Model selection and the vectorial misspecification-resistant information criterion in multivariate time series

The thesis deals with the problem of Model Selection (MS) motivated by information and prediction theory, focusing on parametric time series (TS) models. The main contribution of the thesis is the extension to the multivariate case of the Misspecification-Resistant Information Criterion (MRIC), a criterion introduced recently that solves Akaike’s original research problem posed 50 years ago, which led to the definition of the AIC. The importance of MS is witnessed by the huge amount of literature devoted to it and published in scientific journals of many different disciplines. Despite such a widespread treatment, the contributions that adopt a mathematically rigorous approach are not so numerous and one of the aims of this project is to review and assess them. Chapter 2 discusses methodological aspects of MS from information theory. Information criteria (IC) for the i.i.d. setting are surveyed along with their asymptotic properties; and the cases of small samples, misspecification, further estimators. Chapter 3 surveys criteria for TS. IC and prediction criteria are considered for: univariate models (AR, ARMA) in the time and frequency domain, parametric multivariate (VARMA, VAR); nonparametric nonlinear (NAR); and high-dimensional models. The MRIC answers Akaike’s original question on efficient criteria, for possibly-misspecified (PM) univariate TS models in multi-step prediction with high-dimensional data and nonlinear models. Chapter 4 extends the MRIC to PM multivariate TS models for multi-step prediction introducing the Vectorial MRIC (VMRIC). We show that the VMRIC is asymptotically efficient by proving the decomposition of the MSPE matrix and the consistency of its Method-of-Moments Estimator (MoME), for Least Squares multi-step prediction with univariate regressor. Chapter 5 extends the VMRIC to the general multiple regressor case, by showing that the MSPE matrix decomposition holds, obtaining consistency for its MoME, and proving its efficiency. The chapter concludes with a digression on the conditions for PM VARX models.

Sulla energia dissipata in alcuni organi di macchina

Questa tesi riguarda l'analisi delle trasmissioni ad ingranaggi e delle ruote dentate in generale, nell'ottica della minimizzazione delle perdite di energia. È stato messo a punto un modello per il calcolo della energia e del calore dissipati in un riduttore, sia ad assi paralleli sia epicicloidale. Tale modello consente di stimare la temperatura di equilibrio dell'olio al variare delle condizioni di funzionamento. Il calcolo termico è ancora poco diffuso nel progetto di riduttori, ma si è visto essere importante soprattutto per riduttori compatti, come i riduttori epicicloidali, per i quali la massima potenza trasmissibile è solitamente determinata proprio da considerazioni termiche. Il modello è stato implementato in un sistema di calcolo automatizzato, che può essere adattato a varie tipologie di riduttore. Tale sistema di calcolo consente, inoltre, di stimare l'energia dissipata in varie condizioni di lubrificazione ed è stato utilizzato per valutare le differenze tra lubrificazione tradizionale in bagno d'olio e lubrificazione a “carter secco” o a “carter umido”. Il modello è stato applicato al caso particolare di un riduttore ad ingranaggi a due stadi: il primo ad assi paralleli ed il secondo epicicloidale. Nell'ambito di un contratto di ricerca tra il DIEM e la Brevini S.p.A. di Reggio Emilia, sono state condotte prove sperimentali su un prototipo di tale riduttore, prove che hanno consentito di tarare il modello proposto [1]. Un ulteriore campo di indagine è stato lo studio dell’energia dissipata per ingranamento tra due ruote dentate utilizzando modelli che prevedano il calcolo di un coefficiente d'attrito variabile lungo il segmento di contatto. I modelli più comuni, al contrario, si basano su un coefficiente di attrito medio, mentre si può constatare che esso varia sensibilmente durante l’ingranamento. In particolare, non trovando in letteratura come varia il rendimento nel caso di ruote corrette, ci si è concentrati sul valore dell'energia dissipata negli ingranaggi al variare dello spostamento del profilo. Questo studio è riportato in [2]. È stata condotta una ricerca sul funzionamento di attuatori lineari vite-madrevite. Si sono studiati i meccanismi che determinano le condizioni di usura dell'accoppiamento vite-madrevite in attuatori lineari, con particolare riferimento agli aspetti termici del fenomeno. Si è visto, infatti, che la temperatura di contatto tra vite e chiocciola è il parametro più critico nel funzionamento di questi attuatori. Mediante una prova sperimentale, è stata trovata una legge che, data pressione, velocità e fattore di servizio, stima la temperatura di esercizio. Di tale legge sperimentale è stata data un'interpretazione sulla base dei modelli teorici noti. Questo studio è stato condotto nell'ambito di un contratto di ricerca tra il DIEM e la Ognibene Meccanica S.r.l. di Bologna ed è pubblicato in [3].

