904 resultados para Optimisation of methods


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As it is known, the major problem of membrane filtration is fouling of membrane during the filtration process. There are a lot of methods to prevent or reduce fouling. One very little studied method is applying of magnetic field in membrane filtration. Magnetic field has such advantages as bulk, contact free, nondestructive impact on the sample, thus it can be combined with different types of processes. In addition, the use of magnetic fields has given positive results in various areas of science and life. So, the present thesis is devoted to the research of influence of magnetic field on performances of nanofiltration. In the literature part of the thesis a short description of membrane process and mechanism of reorientation of nanoparticals in magnetic field is presented. The utilization of magnetic field in different spheres of life, in general, and membrane area, in particular, is represented. In the experimental part the influence of magnetic field created by two permanent magnets on filtration of two solutions (citric acid and sodium dodecyl sulfate) was investigated. Factors, which affect on the impact of magnetic field was estimated. The effect of magnetic field was evaluated by measuring a change of pure water permeability after the filtration of model solution. This work demonstrated that direction of magnetic field and the type of molecules of filtered solution has significant effect to the efficiency of nanofiltration. Utilization of magnetic field might increase retention of membrane and flux through membrane and reduce fouling.

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Tillgången på traditionella biobränslen är begränsad och därför behöver man ta fram nya, tidigare outnyttjade biobränslen för att möta de uppställda CO2 emissionsmålen av EU och det ständigt ökande energibehovet. Under de senare åren har intresset riktats mot termisk energiutvinning ur olika restfraktioner och avfall. Vid produktion av fordonsbränsle ur biomassa är den fasta restprodukten ofta den största procesströmmen i produktionsanläggningen. En riktig hantering av restprodukterna skulle göra produktionen mera lönsam och mer ekologiskt hållbar. Ett alternativ är att genom förbränning producera elektricitet och/eller värme eftersom dessa restprodukter anses som CO2-neutrala. Målsättningen med den här avhandlingen var att studera förbränningsegenskaperna hos några fasta restprodukter som uppstår vid framställning av förnybara fordonsbränslen. De fyra undersökta materialen är rapskaka, palmkärnskaka, torkad drank och stabiliserat rötslam. I studien används ett stort urval av undersökningsmetoder, från laboratorieskala till fullskalig förbränning, för att identifiera de huvudsakliga utmaningarna förknippade med förbränning av restprodukterna i pannor med fluidiserad bäddteknik. Med hjälp av detaljerad bränslekarakterisering kunde restprodukterna konstateras vara en värdefull källa för värme- och elproduktion. Den kemiska sammansättningen av restprodukterna varierar stort jämfört med mera traditionellt använda biobränslen. En gemensam faktor för alla de studerade restprodukterna är en hög fosforhalt. På grund av de låga fosforkoncentrationerna i de traditionella biobränslena har grundämnet hittills inte ansetts spela någon större roll i askkemin. Experimenten visade nu att fosfor inte mera kan försummas då man studerar kemin i förbränningsprocesser, då allt flera fosforrika bränslen tränger in på energimarknaden.

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Environmental accountability has become a major source of competitive advantage for industrial companies, because customers consider it as relevant buying criterion. However, in order to leverage their environmental responsibility, industrial suppliers have to be able to demonstrate the environmental value of their products and services, which is also the aim of Kemira, a global water chemistry company considered in this study. The aim of this thesis is to develop a tool which Kemira can use to assess the environmental value of their solutions for the customer companies in mining industry. This study answers to questions on what kinds of methods to assess environmental impacts exist, and what kind of tool could be used to assess the environmental value of Kemira’s water treatment solutions. The environmental impacts of mining activities vary greatly between different mines. Generally the major impacts include the water related issues and wastes. Energy consumption is also a significant environmental aspect. Water related issues include water consumption and impacts in water quality. There are several methods to assess environmental impacts, for example life cycle assessment, eco-efficiency tools, footprint calculations and process simulation. In addition the corresponding financial value may be estimated utilizing monetary assessment methods. Some of the industrial companies considered in the analysis of industry best practices use environmental and sustainability assessments. Based on the theoretical research and conducted interviews, an Excel based tool utilizing reference data on previous customer cases and customer specific test results was considered to be most suitable to assess the environmental value of Kemira’s solutions. The tool can be used to demonstrate the functionality of Kemira’s solutions in customers’ processes, their impacts in other process parameters and their environmental and financial aspects. In the future, the tool may be applied to fit also Kemira’s other segments, not only mining industry.

