Parameter identification in time series models

Time series analysis can be categorized into three different approaches: classical, Box-Jenkins, and State space. Classical approach makes a basement for the analysis and Box-Jenkins approach is an improvement of the classical approach and deals with stationary time series. State space approach allows time variant factors and covers up a broader area of time series analysis. This thesis focuses on parameter identifiablity of different parameter estimation methods such as LSQ, Yule-Walker, MLE which are used in the above time series analysis approaches. Also the Kalman filter method and smoothing techniques are integrated with the state space approach and MLE method to estimate parameters allowing them to change over time. Parameter estimation is carried out by repeating estimation and integrating with MCMC and inspect how well different estimation methods can identify the optimal model parameters. Identification is performed in probabilistic and general senses and compare the results in order to study and represent identifiability more informative way.

Characterization of polyphenol oxidase in two cocoa (Theobroma cacao L.) cultivars produced in the south of Bahia, Brazil

Abstract The reactions leading to the formation of precursors of chocolate flavor are performed by endogenous enzymes present in the cocoa seed. Polyphenol oxidase (PPO) presence and activity during fermentation of cocoa beans is responsible for the development of flavor precursors and is also implicated in the reduction of bitterness and astringency. However, the reliability of cocoa enzyme activities is complicated due to variations in different genotypes, geographical origins and methods of fermentation. In addition, there is still a lack of systematic studies comparing different cocoa cultivars. So, the present study was designed to characterize the activity of PPO in the pulp and seeds of two cocoa cultivars, PH 16 and TSH 1188. The PPO activity was determined spectrophotometrically and characterized as the optimal substrate concentration, pH and temperature and the results were correlated with the conditions during the fermentation process. The results showed the specificity and differences between the two cocoa cultivars and between the pulp and seeds of each cultivar. It is suggested that specific criteria must be adopted for each cultivar, based on the optimal PPO parameters, to prolong the period of maximum PPO activity during fermentation, contributing to the improvement of the quality of cocoa beans.

Production of magnesium carbonates from serpentinites for CO2 mineral sequestration : optimisation towards industrial application

Global warming is one of the most alarming problems of this century. Initial scepticism concerning its validity is currently dwarfed by the intensification of extreme weather events whilst the gradual arising level of anthropogenic CO2 is pointed out as its main driver. Most of the greenhouse gas (GHG) emissions come from large point sources (heat and power production and industrial processes) and the continued use of fossil fuels requires quick and effective measures to meet the world’s energy demand whilst (at least) stabilizing CO2 atmospheric levels. The framework known as Carbon Capture and Storage (CCS) – or Carbon Capture Utilization and Storage (CCUS) – comprises a portfolio of technologies applicable to large‐scale GHG sources for preventing CO2 from entering the atmosphere. Amongst them, CO2 capture and mineralisation (CCM) presents the highest potential for CO2 sequestration as the predicted carbon storage capacity (as mineral carbonates) far exceeds the estimated levels of the worldwide identified fossil fuel reserves. The work presented in this thesis aims at taking a step forward to the deployment of an energy/cost effective process for simultaneous capture and storage of CO2 in the form of thermodynamically stable and environmentally friendly solid carbonates. R&D work on the process considered here began in 2007 at Åbo Akademi University in Finland. It involves the processing of magnesium silicate minerals with recyclable ammonium salts for extraction of magnesium at ambient pressure and 400‐440⁰C, followed by aqueous precipitation of magnesium in the form of hydroxide, Mg(OH)2, and finally Mg(OH)2 carbonation in a pressurised fluidized bed reactor at ~510⁰C and ~20 bar PCO2 to produce high purity MgCO3. Rock material taken from the Hitura nickel mine, Finland, and serpentinite collected from Bragança, Portugal, were tested for magnesium extraction with both ammonium sulphate and bisulphate (AS and ABS) for determination of optimal operation parameters, primarily: reaction time, reactor type and presence of moisture. Typical efficiencies range from 50 to 80% of magnesium extraction at 350‐450⁰C. In general ABS performs better than AS showing comparable efficiencies at lower temperature and reaction times. The best experimental results so far obtained include 80% magnesium extraction with ABS at 450⁰C in a laboratory scale rotary kiln and 70% Mg(OH)2 carbonation in the PFB at 500⁰C, 20 bar CO2 pressure for 15 minutes. The extraction reaction with ammonium salts is not at all selective towards magnesium. Other elements like iron, nickel, chromium, copper, etc., are also co‐extracted. Their separation, recovery and valorisation are addressed as well and found to be of great importance. The assessment of the exergetic performance of the process was carried out using Aspen Plus® software and pinch analysis technology. The choice of fluxing agent and its recovery method have a decisive sway in the performance of the process: AS is recovered by crystallisation and in general the whole process requires more exergy (2.48–5.09 GJ/tCO2sequestered) than ABS (2.48–4.47 GJ/tCO2sequestered) when ABS is recovered by thermal decomposition. However, the corrosive nature of molten ABS and operational problems inherent to thermal regeneration of ABS prohibit this route. Regeneration of ABS through addition of H2SO4 to AS (followed by crystallisation) results in an overall negative exergy balance (mainly at the expense of low grade heat) but will flood the system with sulphates. Although the ÅA route is still energy intensive, its performance is comparable to conventional CO2 capture methods using alkanolamine solvents. An energy‐neutral process is dependent on the availability and quality of nearby waste heat and economic viability might be achieved with: magnesium extraction and carbonation levels ≥ 90%, the processing of CO2‐containing flue gases (eliminating the expensive capture step) and production of marketable products.

