907 resultados para Cointegration analysis with structural breaks


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This PhD thesis analyses networks of knowledge flows, focusing on the role of indirect ties in the knowledge transfer, knowledge accumulation and knowledge creation process. It extends and improves existing methods for mapping networks of knowledge flows in two different applications and contributes to two stream of research. To support the underlying idea of this thesis, which is finding an alternative method to rank indirect network ties to shed a new light on the dynamics of knowledge transfer, we apply Ordered Weighted Averaging (OWA) to two different network contexts. Knowledge flows in patent citation networks and a company supply chain network are analysed using Social Network Analysis (SNA) and the OWA operator. The OWA is used here for the first time (i) to rank indirect citations in patent networks, providing new insight into their role in transferring knowledge among network nodes; and to analyse a long chain of patent generations along 13 years; (ii) to rank indirect relations in a company supply chain network, to shed light on the role of indirectly connected individuals involved in the knowledge transfer and creation processes and to contribute to the literature on knowledge management in a supply chain. In doing so, indirect ties are measured and their role as means of knowledge transfer is shown. Thus, this thesis represents a first attempt to bridge the OWA and SNA fields and to show that the two methods can be used together to enrich the understanding of the role of indirectly connected nodes in a network. More specifically, the OWA scores enrich our understanding of knowledge evolution over time within complex networks. Future research can show the usefulness of OWA operator in different complex networks, such as the on-line social networks that consists of thousand of nodes.

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This paper seeks to advance the theory and practice of the dynamics of complex networks in relation to direct and indirect citations. It applies social network analysis (SNA) and the ordered weighted averaging operator (OWA) to study a patent citations network. So far the SNA studies investigating long chains of patents citations have rarely been undertaken and the importance of a node in a network has been associated mostly with its number of direct ties. In this research OWA is used to analyse complex networks, assess the role of indirect ties, and provide guidance to reduce complexity for decision makers and analysts. An empirical example of a set of European patents published in 2000 in the renewable energy industry is provided to show the usefulness of the proposed approach for the preference ranking of patent citations.

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This paper examines whether the observed long memory behavior of log-range series is to some extent spurious and whether it can be explained by the presence of structural breaks. Utilizing stock market data we show that the characterization of log-range series as long memory processes can be a strong assumption. Moreover, we find that all examined series experience a large number of significant breaks. Once the breaks are accounted for, the volatility persistence is eliminated. Overall, the findings suggest that volatility can be adequately represented, at least in-sample, through a multiple breaks process and a short run component.

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A mild protocol that allows the template removal of soft un-aged silica nanoparticles was investigated. After oxidizing the organic template by Fenton chemistry, a good structural preservation is only achieved when the material is equilibrated and dried in a low-surface tension solvent. This avoids excessive capillary stress induced by the high surface tension of water, a major component in the Fenton reaction medium. The Fenton reaction should be carried out under mild conditions as well; otherwise the sample deteriorates by extensive hydrolysis, and capillary stress, and the structural ordering diminishes severely. We propose employing 10 ppm Fe concentration at 70 °C for 24 h for the cetyltrimethylammonium bromide template. The proposed protocol involves 2 steps resulting in an overall significantly higher pore volume attributed to the wider pores and limited particle agglomeration, while the calcined counterpart evidences aggregation and loss of the hexagonal ordering. n-BuOH exchange is unnecessary when the mesophase is stabilized by ageing, as the structure resists the water capillary stress. © The Royal Society of Chemistry 2013.

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Tensor analysis plays an important role in modern image and vision computing problems. Most of the existing tensor analysis approaches are based on the Frobenius norm, which makes them sensitive to outliers. In this paper, we propose L1-norm-based tensor analysis (TPCA-L1), which is robust to outliers. Experimental results upon face and other datasets demonstrate the advantages of the proposed approach. © 2006 IEEE.

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This research explores Bayesian updating as a tool for estimating parameters probabilistically by dynamic analysis of data sequences. Two distinct Bayesian updating methodologies are assessed. The first approach focuses on Bayesian updating of failure rates for primary events in fault trees. A Poisson Exponentially Moving Average (PEWMA) model is implemnented to carry out Bayesian updating of failure rates for individual primary events in the fault tree. To provide a basis for testing of the PEWMA model, a fault tree is developed based on the Texas City Refinery incident which occurred in 2005. A qualitative fault tree analysis is then carried out to obtain a logical expression for the top event. A dynamic Fault Tree analysis is carried out by evaluating the top event probability at each Bayesian updating step by Monte Carlo sampling from posterior failure rate distributions. It is demonstrated that PEWMA modeling is advantageous over conventional conjugate Poisson-Gamma updating techniques when failure data is collected over long time spans. The second approach focuses on Bayesian updating of parameters in non-linear forward models. Specifically, the technique is applied to the hydrocarbon material balance equation. In order to test the accuracy of the implemented Bayesian updating models, a synthetic data set is developed using the Eclipse reservoir simulator. Both structured grid and MCMC sampling based solution techniques are implemented and are shown to model the synthetic data set with good accuracy. Furthermore, a graphical analysis shows that the implemented MCMC model displays good convergence properties. A case study demonstrates that Likelihood variance affects the rate at which the posterior assimilates information from the measured data sequence. Error in the measured data significantly affects the accuracy of the posterior parameter distributions. Increasing the likelihood variance mitigates random measurement errors, but casuses the overall variance of the posterior to increase. Bayesian updating is shown to be advantageous over deterministic regression techniques as it allows for incorporation of prior belief and full modeling uncertainty over the parameter ranges. As such, the Bayesian approach to estimation of parameters in the material balance equation shows utility for incorporation into reservoir engineering workflows.

