Modeling and manufacturability assessment of bistable quantum-dot cells

We have investigated the behavior of bistable cells made up of four quantum dots and occupied by two electrons, in the presence of realistic confinement potentials produced by depletion gates on top of a GaAs/AlGaAs heterostructure. Such a cell represents the basic building block for logic architectures based on the concept of quantum cellular automata (QCA) and of ground state computation, which have been proposed as an alternative to traditional transistor-based logic circuits. We have focused on the robustness of the operation of such cells with respect to asymmetries derived from fabrication tolerances. We have developed a two-dimensional model for the calculation of the electron density in a driven cell in response to the polarization state of a driver cell. Our method is based on the one-shot configuration-interaction technique, adapted from molecular chemistry. From the results of our simulations, we conclude that an implementation of QCA logic based on simple ¿hole arrays¿ is not feasible, because of the extreme sensitivity to fabrication tolerances. As an alternative, we propose cells defined by multiple gates, where geometrical asymmetries can be compensated for by adjusting the bias voltages. Even though not immediately applicable to the implementation of logic gates and not suitable for large scale integration, the proposed cell layout should allow an experimental demonstration of a chain of QCA cells.

Association of car ownership and physical activity across the spectrum of human development : Modeling the Epidemiologic Transition Study (METS).

BACKGROUND: Variations in physical activity (PA) across nations may be driven by socioeconomic position. As national incomes increase, car ownership becomes within reach of more individuals. This report characterizes associations between car ownership and PA in African-origin populations across 5 sites at different levels of economic development and with different transportation infrastructures: US, Seychelles, Jamaica, South Africa, and Ghana. METHODS: Twenty-five hundred adults, ages 25-45, were enrolled in the study. A total of 2,101 subjects had valid accelerometer-based PA measures (reported as average daily duration of moderate to vigorous PA, MVPA) and complete socioeconomic information. Our primary exposure of interest was whether the household owned a car. We adjusted for socioeconomic position using household income and ownership of common goods. RESULTS: Overall, PA levels did not vary largely between sites, with highest levels in South Africa, lowest in the US. Across all sites, greater PA was consistently associated with male gender, fewer years of education, manual occupations, lower income, and owning fewer material goods. We found heterogeneity across sites in car ownership: after adjustment for confounders, car owners in the US had 24.3 fewer minutes of MVPA compared to non-car owners in the US (20.7 vs. 45.1 minutes/day of MVPA); in the non-US sites, car-owners had an average of 9.7 fewer minutes of MVPA than non-car owners (24.9 vs. 34.6 minutes/day of MVPA). CONCLUSIONS: PA levels are similar across all study sites except Jamaica, despite very different levels of socioeconomic development. Not owning a car in the US is associated with especially high levels of MVPA. As car ownership becomes prevalent in the developing world, strategies to promote alternative forms of active transit may become important.

Niche Differentiation and Fine-Scale Projections for Argentine Ants Based on Remotely Sensed Data

Modeling ecological niches of species is a promising approach for predicting the geographic potential of invasive species in new environments. Argentine ants (Linepithema humile) rank among the most successful invasive species: native to South America, they have invaded broad areas worldwide. Despite their widespread success, little is known about what makes an area susceptible - or not - to invasion. Here, we use a genetic algorithm approach to ecological niche modeling based on high-resolution remote-sensing data to examine the roles of niche similarity and difference in predicting invasions by this species. Our comparisons support a picture of general conservatism of the species' ecological characteristics, in spite of distinct geographic and community contexts

