890 resultados para Nelson and Siegel model


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The aim of this work was to simulate the radionuclides dispersion in the surrounding area of a coal-fired power plant, operational during the last 25 years. The dispersion of natural radionuclides (236Ra, 232Th and 40K) was simulated by a Gaussian plume dispersion model with three different stability classes estimating the radionuclides concentration at ground level. Measurements of the environmen-tal activity concentrations were carried out by γ-spectrometry and compared with results from the air dispersion and deposition model which showed that the stabil-ity class D causes the dispersion to longer distances up to 20 km from the stacks.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

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This paper aims to investigate if the market capital charge of the trading book increased in Basel III compared to Basel II. I showed that the capital charge rises by 232% and 182% under the standardized and internal model, respectively. The varying liquidity horizons, the calibration to a stress period, the introduction of credit spread risk, the restrictions on correlations across risk categories and the incremental default charge boost Basel III requirements. Nevertheless, the impact of Expected shortfall at 97.5% is low and long term shocks decrease the charge. The standardized approach presents advantages and disadvantages relative to internal models.

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An analytical model for bacterial accumulation in a discrete fractllre has been developed. The transport and accumlllation processes incorporate into the model include advection, dispersion, rate-limited adsorption, rate-limited desorption, irreversible adsorption, attachment, detachment, growth and first order decay botl1 in sorbed and aqueous phases. An analytical solution in Laplace space is derived and nlln1erically inverted. The model is implemented in the code BIOFRAC vvhich is written in Fortran 99. The model is derived for two phases, Phase I, where adsorption-desorption are dominant, and Phase II, where attachment-detachment are dominant. Phase I ends yvhen enollgh bacteria to fully cover the substratllm have accllillulated. The model for Phase I vvas verified by comparing to the Ogata-Banks solution and the model for Phase II was verified by comparing to a nonHomogenous version of the Ogata-Banks solution. After verification, a sensitiv"ity analysis on the inpllt parameters was performed. The sensitivity analysis was condllcted by varying one inpllt parameter vvhile all others were fixed and observing the impact on the shape of the clirve describing bacterial concentration verSllS time. Increasing fracture apertllre allovvs more transport and thus more accllffilliation, "Vvhich diminishes the dllration of Phase I. The larger the bacteria size, the faster the sllbstratum will be covered. Increasing adsorption rate, was observed to increase the dllration of Phase I. Contrary to the aSSllmption ofllniform biofilm thickness, the accllffilliation starts frOll1 the inlet, and the bacterial concentration in aqlleous phase moving towards the olitiet declines, sloyving the accumulation at the outlet. Increasing the desorption rate, redllces the dliration of Phase I, speeding IIp the accllmlilation. It was also observed that Phase II is of longer duration than Phase I. Increasing the attachment rate lengthens the accliffililation period. High rates of detachment speeds up the transport. The grovvth and decay rates have no significant effect on transport, althollgh increases the concentrations in both aqueous and sorbed phases are observed. Irreversible adsorption can stop accllillulation completely if the vallIes are high.

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Age-related differences in information processing have often been explained through deficits in older adults' ability to ignore irrelevant stimuli and suppress inappropriate responses through inhibitory control processes. Functional imaging work on young adults by Nelson and colleagues (2003) has indicated that inferior frontal and anterior cingulate cortex playa key role in resolving interference effects during a delay-to-match memory task. Specifically, inferior frontal cortex appeared to be recruited under conditions of context interference while the anterior cingulate was associated with interference resolution at the stage of response selection. Related work has shown that specific neural activities related to interference resolution are not preserved in older adults, supporting the notion of age-related declines in inhibitory control (Jonides et aI., 2000, West et aI., 2004b). In this study the time course and nature of these inhibition-related processes were investigated in young and old adults using high-density ERPs collected during a modified Sternberg task. Participants were presented with four target letters followed by a probe that either did or did not match one of the target letters held in working memory. Inhibitory processes were evoked by manipulating the nature of cognitive conflict in a particular trial. Conflict in working memory was elicited through the presentation of a probe letter in immediately previous target sets. Response-based conflict was produced by presenting a negative probe that had just been viewed as a positive probe on the previous trial. Younger adults displayed a larger orienting response (P3a and P3b) to positive probes relative to a non-target baseline. Older adults produced the orienting P3a and 3 P3b waveforms but their responses did not differentiate between target and non-target stimuli. This age-related change in response to targetness is discussed in terms of "early selection/late correction" models of cognitive ageing. Younger adults also showed a sensitivity in their N450 response to different levels of interference. Source analysis of the N450 responses to the conflict trials of younger adults indicated an initial dipole in inferior frontal cortex and a subsequent dipole in anterior cingulate cortex, suggesting that inferior prefrontal regions may recruit the anterior cingulate to exert cognitive control functions. Individual older adults did show some evidence of an N450 response to conflict; however, this response was attenuated by a co-occurring positive deflection in the N450 time window. It is suggested that this positivity may reflect a form of compensatory activity in older adults to adapt to their decline in inhibitory control.

