933 resultados para Hierarchical dynamic models


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The objective of this study was to determine the seasonal and interannual variability and calculate the trends of wind speed in NEB and then validate the mesoscale numerical model for after engage with the microscale numerical model in order to get the wind resource at some locations in the NEB. For this we use two data sets of wind speed (weather stations and anemometric towers) and two dynamic models; one of mesoscale and another of microscale. We use statistical tools to evaluate and validate the data obtained. The simulations of the dynamic mesoscale model were made using data assimilation methods (Newtonian Relaxation and Kalman filter). The main results show: (i) Five homogeneous groups of wind speed in the NEB with higher values in winter and spring and with lower in summer and fall; (ii) The interannual variability of the wind speed in some groups stood out with higher values; (iii) The large-scale circulation modified by the El Niño and La Niña intensified wind speed for the groups with higher values; (iv) The trend analysis showed more significant negative values for G3, G4 and G5 in all seasons and in the annual average; (v) The performance of dynamic mesoscale model showed smaller errors in the locations Paracuru and São João and major errors were observed in Triunfo; (vi) Application of the Kalman filter significantly reduce the systematic errors shown in the simulations of the dynamic mesoscale model; (vii) The wind resource indicate that Paracuru and Triunfo are favorable areas for the generation of energy, and the coupling technique after validation showed better results for Paracuru. We conclude that the objective was achieved, making it possible to identify trends in homogeneous groups of wind behavior, and to evaluate the quality of both simulations with the dynamic model of mesoscale and microscale to answer questions as necessary before planning research projects in Wind-Energy area in the NEB

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ABSTRACT: The ability of Antarctic krill Euphausia superba Dana to withstand the overwintering period is critical to their success. Laboratory evidence suggests that krill may shrink in body length during this time in response to the low availability of food. Nevertheless, verification that krill can shrink in the natural environment is lacking because winter data are difficult to obtain. One of the few sources of winter krill population data is from commercial vessels. We examined length-frequency data of adult krill (>35 mm total body length) obtained from commercial vessels in the Scotia-Weddell region and compared our results with those obtained from a combination of science and commercial sampling operations carried out in this region at other times of the year. Our analyses revealed body-length shrinkage in adult females but not males during overwinter, based on both the tracking of modal size classes over seasons and sex-ratio patterns. Other explanatory factors, such as differential mortality, immigration and emigration, could not explain the observed differences. The same pattern was also observed at South Georgia and in the Western Antarctic Peninsula. Fitted seasonally modulated von Bertalanffy growth functions predicted a pattern of overwintering shrinkage in all body-length classes of females, but only stagnation in growth in males. This shrinkage most likely reflects morphometric changes resulting from the contraction of the ovaries and is not necessarily an outcome of winter hardship. The sex-dependent changes that we observed need to be incorporated into life cycle and population dynamic models of this species, particularly those used in managing the fishery. KEY WORDS: Southern Ocean · Population dynamics · Production · Life cycle · Fishery

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ABSTRACT: The ability of Antarctic krill Euphausia superba Dana to withstand the overwintering period is critical to their success. Laboratory evidence suggests that krill may shrink in body length during this time in response to the low availability of food. Nevertheless, verification that krill can shrink in the natural environment is lacking because winter data are difficult to obtain. One of the few sources of winter krill population data is from commercial vessels. We examined length-frequency data of adult krill (>35 mm total body length) obtained from commercial vessels in the Scotia-Weddell region and compared our results with those obtained from a combination of science and commercial sampling operations carried out in this region at other times of the year. Our analyses revealed body-length shrinkage in adult females but not males during overwinter, based on both the tracking of modal size classes over seasons and sex-ratio patterns. Other explanatory factors, such as differential mortality, immigration and emigration, could not explain the observed differences. The same pattern was also observed at South Georgia and in the Western Antarctic Peninsula. Fitted seasonally modulated von Bertalanffy growth functions predicted a pattern of overwintering shrinkage in all body-length classes of females, but only stagnation in growth in males. This shrinkage most likely reflects morphometric changes resulting from the contraction of the ovaries and is not necessarily an outcome of winter hardship. The sex-dependent changes that we observed need to be incorporated into life cycle and population dynamic models of this species, particularly those used in managing the fishery. KEY WORDS: Southern Ocean · Population dynamics · Production · Life cycle · Fishery