Bonded structures for enhanced damage tolerant pressurized fuselages

Adhesive bonding provides solutions to realize cost effective and low weight aircraft fuselage structures, in particular where the Damage Tolerance (DT) is the design criterion. Bonded structures that combine Metal Laminates (MLs) and eventually Selective Reinforcements can guarantee slow crack propagation, crack arrest and large damage capability. To optimize the design exploiting the benefit of bonded structures incorporating selective reinforcement requires reliable analysis tools. The effect of bonded doublers / selective reinforcements is very difficult to be predicted numerically or analytically due to the complexity of the underlying mechanisms and failures modes acting. Reliable predictions of crack growth and residual strength can only be based on sound empirical and phenomenological considerations strictly related to the specific structural concept. Large flat stiffened panels that combine MLs and selective reinforcements have been tested with the purpose of investigating solutions applicable to pressurized fuselages. The large test campaign (for a total of 35 stiffened panels) has quantitatively investigated the role of the different metallic skin concepts (monolithic vs. MLs) of the aluminum, titanium and glass-fiber reinforcements, of the stringers material and cross sections and of the geometry and location of doublers / selective reinforcements. Bonded doublers and selective reinforcements confirmed to be outstanding tools to improve the DT properties of structural elements with a minor weight increase. However the choice of proper materials for the skin and the stringers must be not underestimated since they play an important role as well. A fuselage structural concept has been developed to exploit the benefit of a metal laminate design concept in terms of high Fatigue and Damage Tolerance (F&DT) performances. The structure used laminated skin (0.8mm thick), bonded stringers, two different splicing solutions and selective reinforcements (glass prepreg embedded in the laminate) under the circumferential frames. To validate the design concept a curved panel was manufactured and tested under loading conditions representative of a single aisle fuselage: cyclic internal pressurization plus longitudinal loads. The geometry of the panel, design and loading conditions were tailored for the requirements of the upper front fuselage. The curved panel has been fatigue tested for 60 000 cycles before the introduction of artificial damages (cracks in longitudinal and circumferential directions). The crack growth of the artificial damages has been investigated for about 85 000 cycles. At the end a residual strength test has been performed with a “2 bay over broken frame” longitudinal crack. The reparability of this innovative concept has been taken into account during design and demonstrated with the use of an external riveted repair. The F&DT curved panel test has confirmed that a long fatigue life and high damage tolerance can be achieved with a hybrid metal laminate low weight configuration. The superior fatigue life from metal laminates and the high damage tolerance characteristics provided by integrated selective reinforcements are the key concepts that provided the excellent performances. The weight comparison between the innovative bonded concept and a conventional monolithic riveted design solution showed a significant potential weight saving but the weight advantages shall be traded off with the additional costs.

A bayesian model for mixed responses and skew laten variable to measure HRQoL in children

The aim of the thesi is to formulate a suitable Item Response Theory (IRT) based model to measure HRQoL (as latent variable) using a mixed responses questionnaire and relaxing the hypothesis of normal distributed latent variable. The new model is a combination of two models already presented in literature, that is, a latent trait model for mixed responses and an IRT model for Skew Normal latent variable. It is developed in a Bayesian framework, a Markov chain Monte Carlo procedure is used to generate samples of the posterior distribution of the parameters of interest. The proposed model is test on a questionnaire composed by 5 discrete items and one continuous to measure HRQoL in children, the EQ-5D-Y questionnaire. A large sample of children collected in the schools was used. In comparison with a model for only discrete responses and a model for mixed responses and normal latent variable, the new model has better performances, in term of deviance information criterion (DIC), chain convergences times and precision of the estimates.

