21 resultados para time varying parameter model


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The present doctoral thesis is structured as a collection of three essays. The first essay, “SOC(HE)-Italy: a classification for graduate occupations” presents the conceptual basis, the construction, the validation and the application to the Italian labour force of the occupational classification termed SOC(HE)-Italy. I have developed this classification under the supervision of Kate Purcell during my period as a visiting research student at the Warwick Institute for Emplyment Research. This classification links the constituent tasks and duties of a particular job to the relevant knowledge and skills imparted via Higher Education (HE). It is based onto the SOC(HE)2010, an occupational classification first proposed by Kate Purcell in 2013, but differently constructed. In the second essay “Assessing the incidence and wage effects of overeducation among Italian graduates using a new measure for educational requirements” I utilize this classification to build a valid and reliable measure for job requirements. The lack of an unbiased measure for this dimension constitutes one of the major constraints to achieve a generally accepted measurement of overeducation. Estimations of overeducation incidence and wage effects are run onto AlmaLaurea data from the survey on graduates career paths. I have written this essay and obtained these estimates benefiting of the help and guidance of Giovanni Guidetti and Giulio Pedrini. The third and last essay titled “Overeducation in the Italian labour market: clarifying the concepts and addressing the measurement error problem” addresses a number of theoretical issues concerning the concepts of educational mismatch and overeducation. Using Istat data from RCFL survey I run estimates of the ORU model for the whole Italian labour force. In my knowledge, this is the first time ever such model is estimated on such population. In addition, I adopt the new measure of overeducation based onto the SOC(HE)-Italy classification.

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In the first chapter, I develop a panel no-cointegration test which extends Pesaran, Shin and Smith (2001)'s bounds test to the panel framework by considering the individual regressions in a Seemingly Unrelated Regression (SUR) system. This allows to take into account unobserved common factors that contemporaneously affect all the units of the panel and provides, at the same time, unit-specific test statistics. Moreover, the approach is particularly suited when the number of individuals of the panel is small relatively to the number of time series observations. I develop the algorithm to implement the test and I use Monte Carlo simulation to analyze the properties of the test. The small sample properties of the test are remarkable, compared to its single equation counterpart. I illustrate the use of the test through a test of Purchasing Power Parity in a panel of EU15 countries. In the second chapter of my PhD thesis, I verify the Expectation Hypothesis of the Term Structure in the repurchasing agreements (repo) market with a new testing approach. I consider an "inexact" formulation of the EHTS, which models a time-varying component in the risk premia and I treat the interest rates as a non-stationary cointegrated system. The effect of the heteroskedasticity is controlled by means of testing procedures (bootstrap and heteroskedasticity correction) which are robust to variance and covariance shifts over time. I fi#nd that the long-run implications of EHTS are verified. A rolling window analysis clarifies that the EHTS is only rejected in periods of turbulence of #financial markets. The third chapter introduces the Stata command "bootrank" which implements the bootstrap likelihood ratio rank test algorithm developed by Cavaliere et al. (2012). The command is illustrated through an empirical application on the term structure of interest rates in the US.

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Several decision and control tasks in cyber-physical networks can be formulated as large- scale optimization problems with coupling constraints. In these "constraint-coupled" problems, each agent is associated to a local decision variable, subject to individual constraints. This thesis explores the use of primal decomposition techniques to develop tailored distributed algorithms for this challenging set-up over graphs. We first develop a distributed scheme for convex problems over random time-varying graphs with non-uniform edge probabilities. The approach is then extended to unknown cost functions estimated online. Subsequently, we consider Mixed-Integer Linear Programs (MILPs), which are of great interest in smart grid control and cooperative robotics. We propose a distributed methodological framework to compute a feasible solution to the original MILP, with guaranteed suboptimality bounds, and extend it to general nonconvex problems. Monte Carlo simulations highlight that the approach represents a substantial breakthrough with respect to the state of the art, thus representing a valuable solution for new toolboxes addressing large-scale MILPs. We then propose a distributed Benders decomposition algorithm for asynchronous unreliable networks. The framework has been then used as starting point to develop distributed methodologies for a microgrid optimal control scenario. We develop an ad-hoc distributed strategy for a stochastic set-up with renewable energy sources, and show a case study with samples generated using Generative Adversarial Networks (GANs). We then introduce a software toolbox named ChoiRbot, based on the novel Robot Operating System 2, and show how it facilitates simulations and experiments in distributed multi-robot scenarios. Finally, we consider a Pickup-and-Delivery Vehicle Routing Problem for which we design a distributed method inspired to the approach of general MILPs, and show the efficacy through simulations and experiments in ChoiRbot with ground and aerial robots.

