Dynamic graphics of parametrically linked multivariate methods used in compositional data analysis

Many multivariate methods that are apparently distinct can be linked by introducing oneor more parameters in their definition. Methods that can be linked in this way arecorrespondence analysis, unweighted or weighted logratio analysis (the latter alsoknown as "spectral mapping"), nonsymmetric correspondence analysis, principalcomponent analysis (with and without logarithmic transformation of the data) andmultidimensional scaling. In this presentation I will show how several of thesemethods, which are frequently used in compositional data analysis, may be linkedthrough parametrizations such as power transformations, linear transformations andconvex linear combinations. Since the methods of interest here all lead to visual mapsof data, a "movie" can be made where where the linking parameter is allowed to vary insmall steps: the results are recalculated "frame by frame" and one can see the smoothchange from one method to another. Several of these "movies" will be shown, giving adeeper insight into the similarities and differences between these methods.

Insurance with frequent trading: A dynamic analysis of efficient insurance markets

This paper extends existing insurance results on the type of insurance contracts needed for insurance market efficiency toa dynamic setting. It introduces continuosly open markets that allow for more efficient asset allocation. It alsoeliminates the role of preferences and endowments in the classification of risks, which is done primarily in terms of the actuarial properties of the underlying riskprocess. The paper further extends insurability to include correlated and catstrophic events. Under these very general conditions the paper defines a condition that determines whether a small number of standard insurance contracts (together with aggregate assets) suffice to complete markets or one needs to introduce such assets as mutual insurance.

A dynamic analysis of human welfare in a warming planet

Climate science indicates that climate stabilization requires low GHG emissions. Is thisconsistent with nondecreasing human welfare?Our welfare or utility index emphasizes education, knowledge, and the environment. Weconstruct and calibrate a multigenerational model with intertemporal links provided by education,physical capital, knowledge and the environment.We reject discounted utilitarianism and adopt, first, the Pure Sustainability Optimization (orIntergenerational Maximin) criterion, and, second, the Sustainable Growth Optimization criterion,that maximizes the utility of the first generation subject to a given future rate of growth. We applythese criteria to our calibrated model via a novel algorithm inspired by the turnpike property.The computed paths yield levels of utility higher than the level at reference year 2000 for allgenerations. They require the doubling of the fraction of labor resources devoted to the creation ofknowledge relative to the reference level, whereas the fractions of labor allocated to consumptionand leisure are similar to the reference ones. On the other hand, higher growth rates requiresubstantial increases in the fraction of labor devoted to education, together with moderate increasesin the fractions of labor devoted to knowledge and the investment in physical capital.

On-line event detection by recursive dynamic principal component analysis and gas sensor arrays under drift conditions

Leakage detection is an important issue in many chemical sensing applications. Leakage detection hy thresholds suffers from important drawbacks when sensors have serious drifts or they are affected by cross-sensitivities. Here we present an adaptive method based in a Dynamic Principal Component Analysis that models the relationships between the sensors in the may. In normal conditions a certain variance distribution characterizes sensor signals. However, in the presence of a new source of variance the PCA decomposition changes drastically. In order to prevent the influence of sensor drifts the model is adaptive and it is calculated in a recursive manner with minimum computational effort. The behavior of this technique is studied with synthetic signals and with real signals arising by oil vapor leakages in an air compressor. Results clearly demonstrate the efficiency of the proposed method.

Performance of a reciprocal shaker in mechanical dispersion of soil samples for particle-size analysis