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The environmental impacts of a single mine often remain local, but acidic and metal-rich acid mine drainage (AMD) from the waste materials may pose a serious threat to adjacent surface waters and their ecosystems. Testate amoebae (thecamoebian) analysis was used together with lake sediment geochemistry to study and evaluate the ecological effects of sulphidic metal mines on aquatic environments. Three different mines were included in the study: Luikonlahti Cu-mine in Kaavi, eastern Finland, Haveri Cu-Au mine in Ylöjärvi, southern Finland and Pyhäsalmi Zn-Cu-S mine in Pyhäjärvi, central Finland. Luikonlahti and Haveri are closed mines, but Pyhäsalmi is still operating. The sampling strategy was case specific, and planned to provide a representative sediment sample series to define natural background conditions, to detect spatial and temporal variations in mine impacts, to evaluate the possible recovery after the peak contamination, and to distinguish the effects of other environmental factors from the mining impacts. In the Haveri case, diatom analyses were performed alongside thecamoebian analysis to evaluate the similarities and differences between the two proxies. The results of the analyses were investigated with multivariate methods (direct and indirect ordinations, diversity and distance measure indices). Finally, the results of each case study were harmonized, pooled, and jointly analyzed to summarize the results for this dissertation. Geochemical results showed broadly similar temporal patterns in each case. Concentrations of ions in the pre-disturbance samples defined the natural baseline against which other results were compared. The beginning of the mining activities had only minor impacts on sediment geochemistry, mainly appearing as an increased clastic input into the lakes at Haveri and Pyhäsalmi. The active mining phase was followed by the metallic contamination and, subsequently, by the most recent change towards decreased but still elevated metal concentrations in the sediments. Because of the delay in the oxidation of waste material and formation of AMD, the most intense, but transient metal contamination phase occurred in the post-mining period at Luikonlahti and Haveri. At Pyhäsalmi, the highest metal contamination preceded effluent mitigation actions. Spatial gradients were observed besides the temporal evolution in both the pre-disturbance and mine-impacted samples from Luikonlahti and Pyhäsalmi. The geochemical gradients varied with distance from the main source of contaminants (dispersion and dilution) and with water depth (redox and pH). The spatial extent of the highest metal contamination associated with these mines remained rather limited. At Haveri, the metallic impact was widespread, with the upstream site in another lake basin found to be contaminated. Changes in thecamoebian assemblages corresponded well with the geochemical results. Despite some differences, the general features and ecological responses of the faunal assemblages were rather similar in each lake. Constantly abundant strains of Difflugia oblonga, Difflugia protaeiformis and centropyxids formed the core of these assemblages. Increasing proportions of Cucurbitella tricuspis towards the surface samples were found in all of the cases. The results affirmed the indicator value of some already known indicator forms, but such as C. tricuspis and higher nutrient levels, but also elicited possible new ones such as D. oblonga ‘spinosa’ and clayey substrate, high conductivity and/or alkalinity, D. protaeiformis ‘multicornis’ and pH, water hardness and the amount of clastic material and Centropyxis constricta ‘aerophila’ and high metal and S concentrations. In each case, eutrophication appeared to be the most important environmental factor, masking the effects of other variables. Faunal responses to high metal inputs in sediments remained minor, but were nevertheless detectable. Besides the trophic state of the lake, numerical methods suggested overall geochemical conditions (pH, redox) to be the most important factor at Luikonlahti, whereas the Haveri results showed the clearest connection between metals and amoebae. At Pyhäsalmi, the strongest relationships were found between Ca- and S-rich present loading, redox conditions and substrate composition. Sediment geochemistry and testate amoeba analysis proved to be a suitable combination of methods to detect and describe the aquatic mine impacts in each specific case, to evaluate recovery and to differentiate between the effects of different anthropogenic and natural environmental factors. It was also suggested that aquatic mine impacts can be significantly mitigated by careful design and after-care of the waste facilities, especially by reducing and preventing AMD. The case-specific approach is nevertheless necessary because of the unique characteristics of each mine and variations in the environmental background conditions.