Commodity Price Driven Risk Management from Viewpoint of High Grade Steel Alloys

The study of price risk management concerning high grade steel alloys and their components was conducted. This study was focused in metal commodities, of which nickel, chrome and molybdenum were in a central role. Also possible hedging instruments and strategies for referred metals were studied. In the literature part main themes are price formation of Ni, Cr and Mo, the functioning of metal exchanges and main hedging instruments for metal commodities. This section also covers how micro and macro variables may affect metal prices from the viewpoint of short as well as longer time period. The experimental part consists of three sections. In the first part, multiple regression model with seven explanatory variables was constructed to describe price behavior of nickel. Results were compared after this with information created with comparable simple regression model. Additionally, long time mean price reversion of nickel was studied. In the second part, theoretical price of CF8M alloy was studied by using nickel, ferro-chrome and ferro-molybdenum as explanatory variables. In the last section, cross hedging possibilities for illiquid FeCr -metal was studied with five LME futures. Also this section covers new information concerning possible forthcoming molybdenum future contracts as well. The results of this study confirm, that linear regression models which are based on the assumption of market rationality, are not able to reliably describe price development of metals at issue. Models fulfilling assumptions for linear regression may though include useful information of statistical significant variables which have effect on metal prices. According to the experimental part, short futures were found to incorporate the most accurate information concerning the price movements in the future. However, not even 3M futures were able to predict turning point in the market before the faced slump. Cross hedging seemed to be very doubtful risk management strategy for illiquid metals, because correlations coefficients were found to be very sensitive for the chosen time span.

Supercritical CO2 recovery of caffeine from green coffee oil: new experimental solubility data and modeling

The caffeine solubility in supercritical CO2 was studied by assessing the effects of pressure and temperature on the extraction of green coffee oil (GCO). The Peng-Robinson¹ equation of state was used to correlate the solubility of caffeine with a thermodynamic model and two mixing rules were evaluated: the classical mixing rule of van der Waals with two adjustable parameters (PR-VDW) and a density dependent one, proposed by Mohamed and Holder² with two (PR-MH, two parameters adjusted to the attractive term) and three (PR-MH3 two parameters adjusted to the attractive and one to the repulsive term) adjustable parameters. The best results were obtained with the mixing rule of Mohamed and Holder² with three parameters.

Use data from permanent sampling points in growth and yield modeling

This study was carried to evaluate the efficiency of the Bitterlich method in growth and yield modeling of the even-aged Eucalyptus stands. 25 plots were setup in Eucalyptus grandis cropped under a high bole system in the Central Western Region of Minas Gerais, Brazil. The sampling points were setup in the center of each plot. The data of four annual mesurements were colleted and used to adjust the three model types using the age, the site index and the basal area as independent variables. The growths models were fitted for volume and mass of trees. The efficiency of the Bitterlich method was confirmed for generating the data for growth and yield modeling.

Hipsometric relationship modeling using data sampled in tree scaling and inventory plots

This work evaluated eight hypsometric models to represent tree height-diameter relationship, using data obtained from the scaling of 118 trees and 25 inventory plots. Residue graphic analysis and percent deviation mean criteria, qui-square test precision, residual standard error between real and estimated heights and the graybill f test were adopted. The identity of the hypsometric models was also verified by applying the F(Ho) test on the plot data grouped to the scaling data. It was concluded that better accuracy can be obtained by using the model prodan, with h and d1,3 data measured in 10 trees by plots grouped into these scaling data measurements of even-aged forest stands.

Power cycling lifetime estimation of IGBT power modules based on chip temperature modeling

