Long memory and multifractality:a joint test

The properties of statistical tests for hypotheses concerning the parameters of the multifractal model of asset returns (MMAR) are investigated, using Monte Carlo techniques. We show that, in the presence of multifractality, conventional tests of long memory tend to over-reject the null hypothesis of no long memory. Our test addresses this issue by jointly estimating long memory and multifractality. The estimation and test procedures are applied to exchange rate data for 12 currencies. Among the nested model specifications that are investigated, in 11 out of 12 cases, daily returns are most appropriately characterized by a variant of the MMAR that applies a multifractal time-deformation process to NIID returns. There is no evidence of long memory.

Long memory and multifractality:a joint test

The properties of statistical tests for hypotheses concerning the parameters of the multifractal model of asset returns (MMAR) are investigated, using Monte Carlo techniques. We show that, in the presence of multifractality, conventional tests of long memory tend to over-reject the null hypothesis of no long memory. Our test addresses this issue by jointly estimating long memory and multifractality. The estimation and test procedures are applied to exchange rate data for 12 currencies. In 11 cases, the exchange rate returns are accurately described by compounding a NIID series with a multifractal time-deformation process. There is no evidence of long memory.

Nutrients build-up and wash-off processes in urban land uses

This thesis describes outcomes of a research study conducted to investigate the nutrient build-up and wash-off processes on urban impervious surfaces. The data needed for the study was generated through a series of field investigations and laboratory test procedures. The study sites were selected in urbanised catchments to represent typical characteristics of residential, industrial and commercial land uses. The build-up and wash-off samples were collected from road surfaces in the selected study sites. A specially designed vacuum collection system and a rainfall simulator were used for sample collection. According to the data analysis, the solids build-up on road surfaces was significantly finer with more than 80% of the particles below 150 ìm for all the land uses. Nutrients were mostly associated with the particle size range below 150 ìm in both build-up and wash-off samples irrespective of type of land use. Therefore, the finer fraction of solids was the most important for the nutrient build-up and particulate nutrient wash-off processes. Consequently, the design of stormwater quality mitigation measures should target particles less than 150 ìm for the removal of nutrients irrespective of type of land use. Total kjeldahl nitrogen (TKN) was the most dominant form of nitrogen species in build-up on road surfaces. Phosphorus build-up on road surfaces was mainly in inorganic form and phosphate (PO4 3-) was the most dominant form. The nutrient wash-off process was found to be dependent on rainfall intensity and duration. Concentration of both total nitrogen and phosphorus was higher at the beginning of the rain event and decreased with the increase in rainfall duration. Consequently, in the design of stormwater quality mitigation strategies for nutrients removal, it is important to target the initial period of rain events. The variability of wash-off of nitrogen with rainfall intensity was significantly different to phosphorus wash-off. The concentration of nitrogen was higher in the wash-off for low intensity rain events compared to the wash-off for high intensity rain events. On the other hand, the concentration of phosphorus in the wash-off was high for high intensity rain events compared to low intensity rain events. Consequently, the nitrogen washoff can be defined as a source limiting process and phosphorus wash-off as a transport limiting process. This highlights the importance of taking into consideration the wash-off of low intensity rain events in the design of stormwater quality mitigation strategies targeting the nitrogen removal. All the nitrogen species in wash-off are primarily in dissolved form whereas phosphorus is in particulate form. The differences in the nitrogen and phosphorus wash-off processes is principally due to the degree of solubility, attachment to particulates, composition of total nitrogen and total phosphorus and the degree of adherence of the solids particles to the surface to which nutrients are attached. The particulate nitrogen available for wash-off is removed readily as these are mobilised as free solids particles on the surface. Phosphorus is washed-off mostly with the solids particles which are strongly adhered to the surface or as the fixed solids load. Investigation of the nitrogen wash-off process using bulk wash-off samples was in close agreement with the investigation of dissolved fraction of wash-off solids. This was primarily due to the predominant nature of dissolved nitrogen. However, the investigation of the processes which underpin phosphorus wash-off using bulk washoff samples could lead to loss of information. This is due to the composition of total phosphorus in wash-off solids and the inherent variability of the wash-off process for the different particle size ranges. This variability should preferably be taken into consideration as phosphorus wash-off is predominantly in particulate form. Therefore, care needs to be taken in the investigation of the phosphorus wash-off process using bulk wash-off samples to ensure that there is no loss of information and hence result in misleading outcomes. The investigation of different particle size ranges of wash-off solids is preferable in the interest of designing effective stormwater quality management strategies targeting phosphorus removal.