The dispersion of the samples in soil particle-size analysis is a fundamental step, which is commonly achieved with a combination of chemical agents and mechanical agitation. The purpose of this study was to evaluate the efficiency of a low-speed reciprocal shaker for the mechanical dispersion of soil samples of different textural classes. The particle size of 61 soil samples was analyzed in four replications, using the pipette method to determine the clay fraction and sieving to determine coarse, fine and total sand fractions. The silt content was obtained by difference. To evaluate the performance, the results of the reciprocal shaker (RSh) were compared with data of the same soil samples available in reports of the Proficiency testing for Soil Analysis Laboratories of the Agronomic Institute of Campinas (Prolab/IAC). The accuracy was analyzed based on the maximum and minimum values defining the confidence intervals for the particle-size fractions of each soil sample. Graphical indicators were also used for data comparison, based on dispersion and linear adjustment. The descriptive statistics indicated predominantly low variability in more than 90 % of the results for sand, medium-textured and clay samples, and for 68 % of the results for heavy clay samples, indicating satisfactory repeatability of measurements with the RSh. Medium variability was frequently associated with silt, followed by the fine sand fraction. The sensitivity analyses indicated an accuracy of 100 % for the three main separates (total sand, silt and clay), in all 52 samples of the textural classes heavy clay, clay and medium. For the nine sand soil samples, the average accuracy was 85.2 %; highest deviations were observed for the silt fraction. In relation to the linear adjustments, the correlation coefficients of 0.93 (silt) or > 0.93 (total sand and clay), as well as the differences between the angular coefficients and the unit < 0.16, indicated a high correlation between the reference data (Prolab/IAC) and results obtained with the RSh. In conclusion, the mechanical dispersion by the reciprocal shaker of soil samples of different textural classes was satisfactory. The results allowed recommending the use of the equipment at low agitation for particle size- analysis. The advantages of this Brazilian apparatus are its low cost, the possibility to simultaneously analyze a great number of samples using ordinary, easily replaceable glass or plastic bottles.

The Dynamic Analysis of a Human Skeleton Using the Flexile Multibody Simulation Approach

The human motion study, which relies on mathematical and computational models ingeneral, and multibody dynamic biomechanical models in particular, has become asubject of many recent researches. The human body model can be applied to different physical exercises and many important results such as muscle forces, which are difficult to be measured through practical experiments, can be obtained easily. In the work, human skeletal lower limb model consisting of three bodies in build using the flexible multibody dynamics simulation approach. The floating frame of reference formulation is used to account for the flexibility in the bones of the human lower limb model. The main reason of considering the flexibility inthe human bones is to measure the strains in the bone result from different physical exercises. It has been perceived the bone under strain will become stronger in order to cope with the exercise. On the other hand, the bone strength is considered and important factors in reducing the bone fractures. The simulation approach and model developed in this work are used to measure the bone strain results from applying raising the sole of the foot exercise. The simulation results are compared to the results available in literature. The comparison shows goof agreement. This study sheds the light on the importance of using the flexible multibody dynamic simulation approach to build human biomechanical models, which can be used in developing some exercises to achieve the optimalbone strength.

Dynamic Simulations of Rotors during Drop on Retainer Bearings

The active magnetic bearings have recently been intensively developed because of noncontact support having several advantages compared to conventional bearings. Due to improved materials, strategies of control, and electrical components, the performance and reliability of the active magnetic bearings are improving. However, additional bearings, retainer bearings, still have a vital role in the applications of the active magnetic bearings. The most crucial moment when the retainer bearings are needed is when the rotor drops from the active magnetic bearings on the retainer bearings due to component or power failure. Without appropriate knowledge of the retainer bearings, there is a chance that an active magnetic bearing supported rotor system will be fatal in a drop-down situation. This study introduces a detailed simulation model of a rotor system in order to describe a rotor drop-down situation on the retainer bearings. The introduced simulation model couples a finite element model with component mode synthesis and detailed bearing models. In this study, electrical components and electromechanical forces are not in the focus. The research looks at the theoretical background of the finite element method with component mode synthesis that can be used in the dynamic analysis of flexible rotors. The retainer bearings are described by using two ball bearing models, which include damping and stiffness properties, oil film, inertia of rolling elements and friction between races and rolling elements. Thefirst bearing model assumes that the cage of the bearing is ideal and that the cage holds the balls in their predefined positions precisely. The second bearing model is an extension of the first model and describes the behavior of the cageless bearing. In the bearing model, each ball is described by using two degrees of freedom. The models introduced in this study are verified with a corresponding actual structure. By using verified bearing models, the effects of the parameters of the rotor system onits dynamics during emergency stops are examined. As shown in this study, the misalignment of the retainer bearings has a significant influence on the behavior of the rotor system in a drop-down situation. In this study, a stability map of the rotor system as a function of rotational speed of the rotor and the misalignment of the retainer bearings is presented. In addition, the effects of parameters of the simulation procedure and the rotor system on the dynamics of system are studied.