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Biotic interactions can have large effects on species distributions yet their role in shaping species ranges is seldom explored due to historical difficulties in incorporating biotic factors into models without a priori knowledge on interspecific interactions. Improved SDMs, which account for biotic factors and do not require a priori knowledge on species interactions, are needed to fully understand species distributions. Here, we model the influence of abiotic and biotic factors on species distribution patterns and explore the robustness of distributions under future climate change. We fit hierarchical spatial models using Integrated Nested Laplace Approximation (INLA) for lagomorph species throughout Europe and test the predictive ability of models containing only abiotic factors against models containing abiotic and biotic factors. We account for residual spatial autocorrelation using a conditional autoregressive (CAR) model. Model outputs are used to estimate areas in which abiotic and biotic factors determine species’ ranges. INLA models containing both abiotic and biotic factors had substantially better predictive ability than models containing abiotic factors only, for all but one of the four species. In models containing abiotic and biotic factors, both appeared equally important as determinants of lagomorph ranges, but the influences were spatially heterogeneous. Parts of widespread lagomorph ranges highly influenced by biotic factors will be less robust to future changes in climate, whereas parts of more localised species ranges highly influenced by the environment may be less robust to future climate. SDMs that do not explicitly include biotic factors are potentially misleading and omit a very important source of variation. For the field of species distribution modelling to advance, biotic factors must be taken into account in order to improve the reliability of predicting species distribution patterns both presently and under future climate change.

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Development of reliable methods for optimised energy storage and generation is one of the most imminent challenges in modern power systems. In this paper an adaptive approach to load leveling problem using novel dynamic models based on the Volterra integral equations of the first kind with piecewise continuous kernels. These integral equations efficiently solve such inverse problem taking into account both the time dependent efficiencies and the availability of generation/storage of each energy storage technology. In this analysis a direct numerical method is employed to find the least-cost dispatch of available storages. The proposed collocation type numerical method has second order accuracy and enjoys self-regularization properties, which is associated with confidence levels of system demand. This adaptive approach is suitable for energy storage optimisation in real time. The efficiency of the proposed methodology is demonstrated on the Single Electricity Market of Republic of Ireland and Northern Ireland.