Infrastructure sustainability : differential axial shortening of concrete structures

High density development has been seen as a contribution to sustainable development. However, a number of engineering issues play a crucial role in the sustainable construction of high rise buildings. Non linear deformation of concrete has an adverse impact on high-rise buildings with complex geometries, due to differential axial shortening. These adverse effects are caused by time dependent behaviour resulting in volume change known as ‘shrinkage’, ‘creep’ and ‘elastic’ deformation. These three phenomena govern the behaviour and performance of all concrete elements, during and after construction. Reinforcement content, variable concrete modulus, volume to surface area ratio of the elements, environmental conditions, and construction quality and sequence influence on the performance of concrete elements and differential axial shortening will occur in all structural systems. Its detrimental effects escalate with increasing height and non vertical load paths resulting from geometric complexity. The magnitude of these effects has a significant impact on building envelopes, building services, secondary systems, and lifetime serviceability and performance. Analytical and test procedures available to quantify the magnitude of these effects are limited to a very few parameters and are not adequately rigorous to capture the complexity of true time dependent material response. With this in mind, a research project has been undertaken to develop an accurate numerical procedure to quantify the differential axial shortening of structural elements. The procedure has been successfully applied to quantify the differential axial shortening of a high rise building, and the important capabilities available in the procedure have been discussed. A new practical concept, based on the variation of vibration characteristic of structure during and after construction and used to quantify the axial shortening and assess the performance of structure, is presented.

City relative price dynamics in Australia : are structural breaks important?

This paper examines the dynamic behaviour of relative prices across seven Australian cities by applying panel unit root test procedures with structural breaks to quarterly consumer price index data for 1972 Q1–2011 Q4. We find overwhelming evidence of convergence in city relative prices. Three common structural breaks are endogenously determined at 1985, 1995, and 2007. Further, correcting for two potential biases, namely Nickell bias and time aggregation bias, we obtain half-life estimates of 2.3–3.8 quarters that are much shorter than those reported by previous research. Thus, we conclude that both structural breaks and bias corrections are important to obtain shorter half-life estimates.

Predicting the response of wheat (Triticum aestivum L.) to liquid and granular phosphorus fertilisers in Australian soils

Liquid forms of phosphorus (P) have been shown to be more effective than granular P for promoting cereal growth in alkaline soils with high levels of free calcium carbonate on Eyre Peninsula, South Australia. However, the advantage of liquid over granular P forms of fertiliser has not been fully investigated across the wide range of soils used for grain production in Australia. A glasshouse pot experiment tested if liquid P fertilisers were more effective for growing spring wheat (Triticum aestivum L.) than granular P (monoammonium phosphate) in 28 soils from all over Australia with soil pH (H2O) ranging from 5.2 to 8.9. Application of liquid P resulted in greater shoot biomass, as measured after 4 weeks' growth (mid to late tillering, Feeks growth stage 2-3), than granular P in 3 of the acidic to neutral soils and in 3 alkaline soils. Shoot dry matter responses of spring wheat to applied liquid or granular P were related to soil properties to determine if any of the properties predicted superior yield responses to liquid P. The calcium carbonate content of soil was the only soil property that significantly contributed to predicting when liquid P was more effective than granular P. Five soil P test procedures (Bray, Colwell, resin, isotopically exchangeable P, and diffusive gradients in thin films (DGT)) were assessed to determine their ability to measure soil test P on subsamples of soil collected before the experiment started. These soil test values were then related to the dry matter shoot yields to assess their ability to predict wheat yield responses to P applied as liquid or granular P. All 5 soil test procedures provided a reasonable prediction of dry matter responses to applied P as either liquid or granular P, with the resin P test having a slightly greater predictive capacity on the range of soils tested. The findings of this investigation suggest that liquid P fertilisers do have some potential applications in non-calcareous soils and confirm current recommendations for use of liquid P fertiliser to grow cereal crops in highly calcareous soils. Soil P testing procedures require local calibration for response to the P source that is going to be used to amend P deficiency.

