Estimating the Tobit Model with Serial Correlation: an Operational Approach

Several Authors Have Discussed Recently the Limited Dependent Variable Regression Model with Serial Correlation Between Residuals. the Pseudo-Maximum Likelihood Estimators Obtained by Ignoring Serial Correlation Altogether, Have Been Shown to Be Consistent. We Present Alternative Pseudo-Maximum Likelihood Estimators Which Are Obtained by Ignoring Serial Correlation Only Selectively. Monte Carlo Experiments on a Model with First Order Serial Correlation Suggest That Our Alternative Estimators Have Substantially Lower Mean-Squared Errors in Medium Size and Small Samples, Especially When the Serial Correlation Coefficient Is High. the Same Experiments Also Suggest That the True Level of the Confidence Intervals Established with Our Estimators by Assuming Asymptotic Normality, Is Somewhat Lower Than the Intended Level. Although the Paper Focuses on Models with Only First Order Serial Correlation, the Generalization of the Proposed Approach to Serial Correlation of Higher Order Is Also Discussed Briefly.

Identification d’une architecture à base de composants dans une application orientée objets à l’aide d’une analyse dynamique

Un système, décrit avec un grand nombre d'éléments fortement interdépendants, est complexe, difficile à comprendre et à maintenir. Ainsi, une application orientée objet est souvent complexe, car elle contient des centaines de classes avec de nombreuses dépendances plus ou moins explicites. Une même application, utilisant le paradigme composant, contiendrait un plus petit nombre d'éléments, faiblement couplés entre eux et avec des interdépendances clairement définies. Ceci est dû au fait que le paradigme composant fournit une bonne représentation de haut niveau des systèmes complexes. Ainsi, ce paradigme peut être utilisé comme "espace de projection" des systèmes orientés objets. Une telle projection peut faciliter l'étape de compréhension d'un système, un pré-requis nécessaire avant toute activité de maintenance et/ou d'évolution. De plus, il est possible d'utiliser cette représentation, comme un modèle pour effectuer une restructuration complète d'une application orientée objets opérationnelle vers une application équivalente à base de composants tout aussi opérationnelle. Ainsi, La nouvelle application bénéficiant ainsi, de toutes les bonnes propriétés associées au paradigme composants. L'objectif de ma thèse est de proposer une méthode semi-automatique pour identifier une architecture à base de composants dans une application orientée objets. Cette architecture doit, non seulement aider à la compréhension de l'application originale, mais aussi simplifier la projection de cette dernière dans un modèle concret de composant. L'identification d'une architecture à base de composants est réalisée en trois grandes étapes: i) obtention des données nécessaires au processus d'identification. Elles correspondent aux dépendances entre les classes et sont obtenues avec une analyse dynamique de l'application cible. ii) identification des composants. Trois méthodes ont été explorées. La première utilise un treillis de Galois, la seconde deux méta-heuristiques et la dernière une méta-heuristique multi-objective. iii) identification de l'architecture à base de composants de l'application cible. Cela est fait en identifiant les interfaces requises et fournis pour chaque composant. Afin de valider ce processus d'identification, ainsi que les différents choix faits durant son développement, j'ai réalisé différentes études de cas. Enfin, je montre la faisabilité de la projection de l'architecture à base de composants identifiée vers un modèle concret de composants.

Characterization of Carotid Plaques with Ultrasound Non-Invasive Vascular Elastography (NIVE) : Feasibility and Correlation with High-Resolution Magnetic Resonance Imaging