Studies on integrating kinematic design method with mechanical systems simulation techniques

Theultimate goal of any research in the mechanism/kinematic/design area may be called predictive design, ie the optimisation of mechanism proportions in the design stage without requiring extensive life and wear testing. This is an ambitious goal and can be realised through development and refinement of numerical (computational) technology in order to facilitate the design analysis and optimisation of complex mechanisms, mechanical components and systems. As a part of the systematic design methodology this thesis concentrates on kinematic synthesis (kinematic design and analysis) methods in the mechanism synthesis process. The main task of kinematic design is to find all possible solutions in the form of structural parameters to accomplish the desired requirements of motion. Main formulations of kinematic design can be broadly divided to exact synthesis and approximate synthesis formulations. The exact synthesis formulation is based in solving n linear or nonlinear equations in n variables and the solutions for the problem areget by adopting closed form classical or modern algebraic solution methods or using numerical solution methods based on the polynomial continuation or homotopy. The approximate synthesis formulations is based on minimising the approximation error by direct optimisation The main drawbacks of exact synthesis formulationare: (ia) limitations of number of design specifications and (iia) failure in handling design constraints- especially inequality constraints. The main drawbacks of approximate synthesis formulations are: (ib) it is difficult to choose a proper initial linkage and (iib) it is hard to find more than one solution. Recentformulations in solving the approximate synthesis problem adopts polynomial continuation providing several solutions, but it can not handle inequality const-raints. Based on the practical design needs the mixed exact-approximate position synthesis with two exact and an unlimited number of approximate positions has also been developed. The solutions space is presented as a ground pivot map but thepole between the exact positions cannot be selected as a ground pivot. In this thesis the exact synthesis problem of planar mechanism is solved by generating all possible solutions for the optimisation process ¿ including solutions in positive dimensional solution sets - within inequality constraints of structural parameters. Through the literature research it is first shown that the algebraic and numerical solution methods ¿ used in the research area of computational kinematics ¿ are capable of solving non-parametric algebraic systems of n equations inn variables and cannot handle the singularities associated with positive-dimensional solution sets. In this thesis the problem of positive-dimensional solutionsets is solved adopting the main principles from mathematical research area of algebraic geometry in solving parametric ( in the mathematical sense that all parameter values are considered ¿ including the degenerate cases ¿ for which the system is solvable ) algebraic systems of n equations and at least n+1 variables.Adopting the developed solution method in solving the dyadic equations in direct polynomial form in two- to three-precision-points it has been algebraically proved and numerically demonstrated that the map of the ground pivots is ambiguousand that the singularities associated with positive-dimensional solution sets can be solved. The positive-dimensional solution sets associated with the poles might contain physically meaningful solutions in the form of optimal defectfree mechanisms. Traditionally the mechanism optimisation of hydraulically driven boommechanisms is done at early state of the design process. This will result in optimal component design rather than optimal system level design. Modern mechanismoptimisation at system level demands integration of kinematic design methods with mechanical system simulation techniques. In this thesis a new kinematic design method for hydraulically driven boom mechanism is developed and integrated in mechanical system simulation techniques. The developed kinematic design method is based on the combinations of two-precision-point formulation and on optimisation ( with mathematical programming techniques or adopting optimisation methods based on probability and statistics ) of substructures using calculated criteria from the system level response of multidegree-of-freedom mechanisms. Eg. by adopting the mixed exact-approximate position synthesis in direct optimisation (using mathematical programming techniques) with two exact positions and an unlimitednumber of approximate positions the drawbacks of (ia)-(iib) has been cancelled.The design principles of the developed method are based on the design-tree -approach of the mechanical systems and the design method ¿ in principle ¿ is capable of capturing the interrelationship between kinematic and dynamic synthesis simultaneously when the developed kinematic design method is integrated with the mechanical system simulation techniques.

Permanent magnet synchronous motor for industrial inverter applications - analysis and design