Prerequisites for commercialization of tube granulator for fly ash

A large amount of fly ash is produced in power plants and a big fraction of it ends up as waste to landfills. Disposal of fly ash to landfills is expensive for power plants due to for example waste taxation. However fly ash can utilized in different applications. Possibility of utilizing fly ash can be increased by granulation which also removes the dustiness problems of ash. This Thesis deals with the prerequisites for commercialization of a new granulation technique, tube granulation. Tube granulation technique utilizes water, calcium oxide in fly ash plus carbon dioxide and heat from flue gas. This Thesis determines the necessary auxiliary equipment for tube granulation, approaches for process dimensioning and implementation of the granulation process into a continuous power plant process. In addition, the economic benefits of tube granulation are examined from the user’s perspective. A continuous tube granulation process requires the following auxiliary systems to function: ash system, water feed system and flue gas system. Implementation of tube granulation system into a power plant process depends on the specific power plant but a general principle is that fly ash should be obtained to the granulator as fresh as possible and flue gas should be taken from the pressure side of a flue gas fan. Dimensioning of the process can be examined for example in terms of degree of filling and residence time in the granulator or in terms of granule drying. Determining the optimal dimensioning parameters requires pilot tests with the granulator.

Quantum Monte Carlo : some theoretical and numerical studies

In Part I, theoretical derivations for Variational Monte Carlo calculations are compared with results from a numerical calculation of He; both indicate that minimization of the ratio estimate of Evar , denoted EMC ' provides different optimal variational parameters than does minimization of the variance of E MC • Similar derivations for Diffusion Monte Carlo calculations provide a theoretical justification for empirical observations made by other workers. In Part II, Importance sampling in prolate spheroidal coordinates allows Monte Carlo calculations to be made of E for the vdW molecule var He2' using a simplifying partitioning of the Hamiltonian and both an HF-SCF and an explicitly correlated wavefunction. Improvements are suggested which would permit the extension of the computational precision to the point where an estimate of the interaction energy could be made~

Effets neurophysiologiques de la stimulation du nerf vague : implication dans le traitement de la dépression résistante et optimisation des paramètres de stimulation