L’accident vasculaire cérébral (AVC) est une cause principale de décès et de morbidité dans le monde; une bonne partie des AVC est causée par la plaque d’athérosclérose carotidienne. La prévention de l’AVC chez les patients ayant une plaque carotidienne demeure controversée, vu les risques et bénéfices ambigus associés au traitement chirurgical ou médical. Plusieurs méthodes d’imagerie ont été développées afin d’étudier la plaque vulnérable (dont le risque est élevé), mais aucune n’est suffisamment validée ou accessible pour permettre une utilisation comme outil de dépistage. L’élastographie non-invasive vasculaire (NIVE) est une technique nouvelle qui cartographie les déformations (élasticité) de la plaque afin de détecter les plaque vulnérables; cette technique n’est pas encore validée cliniquement. Le but de ce projet est d’évaluer la capacité de NIVE de caractériser la composition de la plaque et sa vulnérabilité in vivo chez des patients ayant des plaques sévères carotidiennes, en utilisant comme étalon de référence, l’imagerie par résonance magnétique (IRM) à haute-résolution. Afin de poursuivre cette étude, une connaissance accrue de l’AVC, l’athérosclérose, la plaque vulnérable, ainsi que des techniques actuelles d’imagerie de la plaque carotidienne, est requise. Trente-et-un sujets ont été examinés par NIVE par ultrasonographie et IRM à haute-résolution. Sur 31 plaques, 9 étaient symptomatiques, 17 contenaient des lipides, et 7 étaient vulnérables selon l’IRM. Les déformations étaient significativement plus petites chez les plaques contenant des lipides, avec une sensibilité élevée et une spécificité modérée. Une association quadratique entre la déformation et la quantité de lipide a été trouvée. Les déformations ne pouvaient pas distinguer les plaques vulnérables ou symptomatiques. En conclusion, NIVE par ultrasonographie est faisable chez des patients ayant des sténoses carotidiennes significatives et peut détecter la présence d’un coeur lipidique. Des études supplémentaires de progression de la plaque avec NIVE sont requises afin d’identifier les plaques vulnérables.

Carboxydothermus hydrogenoformans comme catalyseur biologique pour la conversion du monoxyde de carbone en hydrogène simultanément a la minéralisation de calcium et phosphate