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A black and white photograph taken in 1939 on the occasion of the marriage of Richard Nelson Bell to Iris Sloman. Pictured in the photograph, from left to right, are: Bert Sloman; Richard Nelson Bell; Iris Sloman Bell; and Helen Beatty Sloman. This photograph was in the possession of Rick Bell, the son of Richard Nelson and Iris Bell. The Bell - Sloman family descends from former Black slaves from the United States.Bert Sloman (Albert Edward Sloman) passed away in 1986 at Kitchener-Waterloo, Ontario. His wife Vera Matilda Sloman passed away January 4, 2011 at Cambridge Memorial Hospital. They had a son, Ron Sloman.

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A complex network is an abstract representation of an intricate system of interrelated elements where the patterns of connection hold significant meaning. One particular complex network is a social network whereby the vertices represent people and edges denote their daily interactions. Understanding social network dynamics can be vital to the mitigation of disease spread as these networks model the interactions, and thus avenues of spread, between individuals. To better understand complex networks, algorithms which generate graphs exhibiting observed properties of real-world networks, known as graph models, are often constructed. While various efforts to aid with the construction of graph models have been proposed using statistical and probabilistic methods, genetic programming (GP) has only recently been considered. However, determining that a graph model of a complex network accurately describes the target network(s) is not a trivial task as the graph models are often stochastic in nature and the notion of similarity is dependent upon the expected behavior of the network. This thesis examines a number of well-known network properties to determine which measures best allowed networks generated by different graph models, and thus the models themselves, to be distinguished. A proposed meta-analysis procedure was used to demonstrate how these network measures interact when used together as classifiers to determine network, and thus model, (dis)similarity. The analytical results form the basis of the fitness evaluation for a GP system used to automatically construct graph models for complex networks. The GP-based automatic inference system was used to reproduce existing, well-known graph models as well as a real-world network. Results indicated that the automatically inferred models exemplified functional similarity when compared to their respective target networks. This approach also showed promise when used to infer a model for a mammalian brain network.

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We study the problem of measuring the uncertainty of CGE (or RBC)-type model simulations associated with parameter uncertainty. We describe two approaches for building confidence sets on model endogenous variables. The first one uses a standard Wald-type statistic. The second approach assumes that a confidence set (sampling or Bayesian) is available for the free parameters, from which confidence sets are derived by a projection technique. The latter has two advantages: first, confidence set validity is not affected by model nonlinearities; second, we can easily build simultaneous confidence intervals for an unlimited number of variables. We study conditions under which these confidence sets take the form of intervals and show they can be implemented using standard methods for solving CGE models. We present an application to a CGE model of the Moroccan economy to study the effects of policy-induced increases of transfers from Moroccan expatriates.