Improved termite resistance of wood by wax impregnation.

We investigated the effect of wax-treated and biocide-free wood specimens against three different termite species. A laboratory no-choice test with Reticulitermes banyulensis Clément was carried out in Valencia (Spain) under Mediterranean conditions for eight weeks. Scots pine sapwood (Pinus sylvestris L.) fully impregnated with distinct waxes was used. Two field trials were conducted with Coptotermes acinaciformis (Froggatt) and Mastotermes darwiniensis Froggatt in northern Queensland (Australia) with wax-impregnated beech (Fagus sylvatica L.) for 16 weeks. All three subterranean termites are of major economic importance in their respective regions. The results indicated that feeding pressure by the termites was sufficient within all trials for a valid test. Wax-impregnated Scots pine sapwood was classified as durable. No termites survived the test. The results showed an aging process under submersion conditions, which lead to a classification of moderately durable. The paraffin treatment showed good termite resistance under both test procedures, and was classified as durable. The Australian field trials showed a decreased mass loss of wax-treated beech, in which an amide wax showed excellent termite resistance. The results indicate a clear dependence of the termite resistance on the type and ratio of wax used and the feeding preferences of the specific termite species.

A note on the choice of interfacial friction angle

Estimates of interfacial friction angle (delta) are necessary for the design of retaining structures and deep foundations, Recommendations in the literature regarding delta values are often contradictory and are therefore not easy to apply in geotechnical design, A critical examination of past studies in terms of data generation techniques used and conclusions drawn indicates that two distinctly different test procedures/techniques have been evolved. The interfacial situation in practice can also be categorized into two broad types, These two types of interface problems in geotechnical engineering are (a) the structure is placed on the free surface of prepared fill (type A situation) and (b) the fill is placed against the material surface which functions as a confined boundary (type B situation), The friction angle delta depends on the surface roughness of the construction material, But in the type A situation, it is independent of density and its limiting maximum value (delta(lim)) is the critical state friction angle phi(cv). In the type B situation, it is dependent on density of the fill and its limiting maximum value is the peak angle of internal friction phi(p) of the fill.

Adaptive Filtering Technique and DSP Based Implementation for High-Speed Distance Protection

The paper presents an adaptive Fourier filtering technique and a relaying scheme based on a combination of a digital band-pass filter along with a three-sample algorithm, for applications in high-speed numerical distance protection. To enhance the performance of above-mentioned technique, a high-speed fault detector has been used. MATLAB based simulation studies show that the adaptive Fourier filtering technique provides fast tripping for near faults and security for farther faults. The digital relaying scheme based on a combination of digital band-pass filter along with three-sample data window algorithm also provides accurate and high-speed detection of faults. The paper also proposes a high performance 16-bit fixed point DSP (Texas Instruments TMS320LF2407A) processor based hardware scheme suitable for implementation of the above techniques. To evaluate the performance of the proposed relaying scheme under steady state and transient conditions, PC based menu driven relay test procedures are developed using National Instruments LabVIEW software. The test signals are generated in real time using LabVIEW compatible analog output modules. The results obtained from the simulation studies as well as hardware implementations are also presented.

Multi-colour switching of polymer stabilized chiral nematic liquid crystal devices

We have fabricated a series of polymer stabilized chiral nematic test cells for use as flexoelectro-optic devices. The devices fabricated were based on commercial chiral nematic mixtures which were polymer stabilized so as to enhance the uniformity and stability of the uniform lying helix texture in the cells. During fabrication and test procedures a series of unusual scattering states have been observed within the devices at different viewing angles. The observations made so far indicate that the properties of the scattering state lies somewhere between the focal conic texture and the Grandjean or planar texture and that the devices exhibit both a helical pitch selective reflection and scattering effect. What is even more dramatic is that the wavelength selectivity of the scattering effect can be tuned by an applied field. In addition, we show that it is possible to achieve good uniform lying helix textures from such devices. Moreover, we show that in certain cases the spontaneous alignment of the helix in the plane of the device opens up the possibility of a new mode of switching. Flexoelectric, Redshift, Coloured scattering, Liquid crystal, Polymer-stabilized liquid-crystal;.