La gazéification est aujourd'hui l'une des stratégies les plus prometteuses pour valoriser les déchets en énergie. Cette technologie thermo-chimique permet une réduction de 95 % de la masse des intrants et génère des cendres inertes ainsi que du gaz de synthèse (syngaz). Le syngaz est un combustible gazeux composé principalement de monoxyde de carbone (CO), d'hydrogène (H2) et de dioxyde de carbone (CO2). Le syngaz peut être utilisé pour produire de la chaleur et de l'électricité. Il est également la pierre angulaire d'un grand nombre de produits à haute valeur ajoutée, allant de l'éthanol à l'ammoniac et l'hydrogène pur. Les applications en aval de la production de syngaz sont dictées par son pouvoir calorifique, lui-même dépendant de la teneur du gaz en H2. L’augmentation du contenu du syngaz en H2 est rendu possible par la conversion catalytique à la vapeur d’eau, largement répandu dans le cadre du reformage du méthane pour la production d'hydrogène. Au cours de cette réaction, le CO est converti en H2 et CO2 selon : CO + H2O → CO2 + H2. Ce processus est possible grâce à des catalyseurs métalliques mis en contact avec le CO et de la vapeur. La conversion catalytique à la vapeur d’eau a jusqu'ici été réservé pour de grandes installations industrielles car elle nécessite un capital et des charges d’exploitations très importantes. Par conséquent, les installations de plus petite échelle et traitant des intrants de faible qualité (biomasse, déchets, boues ...), n'ont pas accès à cette technologie. Ainsi, la seule utilisation de leur syngaz à faible pouvoir calorifique, est limitée à la génération de chaleur ou, tout au plus, d'électricité. Afin de permettre à ces installations une gamme d’application plus vaste de leurs syngaz, une alternative économique à base de catalyseur biologique est proposée par l’utilisation de bactéries hyperthermophiles hydrogénogènes. L'objectif de cette thèse est d'utiliser Carboxydothermus hydrogenoformans, une bactérie thermophile carboxydotrophe hydrogénogène comme catalyseur biologique pour la conversion du monoxyde de carbone en hydrogène. Pour cela, l’impact d'un phénomène de biominéralisation sur la production d’H2 a été étudié. Ensuite, la faisabilité et les limites de l’utilisation de la souche dans un bioréacteur ont été évaluées. Tout d'abord, la caractérisation de la phase inorganique prédominante lorsque C. hydrogenoformans est inoculé dans le milieu DSMZ, a révélé une biominéralisation de phosphate de calcium (CaP) cristallin en deux phases. L’analyse par diffraction des rayons X et spectrométrie infrarouge à transformée de Fourier de ce matériau biphasique indique une signature caractéristique de la Mg-whitlockite, alors que les images obtenues par microscopie électronique à transmission ont montré l'existence de nanotiges cristallines s’apparentant à de l’hydroxyapatite. Dans les deux cas, le mode de biominéralisation semble être biologiquement induit plutôt que contrôlé. L'impact du précipité de CaP endogène sur le transfert de masse du CO et la production d’H2 a ensuite été étudié. Les résultats ont été comparés aux valeurs obtenues dans un milieu où aucune précipitation n'est observée. Dans le milieu DSMZ, le KLa apparent (0.22 ± 0.005 min-1) et le rendement de production d’H2 (89.11 ± 6.69 %) étaient plus élevés que ceux obtenus avec le milieu modifié (0.19 ± 0.015 min-1 et 82.60 ± 3.62% respectivement). La présence du précipité n'a eu aucune incidence sur l'activité microbienne. En somme, le précipité de CaP offre une nouvelle stratégie pour améliorer les performances de transfert de masse du CO en utilisant les propriétés hydrophobes de gaz. En second lieu, la conversion du CO en H2 par la souche Carboxydothermus hydrogenoformans fut étudiée et optimisée dans un réacteur gazosiphon de 35 L. Parmi toutes les conditions opérationnelles, le paramètre majeur fut le ratio du débit de recirculation du gaz sur le débit d'alimentation en CO (QR:Qin). Ce ratio impacte à la fois l'activité biologique et le taux de transfert de masse gaz-liquide. En effet, au dessus d’un ratio de 40, les performances de conversion du CO en H2 sont limitées par l’activité biologique alors qu’en dessous, elles sont limitées par le transfert de masse. Cela se concrétise par une efficacité de conversion maximale de 90.4 ± 0.3 % et une activité spécifique de 2.7 ± 0.4 molCO·g–1VSS·d–1. Malgré des résultats prometteurs, les performances du bioréacteur ont été limitées par une faible densité cellulaire, typique de la croissance planctonique de C. hydrogenoformans. Cette limite est le facteur le plus contraignant pour des taux de charge de CO plus élevés. Ces performances ont été comparées à celles obtenues dans un réacteur à fibres creuses (BRFC) inoculé par la souche. En dépit d’une densité cellulaire et d’une activité volumétrique plus élevées, les performances du BRFC à tout le moins cinétiquement limitées quand elles n’étaient pas impactées par le transfert de masse, l'encrassement et le vieillissement de la membrane. Afin de parer à la dégénérescence de C. hydrogenoformans en cas de pénurie de CO, la croissance de la bactérie sur pyruvate en tant que seule source de carbone a été également caractérisée. Fait intéressant, en présence simultanée de pyruvate et de CO, C. hydrogenoformans n’a amorcé la consommation de pyruvate qu’une fois le CO épuisé. Cela a été attribué à un mécanisme d'inhibition du métabolisme du pyruvate par le CO, faisant ainsi du pyruvate le candidat idéal pour un système in situ de secours.

Feasibility and preliminary effectiveness of a novel cognitive-behavioral couple therapy for provoked vestibulodynia: a pilot study.

Introduction Provoked vestibulodynia (PVD), a recurrent, localized vulvovaginal pain problem, carries a significant psychosexual burden for afflicted women, who report impoverished sexual function and decreased frequency of sexual activity and pleasure. Interpersonal factors such as partner responses to pain, partner distress, and attachment style are associated with pain outcomes for women and with sexuality outcomes for both women and partners. Despite these findings, no treatment for PVD has systematically included the partner. Aims This study pilot‐tested the feasibility and potential efficacy of a novel cognitive–behavioral couple therapy (CBCT) for couples coping with PVD. Methods Couples (women and their partners) in which the woman was diagnosed with PVD (N = 9) took part in a 12‐session manualized CBCT intervention and completed outcome measures pre‐ and post‐treatment. Main Outcome Measures The primary outcome measure was women's pain intensity during intercourse as measured on a numerical rating scale. Secondary outcomes included sexual functioning and satisfaction for both partners. Exploratory outcomes included pain‐related cognitions; psychological outcomes; and treatment satisfaction, feasibility, and reliability. Results One couple separated before the end of therapy. Paired t‐test comparisons involving the remaining eight couples demonstrated significant improvements in women's pain and sexuality outcomes for both women and partners. Exploratory analyses indicated improvements in pain‐related cognitions, as well as anxiety and depression symptoms, for both members of the couple. Therapists' reported high treatment reliability and participating couples' high participation rates and reported treatment satisfaction indicate adequate feasibility. Conclusions Treatment outcomes, along with treatment satisfaction ratings, confirm the preliminary success of CBCT in reducing pain and psychosexual burden for women with PVD and their partners. Further large‐scale randomized controlled trials are necessary to examine the efficacy of CBCT compared with and in conjunction with first‐line biomedical interventions for PVD.