In this doctoral thesis, methods to estimate the expected power cycling life of power semiconductor modules based on chip temperature modeling are developed. Frequency converters operate under dynamic loads in most electric drives. The varying loads cause thermal expansion and contraction, which stresses the internal boundaries between the material layers in the power module. Eventually, the stress wears out the semiconductor modules. The wear-out cannot be detected by traditional temperature or current measurements inside the frequency converter. Therefore, it is important to develop a method to predict the end of the converter lifetime. The thesis concentrates on power-cycling-related failures of insulated gate bipolar transistors. Two types of power modules are discussed: a direct bonded copper (DBC) sandwich structure with and without a baseplate. Most common failure mechanisms are reviewed, and methods to improve the power cycling lifetime of the power modules are presented. Power cycling curves are determined for a module with a lead-free solder by accelerated power cycling tests. A lifetime model is selected and the parameters are updated based on the power cycling test results. According to the measurements, the factor of improvement in the power cycling lifetime of modern IGBT power modules is greater than 10 during the last decade. Also, it is noticed that a 10 C increase in the chip temperature cycle amplitude decreases the lifetime by 40%. A thermal model for the chip temperature estimation is developed. The model is based on power loss estimation of the chip from the output current of the frequency converter. The model is verified with a purpose-built test equipment, which allows simultaneous measurement and simulation of the chip temperature with an arbitrary load waveform. The measurement system is shown to be convenient for studying the thermal behavior of the chip. It is found that the thermal model has a 5 C accuracy in the temperature estimation. The temperature cycles that the power semiconductor chip has experienced are counted by the rainflow algorithm. The counted cycles are compared with the experimentally verified power cycling curves to estimate the life consumption based on the mission profile of the drive. The methods are validated by the lifetime estimation of a power module in a direct-driven wind turbine. The estimated lifetime of the IGBT power module in a direct-driven wind turbine is 15 000 years, if the turbine is located in south-eastern Finland.

Statistical analysis of survey-based event history data with application to modeling of unemployment duration

Longitudinal surveys are increasingly used to collect event history data on person-specific processes such as transitions between labour market states. Surveybased event history data pose a number of challenges for statistical analysis. These challenges include survey errors due to sampling, non-response, attrition and measurement. This study deals with non-response, attrition and measurement errors in event history data and the bias caused by them in event history analysis. The study also discusses some choices faced by a researcher using longitudinal survey data for event history analysis and demonstrates their effects. These choices include, whether a design-based or a model-based approach is taken, which subset of data to use and, if a design-based approach is taken, which weights to use. The study takes advantage of the possibility to use combined longitudinal survey register data. The Finnish subset of European Community Household Panel (FI ECHP) survey for waves 1–5 were linked at person-level with longitudinal register data. Unemployment spells were used as study variables of interest. Lastly, a simulation study was conducted in order to assess the statistical properties of the Inverse Probability of Censoring Weighting (IPCW) method in a survey data context. The study shows how combined longitudinal survey register data can be used to analyse and compare the non-response and attrition processes, test the missingness mechanism type and estimate the size of bias due to non-response and attrition. In our empirical analysis, initial non-response turned out to be a more important source of bias than attrition. Reported unemployment spells were subject to seam effects, omissions, and, to a lesser extent, overreporting. The use of proxy interviews tended to cause spell omissions. An often-ignored phenomenon classification error in reported spell outcomes, was also found in the data. Neither the Missing At Random (MAR) assumption about non-response and attrition mechanisms, nor the classical assumptions about measurement errors, turned out to be valid. Both measurement errors in spell durations and spell outcomes were found to cause bias in estimates from event history models. Low measurement accuracy affected the estimates of baseline hazard most. The design-based estimates based on data from respondents to all waves of interest and weighted by the last wave weights displayed the largest bias. Using all the available data, including the spells by attriters until the time of attrition, helped to reduce attrition bias. Lastly, the simulation study showed that the IPCW correction to design weights reduces bias due to dependent censoring in design-based Kaplan-Meier and Cox proportional hazard model estimators. The study discusses implications of the results for survey organisations collecting event history data, researchers using surveys for event history analysis, and researchers who develop methods to correct for non-sampling biases in event history data.

On Bayesian predictive modeling : with applications on the analysis of chromatography data in forensic investigations