Linguistica Cognitiva e analisi retorica: indicazioni per un percorso sulla metafora nella didattica della lingua.

La tesi sviluppa le proposte teoriche della Linguistica Cognitiva a proposito della metafora e propone una loro possibile applicazione in ambito didattico. La linguistica cognitiva costituisce la cornice interpretativa della ricerca, a partire dai suoi concetti principali: la prospettiva integrata, l’embodiment, la centralità della semantica, l’attenzione per la psicolinguistica e le neuroscienze. All’interno di questo panorama, prende vigore un’idea di metafora come punto d’incontro tra lingua e pensiero, come criterio organizzatore delle conoscenze, strumento conoscitivo fondamentale nei processi di apprendimento. A livello didattico, la metafora si rivela imprescindibile sia come strumento operativo che come oggetto di riflessione. L’approccio cognitivista può fornire utili indicazioni su come impostare un percorso didattico sulla metafora. Nel presente lavoro, si indaga in particolare l’uso didattico di stimoli non verbali nel rafforzamento delle competenze metaforiche di studenti di scuola media. Si è scelto come materiale di partenza la pubblicità, per due motivi: il diffuso impiego di strategie retoriche in ambito pubblicitario e la specificità comunicativa del genere, che permette una chiara disambiguazione di fenomeni che, in altri contesti, non potrebbero essere analizzati con la stessa univocità. Si presenta dunque un laboratorio finalizzato al miglioramento della competenza metaforica degli studenti che si avvale di due strategie complementari: da una parte, una spiegazione ispirata ai modelli cognitivisti, sia nella terminologia impiegata che nella modalità di analisi (di tipo usage-based); dall’altra un training con metafore visive in pubblicità, che comprende una fase di analisi e una fase di produzione. È stato usato un test, suddiviso in compiti specifici, per oggettivare il più possibile i progressi degli studenti alla fine del training, ma anche per rilevare le difficoltà e i punti di forza nell’analisi rispetto sia ai contesti d’uso (letterario e convenzionale) sia alle forme linguistiche assunte dalla metafora (nominale, verbale, aggettivale).

Experimental and Numerical Analysis of Gas Forced Convection through Microtubes and Micro Heat Exchangers

The last decade has witnessed very fast development in microfabrication technologies. The increasing industrial applications of microfluidic systems call for more intensive and systematic knowledge on this newly emerging field. Especially for gaseous flow and heat transfer at microscale, the applicability of conventional theories developed at macro scale is not yet completely validated; this is mainly due to scarce experimental data available in literature for gas flows. The objective of this thesis is to investigate these unclear elements by analyzing forced convection for gaseous flows through microtubes and micro heat exchangers. Experimental tests have been performed with microtubes having various inner diameters, namely 750 m, 510 m and 170 m, over a wide range of Reynolds number covering the laminar region, the transitional zone and also the onset region of the turbulent regime. The results show that conventional theory is able to predict the flow friction factor when flow compressibility does not appear and the effect of fluid temperature-dependent properties is insignificant. A double-layered microchannel heat exchanger has been designed in order to study experimentally the efficiency of a gas-to-gas micro heat exchanger. This microdevice contains 133 parallel microchannels machined into polished PEEK plates for both the hot side and the cold side. The microchannels are 200 µm high, 200 µm wide and 39.8 mm long. The design of the micro device has been made in order to be able to test different materials as partition foil with flexible thickness. Experimental tests have been carried out for five different partition foils, with various mass flow rates and flow configurations. The experimental results indicate that the thermal performance of the countercurrent and cross flow micro heat exchanger can be strongly influenced by axial conduction in the partition foil separating the hot gas flow and cold gas flow.