The formulation, testing and stability of 16% fat cream liqueurs

Cream liqueurs manufactured by a one-step process, where alcohol was added before homogenisation, were more stable than those processed by a two -step process which involved addition of alcohol after homogenisation. Using the one-step process, it was possible to produce creaming-stable liqueurs by using one pass through a homogeniser (27.6 MPa) equipped with "liquid whirl" valves. Test procedures to characterise cream liqueurs and to predict shelf life were studied in detail. A turbidity test proved simple, rapid and sensitive for characterising particle size and homogenisation efficiency. Prediction of age thickening/gelation in cream liqueurs during incubation at 45 °C depended on the age of the sample when incubated. Samples that gelled at 45 °C may not do so at ambient temperature. Commercial cream liqueurs were similar in gross chemical composition, and unlike experimentally produced liqueurs, these did not exhibit either age-gelation at ambient or elevated temperatures. Solutions of commercial sodium caseinates from different sources varied in their calcium sensitivity. When incorporated into cream liqueurs, caseinates influenced the rate of viscosity increase, coalescence and, possibly, gelation during incubated storage. Mild heat and alcohol treatment modified the properties of caseinate used to stabilise non-alcoholic emulsions, while the presence of alcohol in emulsions was important in preventing clustering of globules. The response to added trisodium citrate varied. In many cases, addition of the recommended level (0.18%) did not prevent gelation. Addition of small amounts of NaOH with 0.18 % trisodium citrate before homogenisation was beneficial. The stage at which citrate was added during processing was critical to the degree of viscosity increase (as opposed to gelation) in the product during 45 °C incubation. The component responsible for age-gelation was present in the milk-solids non fat portion of the cream and variations in the creams used were important in the age-gelation phenomenon Results indicated that, in addition to possibly Ca++, the micellar casein portion of serum may play a role in gelation. The role of the low molecular weight surfactants, sodium stearoyl lactylate and monodiglycerides in preventing gelation, was influenced by the presence of trisodium citrate. Clustering of fat globules and age-gelation were inhibited when 0.18 % citrate was included. Inclusion of sodium stearoyl lactylate, but not monodiglycerides, reduced the extent of viscosity increase at 45 °C in citrate containing liqueurs.

Electrical machine characterisation and analysis for renewable energy applications

There has been an increased use of the Doubly-Fed Induction Machine (DFIM) in ac drive applications in recent times, particularly in the field of renewable energy systems and other high power variable-speed drives. The DFIM is widely regarded as the optimal generation system for both onshore and offshore wind turbines and has also been considered in wave power applications. Wind power generation is the most mature renewable technology. However, wave energy has attracted a large interest recently as the potential for power extraction is very significant. Various wave energy converter (WEC) technologies currently exist with the oscillating water column (OWC) type converter being one of the most advanced. There are fundemental differences in the power profile of the pneumatic power supplied by the OWC WEC and that of a wind turbine and this causes significant challenges in the selection and rating of electrical generators for the OWC devises. The thesis initially aims to provide an accurate per-phase equivalent circuit model of the DFIM by investigating various characterisation testing procedures. Novel testing methodologies based on the series-coupling tests is employed and is found to provide a more accurate representation of the DFIM than the standard IEEE testing methods because the series-coupling tests provide a direct method of determining the equivalent-circuit resistances and inductances of the machine. A second novel method known as the extended short-circuit test is also presented and investigated as an alternative characterisation method. Experimental results on a 1.1 kW DFIM and a 30 kW DFIM utilising the various characterisation procedures are presented in the thesis. The various test methods are analysed and validated through comparison of model predictions and torque-versus-speed curves for each induction machine. Sensitivity analysis is also used as a means of quantifying the effect of experimental error on the results taken from each of the testing procedures and is used to determine the suitability of the test procedures for characterising each of the devices. The series-coupling differential test is demonstrated to be the optimum test. The research then focuses on the OWC WEC and the modelling of this device. A software model is implemented based on data obtained from a scaled prototype device situated at the Irish test site. Test data from the electrical system of the device is analysed and this data is used to develop a performance curve for the air turbine utilised in the WEC. This performance curve was applied in a software model to represent the turbine in the electro-mechanical system and the software results are validated by the measured electrical output data from the prototype test device. Finally, once both the DFIM and OWC WEC power take-off system have been modeled succesfully, an investigation of the application of the DFIM to the OWC WEC model is carried out to determine the electrical machine rating required for the pulsating power derived from OWC WEC device. Thermal analysis of a 30 kW induction machine is carried out using a first-order thermal model. The simulations quantify the limits of operation of the machine and enable thedevelopment of rating requirements for the electrical generation system of the OWC WEC. The thesis can be considered to have three sections. The first section of the thesis contains Chapters 2 and 3 and focuses on the accurate characterisation of the doubly-fed induction machine using various testing procedures. The second section, containing Chapter 4, concentrates on the modelling of the OWC WEC power-takeoff with particular focus on the Wells turbine. Validation of this model is carried out through comparision of simulations and experimental measurements. The third section of the thesis utilises the OWC WEC model from Chapter 4 with a 30 kW induction machine model to determine the optimum device rating for the specified machine. Simulations are carried out to perform thermal analysis of the machine to give a general insight into electrical machine rating for an OWC WEC device.