Med prediktion avses att man skattar det framtida värdet på en observerbar storhet. Kännetecknande för det bayesianska paradigmet är att osäkerhet gällande okända storheter uttrycks i form av sannolikheter. En bayesiansk prediktiv modell är således en sannolikhetsfördelning över de möjliga värden som en observerbar, men ännu inte observerad storhet kan anta. I de artiklar som ingår i avhandlingen utvecklas metoder, vilka bl.a. tillämpas i analys av kromatografiska data i brottsutredningar. Med undantag för den första artikeln, bygger samtliga metoder på bayesiansk prediktiv modellering. I artiklarna betraktas i huvudsak tre olika typer av problem relaterade till kromatografiska data: kvantifiering, parvis matchning och klustring. I den första artikeln utvecklas en icke-parametrisk modell för mätfel av kromatografiska analyser av alkoholhalt i blodet. I den andra artikeln utvecklas en prediktiv inferensmetod för jämförelse av två stickprov. Metoden tillämpas i den tredje artik eln för jämförelse av oljeprover i syfte att kunna identifiera den förorenande källan i samband med oljeutsläpp. I den fjärde artikeln härleds en prediktiv modell för klustring av data av blandad diskret och kontinuerlig typ, vilken bl.a. tillämpas i klassificering av amfetaminprover med avseende på produktionsomgångar.

Process modeling method for electric accessories manufacturing enterprise

The theoretical research of the study focused to business process management and business process modeling, the goal was to found a new business process modeling method for electrical accessories manufacturing enterprise. The focus was to find few options for business process modeling methods where company could have chosen the best one for its needs The study was carried out as a qualitative research with an action study and a case study as the most important ways collect data. In the empirical part of the study examples of company’s processes modeled with the new modeling method and process modeling process are presented. The new way of modeling processes improves especially visual presentation of the processes and improves the understanding how employees should work in the organizational interfaces of the process and in the interfaces between different processes. The results of the study is a new unified way to model company’s processes, which makes it easier to understand and create the process models. This improved readability makes it possible to reduce the costs that were created from the unclear old process models.

Flexible multibody dynamics and intelligent control of a hydraulically driven hybrid redundant robot machine

The assembly and maintenance of the International Thermonuclear Experimental Reactor (ITER) vacuum vessel (VV) is highly challenging since the tasks performed by the robot involve welding, material handling, and machine cutting from inside the VV. The VV is made of stainless steel, which has poor machinability and tends to work harden very rapidly, and all the machining operations need to be carried out from inside of the ITER VV. A general industrial robot cannot be used due to its poor stiffness in the heavy duty machining process, and this will cause many problems, such as poor surface quality, tool damage, low accuracy. Therefore, one of the most suitable options should be a light weight mobile robot which is able to move around inside of the VV and perform different machining tasks by replacing different cutting tools. Reducing the mass of the robot manipulators offers many advantages: reduced material costs, reduced power consumption, the possibility of using smaller actuators, and a higher payload-to-robot weight ratio. Offsetting these advantages, the lighter weight robot is more flexible, which makes it more difficult to control. To achieve good machining surface quality, the tracking of the end effector must be accurate, and an accurate model for a more flexible robot must be constructed. This thesis studies the dynamics and control of a 10 degree-of-freedom (DOF) redundant hybrid robot (4-DOF serial mechanism and 6-DOF 6-UPS hexapod parallel mechanisms) hydraulically driven with flexible rods under the influence of machining forces. Firstly, the flexibility of the bodies is described using the floating frame of reference method (FFRF). A finite element model (FEM) provided the Craig-Bampton (CB) modes needed for the FFRF. A dynamic model of the system of six closed loop mechanisms was assembled using the constrained Lagrange equations and the Lagrange multiplier method. Subsequently, the reaction forces between the parallel and serial parts were used to study the dynamics of the serial robot. A PID control based on position predictions was implemented independently to control the hydraulic cylinders of the robot. Secondly, in machining, to achieve greater end effector trajectory tracking accuracy for surface quality, a robust control of the actuators for the flexible link has to be deduced. This thesis investigates the intelligent control of a hydraulically driven parallel robot part based on the dynamic model and two schemes of intelligent control for a hydraulically driven parallel mechanism based on the dynamic model: (1) a fuzzy-PID self-tuning controller composed of the conventional PID control and with fuzzy logic, and (2) adaptive neuro-fuzzy inference system-PID (ANFIS-PID) self-tuning of the gains of the PID controller, which are implemented independently to control each hydraulic cylinder of the parallel mechanism based on rod length predictions. The serial component of the hybrid robot can be analyzed using the equilibrium of reaction forces at the universal joint connections of the hexa-element. To achieve precise positional control of the end effector for maximum precision machining, the hydraulic cylinder should be controlled to hold the hexa-element. Thirdly, a finite element approach of multibody systems using the Special Euclidean group SE(3) framework is presented for a parallel mechanism with flexible piston rods under the influence of machining forces. The flexibility of the bodies is described using the nonlinear interpolation method with an exponential map. The equations of motion take the form of a differential algebraic equation on a Lie group, which is solved using a Lie group time integration scheme. The method relies on the local description of motions, so that it provides a singularity-free formulation, and no parameterization of the nodal variables needs to be introduced. The flexible slider constraint is formulated using a Lie group and used for modeling a flexible rod sliding inside a cylinder. The dynamic model of the system of six closed loop mechanisms was assembled using Hamilton’s principle and the Lagrange multiplier method. A linearized hydraulic control system based on rod length predictions was implemented independently to control the hydraulic cylinders. Consequently, the results of the simulations demonstrating the behavior of the robot machine are presented for each case study. In conclusion, this thesis studies the dynamic analysis of a special hybrid (serialparallel) robot for the above-mentioned special task involving the ITER and investigates different control algorithms that can significantly improve machining performance. These analyses and results provide valuable insight into the design and control of the parallel robot with flexible rods.

