Joint modelling of longitudinal and survival data on breast cancer

Tese de Doutoramento em Ciências (Especialidade em Matemática)

Sound Texture Modelling

In the PhD thesis “Sound Texture Modeling” we deal with statistical modelling or textural sounds like water, wind, rain, etc. For synthesis and classification. Our initial model is based on a wavelet tree signal decomposition and the modeling of the resulting sequence by means of a parametric probabilistic model, that can be situated within the family of models trainable via expectation maximization (hidden Markov tree model ). Our model is able to capture key characteristics of the source textures (water, rain, fire, applause, crowd chatter ), and faithfully reproduces some of the sound classes. In terms of a more general taxonomy of natural events proposed by Graver, we worked on models for natural event classification and segmentation. While the event labels comprise physical interactions between materials that do not have textural propierties in their enterity, those segmentation models can help in identifying textural portions of an audio recording useful for analysis and resynthesis. Following our work on concatenative synthesis of musical instruments, we have developed a pattern-based synthesis system, that allows to sonically explore a database of units by means of their representation in a perceptual feature space. Concatenative syntyhesis with “molecules” built from sparse atomic representations also allows capture low-level correlations in perceptual audio features, while facilitating the manipulation of textural sounds based on their physical and perceptual properties. We have approached the problem of sound texture modelling for synthesis from different directions, namely a low-level signal-theoretic point of view through a wavelet transform, and a more high-level point of view driven by perceptual audio features in the concatenative synthesis setting. The developed framework provides unified approach to the high-quality resynthesis of natural texture sounds. Our research is embedded within the Metaverse 1 European project (2008-2011), where our models are contributting as low level building blocks within a semi-automated soundscape generation system.

Three-dimensional hydrodynamic numerical modelling of fold nappe formation, basement-cover deformation and slab detachment with applications to the helvetic nappe system (W Switzerland)