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This work aims at studing the role of tachykinin NK-3 receptor (R) and kinin B1R in central autonomic regulation of blood pressure (BP) and to determine whether the B1R is overexpressed and functional in rat models of hypertension by measuring the effect of a B1R agonist on behavioural activity. Assumptions: (1) NK-3R located in the ventral tegmental area (VTA) modulates the mesolimbic dopaminergic system and has a tonic activity in hypertension; (2) B1R is overexpressed in the brain of hypertensive rats and has a tonic activity, which contributes to hypertension via a dopamine mechanism; (3) the inhibition of NK-3R and B1R with selective antagonists, reduces central dopaminergic hyperactivity and reverses hypertension. A model of genetic hypertension and a model of experimental hypertension were used: spontaneously hypertensive rats (SHR, 16 weeks) and Wistar-Kyoto (WKY) rats infused for 14 days with angiotensin II (Ang II) (200 ng / kg / min, subcutaneous (s.c.) with Alzet mini pump). The age-matched untreated WKY rats served as common controls. In the first study (article # 1), the cardiovascular response in SHR was evaluated following intracebroventricular (i.c.v.) and/or intra-VTA injection of an agonist (senktide) and antagonists (SB222200 and R-820) of NK-3R. These responses have also been characterized using selective dopamine antagonists DA-D1R (SCH23390), DA-D2R (raclopride) or non-selective dopamine DA-D2R (haloperidol). Also the VTA has been destroyed by ibotenic acid. The pressor response induced by senktide and the anti-hypertensive response induced by SB222200 or R-820 were more pronounced by intra-VTA. These responses were prevented by pre-treatment with raclopride and haloperidol. The lesion of the VTA has prevented the pressor response relayed by senktide (i.c.v.) and the anti-hypertensive effect of R-820 (i.c.v.). In addition, SB222200 (intra-VTA) prevented the pressor response of senktide (i.c.v.) and conversely, senktide (i.c.v.) prevented the antihypertensive effect of SB222200 (intra-VTA). The second study (article # 2) showed that the B1R antagonist (SSR240612) administered by gavage or i.c.v. reverses hypertension in both models. This anti-hypertensive effect was prevented by raclopride and haloperidol. In contrast, the two B1R antagonists (R-715 and R-954) injected s.c., which do not cross the blood-brain barrier reduced weakly blood pressure in hypertensive rats. In the third study (article # 3), the i.c.v. injection of a selective kinin B1R agonist Sar[DPhe8][des-Arg9]BK caused behavioural responses in SHR and Ang II-treated rats and had no effect in control WKY rats . The responses elicited by B1R agonist were blocked by an antagonist of NK-1 (RP67580), an antagonist of NMDA glutamate receptor (DL-AP5), an inhibitor of nitric oxide synthase (NOS) (L -NNA) as well as raclopride and SCH23390.The responses were modestly affected by the inhibitor of inducible NOS (iNOS). The B1R mRNA (measured by RT-PCR) was significantly increased in the hypothalamus, the VTA and the nucleus accumbens of hypertensive animals (SHR and treated with Ang II) compared with control rats. These neuropharmacological studies suggest that: (1) the NK-3R from the VTA is involved in the maintenance of hypertension in SHR by increasing DA transmission in the midbrain; (2) the B1R in SHR and Ang II-treated rats contributes to hypertension via a central mechanism involving DA-D2R; (3) the central B1R increases locomotor activity and nocifensive behaviours via the release of substance P (NK-1), DA and nitric oxide in both rat models of hypertension. Thus, the brain tachykinin NK-3R and kinin B1R represent potential therapeutic targets for the treatment of hypertension. The modulation of the mesolimbic/mesocortical dopaminergic pathway by these receptors suggests their involvement in other physiological functions (pleasure, motor activity, coordination of the response to stress) and pathophysiology (anxiety, depression).