Behavior of black liquor nitrogen in combustion : formation of cyanate

The Kraft pulping process is the dominant chemical pulping process in the world. Roughly 195 million metric tons of black liquor are produced annually as a by-product from the Kraft pulping process. Black liquor consists of spent cooking chemicals and dissolved organics from the wood and can contain up to 0.15 wt% nitrogen on dry solids basis. The cooking chemicals from black liquor are recovered in a chemical recovery cycle. Water is evaporated in the first stage of the chemical recovery cycle, so the black liquor has a dry solids content of 65-85% prior to combustion. During combustion of black liquor, a portion of the black liquor nitrogen is volatilized, finally forming N2 or NO. The rest of the nitrogen remains in the char as char nitrogen. During char conversion, fixed carbon is burned off leaving the pulping chemicals as smelt, and the char nitrogen forms mostly smelt nitrogen (cyanate, OCN-). Smelt exits the recovery boiler and is dissolved in water. The cyanate from smelt decomposes in the presence of water, forming NH3, which causes nitrogen emissions from the rest of the chemical recovery cycle. This thesis had two focuses: firstly, to determine how the nitrogen chemistry in the recovery boiler is affected by modification of black liquor; and secondly, to find out what causes cyanate formation during thermal conversion, and which parameters affect cyanate formation and decomposition during thermal conversion of black liquor. The fate of added biosludge nitrogen in chemical recovery was determined in Paper I. The added biosludge increased the nitrogen content of black liquor. At the pulp mill, the added biosludge did not increase the NO formation in the recovery boiler, but instead increased the amount of cyanate in green liquor. The increased cyanate caused more NH3 formation, which increased the NCG boiler’s NO emissions. Laboratory-scale experiments showed an increase in both NO and cyanate formation after biosludge addition. Black liquor can be modified, for example by addition of a solid biomass to increase the energy density of black liquor, or by separation of lignin from black liquor by precipitation. The precipitated lignin can be utilized in the production of green chemicals or as a fuel. In Papers II and III, laboratory-scale experiments were conducted to determine the impact of black liquor modification on NO and cyanate formation. Removal of lignin from black liquor reduced the nitrogen content of the black liquor. In most cases NO and cyanate formation decreased with increasing lignin removal; the exception was NO formation from lignin lean soda liquors. The addition of biomass to black liquor resulted in a higher nitrogen content fuel mixture, due to the higher nitrogen content of biomass compared to black liquor. More NO and cyanate were formed from the fuel mixtures than from pure black liquor. The increased amount of formed cyanate led to the hypothesis that black liquor is catalytically active and converts a portion of the nitrogen in the mixed fuel to cyanate. The mechanism behind cyanate formation during thermal conversion of black liquor was not clear before this thesis. Paper IV studies the cyanate formation of alkali metal loaded fuels during gasification in a CO2 atmosphere. The salts K2CO3, Na2CO3, and K2SO4 all promoted char nitrogen to cyanate conversion during gasification, while KCl and CaCO3 did not. It is now assumed that cyanate is formed when alkali metal carbonate or an active intermediate of alkali metal carbonate (e.g. -CO2K) reacts with the char nitrogen forming cyanate. By testing different fuels (bark, peat, and coal), each of which had a different form of organic nitrogen, it was concluded that the form of organic nitrogen in char also has an impact on cyanate formation. Cyanate can be formed during pyrolysis of black liquor, but at temperatures 900°C or above, the formed cyanate will decompose. Cyanate formation in gasifying conditions with different levels of CO2 in the atmosphere was also studied. Most of the char nitrogen was converted to cyanate during gasification at 800-900°C in 13-50% CO2 in N2, and only 5% of the initial fuel nitrogen was converted to NO during char conversion. The formed smelt cyanate was stable at 800°C 13% CO2, while it decomposed at 900°C 13% CO2. The cyanate decomposition was faster at higher temperatures and in oxygen-containing atmospheres than in an inert atmosphere. The presence of CO2 in oxygencontaining atmospheres slowed down the decomposition of cyanate. This work will provide new information on how modification of black liquor affects the nitrogen chemistry during thermal conversion of black liquor and what causes cyanate formation during thermal conversion of black liquor. The formation and decomposition of cyanate was studied in order to provide new data, which would be useful in modeling of nitrogen chemistry in the recovery boiler.

