Quantile Estimation in Non-Stationary Streaming Data

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

Modeling dynamic behavior in tilting pad gas journal bearings

Thisresearch deals with the dynamic modeling of gas lubricated tilting pad journal bearings provided with spring supported pads, including experimental verification of the computation. On the basis of a mathematical model of a film bearing, a computer program has been developed, which can be used for the simulation of a special type of tilting pad gas journal bearing supported by a rotary spring under different loading conditions time dependently (transient running conditions due to geometry variations in time externally imposed). On the basis of literature, different transformations have been used in the model to achieve simpler calculation. The numerical simulation is used to solve a non-stationary case of a gasfilm. The simulation results were compared with literature results in a stationary case (steady running conditions) and they were found to be equal. In addition to this, comparisons were made with a number of stationary and non-stationary bearing tests, which were performed at Lappeenranta University of Technology using bearings designed with the simulation program. A study was also made using numerical simulation and literature to establish the influence of the different bearing parameters on the stability of the bearing. Comparison work was done with literature on tilting pad gas bearings. This bearing type is rarely used. One literature reference has studied the same bearing type as that used in LUT. A new design of tilting pad gas bearing is introduced. It is based on a stainless steel body and electron beam welding of the bearing parts. It has good operation characteristics and is easier to tune and faster to manufacture than traditional constructions. It is also suitable for large serial production.

Forecasting financial weather - can we foresee market sentiment? Spectrum of stock price behavior - NYSE case study

The desire to create a statistical or mathematical model, which would allow predicting the future changes in stock prices, was born many years ago. Economists and mathematicians are trying to solve this task by applying statistical analysis and physical laws, but there are still no satisfactory results. The main reason for this is that a stock exchange is a non-stationary, unstable and complex system, which is influenced by many factors. In this thesis the New York Stock Exchange was considered as the system to be explored. A topological analysis, basic statistical tools and singular value decomposition were conducted for understanding the behavior of the market. Two methods for normalization of initial daily closure prices by Dow Jones and S&P500 were introduced and applied for further analysis. As a result, some unexpected features were identified, such as a shape of distribution of correlation matrix, a bulk of which is shifted to the right hand side with respect to zero. Also non-ergodicity of NYSE was confirmed graphically. It was shown, that singular vectors differ from each other by a constant factor. There are for certain results no clear conclusions from this work, but it creates a good basis for the further analysis of market topology.

Influence of stationary phase and eluent properties on chromatographic separation of carbohydrates

In this thesis, the sorption and elastic properties of the cation-exchange resins were studied to explain the liquid chromatographic separation of carbohydrates. Na+, Ca2+ and La3+ form strong poly(styrene-co-divinylbenzene) (SCE) as well as Na+ and Ca2+ form weak acrylic (WCE) cation-exchange resins at different cross-link densities were treated within this work. The focus was on the effects of water-alcohol mixtures, mostly aqueous ethanol, and that of the carbohydrates. The carbohydrates examined were rhamnose, xylose, glucose, fructose, arabinose, sucrose, xylitol and sorbitol. In addition to linear chromatographic conditions, non-linear conditions more typical for industrial applications were studied. Both experimental and modeling aspectswere covered. The aqueous alcohol sorption on the cation-exchangers were experimentally determined and theoretically calculated. The sorption model includes elastic parameters, which were obtained from sorption data combined with elasticity measurements. As hydrophilic materials cation-exchangers are water selective and shrink when an organic solvent is added. At a certain deswelling degree the elastic resins go through glass transition and become as glass-like material. Theincreasing cross-link level and the valence of the counterion decrease the sorption of solvent components in the water-rich solutions. The cross-linkage or thecounterions have less effect on the water selectivity than the resin type or the used alcohol. The amount of water sorbed is higher in the WCE resin and, moreover, the WCE resin is more water selective than the corresponding SCE resin. Theincreased aliphatic part of lower alcohols tend to increase the water selectivity, i.e. the resins are more water selective in 2-propanol than in ethanol solutions. Both the sorption behavior of carbohydrates and the sorption differences between carbohydrates are considerably affected by the eluent composition and theresin characteristics. The carbohydrate sorption was experimentally examined and modeled. In all cases, sorption and moreover the separation of carbohydrates are dominated by three phenomena: partition, ligand exchange and size exclusion. The sorption of hydrophilic carbohydrates increases when alcohol is added into the eluent or when carbohydrate is able to form coordination complexes with the counterions, especially with multivalent counterions. Decreasing polarity of the eluent enhances the complex stability. Size exclusion effect is more prominent when the resin becomes tighter or carbohydrate size increases. On the other hand,the elution volumes between different sized carbohydrates decreases with the decreasing polarity of the eluent. The chromatographic separation of carbohydrateswas modeled, using rhamnose and xylose as target molecules. The thermodynamic sorption model was successfully implemented in the rate-based column model. The experimental chromatographic data were fitted by using only one adjustable parameter. In addition to the fitted data also simulated data were generated and utilized in explaining the effect of the eluent composition and of the resin characteristics on the carbohydrate separation.

