Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models

We present simple matrix formulae for corrected score statistics in symmetric nonlinear regression models. The corrected score statistics follow more closely a chi (2) distribution than the classical score statistic. Our simulation results indicate that the corrected score tests display smaller size distortions than the original score test. We also compare the sizes and the powers of the corrected score tests with bootstrap-based score tests.

Improved likelihood inference in Birnbaum-Saunders regressions

The Birnbaum-Saunders regression model is commonly used in reliability studies. We address the issue of performing inference in this class of models when the number of observations is small. Our simulation results suggest that the likelihood ratio test tends to be liberal when the sample size is small. We obtain a correction factor which reduces the size distortion of the test. Also, we consider a parametric bootstrap scheme to obtain improved critical values and improved p-values for the likelihood ratio test. The numerical results show that the modified tests are more reliable in finite samples than the usual likelihood ratio test. We also present an empirical application. (C) 2009 Elsevier B.V. All rights reserved.

Improved testing inference in mixed linear models

Mixed linear models are commonly used in repeated measures studies. They account for the dependence amongst observations obtained from the same experimental unit. Often, the number of observations is small, and it is thus important to use inference strategies that incorporate small sample corrections. In this paper, we develop modified versions of the likelihood ratio test for fixed effects inference in mixed linear models. In particular, we derive a Bartlett correction to such a test, and also to a test obtained from a modified profile likelihood function. Our results generalize those in [Zucker, D.M., Lieberman, O., Manor, O., 2000. Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood. Journal of the Royal Statistical Society B, 62,827-838] by allowing the parameter of interest to be vector-valued. Additionally, our Bartlett corrections allow for random effects nonlinear covariance matrix structure. We report simulation results which show that the proposed tests display superior finite sample behavior relative to the standard likelihood ratio test. An application is also presented and discussed. (C) 2008 Elsevier B.V. All rights reserved.

Covariance matrix formula for Birnbaum-Saunders regression models

The Birnbaum-Saunders regression model is commonly used in reliability studies. We derive a simple matrix formula for second-order covariances of maximum-likelihood estimators in this class of models. The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors. Some simulation results show that the second-order covariances can be quite pronounced in small to moderate sample sizes. We also present empirical applications.

Birnbaum-Saunders nonlinear regression models

We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [Rieck, J.R., Nedelman, J.R., 1991. A log-linear model for the Birnbaum-Saunders distribution. Technometrics 33, 51-60]. We discuss maximum-likelihood estimation for the parameters of the model, and derive closed-form expressions for the second-order biases of these estimates. Our formulae are easily computed as ordinary linear regressions and are then used to define bias corrected maximum-likelihood estimates. Some simulation results show that the bias correction scheme yields nearly unbiased estimates without increasing the mean squared errors. Two empirical applications are analysed and discussed. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.

Open Issues in Control ofAutomotive R744 Air-ConditioningSystems

In this thesis, one of the current control algorithms for the R744 cycle, which tries tooptimize the performance of the system by two SISO control loops, is compared to acost-effective system with just one actuator. The operation of a key component of thissystem, a two stage orifice expansion valve is examined in a range of typical climateconditions. One alternative control loop for this system, which has been proposed byBehr group, is also scrutinized.The simulation results affirm the preference of using two control-loops instead of oneloop, but refute advantages of the Behr alternate control approach against one-loopcontrol. As far as the economic considerations of the A/C unit are concerned, usinga two-stage orifice expansion valve is desired by the automotive industry, thus basedon the experiment results, an improved logic for control of this system is proposed.In the second part, it is investigated whether the one-actuator control approach isapplicable to a system consisting of two parallel evaporators to allow passengers tocontrol different climate zones. The simulation results show that in the case of usinga two-stage orifice valve for the front evaporator and a fixed expansion valve forthe rear one, a proper distribution of the cooling power between the front and rearcompartment is possible for a broad range of climate conditions.