Mathematical modeling of dehydration of 'Fuji' and 'Gala' apples slices using infrared

The objective of this work was to determine and model the infrared dehydration curves of apple slices - Fuji and Gala varieties. The slices were dehydrated until constant mass, in a prototype dryer with infrared heating source. The applied temperatures ranged from 50 to 100 °C. Due to the physical characteristics of the product, the dehydration curve was divided in two periods, constant and falling, separated by the critical moisture content. A linear model was used to describe the constant dehydration period. Empirical models traditionally used to model the drying behavior of agricultural products were fitted to the experimental data of the falling dehydration period. Critical moisture contents of 2.811 and 3.103 kgw kgs-1 were observed for the Fuji and Gala varieties, respectively. Based on the results, it was concluded that the constant dehydration rates presented a direct relationship with the temperature; thus, it was possible to fit a model that describes the moisture content variation in function of time and temperature. Among the tested models, which describe the falling dehydration period, the model proposed by Midilli presented the best fit for all studied conditions.

Modeling Energy Futures Returns With Markov Regime Switching Model

Financial time series have a tendency of abruptly changing their behavior and maintain this behavior for several consecutive periods, and commodity futures returns are not an exception. This quality proposes that nonlinear models, as opposed to linear models, can more accurately describe returns and volatility. Markov regime switching models are able to match this behavior and have become a popular way to model financial time series. This study uses Markov regime switching model to describe the behavior of energy futures returns on a commodity level, because studies show that commodity futures are a heterogeneous asset class. The purpose of this thesis is twofold. First, determine how many regimes characterize individual energy commodities’ returns in different return frequencies. Second, study the characteristics of these regimes. We extent the previous studies on the subject in two ways: We allow for the possibility that the number of regimes may exceed two, as well as conduct the research on individual commodities rather than on commodity indices or subgroups of these indices. We use daily, weekly and monthly time series of Brent crude oil, WTI crude oil, natural gas, heating oil and gasoil futures returns over 1994–2014, where available, to carry out the study. We apply the likelihood ratio test to determine the sufficient number of regimes for each commodity and data frequency. Then the time series are modeled with Markov regime switching model to obtain the return distribution characteristics of each regime, as well as the transition probabilities of moving between regimes. The results for the number of regimes suggest that daily energy futures return series consist of three to six regimes, whereas weekly and monthly returns for all energy commodities display only two regimes. When the number of regimes exceeds two, there is a tendency for the time series of energy