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Configuration management is often seen as an enabler for the main IT Service Management (ITSM) processes such as Incident and Problem management. A decent level of quality of IT configuration data is required in order to carry out routines of these processes. This case study examines the state of configuration management in a multinational organization and aims at identification of methods for its improvement. The author has stayed five months with this company in order to collect different sources of evidence and to make observations. The main source of data for this study is interviews with some of the key employees of the assigned organization who are involved into the ITSM processes. This study concludes the maturity level of the existing configuration management process to be repeatable but intuitive, and outlines the principal requirements for its improvement. A match between the requirements identified in the organization and the requirements stated in the ISO/IEC 20000 standard indicates the possibility of adopting ITIL guidelines as a method for configuration management process improvement. The outcome of the study presents a set of recommendations for improvement that considers the process, the information model and the information system for configuration management in the case organization.

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In this work mathematical programming models for structural and operational optimisation of energy systems are developed and applied to a selection of energy technology problems. The studied cases are taken from industrial processes and from large regional energy distribution systems. The models are based on Mixed Integer Linear Programming (MILP), Mixed Integer Non-Linear Programming (MINLP) and on a hybrid approach of a combination of Non-Linear Programming (NLP) and Genetic Algorithms (GA). The optimisation of the structure and operation of energy systems in urban regions is treated in the work. Firstly, distributed energy systems (DES) with different energy conversion units and annual variations of consumer heating and electricity demands are considered. Secondly, district cooling systems (DCS) with cooling demands for a large number of consumers are studied, with respect to a long term planning perspective regarding to given predictions of the consumer cooling demand development in a region. The work comprises also the development of applications for heat recovery systems (HRS), where paper machine dryer section HRS is taken as an illustrative example. The heat sources in these systems are moist air streams. Models are developed for different types of equipment price functions. The approach is based on partitioning of the overall temperature range of the system into a number of temperature intervals in order to take into account the strong nonlinearities due to condensation in the heat recovery exchangers. The influence of parameter variations on the solutions of heat recovery systems is analysed firstly by varying cost factors and secondly by varying process parameters. Point-optimal solutions by a fixed parameter approach are compared to robust solutions with given parameter variation ranges. In the work enhanced utilisation of excess heat in heat recovery systems with impingement drying, electricity generation with low grade excess heat and the use of absorption heat transformers to elevate a stream temperature above the excess heat temperature are also studied.

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This thesis presents a set of methods and models for estimation of iron and slag flows in the blast furnace hearth and taphole. The main focus was put on predicting taphole flow patterns and estimating the effects of various taphole conditions on the drainage behavior of the blast furnace hearth. All models were based on a general understanding of the typical tap cycle of an industrial blast furnace. Some of the models were evaluated on short-term process data from the reference furnace. A computational fluid dynamics (CFD) model was built and applied to simulate the complicated hearth flows and thus to predict the regions of the hearth exerted to erosion under various operating conditions. Key boundary variables of the CFD model were provided by a simplified drainage model based on the first principles. By examining the evolutions of liquid outflow rates measured from the furnace studied, the drainage model was improved to include the effects of taphole diameter and length. The estimated slag delays showed good agreement with the observed ones. The liquid flows in the taphole were further studied using two different models and the results of both models indicated that it is more likely that separated flow of iron and slag occurs in the taphole when the liquid outflow rates are comparable during tapping. The drainage process was simulated with an integrated model based on an overall balance analysis: The high in-furnace overpressure can compensate for the resistances induced by the liquid flows in the hearth and through the taphole. Finally, a recently developed multiphase CFD model including interfacial forces between immiscible liquids was developed and both the actual iron-slag system and a water-oil system in laboratory scale were simulated. The model was demonstrated to be a useful tool for simulating hearth flows for gaining understanding of the complex phenomena in the drainage of the blast furnace.