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Objectifs : Dans plusieurs pays la couverture vaccinale contre les virus du papillome humain (VPH) est associée aux déterminants sociaux des comportements sexuels et la participation au dépistage du cancer du col utérin. Ces vaccins protègent uniquement contre certains types de VPH, donc leur impact futur sur les VPH nonvaccinaux demeure incertain. L’hétérogénéité comportementale entre individus et biologique entre types de VPH affectera l’efficacité populationnelle de la vaccination contre les VPH. Les objectifs spécifiques de cette thèse étaient 1) de modéliser comment une couverture vaccinale inégale entre filles préadolescentes qui différeront selon leur activité sexuelle et leur participation au dépistage du cancer du col affectera l’efficacité populationnelle de la vaccination, 2) faire une synthèse et comparer les estimés d’efficacité croisée des vaccins contre les VPH dans des populations ADN-négatives aux VPH et 3) d’identifier, avec la modélisation, les devis d’étude épidémiologique qui réduisent les biais dans l’estimation des interactions biologiques entre types de VPH. Méthode : Nous avons utilisé des modèles de transmission dynamique et une revue systématique de la littérature pour répondre aux objectifs. 1) Nous avons modélisé une couverture vaccinale inégale entre filles qui différeront selon leur activité sexuelle et leur participation au dépistage, et examiné les changements postvaccination dans l’inégalité dans la prévalence des VPH et l’incidence des carcinomes malpighien (SCC) du col de l’utérus entre femmes ayant différents comportements. 2) Nous avons effectué une revue systématique et méta-analyse des efficacités croisées des vaccins contre les VPH estimées dans des populations ADNnégatives aux VPH. 3) Nous avons développé des modèles de transmission dynamique et d’interaction de deux types de VPH pour simuler les études épidémiologiques d’interactions entre les VPH. Résultats : Pour l’objectif 1), notre modèle de transmission prédit que l’efficacité populationnelle du vaccin dépendra de la distribution du vaccin dans la population. Après la vaccination, les inégalités absolues dans l’incidence de l’infection et des SCC entre groupes de femmes qui diffèrent selon leur activité sexuelle et leur participation au dépistage devraient diminuer. Inversement, les inégalités relatives pourraient augmenter si les femmes plus sexuellement actives et celles qui ne se font jamais dépister ont une couverture vaccinale moins élevée que les autres. Le taux d’incidence des SCC demeurera élevé chez les femmes qui ne sont jamais dépistées après la vaccination. L’efficacité croisée vaccinale et les interactions biologiques entre VPH ne sont pas encore assez bien caractérisées pour pouvoir prédire l’impact du vaccin sur les types de VPH nonvaccinaux. Pour l’objectif 2), notre méta-analyse des essais cliniques des vaccins suggère que le vaccin bivalent a une efficacité croisée significativement plus élevée que le quadrivalent contre les infections persistantes et lésions précancéreuses avec les VPH-31, 33 et 45. Les essais cliniques plus longs estiment une efficacité croisée plus faible. La modélisation des études épidémiologiques d’interactions pour l’objectif 3) montre que l’estimation des interactions biologiques entre types de VPH dans les études épidémiologiques est systématiquement biaisée par la corrélation entre le temps à risque d’infection avec un type de VPH et le temps à risque d’infection avec d’autres types de VPH. L’ajustement pour des marqueurs d’activité sexuelle ne réussit pas à contrôler ce biais. Une mesure valide des interactions biologiques entre types de VPH peut être obtenue uniquement avec des études épidémiologiques prospectives qui restreignent les analyses à des individus susceptibles ayant des partenaires sexuels infectés. Conclusion : L’hétérogénéité comportementale entre individus et l’hétérogénéité biologique entre VPH affecteront l’efficacité populationnelle du vaccin contre les VPH. Dans les contextes où les déterminants sociaux des comportements sexuels et la participation au dépistage sont aussi associés à la couverture vaccinale chez les préadolescentes, l’inégalité relative dans l’incidence des SCC risque d’augmenter. Ces comportements demeureront des facteurs de risque importants du cancer du col à l’avenir. L’effet à long terme du vaccin sur les types de VPH non-vaccinaux demeure incertain. Quoique nos résultats suggèrent que les vaccins offrent une efficacité croisée contre certains types de VPH, celle-ci pourrait diminuer après quelques années. Des interactions compétitives entre VPH pourraient exister malgré les associations observées entre les incidences des infections VPH, donc une augmentation post-vaccination de la prévalence des VPH non-vaccinaux demeure possible. Des devis d’analyse plus complexes sont nécessaires pour mesurer de façon valide les interactions biologiques entre les VPH dans les études épidémiologiques.

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One of the most disputable matters in the theory of finance has been the theory of capital structure. The seminal contributions of Modigliani and Miller (1958, 1963) gave rise to a multitude of studies and debates. Since the initial spark, the financial literature has offered two competing theories of financing decision: the trade-off theory and the pecking order theory. The trade-off theory suggests that firms have an optimal capital structure balancing the benefits and costs of debt. The pecking order theory approaches the firm capital structure from information asymmetry perspective and assumes a hierarchy of financing, with firms using first internal funds, followed by debt and as a last resort equity. This thesis analyses the trade-off and pecking order theories and their predictions on a panel data consisting 78 Finnish firms listed on the OMX Helsinki stock exchange. Estimations are performed for the period 2003–2012. The data is collected from Datastream system and consists of financial statement data. A number of capital structure characteristics are identified: firm size, profitability, firm growth opportunities, risk, asset tangibility and taxes, speed of adjustment and financial deficit. A regression analysis is used to examine the effects of the firm characteristics on capitals structure. The regression models were formed based on the relevant theories. The general capital structure model is estimated with fixed effects estimator. Additionally, dynamic models play an important role in several areas of corporate finance, but with the combination of fixed effects and lagged dependent variables the model estimation is more complicated. A dynamic partial adjustment model is estimated using Arellano and Bond (1991) first-differencing generalized method of moments, the ordinary least squares and fixed effects estimators. The results for Finnish listed firms show support for the predictions of profitability, firm size and non-debt tax shields. However, no conclusive support for the pecking-order theory is found. However, the effect of pecking order cannot be fully ignored and it is concluded that instead of being substitutes the trade-off and pecking order theory appear to complement each other. For the partial adjustment model the results show that Finnish listed firms adjust towards their target capital structure with a speed of 29% a year using book debt ratio.