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Dans les sphères du développement durable, des modèles d’affaires et du design de produit, certains leviers rendent le croisement de ces trois sphères de plus en plus pertinent. Au croisement de ces trois sphères se trouve une opportunité de comprendre les relations existantes entre le design de produit et les modèles d’affaires afin d’aider les décideurs à développer des solutions davantage durables. L’approche méthodologique de cette recherche utilise un système complexe et est basée sur un paradigme pragmatique. En vue de répondre à la question « Dans quelle mesure des modèles d’affaires et le design de produit sont liés dans un contexte de développement durable? », cette recherche a soigneusement analysé trois cas: Better Place, une compagnie californienne ayant développé une infrastructure permettant le chargement des voitures électriques; Interface Inc., un manufacturier mondial de tuiles de tapis commerciales établi à Atlanta; et Métacycle, un concept d’entreprise développé par une équipe de chercheurs en design à Montréal. Chaque cas a été analysé en corrélant des aspects du design de produit à des éléments de leur modèle d’affaires. Les résultats montrent que dans le contexte du développement durable, le design de produit et les modèles d’affaires sont interdépendants. Les résultats peuvent être résumés en six points: il existe des relations applicables universellement; les innovations de design substantielles jouent un rôle important dans le développement durable; la « durabilité » peut être une qualité émergente d’un modèle d’affaires; les partenariats peuvent être vitaux pour l’intégration des systèmes; un modèle de services a des bénéfices et des limitations considérables; le design peut agir comme levier à l’utilisation d’énergies renouvelables. Pratiquer simultanément l’innovation du modèle d’affaires et du produit peut apporter une valeur ajoutée, susciter des opportunités et augmenter l’efficience sur plusieurs facettes. Toutefois, les risques et les coûts de tels procédés sont souvent très élevés. En aidant à comprendre et définir comment les trois sphères mentionnées plus tôt sont interdépendantes, cette recherche pourrait idéalement inspirer des recherches supplémentaires sur le sujet. L’application par des organisations de la méthodologie et des apprentissages résultant de cette recherche peut permettre à d’autres d’utiliser le croisement entre l’innovation de produit et l’innovation du modèle d’affaires afin de résoudre des enjeux sociaux et environnementaux complexes.

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Cette thèse étudie la stabilité et l’instabilité politique des régimes hybrides. Elle pose la question suivante : dans quelles conditions l’autorité des élites au pouvoir est-elle reconnue ou contestée? Notre réponse s’articule en lien avec le caractère inclusif ou exclusif de la coalition dirigeante : c’est-à-dire, l’alliance stratégique des élites dirigeantes avec les groupes sociaux dominants. L’inclusion de ces derniers favorise le consentement et la stabilité; leur exclusion entraîne l’affrontement et l’instabilité politique. Sa composition dépend (i) du degré de violence organisée extra-légale et (ii) du degré de pénétration de l’État sur le territoire et dans l’économie. La première variable permet d’identifier quel groupe social au sein de l’État (militaires) ou du régime (partis d’opposition) est dominant et influence les formes de communication politique avec les élites dirigeantes. La deuxième variable permet d’identifier quel groupe social au sein de l’État (fonctionnaires) ou de la société (chefs locaux) est dominant et oriente les rapports entre les régions et le pouvoir central. L’apport de la recherche est d’approfondir notre compréhension des institutions politiques dans les régimes hybrides en mettant l’accent sur l’identité des groupes sociaux dominants dans un contexte donné. La thèse propose un modèle simple, flexible et original permettant d’appréhender des relations causales autrement contre-intuitives. En ce sens, la stabilité politique est également possible dans un pays où l’État est faible et/ou aux prises avec des mouvements de rébellion; et l’instabilité dans un contexte inverse. Tout dépend de la composition de la coalition dirigeante. Afin d’illustrer les liens logiques formulés et d’exposer les nuances de notre théorie, nous employons une analyse historique comparative de la coalition dirigeante en Malaisie (1957-2010), en Indonésie (1945-1998), au Sénégal (1960-2010) et au Paraguay (1945-2008). La principale conclusion est que les deux variables sont incontournables. L’une sans l’autre offre nécessairement une explication incomplète des alliances politiques qui forgent les conditions de stabilité et d'instabilité dans les régimes hybrides.

