Bayesian change-point analysis in linear regression model with scale mixtures of normal distributions

In this thesis, we consider Bayesian inference on the detection of variance change-point models with scale mixtures of normal (for short SMN) distributions. This class of distributions is symmetric and thick-tailed and includes as special cases: Gaussian, Student-t, contaminated normal, and slash distributions. The proposed models provide greater flexibility to analyze a lot of practical data, which often show heavy-tail and may not satisfy the normal assumption. As to the Bayesian analysis, we specify some prior distributions for the unknown parameters in the variance change-point models with the SMN distributions. Due to the complexity of the joint posterior distribution, we propose an efficient Gibbs-type with Metropolis- Hastings sampling algorithm for posterior Bayesian inference. Thereafter, following the idea of [1], we consider the problems of the single and multiple change-point detections. The performance of the proposed procedures is illustrated and analyzed by simulation studies. A real application to the closing price data of U.S. stock market has been analyzed for illustrative purposes.

Analysis of spring break-up and its effects on a biomass feedstock supply chain in northern Michigan

Demand for bio-fuels is expected to increase, due to rising prices of fossil fuels and concerns over greenhouse gas emissions and energy security. The overall cost of biomass energy generation is primarily related to biomass harvesting activity, transportation, and storage. With a commercial-scale cellulosic ethanol processing facility in Kinross Township of Chippewa County, Michigan about to be built, models including a simulation model and an optimization model have been developed to provide decision support for the facility. Both models track cost, emissions and energy consumption. While the optimization model provides guidance for a long-term strategic plan, the simulation model aims to present detailed output for specified operational scenarios over an annual period. Most importantly, the simulation model considers the uncertainty of spring break-up timing, i.e., seasonal road restrictions. Spring break-up timing is important because it will impact the feasibility of harvesting activity and the time duration of transportation restrictions, which significantly changes the availability of feedstock for the processing facility. This thesis focuses on the statistical model of spring break-up used in the simulation model. Spring break-up timing depends on various factors, including temperature, road conditions and soil type, as well as individual decision making processes at the county level. The spring break-up model, based on the historical spring break-up data from 27 counties over the period of 2002-2010, starts by specifying the probability distribution of a particular county’s spring break-up start day and end day, and then relates the spring break-up timing of the other counties in the harvesting zone to the first county. In order to estimate the dependence relationship between counties, regression analyses, including standard linear regression and reduced major axis regression, are conducted. Using realizations (scenarios) of spring break-up generated by the statistical spring breakup model, the simulation model is able to probabilistically evaluate different harvesting and transportation plans to help the bio-fuel facility select the most effective strategy. For early spring break-up, which usually indicates a longer than average break-up period, more log storage is required, total cost increases, and the probability of plant closure increases. The risk of plant closure may be partially offset through increased use of rail transportation, which is not subject to spring break-up restrictions. However, rail availability and rail yard storage may then become limiting factors in the supply chain. Rail use will impact total cost, energy consumption, system-wide CO2 emissions, and the reliability of providing feedstock to the bio-fuel processing facility.

Stability analysis of a mono inverter dual sensorless motors system

When a single brush-less dc motor is fed by an inverter with a sensor-less algorithm embedded in the switching controller, the system exhibits a linear and stable output in terms of the speed and torque. However, with two motors modulated by the same inverter, the system is unstable and rendered useless for a steady application, unless provided with some resistive damping on the supply lines. The project discusses and analysis the stability of such a system through simulations and hardware demonstrations and also will discuss a method to derive the values of these damping.