Segregation of bulk particulates through multiple process handling steps

Segregation or de-blending of bulk particulates is a problem that is encountered in many industrial sectors. The magnitude of segregation can often determine whether a complete production batch can be transferred for onward processing within the plant or released to market. It is a phenomenon that impacts directly upon the profitability of a process. Segregation can occur through a coincidence of a range of variables that relate to the process and bulk particulate properties, common mechanisms for this include; percolation, surface effect (rolling) and elutriation. The importance to industry of predicting the sensitivity of bulk particulates to segregation cannot be under-estimated, and to this end various test procedures have been developed. Within many industries striving to improve product quality and reduce wastage, the determination of variability in blend consistency caused by segregation is an increasing priority. This paper considers recent work undertaken to evaluate the effects of multiple handling operations on the degree of segregation that results. The bulk properties of segregability (and resulting flowability) can not only influence the product consistency, but can have great influence over the process (production) control and performance.

The Validation of a Two-Dimensional Transient Catalyst Model for Direct Injection Two-Stroke Applications

This paper describes the detailed validation of a computer model designed to simulate the transient light-off in a two-stroke oxidation catalyst. A plug flow reactor is employed to provide measurements of temperature and gas concentration at various radial and axial locations inside the catalyst. These measurements are recorded at discrete intervals during a transient light-off in which the inlet temperature is increased from ambient to 300oC at rates of up to 6oC/sec. The catalyst formulation used in the flow reactor, and its associated test procedures, are then simulated by the computer and a comparison made between experimental readings and model predictions. The design of the computer model to which this validation exercise relates is described in detail in a separate technical paper. The first section of the paper investigates the warm-up characteristics of the substrate and examines the validity of the heat transfer predictions between the wall and the gas in the absence of chemical reactions. The predictions from a typical single-component CO transient light-off test are discussed in the second section and are compared with experimental data. In particular the effect of the temperature ramp on the light-off curve and reaction zone development is examined. An analysis of the C3H6 conversion is given in the third section while the final section examines the accuracy of the light-off curves which are produced when both CO and C3H6 are present in the feed gas. The analysis shows that the heat and mass transfer calculations provided reliable predictions of the warm-up behaviour and post light-off gas concentration profiles. The self-inhibition and cross-inhibition terms in the global rate expressions were also found to be reasonably reliable although the surface reaction rates required calibration with experimental data.

Research activities in the MaRINET project: keeping the European marine energy development facilities at world class level

The MaRINET project aims to build a synergy in the European marine renewable energy development infrastructure network, involving a total of 28 partners across the union. Its scope extends from small to large scale testing, in both tank and field. The main activities of the project are to standardize test procedures, to provide centralized free access for European technology developers, and to innovate for improving test infrastructures and techniques.
This paper presents the work carried in this last part, which focuses on research objectives identified to be current challenges for industrial development. They are distributed in 6 topics. On the one hand are issues that concern directly one of the 3 types of energy scoped in the project: wave, tidal, and offshore wind energy. Two examples are the real time estimation of incident waves, and the measurement of turbulence in tidal flows. On the other hand, collaborative effort is drawn on aspects that are common to those technologies: electrical components, environmental monitoring, and dedicated moorings.