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Aircraft manufacturing industries are looking for solutions in order to increase their productivity. One of the solutions is to apply the metrology systems during the production and assembly processes. Metrology Process Model (MPM) (Maropoulos et al, 2007) has been introduced which emphasises metrology applications with assembly planning, manufacturing processes and product designing. Measurability analysis is part of the MPM and the aim of this analysis is to check the feasibility for measuring the designed large scale components. Measurability Analysis has been integrated in order to provide an efficient matching system. Metrology database is structured by developing the Metrology Classification Model. Furthermore, the feature-based selection model is also explained. By combining two classification models, a novel approach and selection processes for integrated measurability analysis system (MAS) are introduced and such integrated MAS could provide much more meaningful matching results for the operators. © Springer-Verlag Berlin Heidelberg 2010.

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Thesis (Ph.D.)--University of Washington, 2016-08

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The electricity market and climate are both undergoing a change. The changes impact hydropower and provoke an interest for hydropower capacity increases. In this thesis a new methodology was developed utilising short-term hydropower optimisation and planning software for better capacity increase profitability analysis accuracy. In the methodology income increases are calculated in month long periods while varying average discharge and electricity price volatility. The monthly incomes are used for constructing year scenarios, and from different types of year scenarios a long-term profitability analysis can be made. Average price development is included utilising a multiplier. The method was applied on Oulujoki hydropower plants. It was found that the capacity additions that were analysed for Oulujoki were not profitable. However, the methodology was found versatile and useful. The result showed that short periods of peaking prices play major role in the profitability of capacity increases. Adding more discharge capacity to hydropower plants that initially bypassed water more often showed the best improvements both in income and power generation profile flexibility.

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Poster presented at the From Basic Sciences to Clinical Research: 1st International Congress of CiiEM. Egas Moniz, Caparica, Portugal, 27-28 November 2015

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Today’s data are increasingly complex and classical statistical techniques need growingly more refined mathematical tools to be able to model and investigate them. Paradigmatic situations are represented by data which need to be considered up to some kind of trans- formation and all those circumstances in which the analyst finds himself in the need of defining a general concept of shape. Topological Data Analysis (TDA) is a field which is fundamentally contributing to such challenges by extracting topological information from data with a plethora of interpretable and computationally accessible pipelines. We con- tribute to this field by developing a series of novel tools, techniques and applications to work with a particular topological summary called merge tree. To analyze sets of merge trees we introduce a novel metric structure along with an algorithm to compute it, define a framework to compare different functions defined on merge trees and investigate the metric space obtained with the aforementioned metric. Different geometric and topolog- ical properties of the space of merge trees are established, with the aim of obtaining a deeper understanding of such trees. To showcase the effectiveness of the proposed metric, we develop an application in the field of Functional Data Analysis, working with functions up to homeomorphic reparametrization, and in the field of radiomics, where each patient is represented via a clustering dendrogram.

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Photoplethysmography (PPG) sensors allow for noninvasive and comfortable heart-rate (HR) monitoring, suitable for compact wearable devices. However, PPG signals collected from such devices often suffer from corruption caused by motion artifacts. This is typically addressed by combining the PPG signal with acceleration measurements from an inertial sensor. Recently, different energy-efficient deep learning approaches for heart rate estimation have been proposed. To test these new solutions, in this work, we developed a highly wearable platform (42mm x 48 mm x 1.2mm) for PPG signal acquisition and processing, based on GAP9, a parallel ultra low power system-on-chip featuring nine cores RISC-V compute cluster with neural network accelerator and 1 core RISC-V controller. The hardware platform also integrates a commercial complete Optical Biosensing Module and an ARM-Cortex M4 microcontroller unit (MCU) with Bluetooth low-energy connectivity. To demonstrate the capabilities of the system, a deep learning-based approach for PPG-based HR estimation has been deployed. Thanks to the reduced power consumption of the digital computational platform, the total power budget is just 2.67 mW providing up to 5 days of operation (105 mAh battery).

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This paper explores the homogeneity of the functional form, the parameters, and the turning point, when appropriate, of the relationship between CO2 emissions and economic activity for 31 countries (28 OECD, Brazil, China, and India) during the period 1950 to 2006 using cointegration analysis. With a sample highly overlapped over time between countries, the result reveals that the homogeneity across countries is rejected, both in functional form and in the parameters of long term relationship. This confirms the relevance of considering the heterogeneity in exploring the relationship between air pollution and economic activity to avoid spurious parameter estimates and infer a wrong behavior of the functional form, which could lead to induce that the relationship is reversed when in fact it is direct.