Many three-dimensional (3-D) structures in rock, which formed during the deformation of the Earth's crust and lithosphere, are controlled by a difference in mechanical strength between rock units and are often the result of a geometrical instability. Such structures are, for example, folds, pinch-and-swell structures (due to necking) or cuspate-lobate structures (mullions). These struc-tures occur from the centimeter to the kilometer scale and the related deformation processes con-trol the formation of, for example, fold-and-thrust belts and extensional sedimentary basins or the deformation of the basement-cover interface. The 2-D deformation processes causing these structures are relatively well studied, however, several processes during large-strain 3-D defor-mation are still incompletely understood. One of these 3-D processes is the lateral propagation of these structures, such as fold and cusp propagation in a direction orthogonal to the shortening direction or neck propagation in direction orthogonal to the extension direction. Especially, we are interested in fold nappes which are recumbent folds with amplitudes usually exceeding 10 km and they have been presumably formed by ductile shearing. They often exhibit a constant sense of shearing and a non-linear increase of shear strain towards their overturned limb. The fold axes of the Morcles fold nappe in western Switzerland plunges to the ENE whereas the fold axes in the more eastern Doldenhorn nappe plunges to the WSW. These opposite plunge direc-tions characterize the Rawil depression (Wildstrubel depression). The Morcles nappe is mainly the result of layer parallel contraction and shearing. During the compression the massive lime-stones were more competent than the surrounding marls and shales, which led to the buckling characteristics of the Morcles nappe, especially in the north-dipping normal limb. The Dolden-horn nappe exhibits only a minor overturned fold limb. There are still no 3-D numerical studies which investigate the fundamental dynamics of the formation of the large-scale 3-D structure including the Morcles and Doldenhorn nappes and the related Rawil depression. We study the 3-D evolution of geometrical instabilities and fold nappe formation with numerical simulations based on the finite element method (FEM). Simulating geometrical instabilities caused by sharp variations of mechanical strength between rock units requires a numerical algorithm that can accurately resolve material interfaces for large differences in material properties (e.g. between limestone and shale) and for large deformations. Therefore, our FE algorithm combines a nu-merical contour-line technique and a deformable Lagrangian mesh with re-meshing. With this combined method it is possible to accurately follow the initial material contours with the FE mesh and to accurately resolve the geometrical instabilities. The algorithm can simulate 3-D de-formation for a visco-elastic rheology. The viscous rheology is described by a power-law flow law. The code is used to study the 3-D fold nappe formation, the lateral propagation of folding and also the lateral propagation of cusps due to initial half graben geometry. Thereby, the small initial geometrical perturbations for folding and necking are exactly followed by the FE mesh, whereas the initial large perturbation describing a half graben is defined by a contour line inter-secting the finite elements. Further, the 3-D algorithm is applied to 3-D viscous nacking during slab detachment. The results from various simulations are compared with 2-D resulats and a 1-D analytical solution. -- On retrouve beaucoup de structures en 3 dimensions (3-D) dans les roches qui ont pour origines une déformation de la lithosphère terrestre. Ces structures sont par exemple des plis, des boudins (pinch-and-swell) ou des mullions (cuspate-lobate) et sont présentés de l'échelle centimétrique à kilométrique. Mécaniquement, ces structures peuvent être expliquées par une différence de résistance entre les différentes unités de roches et sont généralement le fruit d'une instabilité géométrique. Ces différences mécaniques entre les unités contrôlent non seulement les types de structures rencontrées, mais également le type de déformation (thick skin, thin skin) et le style tectonique (bassin d'avant pays, chaîne d'avant pays). Les processus de la déformation en deux dimensions (2-D) formant ces structures sont relativement bien compris. Cependant, lorsque l'on ajoute la troisiéme dimension, plusieurs processus ne sont pas complètement compris lors de la déformation à large échelle. L'un de ces processus est la propagation latérale des structures, par exemple la propagation de plis ou de mullions dans la direction perpendiculaire à l'axe de com-pression, ou la propagation des zones d'amincissement des boudins perpendiculairement à la direction d'extension. Nous sommes particulièrement intéressés les nappes de plis qui sont des nappes de charriage en forme de plis couché d'une amplitude plurikilométrique et étant formées par cisaillement ductile. La plupart du temps, elles exposent un sens de cisaillement constant et une augmentation non linéaire de la déformation vers la base du flanc inverse. Un exemple connu de nappes de plis est le domaine Helvétique dans les Alpes de l'ouest. Une de ces nap-pes est la Nappe de Morcles dont l'axe de pli plonge E-NE tandis que de l'autre côté de la dépression du Rawil (ou dépression du Wildstrubel), la nappe du Doldenhorn (équivalent de la nappe de Morcles) possède un axe de pli plongeant O-SO. La forme particulière de ces nappes est due à l'alternance de couches calcaires mécaniquement résistantes et de couches mécanique-ment faibles constituées de schistes et de marnes. Ces différences mécaniques dans les couches permettent d'expliquer les plissements internes à la nappe, particulièrement dans le flanc inver-se de la nappe de Morcles. Il faut également noter que