Factors Underlying Heterogeneous Individual Growth in Macrobrachium rosenbergii and the Effect of Size Heterogeneity on Economic Feasibility of Farming in Kuttanad ( Kerala )

School of Industrial Fisheries, Cochin University of Science and Technology

Acid activated montmorillonite: an efficient immobilization support for improving reusability, storage stability and operational stability of enzymes

Three enzymes, α-amylase, glucoamylase and invertase, were immobilized on acid activated montmorillonite K 10 via two independent techniques, adsorption and covalent binding. The immobilized enzymes were characterized by XRD, N2 adsorption measurements and 27Al MAS-NMR spectroscopy. The XRD patterns showed that all enzymes were intercalated into the clay inter-layer space. The entire protein backbone was situated at the periphery of the clay matrix. Intercalation occurred through the side chains of the amino acid residues. A decrease in surface area and pore volume upon immobilization supported this observation. The extent of intercalation was greater for the covalently bound systems. NMR data showed that tetrahedral Al species were involved during enzyme adsorption whereas octahedral Al was involved during covalent binding. The immobilized enzymes demonstrated enhanced storage stability. While the free enzymes lost all activity within a period of 10 days, the immobilized forms retained appreciable activity even after 30 days of storage. Reusability also improved upon immobilization. Here again, covalently bound enzymes exhibited better characteristics than their adsorbed counterparts. The immobilized enzymes could be successfully used continuously in the packed bed reactor for about 96 hours without much loss in activity. Immobilized glucoamylase demonstrated the best results.

Influence of Major Operational Parameters on Aerobic Granulation for the Treatment of Wastewater

Effective solids-liquid separation is the basic concept of any wastewater treatment system. Biological treatment methods involve microorganisms for the treatment of wastewater. Conventional activated sludge process (ASP) poses the problem of poor settleability and hence require a large footprint. Biogranulation is an effective biotechnological process which can overcome the drawbacks of conventional ASP to a great extent. Aerobic granulation represents an innovative cell immobilization strategy in biological wastewater treatment. Aerobic granules are selfimmobilized microbial aggregates that are cultivated in sequencing batch reactors (SBRs). Aerobic granules have several advantages over conventional activated sludge flocs such as a dense and compact microbial structure, good settleability and high biomass retention. For cells in a culture to aggregate, a number of conditions have to be satisfied. Hence aerobic granulation is affected by many operating parameters. The organic loading rate (OLR) helps to enrich different bacterial species and to influence the size and settling ability of granules. Hence, OLR was argued as an influencing parameter by helping to enrich different bacterial species and to influence the size and settling ability of granules. Hydrodynamic shear force, caused by aeration and measured as superficial upflow air velocity (SUAV), has a strong influence and hence it is used to control the granulation process. Settling time (ST) and volume exchange ratio (VER) are also two key influencing factors, which can be considered as selection pressures responsible for aerobic granulation based on the concept of minimal settling velocity. Hence, these four parameters - OLR, SUAV, ST and VER- were selected as major influencing parametersfor the present study. Influence of these four parameters on aerobic granulation was investigated in this work