The actual status of the development of a Danish/Swedish system concept of a solar combisystem

At the beginning of 2003 the four year long research project REBUS on education, research, development and demonstration of competitive solar combisystems was launched. Research groups in Norway, Denmark, Sweden and Latvia are working together with partners from industry on innovative solutions for solar heating in the Nordic countries. Existing system concepts have been analyzed and based on the results new system designs have been developed. The proposed solutions have to fulfill country specific technical, sociological and cost requirements. Due to the similar demands on the systems in Denmark and Sweden it has been decided to develop a common system concept for both countries, which increases the market potential for the manufacturer. The focus of the development is on systems for the large number of rather well insulated existing single family houses. In close collaboration with the industrial partners a system concept has been developed that is characterized by its high compactness and flexibility. It allows the use of different types of boilers, heating distribution systems and a variable store and collector size. Two prototypes have been built, one for the Danish market with a gas boiler, and one for the Swedish market with a pellet boiler as auxiliary heater. After intensive testing and eventual further improvements at least two systems will be installed and monitored in demonstration houses. The systems have been modeled in TRNSYS and the simulation results will be used to further improve the system and evaluate the system performance.

DC Motor Speed Control via Fuzzy / Pole Placement / PI Controller

This report presents a new way of control engineering. Dc motor speed controlled by three controllers PID, pole placement and Fuzzy controller and discusses the advantages and disadvantages of each controller for different conditions under loaded and unloaded scenarios using software Matlab. The brushless series wound Dc motor is very popular in industrial application and control systems because of the high torque density, high efficiency and small size. First suitable equations are developed for DC motor. PID controller is developed and tuned in order to get faster step response. The simulation results of PID controller provide very good results and the controller is further tuned in order to decrease its overshoot error which is common in PID controllers. Further it is purposed that in industrial environment these controllers are better than others controllers as PID controllers are easy to tuned and cheap. Pole placement controller is the best example of control engineering. An addition of integrator reduced the noise disturbances in pole placement controller and this makes it a good choice for industrial applications. The fuzzy controller is introduce with a DC chopper to make the DC motor speed control smooth and almost no steady state error is observed. Another advantage is achieved in fuzzy controller that the simulations of three different controllers are compared and concluded from the results that Fuzzy controller outperforms to PID controller in terms of steady state error and smooth step response. While Pole placement controller have no comparison in terms of controls because designer can change the step response according to nature of control systems, so this controller provide wide range of control over a system. Poles location change the step response in a sense that if poles are near to origin then step response of motor is fast. Finally a GUI of these three controllers are developed which allow the user to select any controller and change its parameters according to the situation.

System Integration of PV/T Collectors in Solar Cooling Systems

The demand for cooling and air-conditioning of building is increasingly ever growing. This increase is mostly due to population and economic growth in developing countries, and also desire for a higher quality of thermal comfort. Increase in the use of conventional cooling systems results in larger carbon footprint and more greenhouse gases considering their higher electricity consumption, and it occasionally creates peaks in electricity demand from power supply grid. Solar energy as a renewable energy source is an alternative to drive the cooling machines since the cooling load is generally high when solar radiation is high. This thesis examines the performance of PV/T solar collector manufactured by Solarus company in a solar cooling system for an office building in Dubai, New Delhi, Los Angeles and Cape Town. The study is carried out by analyzing climate data and the requirements for thermal comfort in office buildings. Cooling systems strongly depend on weather conditions and local climate. Cooling load of buildings depend on many parameters such as ambient temperature, indoor comfort temperature, solar gain to the building and internal gains including; number of occupant and electrical devices. The simulations were carried out by selecting a suitable thermally driven chiller and modeling it with PV/T solar collector in Polysun software. Fractional primary energy saving and solar fraction were introduced as key figures of the project to evaluate the performance of cooling system. Several parametric studies and simulations were determined according to PV/T aperture area and hot water storage tank volume. The fractional primary energy saving analysis revealed that thermally driven chillers, particularly adsorption chillers are not suitable to be utilizing in small size of solar cooling systems in hot and tropic climates such as Dubai and New Delhi. Adsorption chillers require more thermal energy to meet the cooling load in hot and dry climates. The adsorption chillers operate in their full capacity and in higher coefficient of performance when they run in a moderate climate since they can properly reject the exhaust heat. The simulation results also indicated that PV/T solar collector have higher efficiency in warmer climates, however it requires a larger size of PV/T collectors to supply the thermally driven chillers for providing cooling in hot climates. Therefore using an electrical chiller as backup gives much better results in terms of primary energy savings, since PV/T electrical production also can be used for backup electrical chiller in a net metering mechanism.