le développement du flanc inverse des nappes n'est pas le même des deux côtés de la dépression de Rawil. Ainsi la nappe de Morcles possède un important flanc inverse alors que la nappe du Doldenhorn en est presque dépour-vue. A l'heure actuelle, aucune étude numérique en 3-D n'a été menée afin de comprendre la dynamique fondamentale de la formation des nappes de Morcles et du Doldenhorn ainsi que la formation de la dépression de Rawil. Ce travail propose la première analyse de l'évolution 3-D des instabilités géométriques et de la formation des nappes de plis en utilisant des simulations numériques. Notre modèle est basé sur la méthode des éléments finis (FEM) qui permet de ré-soudre avec précision les interfaces entre deux matériaux ayant des propriétés mécaniques très différentes (par exemple entre les couches calcaires et les couches marneuses). De plus nous utilisons un maillage lagrangien déformable avec une fonction de re-meshing (production d'un nouveau maillage). Grâce à cette méthode combinée il nous est possible de suivre avec précisi-on les interfaces matérielles et de résoudre avec précision les instabilités géométriques lors de la déformation de matériaux visco-élastiques décrit par une rhéologie non linéaire (n>1). Nous uti-lisons cet algorithme afin de comprendre la formation des nappes de plis, la propagation latérale du plissement ainsi que la propagation latérale des structures de type mullions causé par une va-riation latérale de la géométrie (p.ex graben). De plus l'algorithme est utilisé pour comprendre la dynamique 3-D de l'amincissement visqueux et de la rupture de la plaque descendante en zone de subduction. Les résultats obtenus sont comparés à des modèles 2-D et à la solution analytique 1-D. -- Viele drei dimensionale (3-D) Strukturen, die in Gesteinen vorkommen und durch die Verfor-mung der Erdkruste und Litosphäre entstanden sind werden von den unterschiedlichen mechani-schen Eigenschaften der Gesteinseinheiten kontrolliert und sind häufig das Resulat von geome-trischen Istabilitäten. Zu diesen strukturen zählen zum Beispiel Falten, Pich-and-swell Struktu-ren oder sogenannte Cusbate-Lobate Strukturen (auch Mullions). Diese Strukturen kommen in verschiedenen Grössenordungen vor und können Masse von einigen Zentimeter bis zu einigen Kilometer aufweisen. Die mit der Entstehung dieser Strukturen verbundenen Prozesse kontrol-lieren die Entstehung von Gerbirgen und Sediment-Becken sowie die Verformung des Kontaktes zwischen Grundgebirge und Stedimenten. Die zwei dimensionalen (2-D) Verformungs-Prozesse die zu den genannten Strukturen führen sind bereits sehr gut untersucht. Einige Prozesse wäh-rend starker 3-D Verformung sind hingegen noch unvollständig verstanden. Einer dieser 3-D Prozesse ist die seitliche Fortpflanzung der beschriebenen Strukturen, so wie die seitliche Fort-pflanzung von Falten und Cusbate-Lobate Strukturen senkrecht zur Verkürzungsrichtung und die seitliche Fortpflanzung von Pinch-and-Swell Strukturen othogonal zur Streckungsrichtung. Insbesondere interessieren wir uns für Faltendecken, liegende Falten mit Amplituden von mehr als 10 km. Faltendecken entstehen vermutlich durch duktile Verscherung. Sie zeigen oft einen konstanten Scherungssinn und eine nicht-lineare zunahme der Scherverformung am überkipp-ten Schenkel. Die Faltenachsen der Morcles Decke in der Westschweiz fallen Richtung ONO während die Faltenachsen der östicher gelegenen Doldenhorn Decke gegen WSW einfallen. Diese entgegengesetzten Einfallrichtungen charakterisieren die Rawil Depression (Wildstrubel Depression). Die Morcles Decke ist überwiegend das Resultat von Verkürzung und Scherung parallel zu den Sedimentlagen. Während der Verkürzung verhielt sich der massive Kalkstein kompetenter als der Umliegende Mergel und Schiefer, was zur Verfaltetung Morcles Decke führ-te, vorallem in gegen Norden eifallenden überkippten Schenkel. Die Doldenhorn Decke weist dagegen einen viel kleineren überkippten Schenkel und eine stärkere Lokalisierung der Verfor-mung auf. Bis heute gibt es keine 3-D numerischen Studien, die die fundamentale Dynamik der Entstehung von grossen stark verformten 3-D Strukturen wie den Morcles und Doldenhorn Decken sowie der damit verbudenen Rawil Depression untersuchen. Wir betrachten die 3-D Ent-wicklung von geometrischen Instabilitäten sowie die Entstehung fon Faltendecken mit Hilfe von numerischen Simulationen basiert auf der Finite Elemente Methode (FEM). Die Simulation von geometrischen Instabilitäten, die aufgrund von Änderungen der Materialeigenschaften zwischen verschiedenen Gesteinseinheiten entstehen, erfortert einen numerischen Algorithmus, der in der Lage ist die Materialgrenzen mit starkem Kontrast der Materialeigenschaften (zum Beispiel zwi-schen Kalksteineinheiten und Mergel) für starke Verfomung genau aufzulösen. Um dem gerecht zu werden kombiniert unser FE Algorithmus eine numerische Contour-Linien-Technik und ein deformierbares Lagranges Netz mit Re-meshing. Mit dieser kombinierten Methode ist es mög-lich den anfänglichen Materialgrenzen mit dem FE Netz genau zu folgen und die geometrischen Instabilitäten genügend aufzulösen. Der Algorithmus ist in der Lage visko-elastische 3-D Ver-formung zu rechnen, wobei die viskose Rheologie mit Hilfe eines power-law Fliessgesetzes beschrieben wird. Mit dem numerischen Algorithmus untersuchen wir die Entstehung von 3-D Faltendecken, die seitliche Fortpflanzung der Faltung sowie der Cusbate-Lobate Strukturen die sich durch die Verkürzung eines mit Sediment gefüllten Halbgraben bilden. Dabei werden die anfänglichen geometrischen Instabilitäten der Faltung exakt mit dem FE Netz aufgelöst wäh-rend die Materialgranzen des Halbgrabens die Finiten Elemente durchschneidet. Desweiteren wird der 3-D Algorithmus auf die Einschnürung während der 3-D viskosen Plattenablösung und Subduktion angewandt. Die 3-D Resultate werden mit 2-D Ergebnissen und einer 1-D analyti-schen Lösung verglichen.