Ion-exchange resins as stationary phase in reactive chromatography

Dynamic behavior of bothisothermal and non-isothermal single-column chromatographic reactors with an ion-exchange resin as the stationary phase was investigated. The reactor performance was interpreted by using results obtained when studying the effect of the resin properties on the equilibrium and kinetic phenomena occurring simultaneously in the reactor. Mathematical models were derived for each phenomenon and combined to simulate the chromatographic reactor. The phenomena studied includes phase equilibria in multicomponent liquid mixture¿ion-exchange resin systems, chemicalequilibrium in the presence of a resin catalyst, diffusion of liquids in gel-type and macroporous resins, and chemical reaction kinetics. Above all, attention was paid to the swelling behavior of the resins and how it affects the kinetic phenomena. Several poly(styrene-co-divinylbenzene) resins with different cross-link densities and internal porosities were used. Esterification of acetic acid with ethanol to produce ethyl acetate and water was used as a model reaction system. Choosing an ion-exchange resin with a low cross-link density is beneficial inthe case of the present reaction system: the amount of ethyl acetate as well the ethyl acetate to water mole ratio in the effluent stream increase with decreasing cross-link density. The enhanced performance of the reactor is mainly attributed to increasing reaction rate, which in turn originates from the phase equilibrium behavior of the system. Also mass transfer considerations favor the use ofresins with low cross-link density. The diffusion coefficients of liquids in the gel-type ion-exchange resins were found to fall rapidly when the extent of swelling became low. Glass transition of the polymer was not found to significantlyretard the diffusion in sulfonated PS¿DVB ion-exchange resins. It was also shown that non-isothermal operation of a chromatographic reactor could be used to significantly enhance the reactor performance. In the case of the exothermic modelreaction system and a near-adiabatic column, a positive thermal wave (higher temperature than in the initial state) was found to travel together with the reactive front. This further increased the conversion of the reactants. Diffusion-induced volume changes of the ion-exchange resins were studied in a flow-through cell. It was shown that describing the swelling and shrinking kinetics of the particles calls for a mass transfer model that explicitly includes the limited expansibility of the polymer network. A good description of the process was obtained by combining the generalized Maxwell-Stefan approach and an activity model that was derived from the thermodynamics of polymer solutions and gels. The swelling pressure in the resin phase was evaluated by using a non-Gaussian expression forthe polymer chain length distribution. Dimensional changes of the resin particles necessitate the use of non-standard mathematical tools for dynamic simulations. A transformed coordinate system, where the mass of the polymer was used as a spatial variable, was applied when simulating the chromatographic reactor columns as well as the swelling and shrinking kinetics of the resin particles. Shrinking of the particles in a column leads to formation of dead volume on top of the resin bed. In ordinary Eulerian coordinates, this results in a moving discontinuity that in turn causes numerical difficulties in the solution of the PDE system. The motion of the discontinuity was eliminated by spanning two calculation grids in the column that overlapped at the top of the resin bed. The reactive and non-reactive phase equilibrium data were correlated with a model derived from thethermodynamics of polymer solution and gels. The thermodynamic approach used inthis work is best suited at high degrees of swelling because the polymer matrixmay be in the glassy state when the extent of swelling is low.

Enhancing absorptive capacity in a non-research and development. An action research approach to converting individual observations into organisational awareness

The ability to recognize potential knowledge and convert it into business opportunities is one of the key factors of renewal in uncertain environments. This thesis examines absorptive capacity in the context of non-research and development innovation, with a primary focus on the social interaction that facilitates the absorption of knowledge. It proposes that everyone is and should be entitled to take part in the social interaction that shapes individual observations into innovations. Both innovation and absorptive capacity have been traditionally related to research and development departments and institutions. These innovations need to be adopted and adapted by others. This so-called waterfall model of innovations is only one aspect of new knowledge generation and innovation. In addition to this Science–Technology–Innovation perspective, more attention has been recently paid to the Doing–Using–Interacting mode of generating new knowledge and innovations. The amount of literature on absorptive capacity is vast, yet the concept is reified. The greater part of the literature links absorptive capacity to research and development departments. Some publications have focused on the nature of absorptive capacity in practice and the role of social interaction in enhancing it. Recent literature on absorptive capacity calls for studies that shed light on the relationship between individual absorptive capacity and organisational absorptive capacity. There has also been a call to examine absorptive capacity in non-research and development environments. Drawing on the literature on employee-driven innovation and social capital, this thesis looks at how individual observations and ideas are converted into something that an organisation can use. The critical phases of absorptive capacity, during which the ideas of individuals are incorporated into a group context, are assimilation and transformation. These two phases are seen as complementary: whereas assimilation is the application of easy-to-accept knowledge, transformation challenges the current way of thinking. The two require distinct kinds of social interaction and practices. The results of this study can been crystallised thus: “Enhancing absorptive capacity in practicebased non-research and development context is to organise the optimal circumstances for social interaction. Every individual is a potential source of signals leading to innovations. The individual, thus, recognises opportunities and acquires signals. Through the social interaction processes of assimilation and transformation, these signals are processed into the organisation’s reality and language. The conditions of creative social capital facilitate the interplay between assimilation and transformation. An organisation that strives for employee-driven innovation gains the benefits of a broader surface for opportunity recognition and faster absorption.” If organisations and managers become more aware of the benefits of enhancing absorptive capacity in practice, they have reason to assign resources to those practices that facilitate the creation of absorptive capacity. By recognising the underlying social mechanisms and structural features that lead either to assimilation or transformation, it is easier to balance between renewal and effective operations.