters derived from equilibrium and kinetic data. Good agreement between the calculated and experimental break-through curves is usually obtained indicating that the proposed approach is useful in systems, which at first sight are very different. For example, the important improvement in copper separation from concentrated zinc sulfate solution at elevated temperatures can be correctly predicted by the model. In some cases, however, re-adjustment of model parameters is needed due to e.g. high solution viscosity.

Mathematical modeling of laboratory scale three-phase fixed bed reactors

Detta arbete fokuserar på modellering av katalytiska gas-vätskereaktioner som genomförs i kontinuerliga packade bäddar. Katalyserade gas-vätskereaktioner hör till de mest typiska reaktionerna i kemisk industri; därför behandlas här packade bäddreaktorer som ett av de populäraste alternativen, då kontinuerlig drift eftersträvas. Tack vare en stor katalysatormängd per volym har de en kompakt struktur, separering av katalysatorn behövs inte och genom en professionell design kan den mest fördelaktiga strömningsbilden upprätthållas i reaktorn. Packade bäddreaktorer är attraktiva p.g.a. lägre investerings- och driftskostnader. Även om packade bäddar används intensivt i industri, är det mycket utmanande att modellera. Detta beror på att tre faser samexisterar och systemets geometri är komplicerad. Existensen av flera reaktioner gör den matematiska modelleringen även mera krävande. Många förenklingar blir därmed nödvändiga. Modellerna involverar typiskt flera parametrar som skall justeras på basis av experimentella data. I detta arbete studerades fem olika reaktionssystem. Systemen hade studerats experimentellt i vårt laboratorium med målet att nå en hög produktivitet och selektivitet genom ett optimalt val av katalysatorer och driftsbetingelser. Hydrering av citral, dekarboxylering av fettsyror, direkt syntes av väteperoxid samt hydrering av sockermonomererna glukos och arabinos användes som exempelsystem. Även om dessa system hade mycket gemensamt, hade de också unika egenskaper och krävde därför en skräddarsydd matematisk behandling. Citralhydrering var ett system med en dominerande huvudreaktion som producerar citronellal och citronellol som huvudprodukter. Produkterna används som en citrondoftande komponent i parfymer, tvålar och tvättmedel samt som plattform-kemikalier. Dekarboxylering av stearinsyra var ett specialfall, för vilket en reaktionsväg för produktion av långkedjade kolväten utgående från fettsyror söktes. En synnerligen hög produktselektivitet var karakteristisk för detta system. Även processuppskalning modellerades för dekarboxylerings-reaktionen. Direkt syntes av väteperoxid hade som målsättning att framta en förenklad process att producera väteperoxid genom att låta upplöst väte och syre reagera direkt i ett lämpligt lösningsmedel på en aktiv fast katalysator. I detta system förekommer tre bireaktioner, vilka ger vatten som oönskad produkt. Alla dessa tre reaktioner modellerades matematiskt med hjälp av dynamiska massbalanser. Målet med hydrering av glukos och arabinos är att framställa produkter med en hög förädlingsgrad, nämligen sockeralkoholer, genom katalytisk hydrering. För dessa två system löstes ämnesmängd- och energibalanserna simultant för att evaluera effekter inne i porösa katalysatorpartiklar. Impulsbalanser som bestämmer strömningsbetingelser inne i en kemisk reaktor, ersattes i alla modelleringsstudier med semi-empiriska korrelationsuttryck för vätskans volymandel och tryckförlust och med axiell dispersionsmodell för beskrivning av omblandningseffekter. Genom att justera modellens parametrar kunde reaktorns beteende beskrivas väl. Alla experiment var genomförda i laboratorieskala. En stor mängd av kopplade effekter samexisterade: reaktionskinetik inklusive adsorption, katalysatordeaktivering, mass- och värmeöverföring samt strömningsrelaterade effekter. En del av dessa effekter kunde studeras separat (t.ex. dispersionseffekter och bireaktioner). Inverkan av vissa fenomen kunde ibland minimeras genom en noggrann planering av experimenten. På detta sätt kunde förenklingar i modellerna bättre motiveras. Alla system som studerades var industriellt relevanta. Utveckling av nya, förenklade produktionsteknologier för existerande kemiska komponenter eller nya komponenter är ett gigantiskt uppdrag. Studierna som presenterades här fokuserade på en av den teknisk-vetenskapliga utfärdens första etapper.