Multidata inverse problems and Bayesian solution methods in astronomy

Statistical analyses of measurements that can be described by statistical models are of essence in astronomy and in scientific inquiry in general. The sensitivity of such analyses, modelling approaches, and the consequent predictions, is sometimes highly dependent on the exact techniques applied, and improvements therein can result in significantly better understanding of the observed system of interest. Particularly, optimising the sensitivity of statistical techniques in detecting the faint signatures of low-mass planets orbiting the nearby stars is, together with improvements in instrumentation, essential in estimating the properties of the population of such planets, and in the race to detect Earth-analogs, i.e. planets that could support liquid water and, perhaps, life on their surfaces. We review the developments in Bayesian statistical techniques applicable to detections planets orbiting nearby stars and astronomical data analysis problems in general. We also discuss these techniques and demonstrate their usefulness by using various examples and detailed descriptions of the respective mathematics involved. We demonstrate the practical aspects of Bayesian statistical techniques by describing several algorithms and numerical techniques, as well as theoretical constructions, in the estimation of model parameters and in hypothesis testing. We also apply these algorithms to Doppler measurements of nearby stars to show how they can be used in practice to obtain as much information from the noisy data as possible. Bayesian statistical techniques are powerful tools in analysing and interpreting noisy data and should be preferred in practice whenever computational limitations are not too restrictive.

Mathematical Modelling of the Dynamics of Granular Materials in a Rotating Cylinder

The current study is aimed at the development of a theoretical simulation tool based on Discrete Element Method (DEM) to 'interpret granular dynamics of solid bed in the cross section of the horizontal rotating cylinder at the microscopic level and subsequently apply this model to establish the transition behaviour, mixing and segregation.The simulation of the granular motion developed in this work is based on solving Newton's equation of motion for each particle in the granular bed subjected to the collisional forces, external forces and boundary forces. At every instant of time, the forces are tracked and the positions velocities and accelarations of each partcle is The software code for this simulation is written in VISUAL FORTRAN 90 After checking the validity of the code with special tests, it is used to investigate the transition behaviour of granular solids motion in the cross section of a rotating cylinder for various rotational speeds and fill fraction.This work is hence directed towards a theoretical investigation based on Discrete Element Method (DEM) of the motion of granular solids in the radial direction of the horizontal cylinder to elucidate the relationship between the operating parameters of the rotating cylinder geometry and physical properties ofthe granular solid.The operating parameters of the rotating cylinder include the various rotational velocities of the cylinder and volumetric fill. The physical properties of the granular solids include particle sizes, densities, stiffness coefficients, and coefficient of friction Further the work highlights the fundamental basis for the important phenomena of the system namely; (i) the different modes of solids motion observed in a transverse crosssection of the rotating cylinder for various rotational speeds, (ii) the radial mixing of the granular solid in terms of active layer depth (iii) rate coefficient of mixing as well as the transition behaviour in terms of the bed turnover time and rotational speed and (iv) the segregation mechanisms resulting from differences in the size and density of particles.The transition behaviour involving its six different modes of motion of the granular solid bed is quantified in terms of Froude number and the results obtained are validated with experimental and theoretical results reported in the literature The transition from slumping to rolling mode is quantified using the bed turnover time and a linear relationship is established between the bed turn over time and the inverse of the rotational speed of the cylinder as predicted by Davidson et al. [2000]. The effect of the rotational speed, fill fraction and coefficient of friction on the dynamic angle of repose are presented and discussed. The variation of active layer depth with respect to fill fraction and rotational speed have been investigated. The results obtained through simulation are compared with the experimental results reported by Van Puyvelde et. at. [2000] and Ding et at. [2002].The theoretical model has been further extended, to study the rmxmg and segregation in the transverse direction for different particle sizes and their size ratios. The effect of fill fraction and rotational speed on the transverse mixing behaviour is presented in the form of a mixing index and mixing kinetics curve. The segregation pattern obtained by the simulation of the granular solid bed with respect to the rotational speed of the cylinder is presented both in graphical and numerical forms. The segregation behaviour of the granular solid bed with respect to particle size, density and volume fraction of particle size has been investigated. Several important macro parameters characterising segregation such as mixing index, percolation index and segregation index have been derived from the simulation tool based on first principles developed in this work.

Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado

En este trabajo se implementa una metodología para incluir momentos de orden superior en la selección de portafolios, haciendo uso de la Distribución Hiperbólica Generalizada, para posteriormente hacer un análisis comparativo frente al modelo de Markowitz.

Evolving graphs: dynamical models, inverse problems and propagation

Applications such as neuroscience, telecommunication, online social networking, transport and retail trading give rise to connectivity patterns that change over time. In this work, we address the resulting need for network models and computational algorithms that deal with dynamic links. We introduce a new class of evolving range-dependent random graphs that gives a tractable framework for modelling and simulation. We develop a spectral algorithm for calibrating a set of edge ranges from a sequence of network snapshots and give a proof of principle illustration on some neuroscience data. We also show how the model can be used computationally and analytically to investigate the scenario where an evolutionary process, such as an epidemic, takes place on an evolving network. This allows us to study the cumulative effect of two distinct types of dynamics.

Forward modelling to determine the observational signatures of white-light imaging and interplanetary scintillation for the propagation of an interplanetary shock in the ecliptic plane

Recent coordinated observations of interplanetary scintillation (IPS) from the EISCAT, MERLIN, and STELab, and stereoscopic white-light imaging from the two heliospheric imagers (HIs) onboard the twin STEREO spacecraft are significant to continuously track the propagation and evolution of solar eruptions throughout interplanetary space. In order to obtain a better understanding of the observational signatures in these two remote-sensing techniques, the magnetohydrodynamics of the macro-scale interplanetary disturbance and the radio-wave scattering of the micro-scale electron-density fluctuation are coupled and investigated using a newly constructed multi-scale numerical model. This model is then applied to a case of an interplanetary shock propagation within the ecliptic plane. The shock could be nearly invisible to an HI, once entering the Thomson-scattering sphere of the HI. The asymmetry in the optical images between the western and eastern HIs suggests the shock propagation off the Sun–Earth line. Meanwhile, an IPS signal, strongly dependent on the local electron density, is insensitive to the density cavity far downstream of the shock front. When this cavity (or the shock nose) is cut through by an IPS ray-path, a single speed component at the flank (or the nose) of the shock can be recorded; when an IPS ray-path penetrates the sheath between the shock nose and this cavity, two speed components at the sheath and flank can be detected. Moreover, once a shock front touches an IPS ray-path, the derived position and speed at the irregularity source of this IPS signal, together with an assumption of a radial and constant propagation of the shock, can be used to estimate the later appearance of the shock front in the elongation of the HI field of view. The results of synthetic measurements from forward modelling are helpful in inferring the in-situ properties of coronal mass ejection from real observational data via an inverse approach.

Wavelet filtered modelling applied to measurements of a waveguide's THz time domain response

A quasi-optical de-embedding technique for characterizing waveguides is demonstrated using wideband time-resolved terahertz spectroscopy. A transfer function representation is adopted for the description of the signal in the input and output port of the waveguides. The time domain responses were discretised and the waveguide transfer function was obtained through a parametric approach in the z-domain after describing the system with an ARX as well as with a state space model. Prior to the identification procedure, filtering was performed in the wavelet domain to minimize signal distortion and the noise propagating in the ARX and subspace models. The model identification procedure requires isolation of the phase delay in the structure and therefore the time-domain signatures must be firstly aligned with respect to each other before they are compared. An initial estimate of the number of propagating modes was provided by comparing the measured phase delay in the structure with theoretical calculations that take into account the physical dimensions of the waveguide. Models derived from measurements of THz transients in a precision WR-8 waveguide adjustable short will be presented.