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Polymeric materials that conduct electricity are highly interesting for fundamental studies and beneficial for modern applications in e.g. solar cells, organic field effect transistors (OFETs) as well as in chemical and bio‐sensing. Therefore, it is important to characterize this class of materials with a wide variety of methods. This work summarizes the use of electrochemistry also in combination with spectroscopic methods in synthesis and characterization of electrically conducting polymers and other π‐conjugated systems. The materials studied in this work are intended for organic electronic devices and chemical sensors. Additionally, an important part of the presented work, concerns rational approaches to the development of water‐based inks containing conducting particles. Electrochemical synthesis and electroactivity of conducting polymers can be greatly enhanced in room temperature ionic liquids (RTILs) in comparison to conventional electrolytes. Therefore, poly(para‐phyenylene) (PPP) was electrochemically synthesized in the two representative RTILs: bmimPF6 and bmiTf2N (imidazolium and pyrrolidinium‐based salts, respectively). It was found that the electrochemical synthesis of PPP was significantly enhanced in bmimPF6. Additionally, the results from doping studies of PPP films indicate improved electroactivity in bmimPF6 during oxidation (p‐doping) and in bmiTf2N in the case of reduction (n‐doping). These findings were supported by in situ infrared spectroscopy studies. Conducting poly(benzimidazobenzophenanthroline) (BBL) is a material which can provide relatively high field‐effect mobility of charge carriers in OFET devices. The main disadvantage of this n‐type semiconductor is its limited processability. Therefore in this work BBL was functionalized with poly(ethylene oxide) PEO, varying the length of side chains enabling water dispersions of the studied polymer. It was found that functionalization did not distract the electrochemical activity of the BBL backbone while the processability was improved significantly in comparison to conventional BBL. Another objective was to study highly processable poly(3,4‐ethylenedioxythiophene) poly(styrenesulfonate) (PEDOT:PSS) water‐based inks for controlled patterning scaled‐down to nearly a nanodomain with the intention to fabricate various chemical sensors. Developed PEDOT:PSS inks greatly improved printing of nanoarrays and with further modification with quaternary ammonium cations enabled fabrication of PEDOT:PSS‐based chemical sensors for lead (II) ions with enhanced adhesion and stability in aqueous environments. This opens new possibilities for development of PEDOT:PSS films that can be used in bio‐related applications. Polycyclic aromatic hydrocarbons (PAHs) are a broad group of π‐conjugated materials consisting of aromatic rings in the range from naphthalene to even hundred rings in one molecule. The research on this type of materials is intriguing, due to their interesting optical properties and resemblance of graphene. The objective was to use electrochemical synthesis to yield relatively large PAHs and fabricate electroactive films that could be used as template material in chemical sensors. Spectroscopic, electrochemical and electrical investigations evidence formation of highly stable films with fast redox response, consisting of molecules with 40 to 60 carbon atoms. Additionally, this approach in synthesis, starting from relatively small PAH molecules was successfully used in chemical sensor for lead (II).