Radiation properties of coil-coated steel in building envelope surfaces and the influence on building thermal performance

Recent studies have shown that the optical properties of building exterior surfaces are important in terms of energy use and thermal comfort. While the majority of the studies are related to exterior surfaces, the radiation properties of interior surfaces are less thoroughly investigated. Development in the coil-coating industries has now made it possible to allocate different optical properties for both exterior and interior surfaces of steel-clad buildings. The aim of this thesis is to investigate the influence of surface radiation properties with the focus on the thermal emittance of the interior surfaces, the modeling approaches and their consequences in the context of the building energy performance and indoor thermal environment. The study consists of both numerical and experimental investigations. The experimental investigations include parallel field measurements on three similar test cabins with different interior and exterior surface radiation properties in Borlänge, Sweden, and two ice rink arenas with normal and low emissive ceiling in Luleå, Sweden. The numerical methods include comparative simulations by the use of dynamic heat flux models, Building Energy Simulation (BES), Computational Fluid Dynamics (CFD) and a coupled model for BES and CFD. Several parametric studies and thermal performance analyses were carried out in combination with the different numerical methods. The parallel field measurements on the test cabins include the air, surface and radiation temperatures and energy use during passive and active (heating and cooling) measurements. Both measurement and comparative simulation results indicate an improvement in the indoor thermal environment when the interior surfaces have low emittance. In the ice rink arenas, surface and radiation temperature measurements indicate a considerable reduction in the ceiling-to-ice radiation by the use of low emittance surfaces, in agreement with a ceiling-toice radiation model using schematic dynamic heat flux calculations. The measurements in the test cabins indicate that the use of low emittance surfaces can increase the vertical indoor air temperature gradients depending on the time of day and outdoor conditions. This is in agreement with the transient CFD simulations having the boundary condition assigned on the exterior surfaces. The sensitivity analyses have been performed under different outdoor conditions and surface thermal radiation properties. The spatially resolved simulations indicate an increase in the air and surface temperature gradients by the use of low emittance coatings. This can allow for lower air temperature at the occupied zone during the summer. The combined effect of interior and exterior reflective coatings in terms of energy use has been investigated by the use of building energy simulation for different climates and internal heat loads. The results indicate possible energy savings by the smart choice of optical properties on interior and exterior surfaces of the building. Overall, it is concluded that the interior reflective coatings can contribute to building energy savings and improvement of the indoor thermal environment. This can be numerically investigated by the choice of appropriate models with respect to the level of detail and computational load. This thesis includes comparative simulations at different levels of detail.

Hydrodynamic Simulations Of Vacuum-Driven Storage Tanks

As a result of urbanization, stormwater runoff flow rates and volumes are significantly increased due to increasing impervious land cover and the decreased availability of depression storage. Storage tanks are the basic devices to efficiently control the flow rate in drainage systems during wet weather. Presented in the paper conception of vacuum-driven detention tanks allows to increase the storage capacity by usage of space above the free surface water elevation at the inlet channel. Partial vacuum storage makes possible to gain cost savings by reduction of both the horizontal area of the detention tank and necessary depth of foundations. Simulation model of vacuum-driven storage tank has been developed to estimate potential profits of its application in urban drainage system. Although SWMM5 has no direct options for vacuum tanks an existing functions (i.e. control rules) have been used to reflect its operation phases. Rainfall data used in simulations were recorded at raingage in Czestochowa during years 2010÷2012 with time interval of 10minutes. Simulation results gives overview to practical operation and maintenance cost (energy demand) of vacuum driven storage tanks depending of the ratio: vacuum-driven volume to total storage capacity. The following conclusion can be drawn from this investigations: vacuum-driven storage tanks are characterized by uncomplicated construction and control systems, thus can be applied in newly developed as well as in the existing urban drainage systems. the application of vacuum in underground detention facilities makes possible to increase of the storage capacity of existing reservoirs by usage the space above the maximum depth. Possible increase of storage capacity can achieve even a few dozen percent at relatively low investment costs. vacuum driven storage tanks can be included in existing simulation software (i.e. SWMM) using options intended for pumping stations (including control and action rules ).

