917 resultados para ARCH and GARCH Models
Resumo:
As increasing efficiency of a wind turbine gearbox, more power can be transferred from rotor blades to generator and less power is used to cause wear and heating in the gearbox. By using a simulation model, behavior of the gearbox can be studied before creating expensive prototypes. The objective of the thesis is to model a wind turbine gearbox and its lubrication system to study power losses and heat transfer inside the gearbox and to study the simulation methods of the used software. Software used to create the simulation model is Siemens LMS Imagine.Lab AMESim, which can be used to create one-dimensional mechatronic system simulation models from different fields of engineering. When combining components from different libraries it is possible to create a simulation model, which includes mechanical, thermal and hydraulic models of the gearbox. Results for mechanical, thermal, and hydraulic simulations are presented in the thesis. Due to the large scale of the wind turbine gearbox and the amount of power transmitted, power loss calculations from AMESim software are inaccurate and power losses are modelled as constant efficiency for each gear mesh. Starting values for simulation in thermal and hydraulic simulations were chosen from test measurements and from empirical study as compact and complex design of gearbox prevents accurate test measurements. In further studies to increase the accuracy of the simulation model, components used for power loss calculations needs to be modified and values for unknown variables are needed to be solved through accurate test measurements.
Resumo:
Foods behave as non-Newtonian fluids, but little is known about how corn and soybean mix behave under viscometric flow. In order to characterize the rheological behavior of animal feed under viscometric flow, a 70:30 (mass:mass) mixture of ground corn and soybean grains was submitted to a capillary rheometer at 3 different temperatures (80, 120, and 160 °C), different moisture levels (26.5 ± 0.08; 30.4 ± 0.31, and 33.4 ± 0.05%), and 4 shear rates (30.4; 72.9; 304.3, and 728.6/second). Different strain rates and die dimensions were used to obtain the target shear rates. The resulting data were fitted to Power Law, Casson, and Bingham models. Based on experimental data, water content, mass temperature, and the effects of shear rate on the apparent shear viscosity of corn-soy mix were fitted to a single expression (p < 0.001, R² = 0.93): η = 18,769.7 (y)-0.86 e (-9.34 U + 935 T), where y is shear rate, U is sample moisture, and T is sample temperature in Kelvin scale. As expected, such mixture presented a pseudoplastic (shear-thinning) behavior.
Resumo:
The chemical composition of apple juices may be used to discriminate between the varieties for consumption and those for raw material. Fuji and Gala have a chemical pattern that can be used for this classification. Multivariate methods correlate independent continuous chemical descriptors with the categorical apple variety. Three main descriptors of apple juice were selected: malic acid, total reducing sugar and total phenolic compounds. A chemometric approach, employing PCA and SIMCA, was used to classify apple juice samples. PCA was performed with 24 juices from Fuji and Gala, and SIMCA, with 15 juices. The exploratory and predictive models recognized 88% and 64%, respectively, as belonging to a mixed domain. The apple juice from commercial fruits shows a pattern related to cv. Fuji and Gala with boundaries from 0.18 to 0.389 g.100 mL-1 (malic acid), from 8.65 to 15.18 g.100 mL-1 (total reducing sugar) and from 100 to 400 mg.L-1 (total phenolic compounds), but such boundaries were slightly shorter in the remaining set of commercial apple juices, specifically from 0.16 to 0.36 g.100 mL-1, from 9.25 to 15.5 g.100 mL-1 and from 180 to 606 mg.L-1 for acidity, reducing sugar and phenolic compounds, respectively, representing the acid, sweet and bitter tastes.