Genetic basis of variation for root traits and response to heat stress in durum wheat

Durum wheat is the second most important wheat species worldwide and the most important crop in several Mediterranean countries including Italy. Durum wheat is primarily grown under rainfed conditions where episodes of drought and heat stress are major factors limiting grain yield. The research presented in this thesis aimed at the identification of traits and genes that underlie root system architecture (RSA) and tolerance to heat stress in durum wheat, in order to eventually contribute to the genetic improvement of this species. In the first two experiments we aimed at the identification of QTLs for root trait architecture at the seedling level by studying a bi-parental population of 176 recombinant inbred lines (from the cross Meridiano x Claudio) and a collection of 183 durum elite accessions. Forty-eight novel QTLs for RSA traits were identified in each of the two experiments, by means of linkage- and association mapping-based QTL analysis, respectively. Important QTLs controlling the angle of root growth in the seedling were identified. In a third experiment, we investigated the phenotypic variation of root anatomical traits by means of microscope-based analysis of root cross sections in 10 elite durum cultivars. The results showed the presence of sizeable genetic variation in aerenchyma-related traits, prompting for additional studies aimed at mapping the QTLs governing such variation and to test the role of aerenchyma in the adaptive response to abiotic stresses. In the fourth experiment, an association mapping experiment for cell membrane stability at the seedling stage (as a proxy trait for heat tolerance) was carried out by means of association mapping. A total of 34 QTLs (including five major ones), were detected. Our study provides information on QTLs for root architecture and heat tolerance which could potentially be considered in durum wheat breeding programs.

Dynamic Modeling and Seasonal Performance Evaluation of Air-to-Water Heat Pump Systems

In this Thesis a series of numerical models for the evaluation of the seasonal performance of reversible air-to-water heat pump systems coupled to residential and non-residential buildings are presented. The exploitation of the energy saving potential linked to the adoption of heat pumps is a hard task for designers due to the influence on their energy performance of several factors, like the external climate variability, the heat pump modulation capacity, the system control strategy and the hydronic loop configuration. The aim of this work is to study in detail all these aspects. In the first part of this Thesis a series of models which use a temperature class approach for the prediction of the seasonal performance of reversible air source heat pumps are shown. An innovative methodology for the calculation of the seasonal performance of an air-to-water heat pump has been proposed as an extension of the procedure reported by the European standard EN 14825. This methodology can be applied not only to air-to-water single-stage heat pumps (On-off HPs) but also to multi-stage (MSHPs) and inverter-driven units (IDHPs). In the second part, dynamic simulation has been used with the aim to optimize the control systems of the heat pump and of the HVAC plant. A series of dynamic models, developed by means of TRNSYS, are presented to study the behavior of On-off HPs, MSHPs and IDHPs. The main goal of these dynamic simulations is to show the influence of the heat pump control strategies and of the lay-out of the hydronic loop used to couple the heat pump to the emitters on the seasonal performance of the system. A particular focus is given to the modeling of the energy losses linked to on-off cycling.

Waste Heat Recovery Systems: Numerical and Experimental Analysis of organic Rankine Cycle Solutions

This thesis aims to present the ORC technology, its advantages and related problems. In particular, it provides an analysis of ORC waste heat recovery system in different and innovative scenarios, focusing on cases from the biggest to the lowest scale. Both industrial and residential ORC applications are considered. In both applications, the installation of a subcritical and recuperated ORC system is examined. Moreover, heat recovery is considered in absence of an intermediate heat transfer circuit. This solution allow to improve the recovery efficiency, but requiring safety precautions. Possible integrations of ORC systems with renewable sources are also presented and investigated to improve the non-programmable source exploitation. In particular, the offshore oil and gas sector has been selected as a promising industrial large-scale ORC application. From the design of ORC systems coupled with Gas Turbines (GTs) as topper systems, the dynamic behavior of the GT+ORC innovative combined cycles has been analyzed by developing a dynamic model of all the considered components. The dynamic behavior is caused by integration with a wind farm. The electric and thermal aspects have been examined to identify the advantages related to the waste heat recovery system installation. Moreover, an experimental test rig has been realized to test the performance of a micro-scale ORC prototype. The prototype recovers heat from a low temperature water stream, available for instance in industrial or residential waste heat. In the test bench, various sensors have been installed, an acquisitions system developed in Labview environment to completely analyze the ORC behavior. Data collected in real time and corresponding to the system dynamic behavior have been used to evaluate the system performance based on selected indexes. Moreover, various operational steady-state conditions are identified and operation maps are realized for a completely characterization of the system and to detect the optimal operating conditions.