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O uso de corantes sintéticos na indústria de alimentos tem provocado transtornos à saúde humana e ao meio ambiente. A quitosana pode ser imobilizada em matrizes sólidas e aplicada na remoção de corantes em coluna de leito fixo. A análise da dinâmica de uma coluna de leito fixo é baseada na curva de ruptura, esta é dependente da geometria da coluna, das condições operacionais e dos dados de equilíbrio. Neste contexto, o objetivo deste trabalho foi estudar o recobrimento de esferas de vidro por quitosana e sua aplicação como adsorvente de corantes em coluna de leito fixo. No estudo do recobrimento avaliaram-se os efeitos da concentração de quitosana e dos métodos de cura. As esferas recobertas foram aplicadas em ensaios de adsorção estático e dinâmico. Inicialmente, avaliou-se o equilíbrio de adsorção através da construção de isotermas e ajuste de modelos, e após, avaliaram-se os efeitos do tipo de cura e do grau de desacetilação da quitosana. Em seguida, foram analisados os efeitos do tipo de corante e do pH, e o comportamento cinético da adsorção pela construção de curvas de ruptura e ajuste de modelos dinâmicos. A influência da altura do leito e da concentração inicial de corante sobre os parâmetros da adsorção em leito fixo foram analisados através da metodologia de superfície de resposta (MSR). Ao final, estudou-se a regeneração da coluna. Os resultados mostraram que os maiores percentuais de recobrimento foram obtidos pelos métodos físico e físico/químico, na concentração de quitosana de 0,5% (m/v). Nestas condições o percentual de recobrimento foi de 46%. Nas imagens da superfície das esferas (MEV) observou-se que as mesmas foram recobertas de forma homogênea pela quitosana. As isotermas de equilíbrio obtidas foram classificadas como do tipo V, sendo o modelo de Sips o mais adequado para representar os dados experimentais. As capacidades máximas de adsorção foram 337 mg g-1, 286 mg g-1 e 200 mg g-1 para os corantes amarelo tartrazina, amarelo crepúsculo e vermelho 40, respectivamente. A aplicação das esferas recobertas com quitosana em leito fixo mostrou-se mais adequada utilizando o método de cura físico/químico e quitosana com grau de desacetilação de 85%. A máxima capacidade de adsorção da coluna em função do corante e do pH variou de 13 a 108 mg g–1. Os modelos BDST (bed–depth–service–time), Thomas e Yoon–Nelson foram adequados para representar os dados experimentais. De acordo com a MSR, o melhor desempenho do leito foi com altura de 30 cm e concentração inicial de corante de 50 mg L-1. Nestas condições, obteve-se tempo de ruptura de 88 min, máxima capacidade da coluna de 108 mg g-1 e remoção de 86 %. Na regeneração da coluna observou-se que cerca de 75% da capacidade máxima da coluna foi mantida após cinco ciclos de adsorção–eluição. Diante do exposto, a coluna de leito fixo empacotada com esferas recobertas com quitosana mostrou-se promissora na remoção de corantes de soluções aquosas.

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Este artículo contiene el estudio inicial de un modelo de predicción de tráfico, que intenta mostrar cómo puede complementarse la toma de decisiones que afecten a la ciudad a través de una buena planificación vial. Esto permitirá dar alternativas posibles de solución mediante la predicción de flujos de tráfico y determinando las intersecciones de mayor influencia dentro de la red vial, lo que por consecuencia reduciría costes en tiempo, combustible, contaminación, etc., obteniendo así una herramienta de ayuda en la toma de decisiones respecto del tráfico. Específicamente, se utiliza modelos dinámicos lineales para predecir el tráfico en distintos puntos de una ciudad y, en consecuencia, pronosticar su eventual saturación. Se puede así predecir puntos de la ciudad en la que es necesario actuar para aliviar los problemas de tráfico antes de que éstos lleguen a manifestarse.