Operational Flexibility: A Model for Effective Project Management

The aim of this study is to investigate the role of operational flexibility for effective project management in the construction industry. The specific objectives are to: a) Identify the determinants of operational flexibility potential in construction project management b) Investigate the contribution of each of the determinants to operational flexibility potential in the construction industry c) Investigate on the moderating factors of operational flexibility potential in a construction project environment d) Investigate whether moderated operational flexibility potential mediates the path between predictors and effective construction project management e) Develop and test a conceptual model of achieving operational flexibility for effective project management The purpose of this study is to findout ways to utilize flexibility inorder to manage uncertain project environment and ultimately achieve effective project management. In what configuration these operational flexibility determinants are demanded by construction project environment in order to achieve project success. This research was conducted in three phases, namely: (i) exploratory phase (ii) questionnaire development phase; and (iii) data collection and analysis phase. The study needs firm level analysis and therefore real estate developers who are members of CREDAI, Kerala Chapter were considered. This study provides a framework on the functioning of operational flexibility, offering guidance to researchers and practitioners for discovering means to gain operational flexibility in construction firms. The findings provide an empirical understanding on kinds of resources and capabilities a construction firm must accumulate to respond flexibly to the changing project environment offering practitioners insights into practices that build firms operational flexibility potential. Firms are dealing with complex, continuous changing and uncertain environments due trends of globalization, technical changes and innovations and changes in the customers’ needs and expectations. To cope with the increasingly uncertain and quickly changing environment firms strive for flexibility. To achieve the level of flexibility that adds value to the customers, firms should look to flexibility from a day to day operational perspective. Each dimension of operational flexibility is derived from competences and capabilities. In this thesis only the influence on customer satisfaction and learning exploitation of flexibility dimensions which directly add value in the customers eyes are studied to answer the followingresearch questions: “What is the impact of operational flexibility on customer satisfaction?.” What are the predictors of operational flexibility in construction industry? .These questions can only be answered after answering the questions like “Why do firms need operational flexibility?” and “how can firms achieve operational flexibility?” in the context of the construction industry. The need for construction firms to be flexible, via the effective utilization of organizational resources and capabilities for improved responsiveness, is important because of the increasing rate of changes in the business environment within which they operate. Achieving operational flexibility is also important because it has a significant correlation with a project effectiveness and hence a firm’s turnover. It is essential for academics and practitioners to recognize that the attainment of operational flexibility involves different types namely: (i) Modification (ii) new product development and (iii) demand management requires different configurations of predictors (i.e., resources, capabilities and strategies). Construction firms should consider these relationships and implement appropriate management practices for developing and configuring the right kind of resources, capabilities and strategies towards achieving different operational flexibility types.

Investigations on the structural and operational changes of Ring Seine Fishing Systems of Kerala and its Life Cycle Assessment (lCA)

The study covers theFishing capture technology innovation includes the catching of aquatic animal, using any kind of gear techniques, operated from a vessel. Utilization of fishing techniques varies, depending upon the type of fisheries, and can go from a basic and little hook connected to a line to huge and complex mid water trawls or seines operated by large fishing vessels.The size and autonomy of a fishing vessel is largely determined by its ability to handle, process and store fish in good condition on board, and thus these two characteristics have been greatly influenced by the introduction and utilization of ice and refrigeration machinery. Other technological developments especially hydraulic hauling machinery, fish finding electronics and synthetic twines have also had a major impact on the efficiency and profitability of fishing vessels.A wide variety of fishing gears and practices ranging from small-scale artisanal to advanced mechanised systems are used for fish capture in Kerala. Most important among these fishing gears are trawls, seines, lines, gillnets and entangling nets and traps The modern sector was introduced in 1953 at Neendakara, Shakthikulangara region under the initiative of Indo-Norwegian project (INP). The novel facilities introduced in fishing industry by Indo- Norwegian project accordingly are mechanically operated new boats with new fishing nets. Soon after mechanization, motorization programme gained momentum in Kerala especially in Alleppey, Ernakulam and Kollam districts.

Numerical Feasibility Study for Treated Wastewater Recharge as a Tool to Impede Saltwater Intrusion in the Coastal Aquifer of Gaza – Palestine