La dépression est une pathologie grave qui, malgré de multiples stratégies thérapeutiques, demeure résistante chez un tiers des patients. Les techniques de stimulation cérébrale sont devenues une alternative intéressante pour les patients résistants à diverses pharmacothérapies. La stimulation du nerf vague (SNV) a ainsi fait preuve de son efficacité en clinique et a récemment été approuvée comme traitement additif pour la dépression résistante. Cependant, les mécanismes d’action de la SNV en rapport avec la dépression n’ont été que peu étudiés. Cette thèse a donc eu comme premier objectif de caractériser l’impact de la SNV sur les différents systèmes monoaminergiques impliqués dans la pathophysiologie de la dépression, à savoir la sérotonine (5-HT), la noradrénaline (NA) et la dopamine (DA), grâce à l’utilisation de techniques électrophysiologiques et de la microdialyse in vivo chez le rat. Des études précliniques avaient déjà révélé qu’une heure de SNV augmente le taux de décharge des neurones NA du locus coeruleus, et que 14 jours de stimulation sont nécessaires pour observer un effet comparable sur les neurones 5-HT. Notre travail a démontré que la SNV modifie aussi le mode de décharge des neurones NA qui présente davantage de bouffées, influençant ainsi la libération terminale de NA, qui est significativement augmentée dans le cortex préfrontal et l’hippocampe après 14 jours. L’augmentation de la neurotransmission NA s’est également manifestée par une élévation de l’activation tonique des récepteurs postsynaptiques α2-adrénergiques de l’hippocampe. Après lésion des neurones NA, nous avons montré que l’effet de la SNV sur les neurones 5-HT était indirect, et médié par le système NA, via l’activation des récepteurs α1-adrénergiques présents sur les neurones du raphé. Aussi, tel que les antidépresseurs classiques, la SNV augmente l’activation tonique des hétérorécepteurs pyramidaux 5-HT1A, dont on connait le rôle clé dans la réponse thérapeutique aux antidépresseurs. Par ailleurs, nous avons constaté que malgré une diminution de l’activité électrique des neurones DA de l’aire tegmentale ventrale, la SNV induit une augmentation de la DA extracellulaire dans le cortex préfrontal et particulièrement dans le noyau accumbens, lequel joue un rôle important dans les comportements de récompense et l’hédonie. Un deuxième objectif a été de caractériser les paramètres optimaux de SNV agissant sur la dépression, en utilisant comme indicateur le taux de décharge des neurones 5-HT. Des modalités de stimulation moins intenses se sont avérées aussi efficaces que les stimulations standards pour augmenter l’activité électrique des neurones 5-HT. Ces nouveaux paramètres de stimulation pourraient s’avérer bénéfiques en clinique, chez des patients ayant déjà répondu à la SNV. Ils pourraient minimiser les effets secondaires reliés aux périodes de stimulation et améliorer ainsi la qualité de vie des patients. Ainsi, ces travaux de thèse ont caractérisé l’influence de la SNV sur les trois systèmes monoaminergiques, laquelle s’avère en partie distincte de celle des antidépresseurs classiques tout en contribuant à son efficacité en clinique. D’autre part, les modalités de stimulation que nous avons définies seraient intéressantes à tester chez des patients recevant la SNV, car elles devraient contribuer à l’amélioration des bénéfices cliniques de cette thérapie.