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This dissertation provides a novel theory of securitization based on intermediaries minimizing the moral hazard that insiders can misuse assets held on-balance sheet. The model predicts how intermediaries finance different assets. Under deposit funding, the moral hazard is greatest for low-risk assets that yield sizable returns in bad states of nature; under securitization, it is greatest for high-risk assets that require high guarantees and large reserves. Intermediaries thus securitize low-risk assets. In an extension, I identify a novel channel through which government bailouts exacerbate the moral hazard and reduce total investment irrespective of the funding mode. This adverse effect is stronger under deposit funding, implying that intermediaries finance more risky assets off-balance sheet. The dissertation discusses the implications of different forms of guarantees. With explicit guarantees, banks securitize assets with either low information-intensity or low risk. By contrast, with implicit guarantees, banks only securitize assets with high information-intensity and low risk. Two extensions to the benchmark static and dynamic models are discussed. First, an extension to the static model studies the optimality of tranching versus securitization with guarantees. Tranching eliminates agency costs but worsens adverse selection, while securitization with guarantees does the opposite. When the quality of underlying assets in a certain security market is sufficiently heterogeneous, and when the highest quality assets are perceived to be sufficiently safe, securitization with guarantees dominates tranching. Second, in an extension to the dynamic setting, the moral hazard of misusing assets held on-balance sheet naturally gives rise to the moral hazard of weak ex-post monitoring in securitization. The use of guarantees reduces the dependence of banks' ex-post payoffs on monitoring efforts, thereby weakening monitoring incentives. The incentive to monitor under securitization with implicit guarantees is the weakest among all funding modes, as implicit guarantees allow banks to renege on their monitoring promises without being declared bankrupt and punished.

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¿What have we learnt from the 2006-2012 crisis, including events such as the subprime crisis, the bankruptcy of Lehman Brothers or the European sovereign debt crisis, among others? It is usually assumed that in firms that have a CDS quotation, this CDS is the key factor in establishing the credit premiumrisk for a new financial asset. Thus, the CDS is a key element for any investor in taking relative value opportunities across a firm’s capital structure. In the first chapter we study the most relevant aspects of the microstructure of the CDS market in terms of pricing, to have a clear idea of how this market works. We consider that such an analysis is a necessary point for establishing a solid base for the rest of the chapters in order to carry out the different empirical studies we perform. In its document “Basel III: A global regulatory framework for more resilient banks and banking systems”, Basel sets the requirement of a capital charge for credit valuation adjustment (CVA) risk in the trading book and its methodology for the computation for the capital requirement. This regulatory requirement has added extra pressure for in-depth knowledge of the CDS market and this motivates the analysis performed in this thesis. The problem arises in estimating of the credit risk premium for those counterparties without a directly quoted CDS in the market. How can we estimate the credit spread for an issuer without CDS? In addition to this, given the high volatility period in the credit market in the last few years and, in particular, after the default of Lehman Brothers on 15 September 2008, we observe the presence of big outliers in the distribution of credit spread in the different combinations of rating, industry and region. After an exhaustive analysis of the results from the different models studied, we have reached the following conclusions. It is clear that hierarchical regression models fit the data much better than those of non-hierarchical regression. Furthermore,we generally prefer the median model (50%-quantile regression) to the mean model (standard OLS regression) due to its robustness when assigning the price to a new credit asset without spread,minimizing the “inversion problem”. Finally, an additional fundamental reason to prefer the median model is the typical "right skewness" distribution of CDS spreads...