Resumo:
The aim of this research was to study the effect of air-temperature and diet composition on the mass transfer kinetics during the drying process of pellets used for Japanese Abalone (Haliotis discus hannai) feeding. In the experimental design, three temperatures were used for convective drying, as well as three different diet compositions (Diets A, B and C), in which the amount of fishmeal, spirulin, algae, fish oil and cornstarch varied. The water diffusion coefficient of the pellets was determined using the equation of Fick's second law, which resulted in values between 0.84-1.94×10-10 m²/s. The drying kinetics was modeled using Page, Modified Page, Root of time, Exponential, Logarithmic, Two-Terms, Modified Henderson-Pabis and Weibull models. In addition, two new models, referred to as 'Proposed' models 1 and 2, were used to simulate this process. According to the statistical tests applied, the models that best fitted the experimental data were Modified Henderson-Pabis, Weibull and Proposed model 2, respectively. Bifactorial analysis of variance ANOVA showed that Diet A (fishmeal 44%, spirulin 9%, fish oil 1% and cornstarch 36%) presented the highest diffusion coefficient values, which were favored by the temperature increase in the drying process.
Resumo:
Moisture desorption isotherms of fresh and heat blanched pumpkins (Cucurbita moschata) were determined at three temperatures (30, 50 and 70 °C), using the standard, static-gravimetric method. The GAB, Oswin, BET, Halsey, and Henderson models were tested and, with the exception of the Henderson model, showed satisfactory fits to the experimental data. The GAB model was used to analyze the fitting ability to describe the isotherm type. The shape of the desorption isotherms of fresh and blanched pumpkin at 30 and 50 °C was intermediate to types II and III, and at 70 °C it was of type II for the blanched pumpkin and close to type II for the fresh sample. The influence of blanching on the decrease in equilibrium moisture was very small compared to the fresh samples and it was related to the loss of soluble solids during the pre-treatment. The isosteric heat of sorption measures indicated that a larger amount of heat was required to remove the water from the fresh samples than from the blanched ones.
Resumo:
Epoxides can be hydrolyzed by fungi to produce chiral diols. The first part of this thesis presents an investigation of the microbial hydrolysis of aziridines comparable in structure to epoxide biotransformation substrates. Biotransformation of the aziridines 1 -methyl-2-phenyl aziridine, 2- phenylaziridine and N-methyl-7-aza bicyclo[4.1.0] heptane was studied using Beauveria sulfurescens, Aspergillus niger and Diplodia gossypina but no evidence for enzymic hydrolysis was obtained. The hydroxylation reaction performed by the fungus Beauveria sulfurescens ATCC 7159 has been studied for many years and several models describing the hydroxylating pattern exhibited by this fungus have been proposed. The second part of this thesis presents a test of the proposed models. The ability of Beauveria sulfurescens to hydroxylate thirty potential substrates was examined, and the data suggest that none of the earlier proposed models accounts for all of the bioconversion results. A possible explanation is proposed, suggesting that there is more than one enzyme responsible for the hydroxylation reactions performed by Beauveria sulfurescens.
Stress, social support, and health risk behaviours as mediators of the forgiveness-health relation /
Resumo:
The mediating roles of stress, social support, and health risk behaviours in the relationships between dispositional forgiveness and mental and physical health were examined. Participants were 748 undergraduate students (554 women, 194 men) entering their first year of studies at Brock University. Participants, ranging in age from 17 to 25 years, completed the Brock University First Year Health Study and were provided monetary compensation. Dispositional forgiveness, stress, social support, health risk behaviours, mental health, and physical health were measured using self-report methods. The data were analyzed separately for women and men because there were significant mean differences on many of the study'S variables. Analyses revealed that the mediated relationships between dispositional forgiveness and health were generally stronger for women than men. Stress was the most robust mediator of the forgiveness-health relation for both women and men. The only health risk behaviour that mediated the forgivenesshealth relation was physical fitness and this result was found for women only. Social support mediated several of the relationships between forgiveness and health but not others. Results were discussed with reference to the literature on forgiveness and health. Several directions for future research were offered, such as conducting longitudinal research designs to assess the direction of causality better, investigating moderator variables of the forgiveness-health relation, and building models, which incorporate multiple mediators using structural equation modelling techniques.