Mathematical modeling of level of anaesthesia from EEG measurements

Problem of modeling of anaesthesia depth level is studied in this Master Thesis. It applies analysis of EEG signals with nonlinear dynamics theory and further classification of obtained values. The main stages of this study are the following: data preprocessing; calculation of optimal embedding parameters for phase space reconstruction; obtaining reconstructed phase portraits of each EEG signal; formation of the feature set to characterise obtained phase portraits; classification of four different anaesthesia levels basing on previously estimated features. Classification was performed with: Linear and quadratic Discriminant Analysis, k Nearest Neighbours method and online clustering. In addition, this work provides overview of existing approaches to anaesthesia depth monitoring, description of basic concepts of nonlinear dynamics theory used in this Master Thesis and comparative analysis of several different classification methods.

Effect of data acquisition accuracy on timing of stand harvests and expected net present value

Abstract

Optimisation of data analysis method for a fluidized bed combustion test rig

Nowadays the used fuel variety in power boilers is widening and new boiler constructions and running models have to be developed. This research and development is done in small pilot plants where more faster analyse about the boiler mass and heat balance is needed to be able to find and do the right decisions already during the test run. The barrier on determining boiler balance during test runs is the long process of chemical analyses of collected input and outputmatter samples. The present work is concentrating on finding a way to determinethe boiler balance without chemical analyses and optimise the test rig to get the best possible accuracy for heat and mass balance of the boiler. The purpose of this work was to create an automatic boiler balance calculation method for 4 MW CFB/BFB pilot boiler of Kvaerner Pulping Oy located in Messukylä in Tampere. The calculation was created in the data management computer of pilot plants automation system. The calculation is made in Microsoft Excel environment, which gives a good base and functions for handling large databases and calculations without any delicate programming. The automation system in pilot plant was reconstructed und updated by Metso Automation Oy during year 2001 and the new system MetsoDNA has good data management properties, which is necessary for big calculations as boiler balance calculation. Two possible methods for calculating boiler balance during test run were found. Either the fuel flow is determined, which is usedto calculate the boiler's mass balance, or the unburned carbon loss is estimated and the mass balance of the boiler is calculated on the basis of boiler's heat balance. Both of the methods have their own weaknesses, so they were constructed parallel in the calculation and the decision of the used method was left to user. User also needs to define the used fuels and some solid mass flowsthat aren't measured automatically by the automation system. With sensitivity analysis was found that the most essential values for accurate boiler balance determination are flue gas oxygen content, the boiler's measured heat output and lower heating value of the fuel. The theoretical part of this work concentrates in the error management of these measurements and analyses and on measurement accuracy and boiler balance calculation in theory. The empirical part of this work concentrates on the creation of the balance calculation for the boiler in issue and on describing the work environment.

Development of data sheets for statistical evaluation of fatigue data

To enable a mathematically and physically sound execution of the fatigue test and a correct interpretation of its results, statistical evaluation methods are used to assist in the analysis of fatigue testing data. The main objective of this work is to develop step-by-stepinstructions for statistical analysis of the laboratory fatigue data. The scopeof this project is to provide practical cases about answering the several questions raised in the treatment of test data with application of the methods and formulae in the document IIW-XIII-2138-06 (Best Practice Guide on the Statistical Analysis of Fatigue Data). Generally, the questions in the data sheets involve some aspects: estimation of necessary sample size, verification of the statistical equivalence of the collated sets of data, and determination of characteristic curves in different cases. The series of comprehensive examples which are given in this thesis serve as a demonstration of the various statistical methods to develop a sound procedure to create reliable calculation rules for the fatigue analysis.

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.

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:

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.

First principles modeling of metallic alloys and alloy surfaces

By alloying metals with other materials, one can modify the metal’s characteristics or compose an alloy which has certain desired characteristics that no pure metal has. The field is vast and complex, and phenomena that govern the behaviour of alloys are numerous. Theories cannot penetrate such complexity, and the scope of experiments is also limited. This is why the relatively new field of ab initio computational methods has much to give to this field. With these methods, one can extend the understanding given by theories, predict how some systems might behave, and be able to obtain information that is not there to see in physical experiments. This thesis pursues to contribute to the collective knowledge of this field in the light of two cases. The first part examines the oxidation of Ag/Cu, namely, the adsorption dynamics and oxygen induced segregation of the surface. Our results demonstrate that the presence of Ag on the Cu(100) surface layer strongly inhibits dissociative adsorption. Our results also confirmed that surface reconstruction does happen, as experiments predicted. Our studies indicate that 0.25 ML of oxygen is enough for Ag to diffuse towards the bulk, under the copper oxide layer. The other part elucidates the complex interplay of various energy and entropy contributions to the phase stability of paramagnetic duplex steel alloys. We were able to produce a phase stability map from first principles, and it agrees with experiments rather well. Our results also show that entropy contributions play a very important role on defining the phase stability. This is, to the author’s knowledge, the first ab initio study upon this subject.