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A web service is a software system that provides a machine-processable interface to the other machines over the network using different Internet protocols. They are being increasingly used in the industry in order to automate different tasks and offer services to a wider audience. The REST architectural style aims at producing scalable and extensible web services using technologies that play well with the existing tools and infrastructure of the web. It provides a uniform set of operation that can be used to invoke a CRUD interface (create, retrieve, update and delete) of a web service. The stateless behavior of the service interface requires that every request to a resource is independent of the previous ones facilitating scalability. Automated systems, e.g., hotel reservation systems, provide advanced scenarios for stateful services that require a certain sequence of requests that must be followed in order to fulfill the service goals. Designing and developing such services for advanced scenarios with REST constraints require rigorous approaches that are capable of creating web services that can be trusted for their behavior. Systems that can be trusted for their behavior can be termed as dependable systems. This thesis presents an integrated design, analysis and validation approach that facilitates the service developer to create dependable and stateful REST web services. The main contribution of this thesis is that we provide a novel model-driven methodology to design behavioral REST web service interfaces and their compositions. The behavioral interfaces provide information on what methods can be invoked on a service and the pre- and post-conditions of these methods. The methodology uses Unified Modeling Language (UML), as the modeling language, which has a wide user base and has mature tools that are continuously evolving. We have used UML class diagram and UML state machine diagram with additional design constraints to provide resource and behavioral models, respectively, for designing REST web service interfaces. These service design models serve as a specification document and the information presented in them have manifold applications. The service design models also contain information about the time and domain requirements of the service that can help in requirement traceability which is an important part of our approach. Requirement traceability helps in capturing faults in the design models and other elements of software development environment by tracing back and forth the unfulfilled requirements of the service. The information about service actors is also included in the design models which is required for authenticating the service requests by authorized actors since not all types of users have access to all the resources. In addition, following our design approach, the service developer can ensure that the designed web service interfaces will be REST compliant. The second contribution of this thesis is consistency analysis of the behavioral REST interfaces. To overcome the inconsistency problem and design errors in our service models, we have used semantic technologies. The REST interfaces are represented in web ontology language, OWL2, that can be part of the semantic web. These interfaces are used with OWL 2 reasoners to check unsatisfiable concepts which result in implementations that fail. This work is fully automated thanks to the implemented translation tool and the existing OWL 2 reasoners. The third contribution of this thesis is the verification and validation of REST web services. We have used model checking techniques with UPPAAL model checker for this purpose. The timed automata of UML based service design models are generated with our transformation tool that are verified for their basic characteristics like deadlock freedom, liveness, reachability and safety. The implementation of a web service is tested using a black-box testing approach. Test cases are generated from the UPPAAL timed automata and using the online testing tool, UPPAAL TRON, the service implementation is validated at runtime against its specifications. Requirement traceability is also addressed in our validation approach with which we can see what service goals are met and trace back the unfulfilled service goals to detect the faults in the design models. A final contribution of the thesis is an implementation of behavioral REST interfaces and service monitors from the service design models. The partial code generation tool creates code skeletons of REST web services with method pre and post-conditions. The preconditions of methods constrain the user to invoke the stateful REST service under the right conditions and the post condition constraint the service developer to implement the right functionality. The details of the methods can be manually inserted by the developer as required. We do not target complete automation because we focus only on the interface aspects of the web service. The applicability of the approach is demonstrated with a pedagogical example of a hotel room booking service and a relatively complex worked example of holiday booking service taken from the industrial context. The former example presents a simple explanation of the approach and the later worked example shows how stateful and timed web services offering complex scenarios and involving other web services can be constructed using our approach.

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This study aimed to control different populations of Digitaria insularisby glyphosate herbicide, isolated and mixed, besides the combination of methods (chemical and mechanical) to manage resistant adult plants. Three experiments were conducted, one in pots which were maintained under non-controlled conditions and two under field conditions. In the experiment in pots, twelve populations of D. insularis were sprayed with isolated glyphosate (1.44 and 2.16 kg a.e. ha-1) and mixed (1.44 and 2.16 kg a.e. ha-1) with quizalofop-p tefuryl (0.12 kg i.a. ha-1). The treatment of 1.44 kg a.e. ha-1 of glyphosate plus 0.12 kg a.i. ha-1 of quizalofop was sufficient for adequate control (>95%) of all populations. Population 11 (area of grain production in Itumbiara, GO) was considered sensitive to glyphosate. Others populations were moderately sensitive or tolerant to the herbicide. In the field, the plants of D. insularis of one of the experiments were mowed and, in the other, there were not. Eight treatments with herbicides [isolated glyphosate (1.44 and 2.16 kg a.e. ha-1) and mixed (1.44 and 2.16 kg a.e. ha-1) with quizalofop-p-tefuryl at 0.12 kg a.i. ha-1), clethodim at 0.108 kg a.i. ha-1) or nicosulfuron at 0.06 kg a.i. ha-1)] were assessed, in combination with or without sequential application of the standard treatment, sprayed 15 days after the first application. The combination of the mechanic control with the application of glyphosate (2.16 and 1.44 kg a.e. ha-1) plus quizalofop-p-tefuryl (0.12 kg a.i. ha-1) or clethodim (0.108 kg a.i. ha-1), associated to the sequential application, was the most effective strategy for the management of adult plants of resistant D. insularis.