Resumo:
Inter and intrachromosomal viability interactions have been detected in a few experimental studies. Computer simulations and analytical models have led to postulation of nonadditivity of gene action. This study reports evidence of strong nonadditive interactions between the arms of the metacentric second chromosome of Drosophila melanogaster. Mean viability for 40 homozygous lines of the second chromosomes was 0.720+0.265 • Mean viability for 40 half homozygous second chromosomes was 0.928!O.)10 • Significant heterogeneity among and within lines was found in both groups of chromosomes, as well as a highly significant viability difference between the two groups. Comparison of observed viabilities with the expected values, according to the theories of additive and multi - plicative gene action. was made for both groups. Highly significant departures from the expected values were found for over 90% of the lines in both groups of chromosomes, for both additive and multiplicative models of gene action.
Resumo:
The present research focused on the pathways through which the symptoms of posttraumatic stress disorder (PTSD) may negatively impact intimacy. Previous research has confirmed a link between self-reported PTSD symptoms and intimacy; however, a thorough examination of mediating paths, partner effects, and secondary traumatization has not yet been realized. With a sample of 297 heterosexual couples, intraindividual and dyadic models were developed to explain the relationships between PTSD symptoms and intimacy in the context of interdependence theory, attachment theory, and models of selfpreservation (e.g., fight-or-flight). The current study replicated the findings of others and has supported a process in which affective (alexithymia, negative affect, positive affect) and communication (demand-withdraw behaviour, self-concealment, and constructive communication) pathways mediate the intraindividual and dyadic relationships between PTSD symptoms and intimacy. Moreover, it also found that the PTSD symptoms of each partner were significantly related; however, this was only the case for those dyads in which the partners had disclosed most everything about their traumatic experiences. As such, secondary traumatization was supported. Finally, although the overall pattern of results suggest a total negative effect of PTSD symptoms on intimacy, a sex difference was evident such that the direct effect of the woman's PTSD symptoms were positively associated with both her and her partner's intimacy. I t is possible that the Tend-andBefriend model of threat response, wherein women are said to foster social bonds in the face of distress, may account for this sex difference. Overall, however, it is clear that PTSD symptoms were negatively associated with relationship quality and attention to this impact in the development of diagnostic criteria and treatment protocols is necessary.
Resumo:
In response to a looming leadership shortage, leadership development for teachers has become an increasingly important area of interest around the world. A review of the literature identified the key components of educational leadership development programs as effective curriculum, leadership practice, relationship building, and reflection. A gap in the research was found regarding the use of voluntary committee work as a vehicle for leadership practice. The purpose of this study was to explore teachers' perceptions of their experiences within board-level committees to determine the key factors that contributed, positively or negatively, to their leadership,pevelopment. A qualitative research design was employed using semistructured interviews with 8 participants. The key findings included a list of factors perceived by teachers as either supporting or hindering their leadership development. The supporting factors were: (a) leadership practice, (b) mentors and role models, (c) relationships and networks, and (d) positive outcomes for students. The hindering factors were: (a) lack of follow through and support, (b) committee members with a careerist approach to the experience, (c) personal and political agendas, and (d) overcommitment leading to burnout. Recommendations for practice focused on strategies to enhanc~_ the committee experience as a tool for leadership development. Recommendations for theory and research suggested more research be done on each of the 8 key factors, perceptions associated with teachers choosing to follow a leadership path, and how school boards can structure the committee process as an effective leadership development tool. This study provides a starting point for educators to begin to intentionally design, develop, and deliver voluntary committee experiences as a tool for leadership development.