Caractérisation et objectivation de l’acouphène subjectif chronique idiopathique

Objectif: Cette thèse avait pour objectif principal la mise en oeuvre et la validation de la faisabilité, chez l'humain, du paradigme de modulation du réflexe acoustique de sursaut par un court silence (GPIAS) afin de l'utiliser comme mesure objective de l'acouphène. Pour ce faire, trois expériences ont été réalisées. L'expérience 1 avait pour objectif de valider l'inhibition du réflexe de sursaut par un court silence chez des participants humains normo-entendants (sans acouphène) lors de la présentation d'un bruit de fond centré en hautes et en basses fréquences afin de déterminer les paramètres optimaux du paradigme. L'expérience 2 avait pour objectif de valider la précision et la fidélité d'une méthode de caractérisation psychoacoustique de l'acouphène (appariement en intensité et en fréquence). Finalement, l'expérience 3 avait pour objectif d'appliquer le paradigme d'objectivation de l'acouphène par le réflexe de sursaut à des participants atteints d'acouphènes chroniques en utilisant les techniques développées lors des expériences 1 et 2. Méthodologie : L'expérience 1 incluait 157 participants testés dans l'une des conditions de durée du court silence (5, 25, 50, 100, 200 ms) et dans l'un des deux paradigmes (court silence à l'intérieur du bruit de fond ou suivant celui-ci) à l'aide de bruits de fond en hautes et en basses fréquences. L'expérience 2 incluait deux groupes de participants avec acouphène, l'un musicien (n=16) et l'autre sans expérience musicale (n=16) ainsi qu'un groupe de simulateur sans acouphène (n=18). Ils tous ont été évalués sur leur capacité d'appariement en fréquence et en intensité de leur acouphène. Les mesures ont été reprises chez un sous-groupe de participants plusieurs semaines plus tard. L'expérience 3 incluait 15 participants avec acouphène et 17 contrôles évalués à l'aide du paradigme d'inhibition du réflexe de sursaut à l'aide d'un court silence (GPIAS). Les paramètres psychoacoustiques de l'acouphène ont également été mesurés. Toutes les mesures ont été reprises plusieurs mois plus tard chez un sous-groupe de participants. Résultats : Expérience 1 : le paradigme d'inhibition du réflexe acoustique de sursaut par un court silence est applicable chez l'humain normo-entendant. Expérience 2 : les mesures psychoacoustiques informatisées de l'acouphène incluant l'appariement en fréquence et en intensité sont des mesures précises et fidèles du percept de l'acouphène. Expérience 3 : un déficit d'inhibition au paradigme du GPIAS a été retrouvé chez le groupe de participants avec acouphène pour les bruits de fond en hautes et en basses fréquences au test et au retest. Les mesures d'appariement en fréquence ont révélé un acouphène dont la fréquence prédominante était d'environ 16 000 Hz chez la plupart des participants. Discussion : Il est possible d'appliquer le paradigme d'inhibition du réflexe acoustique de sursaut par un court silence à des participants humains atteints d'acouphène, tel qu'il est utilisé en recherche animale pour « objectiver » la présence d'acouphène. Toutefois, le déficit d'inhibition mesuré n'est pas spécifique à la fréquence de l'acouphène lorsque validé à partir des données d'appariement psychoacoustique. Nos résultats soulèvent des questions quant à l'interprétation originale du paradigme pour détecter la présence d'un acouphène chez les animaux.

Analysis of System Signals Based on Cross Recurrence Method for System Dynamics Characterization

Natural systems are inherently non linear. Recurrent behaviours are typical of natural systems. Recurrence is a fundamental property of non linear dynamical systems which can be exploited to characterize the system behaviour effectively. Cross recurrence based analysis of sensor signals from non linear dynamical system is presented in this thesis. The mutual dependency among relatively independent components of a system is referred as coupling. The analysis is done for a mechanically coupled system specifically designed for conducting experiment. Further, cross recurrence method is extended to the actual machining process in a lathe to characterize the chatter during turning. The result is verified by permutation entropy method. Conventional linear methods or models are incapable of capturing the critical and strange behaviours associated with the dynamical process. Hence any effective feature extraction methodologies should invariably gather information thorough nonlinear time series analysis. The sensor signals from the dynamical system normally contain noise and non stationarity. In an effort to get over these two issues to the maximum possible extent, this work adopts the cross recurrence quantification analysis (CRQA) methodology since it is found to be robust against noise and stationarity in the signals. The study reveals that the CRQA is capable of characterizing even weak coupling among system signals. It also divulges the dependence of certain CRQA variables like percent determinism, percent recurrence and entropy to chatter unambiguously. The surrogate data test shows that the results obtained by CRQA are the true properties of the temporal evolution of the dynamics and contain a degree of deterministic structure. The results are verified using permutation entropy (PE) to detect the onset of chatter from the time series. The present study ascertains that this CRP based methodology is capable of recognizing the transition from regular cutting to the chatter cutting irrespective of the machining parameters or work piece material. The results establish this methodology to be feasible for detection of chatter in metal cutting operation in a lathe.