During the latest few years the need for new motor types has grown, since both high efficiency and an accurate dynamic performance are demanded in industrial applications. For this reason, new effective control systems such as direct torque control (DTC) have been developed. Permanent magnet synchronous motors (PMSM) are well suitable for new adjustable speed AC inverter drives, because their efficiency and power factor are not depending on the pole pair number and speed to the same extent as it is the case in induction motors. Therefore, an induction motor (IM) with a mechanical gearbox can often be replaced with a direct PM motor drive. Space as well as costs will be saved, because the efficiency increases and the cost of maintenance decreases as well. This thesis deals with design criterion, analytical calculation and analysis of the permanent magnet synchronous motor for both sinusoidal air-gap flux density and rectangular air-gapflux density. It is examined how the air-gap flux, flux densities, inductances and torque can be estimated analytically for salient pole and non-salient pole motors. It has been sought by means of analytical calculations for the ultimate construction for machines rotating at relative low 300 rpm to 600 rpm speeds, which are suitable speeds e.g. in Pulp&Paper industry. The calculations are verified by using Finite Element calculations and by measuring of prototype motor. The prototype motor is a 45 kW, 600 rpm PMSM with buried V-magnets, which is a very appropriate construction for high torque motors with a high performance. With the purposebuilt prototype machine it is possible not only to verify the analytical calculations but also to show whether the 600 rpm PMSM can replace the 1500 rpm IM with a gear. It can also be tested if the outer dimensions of the PMSM may be the same as for the IM and if the PMSM in this case can produce a 2.5 fold torque, in consequence of which it may be possible to achieve the same power. The thesis also considers the question how to design a permanent magnet synchronous motor for relatively low speed applications that require a high motor torqueand efficiency as well as bearable costs of permanent magnet materials. It is shown how a selection of different parameters affects the motor properties. Key words: Permanent magnet synchronous motor, PMSM, surface magnets, buried magnets

Dynamic analysis of belt-drives using the absolute nodal coordinate formulation

Belt-drive systems have been and still are the most commonly used power transmission form in various applications of different scale and use. The peculiar features of the dynamics of the belt-drives include highly nonlinear deformation,large rigid body motion, a dynamical contact through a dry friction interface between the belt and pulleys with sticking and slipping zones, cyclic tension of the belt during the operation and creeping of the belt against the pulleys. The life of the belt-drive is critically related on these features, and therefore, amodel which can be used to study the correlations between the initial values and the responses of the belt-drives is a valuable source of information for the development process of the belt-drives. Traditionally, the finite element models of the belt-drives consist of a large number of elements thatmay lead to computational inefficiency. In this research, the beneficial features of the absolute nodal coordinate formulation are utilized in the modeling of the belt-drives in order to fulfill the following requirements for the successful and efficient analysis of the belt-drive systems: the exact modeling of the rigid body inertia during an arbitrary rigid body motion, the consideration of theeffect of the shear deformation, the exact description of the highly nonlinear deformations and a simple and realistic description of the contact. The use of distributed contact forces and high order beam and plate elements based on the absolute nodal coordinate formulation are applied to the modeling of the belt-drives in two- and three-dimensional cases. According to the numerical results, a realistic behavior of the belt-drives can be obtained with a significantly smaller number of elements and degrees of freedom in comparison to the previously published finite element models of belt-drives. The results of theexamples demonstrate the functionality and suitability of the absolute nodal coordinate formulation for the computationally efficient and realistic modeling ofbelt-drives. This study also introduces an approach to avoid the problems related to the use of the continuum mechanics approach in the definition of elastic forces on the absolute nodal coordinate formulation. This approach is applied to a new computationally efficient two-dimensional shear deformable beam element based on the absolute nodal coordinate formulation. The proposed beam element uses a linear displacement field neglecting higher-order terms and a reduced number of nodal coordinates, which leads to fewer degrees of freedom in a finite element.

Dynamic Criteria: a Longitudinal Analysis of Professional Basketball Players" Outcomes

This paper describes the fluctuations of temporal criteria dynamics in the context of professional sport. Specifically, we try to verify the underlying deterministic patterns in the outcomes of professional basketball players. We use a longitudinal approach based on the analysis of the outcomes of 94 basketball players over ten years, covering practically players" entire career development. Time series were analyzed with techniques derived from nonlinear dynamical systems theory. These techniques analyze the underlying patterns in outcomes without previous shape assumptions (linear or nonlinear). These techniques are capable of detecting an intermediate situation between randomness and determinism, called chaos. So they are very useful for the study of dynamic criteria in organizations. We have found most players (88.30%) have a deterministic pattern in their outcomes, and most cases are chaotic (81.92%). Players with chaotic patterns have higher outcomes than players with linear patterns. Moreover, players with power forward and center positions achieve better results than other players. The high number of chaotic patterns found suggests caution when appraising individual outcomes, when coaches try to find the appropriate combination of players to design a competitive team, and other personnel decisions. Management efforts must be made to assume this uncertainty.