commodities to form groups of regimes. These groups are usually quite persistent as a whole because probability of a regime switch inside the group is high. However, individual regimes in these groups are not persistent and the process oscillates between these regimes frequently. Regimes that are not part of any group are generally persistent, but show low ergodic probability, i.e. rarely prevail in the market. This study also suggests that energy futures return series characterized with two regimes do not necessarily display persistent bull and bear regimes. In fact, for the majority of time series, bearish regime is considerably less persistent. Rahoituksen aikasarjoilla on taipumus arvaamattomasti muuttaa käyttäytymistään ja jatkaa tätä uutta käyttäytymistä useiden periodien ajan, eivätkä hyödykefutuurien tuotot tee tähän poikkeusta. Tämän ominaisuuden johdosta lineaaristen mallien sijasta epälineaariset mallit pystyvät tarkemmin kuvailemaan esimerkiksi tuottojen jakauman parametreja. Markov regiiminvaihtomallit pystyvät vangitsemaan tämän ominaisuuden ja siksi niistä on tullut suosittuja rahoituksen aikasarjojen mallintamisessa. Tämä tutkimus käyttää Markov regiiminvaihtomallia kuvaamaan yksittäisten energiafutuurien tuottojen käyttäytymistä, sillä tutkimukset osoittavat hyödykefutuurien olevan hyvin heterogeeninen omaisuusluokka. Tutkimuksen tarkoitus on selvittää, kuinka monta regiimiä tarvitaan kuvaamaan energiafutuurien tuottoja eri tuottofrekvensseillä ja mitkä ovat näiden regiimien ominaisuudet. Aiempaa tutkimusta aiheesta laajennetaan määrittämällä regiimien lukumäärä tilastotieteellisen testauksen menetelmin sekä tutkimalla energiafutuureja yksittäin; ei indeksi- tai alaindeksitasolla. Tutkimuksessa käytetään päivä-, viikko- ja kuukausiaikasarjoja Brent-raakaöljyn, WTI-raakaöljyn, maakaasun, lämmitysöljyn ja polttoöljyn tuotoista aikaväliltä 1994–2014, siltä osin kuin aineistoa on saatavilla. Likelihood ratio -testin avulla estimoidaan kaikille aikasarjoille regiimien määrä,jonka jälkeen Markov regiiminvaihtomallia hyödyntäen määritetään yksittäisten regiimientuottojakaumien ominaisuudet sekä regiimien välinen transitiomatriisi. Tulokset regiimien lukumäärän osalta osoittavat, että energiafutuurien päiväkohtaisten tuottojen aikasarjoissa regiimien lukumäärä vaihtelee kolmen ja kuuden välillä. Viikko- ja kuukausituottojen kohdalla kaikkien energiafutuurien prosesseissa regiimien lukumäärä on kaksi. Kun regiimejä on enemmän kuin kaksi, on prosessilla taipumus muodostaa regiimeistä koostuvia ryhmiä. Prosessi pysyy ryhmän sisällä yleensä pitkään, koska todennäköisyys siirtyä ryhmään kuuluvien regiimien välillä on suuri. Yksittäiset regiimit ryhmän sisällä eivät kuitenkaan ole kovin pysyviä. Näin ollen prosessi vaihtelee ryhmän sisäisten regiimien välillä tiuhaan. Regiimit, jotka eivät kuulu ryhmään, ovat yleensä pysyviä, mutta prosessi ajautuu niihin vain harvoin, sillä todennäköisyys siirtyä muista regiimeistä niihin on pieni. Tutkimuksen tulokset osoittavat myös, että prosesseissa, joita ohjaa kaksi regiimiä, nämä regiimit eivät välttämättä ole pysyvät bull- ja bear-markkinatilanteet. Tulokset osoittavat sen sijaan, että bear-markkinatilanne on energiafutuureissa selvästi vähemmän pysyvä.