The ongoing depletion of the coastal aquifer in the Gaza strip due to groundwater overexploitation has led to the process of seawater intrusion, which is continually becoming a serious problem in Gaza, as the seawater has further invaded into many sections along the coastal shoreline. As a first step to get a hold on the problem, the artificial neural network (ANN)-model has been applied as a new approach and an attractive tool to study and predict groundwater levels without applying physically based hydrologic parameters, and also for the purpose to improve the understanding of complex groundwater systems and which is able to show the effects of hydrologic, meteorological and anthropogenic impacts on the groundwater conditions. Prediction of the future behaviour of the seawater intrusion process in the Gaza aquifer is thus of crucial importance to safeguard the already scarce groundwater resources in the region. In this study the coupled three-dimensional groundwater flow and density-dependent solute transport model SEAWAT, as implemented in Visual MODFLOW, is applied to the Gaza coastal aquifer system to simulate the location and the dynamics of the saltwater–freshwater interface in the aquifer in the time period 2000-2010. A very good agreement between simulated and observed TDS salinities with a correlation coefficient of 0.902 and 0.883 for both steady-state and transient calibration is obtained. After successful calibration of the solute transport model, simulation of future management scenarios for the Gaza aquifer have been carried out, in order to get a more comprehensive view of the effects of the artificial recharge planned in the Gaza strip for some time on forestall, or even to remedy, the presently existing adverse aquifer conditions, namely, low groundwater heads and high salinity by the end of the target simulation period, year 2040. To that avail, numerous management scenarios schemes are examined to maintain the ground water system and to control the salinity distributions within the target period 2011-2040. In the first, pessimistic scenario, it is assumed that pumping from the aquifer continues to increase in the near future to meet the rising water demand, and that there is not further recharge to the aquifer than what is provided by natural precipitation. The second, optimistic scenario assumes that treated surficial wastewater can be used as a source of additional artificial recharge to the aquifer which, in principle, should not only lead to an increased sustainable yield of the latter, but could, in the best of all cases, revert even some of the adverse present-day conditions in the aquifer, i.e., seawater intrusion. This scenario has been done with three different cases which differ by the locations and the extensions of the injection-fields for the treated wastewater. The results obtained with the first (do-nothing) scenario indicate that there will be ongoing negative impacts on the aquifer, such as a higher propensity for strong seawater intrusion into the Gaza aquifer. This scenario illustrates that, compared with 2010 situation of the baseline model, at the end of simulation period, year 2040, the amount of saltwater intrusion into the coastal aquifer will be increased by about 35 %, whereas the salinity will be increased by 34 %. In contrast, all three cases of the second (artificial recharge) scenario group can partly revert the present seawater intrusion. From the water budget point of view, compared with the first (do nothing) scenario, for year 2040, the water added to the aquifer by artificial recharge will reduces the amount of water entering the aquifer by seawater intrusion by 81, 77and 72 %, for the three recharge cases, respectively. Meanwhile, the salinity in the Gaza aquifer will be decreased by 15, 32 and 26% for the three cases, respectively.

Operational Cost Reduction in WDM Networks using Lighttours

Wavelength division multiplexing (WDM) networks have been adopted as a near-future solution for the broadband Internet. In previous work we proposed a new architecture, named enhanced grooming (G+), that extends the capabilities of traditional optical routes (lightpaths). In this paper, we compare the operational expenditures incurred by routing a set of demands using lightpaths with that of lighttours. The comparison is done by solving an integer linear programming (ILP) problem based on a path formulation. Results show that, under the assumption of single-hop routing, almost 15% of the operational cost can be reduced with our architecture. In multi-hop routing the operation cost is reduced in 7.1% and at the same time the ratio of operational cost to number of optical-electro-optical conversions is reduced for our architecture. This means that ISPs could provide the same satisfaction in terms of delay to the end-user with a lower investment in the network architecture

Operational Research

Exam questions, exercises and solutions for a second year operational research course.

Bioinformatics & Operational Research

Challenges for Web Science - applications in Bio & OR

Análisis de Pre-Factibilidad de un Cultivo de Palma Aceitera en el Municipio de Albania - La Guajira.

El presente trabajo contiene un estudio de prefactibilidad para una plantación de palma aceitera en el municipio de Albania La Guajira, básicamente se analizo el sector palmero tanto en Colombia, como a nivel global, estudiando los niveles de producción de fruto y de aceite de palma, las hectáreas cultivadas, los principales importadores y exportadores, y se realizo un análisis de precios etc. Posterior a ello se realizo un análisis técnico del cultivo que incluía estudios de procesos de vivero, previvero, sistemas de riego, preparación de suelos, manejo del area operativa y administrativa etc. Por ultimo se perfilaron las proyecciones de ingresos y egresos del cultivo para con dicha información definir los estados financieros futuros del proyecto y la viabilidad financiera del mismo al descontar sus flujos monetarios. Con los resultados de dicho análisis se definió la viabilidad de dicho proyecto luego de estimar diversos escenarios posibles para el mismo. Se espera que este estudio sea un referente para proyectos similares.