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The application of computational fluid dynamics (CFD) and finite element analysis (FEA) has been growing rapidly in the various fields of science and technology. One of the areas of interest is in biomedical engineering. The altered hemodynamics inside the blood vessels plays a key role in the development of the arterial disease called atherosclerosis, which is the major cause of human death worldwide. Atherosclerosis is often treated with the stenting procedure to restore the normal blood flow. A stent is a tubular, flexible structure, usually made of metals, which is driven and expanded in the blocked arteries. Despite the success rate of the stenting procedure, it is often associated with the restenosis (re-narrowing of the artery) process. The presence of non-biological device in the artery causes inflammation or re-growth of atherosclerotic lesions in the treated vessels. Several factors including the design of stents, type of stent expansion, expansion pressure, morphology and composition of vessel wall influence the restenosis process. Therefore, the role of computational studies is crucial in the investigation and optimisation of the factors that influence post-stenting complications. This thesis focuses on the stent-vessel wall interactions followed by the blood flow in the post-stenting stage of stenosed human coronary artery. Hemodynamic and mechanical stresses were analysed in three separate stent-plaque-artery models. Plaque was modeled as a multi-layer (fibrous cap (FC), necrotic core (NC), and fibrosis (F)) and the arterial wall as a single layer domain. CFD/FEA simulations were performed using commercial software packages in several models mimicking the various stages and morphologies of atherosclerosis. The tissue prolapse (TP) of stented vessel wall, the distribution of von Mises stress (VMS) inside various layers of vessel wall, and the wall shear stress (WSS) along the luminal surface of the deformed vessel wall were measured and evaluated. The results revealed the role of the stenosis size, thickness of each layer of atherosclerotic wall, thickness of stent strut, pressure applied for stenosis expansion, and the flow condition in the distribution of stresses. The thicknesses of FC, and NC and the total thickness of plaque are critical in controlling the stresses inside the tissue. A small change in morphology of artery wall can significantly affect the distribution of stresses. In particular, FC is the most sensitive layer to TP and stresses, which could determine plaque’s vulnerability to rupture. The WSS is highly influenced by the deflection of artery, which in turn is dependent on the structural composition of arterial wall layers. Together with the stenosis size, their roles could play a decisive role in controlling the low values of WSS (<0.5 Pa) prone to restenosis. Moreover, the time dependent flow altered the percentage of luminal area with WSS values less than 0.5 Pa at different time instants. The non- Newtonian viscosity model of the blood properties significantly affects the prediction of WSS magnitude. The outcomes of this investigation will help to better understand the roles of the individual layers of atherosclerotic vessels and their risk to provoke restenosis at the post-stenting stage. As a consequence, the implementation of such an approach to assess the post-stented stresses will assist the engineers and clinicians in optimizing the stenting techniques to minimize the occurrence of restenosis.

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Kilpailulliset tekijät ovat johtaneet paperin valmistajat miettimään keinoja valmistuskustannusten leikkaamiseksi. Yksi keino on optimoida raaka-aineiden käyttöä, jota on tehty tässä diplomityössä. Työn tarkoitus on selvittää koeajoin mahdollisuudet kalliimpien raaka-aineiden korvaamiseen edullisemmilla, säilyttäen kuitenkin pohjapaperin laadulliset ominaisuudet. Työ on toteutettu UPM Kymmene Oyj:n Jokilaakson tehtailla, Jämsänkosken paperitehtaan Tarrapaperit-osastolla. Työssä on käytetty apuna tietokoneohjelmia mallintamaan ja simuloimaan paperissa ja paperin kustannusrakenteessa tapahtuvia muutoksia, mutta merkittävimmässä asemassa ovat olleet koeajot ja erilaisten näytteiden käsittely. Raaka-aineina käytettävien massojen osuuksien optimoinnilla on saatu aikaiseksi merkittäviä kustannussäästöjä, mutta työn yhteydessä on löydetty myös keinoja säästöjen saavuttamiseksi energiankulutusta järkevöittämällä. Luotu malli auttaa jatkossa kustannusrakenteen seurannassa. Mäntysellun osuuden laskulla ja täyteaineen osuuden nostolla saavutetaan merkittävimmät kustannussäästöt, kemihierteellä vaikutus kustannuksiin on vähäisempi. Sähköenergiaa vievä kuitujen jauhatus on järjestetty paperikone 3:lla uudella tavalla, jolla on paitsi saavutettu säästöä energiassa, parannettu myös paperin lujuutta.