Resumo:
This thesis examines the performance of Canadian fixed-income mutual funds in the context of an unobservable market factor that affects mutual fund returns. We use various selection and timing models augmented with univariate and multivariate regime-switching structures. These models assume a joint distribution of an unobservable latent variable and fund returns. The fund sample comprises six Canadian value-weighted portfolios with different investing objectives from 1980 to 2011. These are the Canadian fixed-income funds, the Canadian inflation protected fixed-income funds, the Canadian long-term fixed-income funds, the Canadian money market funds, the Canadian short-term fixed-income funds and the high yield fixed-income funds. We find strong evidence that more than one state variable is necessary to explain the dynamics of the returns on Canadian fixed-income funds. For instance, Canadian fixed-income funds clearly show that there are two regimes that can be identified with a turning point during the mid-eighties. This structural break corresponds to an increase in the Canadian bond index from its low values in the early 1980s to its current high values. Other fixed-income funds results show latent state variables that mimic the behaviour of the general economic activity. Generally, we report that Canadian bond fund alphas are negative. In other words, fund managers do not add value through their selection abilities. We find evidence that Canadian fixed-income fund portfolio managers are successful market timers who shift portfolio weights between risky and riskless financial assets according to expected market conditions. Conversely, Canadian inflation protected funds, Canadian long-term fixed-income funds and Canadian money market funds have no market timing ability. We conclude that these managers generally do not have positive performance by actively managing their portfolios. We also report that the Canadian fixed-income fund portfolios perform asymmetrically under different economic regimes. In particular, these portfolio managers demonstrate poorer selection skills during recessions. Finally, we demonstrate that the multivariate regime-switching model is superior to univariate models given the dynamic market conditions and the correlation between fund portfolios.
Resumo:
Sustainability of change for improvement initiatives has been widely reported as a global challenge both within and outside health care settings. The purpose of this study was to examine the extent to which factors related to staff training and involvement, staff behaviour, and clinical leaders’ and senior leaders’ engagement and support impact the long term sustainability of practice changes for BPSO health care organizations who have implemented Registered Nursing Association of Ontario’s (RNAO) Best Practice Guidelines. Semi structured interviews with eleven organizational leaders’ from ten health care organizations were conducted to explore the unique experiences, views and perspectives on factors related to staff, clinical leaders and senior leaders and their involvement and impact on the long term sustainability of clinical practice changes within organizations who had implemented Registered Nursing Association of Ontario’s (RNAO) Best Practice Guidelines (BPGs). The interviews were coded and analyzed using thematic content analysis. Further analysis identified patterns and themes in relation to: 1. The National Health Service (NHS) Sustainability Model which was used as the theoretical framework for this research; and 2. Organizations found to have sustained practice changes longer term verses organizations that did not. Six organizations were found to have sustained practice changes while the remaining four were found to have been unsuccessful in their efforts to sustain the changes. Five major findings in relation to sustainability emerged from this study. First is the importance of early and sustained engagement and frontline staff, managers, and clinical leaders in planning, implementation and ongoing development of BPGs through use of working groups and champions models. Second is the importance of ongoing provision of formal training, tools and resources to all key stakeholders during and after the implementation phase and efforts made to embed changes in current processes whenever possible to ensure sustainability. Third is to ensure staff and management are receptive to the proposed change(s) and/or have been given the necessary background information and rationale so they understand and can support the need for the change. Fourth is the need for early and sustained fiscal and human resources dedicated to supporting BPG implementation and the ongoing use of the BPGs already in place. Fifth is ensuring clinical leaders are trusted, influential, respected and seen as clinical resources by frontline staff. The significance of this study lies in a greater understanding of the influence and impact of factors related to staff on the long term sustainability of implemented practice changes within health care organizations. This study has implications for clinical practice, policy, education and research in relation to sustainability in health care.
Resumo:
In this paper, we test a version of the conditional CAPM with respect to a local market portfolio, proxied by the Brazilian stock index during the 1976-1992 period. We also test a conditional APT model by using the difference between the 30-day rate (Cdb) and the overnight rate as a second factor in addition to the market portfolio in order to capture the large inflation risk present during this period. The conditional CAPM and APT models are estimated by the Generalized Method of Moments (GMM) and tested on a set of size portfolios created from a total of 25 securities exchanged on the Brazilian markets. The inclusion of this second factor proves to be crucial for the appropriate pricing of the portfolios.