Piezoelectric Ultrasonic Micromotors

This report describes development of micro-fabricated piezoelectric ultrasonic motors and bulk-ceramic piezoelectric ultrasonic motors. Ultrasonic motors offer the advantage of low speed, high torque operation without the need for gears. They can be made compact and lightweight and provide a holding torque in the absence of applied power, due to the traveling wave frictional coupling mechanism between the rotor and the stator. This report covers modeling, simulation, fabrication and testing of ultrasonic motors. Design of experiments methods were also utilized to find optimal motor parameters. A suite of 8 mm diameter x 3 mm tall motors were machined for these studies and maximum stall torques as large as 10^(- 3) Nm, maximum no-load speeds of 1710 rpm and peak power outputs of 27 mW were realized. Aditionally, this report describes the implementation of a microfabricated ultrasonic motor using thin-film lead zirconate titanate. In a joint project with the Pennsylvania State University Materials Research Laboratory and MIT Lincoln Laboratory, 2 mm and 5 mm diameter stator structures were fabricated on 1 micron thick silicon nitride membranes. Small glass lenses placed down on top spun at 100-300 rpm with 4 V excitation at 90 kHz. The large power densities and stall torques of these piezoelectric ultrasonic motors offer tremendous promis for integrated machines: complete intelligent, electro-mechanical autonomous systems mass-produced in a single fabrication process.

Retificação de cerâmica de alumina relacionada com diferentes técnicas de lubri-refrigeração: convencional e mínima quantidade de lubrificação

Atualmente a preocupação ambiental está fazendo com que as empresas busquem diminuir os impactos ambientais por elas causados, ao mesmo tempo em que melhoram a qualidade do produto e processos de fabricação. Logo, muitas pesquisas estão sendo desenvolvidas na área de usinagem para se analisar o real dano ao meio ambiente quando usados diferentes métodos de lubri-refrigeração. Este trabalho teve como objetivo analisar a qualidade da peça produzida e o desgaste do ferramental de corte de uma retificadora plana ao se usinar cerâmica de alumina com dois métodos distintos de aplicação de fluido de corte: método convencional com vazão de 458,3 mL/h e o método da mínima quantidade de lubrificação (MQL) com 100 mL/h. A partir dos resultados obtidos pode-se constatar que para os mesmos parâmetros de usinagem a técnica do MQL utilizou uma quantidade muito menor de fluido e garantiu bons resultados de desgaste diametral do rebolo. No entanto, a qualidade da peça foi bem pior para o método do MQL em relação a técnica de refrigeração convencional. Estes resultados mostraram que se utilizando formas alternativas de lubrificação para reduzir o uso do fluido de corte, são possíveis dependendo de quais fatores são mais importantes para o processo que se deseja. Nesse sentido, se o método do MQL fosse adotado pelas empresas dependentes da retificação, certamente iria trazer, de um lado, benefícios quanto a problemas de descarte e reciclagem de fluido de corte, mas por outro lado, levaria a uma menor qualidade superficial das peças.

STUDY of THE TURNING NICKEL BASE ALLOY PYROMET (R) 31V (SAE HEV8)