Model Prediction Control For Water Management Using Adaptive Prediction Accuracy

In the field of operational water management, Model Predictive Control (MPC) has gained popularity owing to its versatility and flexibility. The MPC controller, which takes predictions, time delay and uncertainties into account, can be designed for multi-objective management problems and for large-scale systems. Nonetheless, a critical obstacle, which needs to be overcome in MPC, is the large computational burden when a large-scale system is considered or a long prediction horizon is involved. In order to solve this problem, we use an adaptive prediction accuracy (APA) approach that can reduce the computational burden almost by half. The proposed MPC scheme with this scheme is tested on the northern Dutch water system, which comprises Lake IJssel, Lake Marker, the River IJssel and the North Sea Canal. The simulation results show that by using the MPC-APA scheme, the computational time can be reduced to a large extent and a flood protection problem over longer prediction horizons can be well solved.

Desenvolvimento de uma abordagem para a inserção da simulação no setor hospitalar de Porto Alegre

Esta dissertação apresenta uma abordagem para inserção e aplicação da técnica de Simulação Computacional como ferramenta de apoio a análise de decisão no setor hospitalar. Um grupo de onze hospitais foi contemplado diretamente no estudo. O processo de inserção da ferramenta foi implementado em quatro macro etapas. As duas primeiras etapas envolveram a totalidade do grupo de hospitais e objetivaram a divulgação da ferramenta; foram elas: (i) Pesquisa para diagnosticar o conhecimento e interesse do grupo na técnica, e (ii) realização de seminários para divulgação da técnica. As duas macro etapas finais caracterizam um estudo de caso, tendo sido desenvolvidas em um hospital; foram elas: (iii) Estudo-Piloto com desenvolvimento de um modelo computacional utilizando um software dedicado, no qual o grupo do hospital foi treinado, e (iv) utilização do modelo na definição das características de um novo serviço de atendimento. Durante todo o processo onze hospitais participaram da pesquisa realizada, aproximadamente cem pessoas assistiram a pelo menos um dos seminários e um hospital desenvolveu um estudo aplicado de simulação. Neste estudo a simulação foi utilizada para analisar alternativas para uma situação específica no hospital e um novo serviço alternativo foi criado a partir da análise realizada e do modelo desenvolvido. O resultado decorrente da simulação foi implementado na prática. Pode-se constatar neste trabalho o grande interesse dos hospitais em técnicas que auxiliem a tomada de decisão.

Are CGE Models still useful in economic policy making?

This paper develops background considerations to help better framing the results of a CGE exercise. Three main criticisms are usually addressed to CGE efforts. First, they are too aggregate, their conclusions failing to shed light on relevant sectors or issues. Second, they imply huge data requirements. Timeliness is frequently jeopardised by out-dated sources, benchmarks referring to realities gone by. Finally, results are meaningless, as they answer wrong or ill-posed questions. Modelling demands end up by creating a rather artificial context, where the original questions lose content. In spite of a positive outlook on the first two, crucial questions lie in the third point. After elaborating such questions, and trying to answer some, the text argues that CGE models can come closer to reality. If their use is still scarce to give way to a fruitful symbiosis between negotiations and simulation results, they remain the only available technique providing a global, inter-related way of capturing economy-wide effects of several different policies. International organisations can play a major role supporting and encouraging improvements. They are also uniquely positioned to enhance information and data sharing, as well as putting people from various origins together, to share their experiences. A serious and complex homework is however required, to correct, at least, the most dangerous present shortcomings of the technique.

Bounds on policy relevant parameters with discrete policy variation

When estimating policy parameters, also known as treatment effects, the assignment to treatment mechanism almost always causes endogeneity and thus bias many of these policy parameters estimates. Additionally, heterogeneity in program impacts is more likely to be the norm than the exception for most social programs. In situations where these issues are present, the Marginal Treatment Effect (MTE) parameter estimation makes use of an instrument to avoid assignment bias and simultaneously to account for heterogeneous effects throughout individuals. Although this parameter is point identified in the literature, the assumptions required for identification may be strong. Given that, we use weaker assumptions in order to partially identify the MTE, i.e. to stablish a methodology for MTE bounds estimation, implementing it computationally and showing results from Monte Carlo simulations. The partial identification we perfom requires the MTE to be a monotone function over the propensity score, which is a reasonable assumption on several economics' examples, and the simulation results shows it is possible to get informative even in restricted cases where point identification is lost. Additionally, in situations where estimated bounds are not informative and the traditional point identification is lost, we suggest a more generic method to point estimate MTE using the Moore-Penrose Pseudo-Invese Matrix, achieving better results than traditional methods.