Modelling and inverting complex-valued Wiener systems

We develop a complex-valued (CV) B-spline neural network approach for efficient identification and inversion of CV Wiener systems. The CV nonlinear static function in the Wiener system is represented using the tensor product of two univariate B-spline neural networks. With the aid of a least squares parameter initialisation, the Gauss-Newton algorithm effectively estimates the model parameters that include the CV linear dynamic model coefficients and B-spline neural network weights. The identification algorithm naturally incorporates the efficient De Boor algorithm with both the B-spline curve and first order derivative recursions. An accurate inverse of the CV Wiener system is then obtained, in which the inverse of the CV nonlinear static function of the Wiener system is calculated efficiently using the Gaussian-Newton algorithm based on the estimated B-spline neural network model, with the aid of the De Boor recursions. The effectiveness of our approach for identification and inversion of CV Wiener systems is demonstrated using the application of digital predistorter design for high power amplifiers with memory

Parametric preference functionals under risk in the gain domain: a Bayesian analysis

The performance of rank dependent preference functionals under risk is comprehensively evaluated using Bayesian model averaging. Model comparisons are made at three levels of heterogeneity plus three ways of linking deterministic and stochastic models: the differences in utilities, the differences in certainty equivalents and contextualutility. Overall, the"bestmodel", which is conditional on the form of heterogeneity is a form of Rank Dependent Utility or Prospect Theory that cap tures the majority of behaviour at both the representative agent and individual level. However, the curvature of the probability weighting function for many individuals is S-shaped, or ostensibly concave or convex rather than the inverse S-shape commonly employed. Also contextual utility is broadly supported across all levels of heterogeneity. Finally, the Priority Heuristic model, previously examined within a deterministic setting, is estimated within a stochastic framework, and allowing for endogenous thresholds does improve model performance although it does not compete well with the other specications considered.

Probabilistic wind power forecasts with an inverse power curve transformation and censored regression

Forecasting wind power is an important part of a successful integration of wind power into the power grid. Forecasts with lead times longer than 6 h are generally made by using statistical methods to post-process forecasts from numerical weather prediction systems. Two major problems that complicate this approach are the non-linear relationship between wind speed and power production and the limited range of power production between zero and nominal power of the turbine. In practice, these problems are often tackled by using non-linear non-parametric regression models. However, such an approach ignores valuable and readily available information: the power curve of the turbine's manufacturer. Much of the non-linearity can be directly accounted for by transforming the observed power production into wind speed via the inverse power curve so that simpler linear regression models can be used. Furthermore, the fact that the transformed power production has a limited range can be taken care of by employing censored regression models. In this study, we evaluate quantile forecasts from a range of methods: (i) using parametric and non-parametric models, (ii) with and without the proposed inverse power curve transformation and (iii) with and without censoring. The results show that with our inverse (power-to-wind) transformation, simpler linear regression models with censoring perform equally or better than non-linear models with or without the frequently used wind-to-power transformation.