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The aim of this study was to introduce the tangential microfiltration (TMF) technique on the production of orange juice (TMFJ), and compare it with pasteurised juice (control) as regards chemical composition and sensorial characteristics. We used a TMF pilot equipped with four monotubular ceramic membranes (0.1, 0.2, 0.8 and 1.4mm) arranged in series with a filtering area of 0.005 m² each. Commercial flash-pasteurised orange juice was used as the initial product. Experiments were divided into three parts: a) the characterisation of the TMF pilot; b) optimisation of operational conditions; c) production of the TMFJ. In the second part, membrane with 0.8-mm pores presented best flux followed by those with 1.4-, 0.1-, and 0.2-mm pores. However, to guarantee permeate sterility, we chose the membrane with 0.1-mm pores for TMFJ production. Initially, the orange juice was sieved in order to separate part of the pulp, being subsequently submitted to TMF. A mixture of retentate and pulp was made, and was subsequently pasteurised. We obtained the TMFJ by adding the permeate to the mixture. TMFJ presented soluble solids content (°Brix), pulp, pH, and titrable acidity similar to the initial pasteurised juice (control). Nevertheless, 28% of vitamin C was lost during the TMFJ production. According to the juice taster panel, the control juice presented best sensorial characteristics (greater aroma intensity and fruity flavour) when compared with the TMJF.

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Schinus terebinthifolius is a native forest species which may be used in recuperating degraded areas and in urban afforestation. In order to evaluate the efficiency of methods for separating lots of S. terebinthifolius seeds into vigor levels, five lots of seeds were qualitatively evaluated for their moisture content, germination, first count, accelerated aging (the traditional and the saturated salt methods), germination speed index, average time of germination and seedling length and dry weight. The results showed that the tests of first germination count, accelerated aging at 41 ºC for 72 hours, average time of germination, seedling length and dry matter permitted the separation of S. terebinthifolius seeds into different vigor levels.

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Over time the demand for quantitative portfolio management has increased among financial institutions but there is still a lack of practical tools. In 2008 EDHEC Risk and Asset Management Research Centre conducted a survey of European investment practices. It revealed that the majority of asset or fund management companies, pension funds and institutional investors do not use more sophisticated models to compensate the flaws of the Markowitz mean-variance portfolio optimization. Furthermore, tactical asset allocation managers employ a variety of methods to estimate return and risk of assets, but also need sophisticated portfolio management models to outperform their benchmarks. Recent development in portfolio management suggests that new innovations are slowly gaining ground, but still need to be studied carefully. This thesis tries to provide a practical tactical asset allocation (TAA) application to the Black–Litterman (B–L) approach and unbiased evaluation of B–L models’ qualities. Mean-variance framework, issues related to asset allocation decisions and return forecasting are examined carefully to uncover issues effecting active portfolio management. European fixed income data is employed in an empirical study that tries to reveal whether a B–L model based TAA portfolio is able outperform its strategic benchmark. The tactical asset allocation utilizes Vector Autoregressive (VAR) model to create return forecasts from lagged values of asset classes as well as economic variables. Sample data (31.12.1999–31.12.2012) is divided into two. In-sample data is used for calibrating a strategic portfolio and the out-of-sample period is for testing the tactical portfolio against the strategic benchmark. Results show that B–L model based tactical asset allocation outperforms the benchmark portfolio in terms of risk-adjusted return and mean excess return. The VAR-model is able to pick up the change in investor sentiment and the B–L model adjusts portfolio weights in a controlled manner. TAA portfolio shows promise especially in moderately shifting allocation to more risky assets while market is turning bullish, but without overweighting investments with high beta. Based on findings in thesis, Black–Litterman model offers a good platform for active asset managers to quantify their views on investments and implement their strategies. B–L model shows potential and offers interesting research avenues. However, success of tactical asset allocation is still highly dependent on the quality of input estimates.