Considering the constant technological developments in the aeronautical, space, automotive, shipbuilding, nuclear and petrochemical fields, among others, the use of materials with high strength mechanical capabilities at high temperatures has been increasingly used. Among the materials that meet the mechanical strength and corrosion properties at temperatures around 815 degrees C one can find the nickel base alloy Pyromet 31V (SAE HEV8). This alloy is commonly applied in the manufacturing of high power diesel engines exhaust valves where it is required high resistance to sulphide, corrosion and good resistance to creep. However, due to its high mechanical strength and low thermal conductivity its machinability is made difficult, creating major challenges in the analysis of the best combinations among machining parameters and cutting tools to be used. Its low thermal conductivity results in a concentration of heat at high temperatures in the interfaces of workpiece-tool and tool-chip, consequently accelerating the tools wearing and increasing production costs. This work aimed to study the machinability, using the carbide coated and uncoated tools, of the hot-rolled Pyromet 31V alloy with hardness between 41.5 and 42.5 HRC. The nickel base alloy used consists essentially of the following components: 56.5% Ni, 22.5% Cr, 2,2% Ti, 0,04% C, 1,2% Al, 0.85% Nb and the rest of iron. Through the turning of this alloy we able to analyze the working mechanisms of wear on tools and evaluate the roughness provided on the cutting parameters used. The tests were performed on a CNC lathe machine using the coated carbide tool TNMG 160408-23 Class 1005 (ISO S15) and uncoated tools TNMG 160408-23 Class H13A (ISO S15). Cutting fluid was used so abundantly and cutting speeds were fixed in 75 and 90 m/min. to feed rates that ranged from 0.12, 0.15, 0.18 and 0.21 mm/rev, and cutting depth of 0.8mm. The results of the comparison between uncoated tools and coated ones presented a machined length of just 30% to the first in relation to the performance of the second. The coated tools has obtained its best result for both 75 and 90 m/min. with feed rate of 0.15 mm/rev, unlike the uncoated tool which obtained its better results to 0.12 mm/rev.

Therapeutic Effects of Low-Level Laser Therapy After Premolar Extraction in Adolescents: A Randomized Double-Blind Clinical Trial

Objective: The purpose of this study was to evaluate the effect of low-level laser therapy (LLLT) on wound healing process and pain levels after premolar extraction in adolescents. Background data: The advantage of using LLLT in oral surgeries is the reduction of inflammation and postoperative discomfort; however, the optimal dosing parameters and treatment effects in surgical procedures are inconclusive. Methods: A double-blind, randomized, controlled clinical trial was conducted with 14 patients who were to undergo surgical removal of premolars. Patients were randomly allocated to the LLLT (test) group and placebo (control) group. Patients in the test group received 5.1 J (60 J/cm(2)) of energy density of a gallium-aluminum-arsenide (GaAlAs) diode laser (wavelength, 830 nm; output power, 0.1 W) at three different points intraorally, 1 cm from the target tissue immediately and at 48 and 72 h after the surgical procedure. For patients in the placebo group, the laser device was applied to the same points without activating the hand piece. The wound healing process was evaluated by an independent examiner by visual inspection with the support of digital photographs at baseline and 2, 7, and 15 days postoperatively. Patients recorded the degree of pain using the visual analogue scale (VAS). Results: Compared with the placebo group, the test group showed a lower intensity of pain, but this difference was not statistically significant at any time point. The wound healing process was similar in both groups. Conclusions: Within the limitations of this study, the LLLT parameters used neither increased the wound healing process nor significantly decreased pain intensity after premolar extraction in adolescents.

Economic design of (X)over-bar and R charts under Weibull shock models

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Analysis on turning Ti-6Al-4V with different cooling methods

The aim of this paper is to optimize the machining of Ti-6Al-4V alloy, by studying the chip formation, roughness and tool wear for different cooling conditions. The results were compared between cooling methods, minimal quantity of fluid (MQF) and flooding, and also without fluid for the tool H13A. The turning of Ti-6Al-4V has shown good results on roughness (0, 8μm) and tool life, which was 11% lower with MQF than with the flooding method. The tool wear causes variation of the shear angle, which promotes strength hardening of the chip. As a result, the machined surface could be damaged. The use of the cutting fluid helps to save the cutting edge and could reduce the strength hardening. Nevertheless, it could also facilitate the formation of built-up edge. The nucleation of alpha lamellar colonies can occur due to a combination of deformation rates and temperature, mainly when the flooding is used, but it's not conclusive. The lamellar colonies were also found with the MQF in some regions, however, this structure did not show hardness variation compared to equiaxial. For all this reasons, the machining parameters might be carefully chosen.

Utilização de técnicas do planejamento de experimentos na otimização de um processo de torneamento da superliga NIMONIC 80A

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)