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This thesis focuses on the dynamics of underactuated cable-driven parallel robots (UACDPRs), including various aspects of robotic theory and practice, such as workspace computation, parameter identification, and trajectory planning. After a brief introduction to CDPRs, UACDPR kinematic and dynamic models are analyzed, under the relevant assumption of inextensible cables. The free oscillatory motion of the end-effector (EE), which is a unique feature of underactuated mechanisms, is studied in detail, from both a kinematic and a dynamic perspective. The free (small) oscillations of the EE around equilibria are proved to be harmonic and the corresponding natural oscillation frequencies are analytically computed. UACDPR workspace computation and analysis are then performed. A new performance index is proposed for the analysis of the influence of actuator errors on cable tensions around equilibrium configurations, and a new type of workspace, called tension-error-insensitive, is defined as the set of poses that a UACDPR EE can statically attain even in presence of actuation errors, while preserving tensions between assigned (positive) bounds. EE free oscillations are then employed to conceive a novel procedure aimed at identifying the EE inertial parameters. This approach does not require the use of force or torque measurements. Moreover, a self-calibration procedure for the experimental determination of UACDPR initial cable lengths is developed, which consequently enables the robot to automatically infer the EE initial pose at machine start-up. Lastly, trajectory planning of UACDPRs is investigated. Two alternative methods are proposed, which aim at (i) reducing EE oscillations even when model parameters are uncertain or (ii) eliminate EE oscillations in case model parameters are perfectly known. EE oscillations are reduced in real-time by dynamically scaling a nominal trajectory and filtering it with an input shaper, whereas they can be eliminated if an off-line trajectory is computed that accounts for the system internal dynamics.

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Il presente lavoro di tesi si pone come obiettivo l’individuazione di modelli matematici che possano essere utilizzati per la configurazione di simulatori di volo aerei elettrici dell’aviazione generale. In particolare, sono state trovate in letteratura delle formule da utlizzare per modellare eliche, motori elettrici di varie tipologie e batterie. Per meglio comprendere l’impatto dell’adozione dei motori elettrici sui velivoli dell’aviazione generale sono stati effettuati dei confronti di dati, in cui si è preso come riferimento il motore a combustione interna Continental O-300 montato sui Cessna C172. Successivamente, sono stati implementati i modelli dinamici in Simulink di motori elettrici che potrebbero sostituire il motore a combustione interna sopra citato. Sono, poi, state eseguite alcune comparazioni tra i risultati ottenuti in termini di spinte ottenibili, potenze e autonomie, e numero di giri di rotazione dell’elica per diversi motori elettrici. Per effettuare le simulazioni è stato utilizzato il software Simulink: ambiente in cui sono stati sviluppati modelli dinamici di propulsione sia tradizionale che elettrica. Nella parte conclusiva della tesi, sono riportate alcune considerazioni volte a stimare l'autonomia di un velivolo simile al Cessna C172, in cui si sotituisce il motore a combustione interna con un motore elettrico a parità di peso massimo al decollo e l’andamento di quest'ultimo in funzione dell’autonomia per un velivolo elettrico. I risultati ottenuti da queste ultime simulazioni suggeriscono che la conversione ad elettrico è attualmente critica in quanto la ridotta densità di energia delle batterie porta ad un significativo decadimento dell'autonomia generale.

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An important consideration in the development of mathematical models for dynamic simulation, is the identification of the appropriate mathematical structure. By building models with an efficient structure which is devoid of redundancy, it is possible to create simple, accurate and functional models. This leads not only to efficient simulation, but to a deeper understanding of the important dynamic relationships within the process. In this paper, a method is proposed for systematic model development for startup and shutdown simulation which is based on the identification of the essential process structure. The key tool in this analysis is the method of nonlinear perturbations for structural identification and model reduction. Starting from a detailed mathematical process description both singular and regular structural perturbations are detected. These techniques are then used to give insight into the system structure and where appropriate to eliminate superfluous model equations or reduce them to other forms. This process retains the ability to interpret the reduced order model in terms of the physico-chemical phenomena. Using this model reduction technique it is possible to attribute observable dynamics to particular unit operations within the process. This relationship then highlights the unit operations which must be accurately modelled in order to develop a robust plant model. The technique generates detailed insight into the dynamic structure of the models providing a basis for system re-design and dynamic analysis. The technique is illustrated on the modelling for an evaporator startup. Copyright (C) 1996 Elsevier Science Ltd