Resumo:
In this paper, we test a version of the conditional CAPM with respect to a local market portfolio, proxied by the Brazilian stock index during the 1976-1992 period. We also test a conditional APT model by using the difference between the 30-day rate (Cdb) and the overnight rate as a second factor in addition to the market portfolio in order to capture the large inflation risk present during this period. the conditional CAPM and APT models are estimated by the Generalized Method of Moments (GMM) and tested on a set of size portfolios created from a total of 25 securities exchanged on the Brazilian markets. the inclusion of this second factor proves to be crucial for the appropriate pricing of the portfolios.
Resumo:
L’observation d’un modèle pratiquant une habileté motrice promeut l’apprentissage de l’habileté en question. Toutefois, peu de chercheurs se sont attardés à étudier les caractéristiques d’un bon modèle et à mettre en évidence les conditions d’observation pouvant optimiser l’apprentissage. Dans les trois études composant cette thèse, nous avons examiné les effets du niveau d’habileté du modèle, de la latéralité du modèle, du point de vue auquel l’observateur est placé, et du mode de présentation de l’information sur l’apprentissage d’une tâche de timing séquentielle composée de quatre segments. Dans la première expérience de la première étude, les participants observaient soit un novice, soit un expert, soit un novice et un expert. Les résultats des tests de rétention et de transfert ont révélé que l’observation d’un novice était moins bénéfique pour l’apprentissage que le fait d’observer un expert ou une combinaison des deux (condition mixte). Par ailleurs, il semblerait que l’observation combinée de modèles novice et expert induise un mouvement plus stable et une meilleure généralisation du timing relatif imposé comparativement aux deux autres conditions. Dans la seconde expérience, nous voulions déterminer si un certain type de performance chez un novice (très variable, avec ou sans amélioration de la performance) dans l’observation d’une condition mixte amenait un meilleur apprentissage de la tâche. Aucune différence significative n’a été observée entre les différents types de modèle novices employés dans l’observation de la condition mixte. Ces résultats suggèrent qu’une observation mixte fournit une représentation précise de ce qu’il faut faire (modèle expert) et que l’apprentissage est d’autant plus amélioré lorsque l’apprenant peut contraster cela avec la performance de modèles ayant moins de succès. Dans notre seconde étude, des participants droitiers devaient observer un modèle à la première ou à la troisième personne. L’observation d’un modèle utilisant la même main préférentielle que soi induit un meilleur apprentissage de la tâche que l’observation d’un modèle dont la dominance latérale est opposée à la sienne, et ce, quel que soit l’angle d’observation. Ce résultat suggère que le réseau d’observation de l’action (AON) est plus sensible à la latéralité du modèle qu’à l’angle de vue de l’observateur. Ainsi, le réseau d’observation de l’action semble lié à des régions sensorimotrices du cerveau qui simulent la programmation motrice comme si le mouvement observé était réalisé par sa propre main dominante. Pour finir, dans la troisième étude, nous nous sommes intéressés à déterminer si le mode de présentation (en direct ou en vidéo) influait sur l’apprentissage par observation et si cet effet est modulé par le point de vue de l’observateur (première ou troisième personne). Pour cela, les participants observaient soit un modèle en direct soit une présentation vidéo du modèle et ceci avec une vue soit à la première soit à la troisième personne. Nos résultats ont révélé que l’observation ne diffère pas significativement selon le type de présentation utilisée ou le point de vue auquel l’observateur est placé. Ces résultats sont contraires aux prédictions découlant des études d’imagerie cérébrale ayant montré une activation plus importante du cortex sensorimoteur lors d’une observation en direct comparée à une observation vidéo et de la première personne comparée à la troisième personne. Dans l’ensemble, nos résultats indiquent que le niveau d’habileté du modèle et sa latéralité sont des déterminants importants de l’apprentissage par observation alors que le point de vue de l’observateur et le moyen de présentation n’ont pas d’effets significatifs sur l’apprentissage d’une tâche motrice. De plus, nos résultats suggèrent que la plus grande activation du réseau d’observation de l’action révélée par les études en imagerie mentale durant l’observation d’une action n’induit pas nécessairement un meilleur apprentissage de la tâche.