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In this thesis, a thorough investigation on acoustic noise control systems for realistic automotive scenarios is presented. The thesis is organized in two parts dealing with the main topics treated: Active Noise Control (ANC) systems and Virtual Microphone Technique (VMT), respectively. The technology of ANC allows to increase the driver's/passenger's comfort and safety exploiting the principle of mitigating the disturbing acoustic noise by the superposition of a secondary sound wave of equal amplitude but opposite phase. Performance analyses of both FeedForwrd (FF) and FeedBack (FB) ANC systems, in experimental scenarios, are presented. Since, environmental vibration noises within a car cabin are time-varying, most of the ANC solutions are adaptive. However, in this work, an effective fixed FB ANC system is proposed. Various ANC schemes are considered and compared with each other. In order to find the best possible ANC configuration which optimizes the performance in terms of disturbing noise attenuation, a thorough research of \gls{KPI}, system parameters and experimental setups design, is carried out. In the second part of this thesis, VMT, based on the estimation of specific acoustic channels, is investigated with the aim of generating a quiet acoustic zone around a confined area, e.g., the driver's ears. Performance analysis and comparison of various estimation approaches is presented. Several measurement campaigns were performed in order to acquire a sufficient duration and number of microphone signals in a significant variety of driving scenarios and employed cars. To do this, different experimental setups were designed and their performance compared. Design guidelines are given to obtain good trade-off between accuracy performance and equipment costs. Finally, a preliminary analysis with an innovative approach based on Neural Networks (NNs) to improve the current state of the art in microphone virtualization is proposed.

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The most widespread work-related diseases are musculoskeletal disorders (MSD) caused by awkward postures and excessive effort to upper limb muscles during work operations. The use of wearable IMU sensors could monitor the workers constantly to prevent hazardous actions, thus diminishing work injuries. In this thesis, procedures are developed and tested for ergonomic analyses in a working environment, based on a commercial motion capture system (MoCap) made of 17 Inertial Measurement Units (IMUs). An IMU is usually made of a tri-axial gyroscope, a tri-axial accelerometer, and a tri-axial magnetometer that, through sensor fusion algorithms, estimates its attitude. Effective strategies for preventing MSD rely on various aspects: firstly, the accuracy of the IMU, depending on the chosen sensor and its calibration; secondly, the correct identification of the pose of each sensor on the worker’s body; thirdly, the chosen multibody model, which must consider both the accuracy and the computational burden, to provide results in real-time; finally, the model scaling law, which defines the possibility of a fast and accurate personalization of the multibody model geometry. Moreover, the MSD can be diminished using collaborative robots (cobots) as assisted devices for complex or heavy operations to relieve the worker's effort during repetitive tasks. All these aspects are considered to test and show the efficiency and usability of inertial MoCap systems for assessing ergonomics evaluation in real-time and implementing safety control strategies in collaborative robotics. Validation is performed with several experimental tests, both to test the proposed procedures and to compare the results of real-time multibody models developed in this thesis with the results from commercial software. As an additional result, the positive effects of using cobots as assisted devices for reducing human effort in repetitive industrial tasks are also shown, to demonstrate the potential of wearable electronics in on-field ergonomics analyses for industrial applications.

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In silico methods, such as musculoskeletal modelling, may aid the selection of the optimal surgical treatment for highly complex pathologies such as scoliosis. Many musculoskeletal models use a generic, simplified representation of the intervertebral joints, which are fundamental to the flexibility of the spine. Therefore, to model and simulate the spine, a suitable representation of the intervertebral joint is crucial. The aim of this PhD was to characterise specimen-specific models of the intervertebral joint for multi-body models from experimental datasets. First, the project investigated the characterisation of a specimen-specific lumped parameter model of the intervertebral joint from an experimental dataset of a four-vertebra lumbar spine segment. Specimen-specific stiffnesses were determined with an optimisation method. The sensitivity of the parameters to the joint pose was investigate. Results showed the stiffnesses and predicted motions were highly depended on both the joint pose. Following the first study, the method was reapplied to another dataset that included six complete lumbar spine segments under three different loading conditions. Specimen-specific uniform stiffnesses across joint levels and level-dependent stiffnesses were calculated by optimisation. Specimen-specific stiffness show high inter-specimen variability and were also specific to the loading condition. Level-dependent stiffnesses are necessary for accurate kinematic predictions and should be determined independently of one another. Secondly, a framework to create subject-specific musculoskeletal models of individuals with severe scoliosis was developed. This resulted in a robust codified pipeline for creating subject-specific, severely scoliotic spine models from CT data. In conclusion, this thesis showed that specimen-specific intervertebral joint stiffnesses were highly sensitive to joint pose definition and the importance of level-dependent optimisation. Further, an open-source codified pipeline to create patient-specific scoliotic spine models from CT data was released. These studies and this pipeline can facilitate the specimen-specific characterisation of the scoliotic intervertebral joint and its incorporation into scoliotic musculoskeletal spine models.