TCA Evaluation : Lab Measurements, Modelling and System Simulations

The study reported here is part of a large project for evaluation of the Thermo-Chemical Accumulator (TCA), a technology under development by the Swedish company ClimateWell AB. The studies concentrate on the use of the technology for comfort cooling. This report concentrates on measurements in the laboratory, modelling and system simulation. The TCA is a three-phase absorption heat pump that stores energy in the form of crystallised salt, in this case Lithium Chloride (LiCl) with water being the other substance. The process requires vacuum conditions as with standard absorption chillers using LiBr/water. Measurements were carried out in the laboratories at the Solar Energy Research Center SERC, at Högskolan Dalarna as well as at ClimateWell AB. The measurements at SERC were performed on a prototype version 7:1 and showed that this prototype had several problems resulting in poor and unreliable performance. The main results were that: there was significant corrosion leading to non-condensable gases that in turn caused very poor performance; unwanted crystallisation caused blockages as well as inconsistent behaviour; poor wetting of the heat exchangers resulted in relatively high temperature drops there. A measured thermal COP for cooling of 0.46 was found, which is significantly lower than the theoretical value. These findings resulted in a thorough redesign for the new prototype, called ClimateWell 10 (CW10), which was tested briefly by the authors at ClimateWell. The data collected here was not large, but enough to show that the machine worked consistently with no noticeable vacuum problems. It was also sufficient for identifying the main parameters in a simulation model developed for the TRNSYS simulation environment, but not enough to verify the model properly. This model was shown to be able to simulate the dynamic as well as static performance of the CW10, and was then used in a series of system simulations. A single system model was developed as the basis of the system simulations, consisting of a CW10 machine, 30 m2 flat plate solar collectors with backup boiler and an office with a design cooling load in Stockholm of 50 W/m2, resulting in a 7.5 kW design load for the 150 m2 floor area. Two base cases were defined based on this: one for Stockholm using a dry cooler with design cooling rate of 30 kW; one for Madrid with a cooling tower with design cooling rate of 34 kW. A number of parametric studies were performed based on these two base cases. These showed that the temperature lift is a limiting factor for cooling for higher ambient temperatures and for charging with fixed temperature source such as district heating. The simulated evacuated tube collector performs only marginally better than a good flat plate collector if considering the gross area, the margin being greater for larger solar fractions. For 30 m2 collector a solar faction of 49% and 67% were achieved for the Stockholm and Madrid base cases respectively. The average annual efficiency of the collector in Stockholm (12%) was much lower than that in Madrid (19%). The thermal COP was simulated to be approximately 0.70, but has not been possible to verify with measured data. The annual electrical COP was shown to be very dependent on the cooling load as a large proportion of electrical use is for components that are permanently on. For the cooling loads studied, the annual electrical COP ranged from 2.2 for a 2000 kWh cooling load to 18.0 for a 21000 kWh cooling load. There is however a potential to reduce the electricity consumption in the machine, which would improve these figures significantly. It was shown that a cooling tower is necessary for the Madrid climate, whereas a dry cooler is sufficient for Stockholm although a cooling tower does improve performance. The simulation study was very shallow and has shown a number of areas that are important to study in more depth. One such area is advanced control strategy, which is necessary to mitigate the weakness of the technology (low temperature lift for cooling) and to optimally use its strength (storage).

Non- parametric specification tests for conditional duration models

This paper deals with the estimation and testing of conditional duration models by looking at the density and baseline hazard rate functions. More precisely, we foeus on the distance between the parametric density (or hazard rate) function implied by the duration process and its non-parametric estimate. Asymptotic justification is derived using the functional delta method for fixed and gamma kernels, whereas finite sample properties are investigated through Monte Carlo simulations. Finally, we show the practical usefulness of such testing procedures by carrying out an empirical assessment of whether autoregressive conditional duration models are appropriate to oIs for modelling price durations of stocks traded at the New York Stock Exchange.

Estimates of covariance functions for growth of Nelore cattle applying a parametric correlation structure to model within-animal correlations

A total of 20,065 weights recorded on 3016 Nelore animals were used to estimate covariance functions for growth from birth to 630 days of age, assuming a parametric correlation structure to model within-animal correlations. The model of analysis included fixed effects of contemporary groups and age of dam as quadratic covariable. Mean trends were taken into account by a cubic regression on orthogonal polynomials of animal age. Genetic effects of the animal and its dam and maternal permanent environmental effects were modelled by random regressions on Legendre polynomials of age at recording. Changes in direct permanent environmental effect variances were modelled by a polynomial variance function, together with a parametric correlation function to account for correlations between ages. Stationary and nonstationary models were used to model within-animal correlations between different ages. Residual variances were considered homogeneous or heterogeneous, with changes modelled by a step or polynomial function of age at recording. Based on Bayesian information criterion, a model with a cubic variance function combined with a nonstationary correlation function for permanent environmental effects, with 49 parameters to be estimated, fitted best. Modelling within-animal correlations through a parametric correlation structure can describe the variation pattern adequately. Moreover, the number of parameters to be estimated can be decreased substantially compared to a model fitting random regression on Legendre polynomial of age. © 2004 Elsevier B.V. All rights reserved.