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Les biofilms sont des communautés de microorganismes incorporés dans une matrice exo-polymérique complexe. Ils sont reconnus pour jouer un rôle important comme barrière de diffusion dans les systèmes environnementaux et la santé humaine, donnant lieu à une résistance accrue aux antibiotiques et aux désinfectants. Comme le transfert de masse dans un biofilm est principalement dû à la diffusion moléculaire, il est primordial de comprendre les principaux paramètres influençant les flux de diffusion. Dans ce travail, nous avons étudié un biofilm de Pseudomonas fluorescens et deux hydrogels modèles (agarose et alginate) pour lesquels l’autodiffusion (mouvement Brownien) et les coefficients de diffusion mutuels ont été quantifiés. La spectroscopie par corrélation de fluorescence a été utilisée pour mesurer les coefficients d'autodiffusion dans une volume confocal de ca. 1 m3 dans les gels ou les biofilms, tandis que les mesures de diffusion mutuelle ont été faites par cellule de diffusion. En outre, la voltamétrie sur microélectrode a été utilisée pour évaluer le potentiel de Donnan des gels afin de déterminer son impact sur la diffusion. Pour l'hydrogel d'agarose, les observations combinées d'une diminution du coefficient d’autodiffusion et de l’augmentation de la diffusion mutuelle pour une force ionique décroissante ont été attribuées au potentiel de Donnan du gel. Des mesures de l'effet Donnan (différence de -30 mV entre des forces ioniques de 10-4 et 10-1 M) et l'accumulation correspondante d’ions dans l'hydrogel (augmentation d’un facteur de 13 par rapport à la solution) ont indiqué que les interactions électrostatiques peuvent fortement influencer le flux de diffusion de cations, même dans un hydrogel faiblement chargé tel que l'agarose. Curieusement, pour un gel plus chargé comme l'alginate de calcium, la variation de la force ionique et du pH n'a donné lieu qu'à de légères variations de la diffusion de sondes chargées dans l'hydrogel. Ces résultats suggèrent qu’en influençant la diffusion du soluté, l'effet direct des cations sur la structure du gel (compression et/ou gonflement induits) était beaucoup plus efficace que l'effet Donnan. De même, pour un biofilm bactérien, les coefficients d'autodiffusion étaient pratiquement constants sur toute une gamme de force ionique (10-4-10-1 M), aussi bien pour des petits solutés chargés négativement ou positivement (le rapport du coefficient d’autodiffusion dans biofilm sur celui dans la solution, Db/Dw ≈ 85 %) que pour des nanoparticules (Db/Dw≈ 50 %), suggérant que l'effet d'obstruction des biofilms l’emporte sur l'effet de charge. Les résultats de cette étude ont montré que parmi les divers facteurs majeurs qui affectent la diffusion dans un biofilm environnemental oligotrophe (exclusion stérique, interactions électrostatiques et hydrophobes), les effets d'obstruction semblent être les plus importants lorsque l'on tente de comprendre la diffusion du soluté. Alors que les effets de charge ne semblaient pas être importants pour l'autodiffusion de substrats chargés dans l'hydrogel d'alginate ou dans le biofilm bactérien, ils ont joué un rôle clé dans la compréhension de la diffusion à travers l’agarose. L’ensemble de ces résultats devraient être très utiles pour l'évaluation de la biodisponibilité des contaminants traces et des nanoparticules dans l'environnement.

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Cette thèse a pour but d’améliorer l’automatisation dans l’ingénierie dirigée par les modèles (MDE pour Model Driven Engineering). MDE est un paradigme qui promet de réduire la complexité du logiciel par l’utilisation intensive de modèles et des transformations automatiques entre modèles (TM). D’une façon simplifiée, dans la vision du MDE, les spécialistes utilisent plusieurs modèles pour représenter un logiciel, et ils produisent le code source en transformant automatiquement ces modèles. Conséquemment, l’automatisation est un facteur clé et un principe fondateur de MDE. En plus des TM, d’autres activités ont besoin d’automatisation, e.g. la définition des langages de modélisation et la migration de logiciels. Dans ce contexte, la contribution principale de cette thèse est de proposer une approche générale pour améliorer l’automatisation du MDE. Notre approche est basée sur la recherche méta-heuristique guidée par les exemples. Nous appliquons cette approche sur deux problèmes importants de MDE, (1) la transformation des modèles et (2) la définition précise de langages de modélisation. Pour le premier problème, nous distinguons entre la transformation dans le contexte de la migration et les transformations générales entre modèles. Dans le cas de la migration, nous proposons une méthode de regroupement logiciel (Software Clustering) basée sur une méta-heuristique guidée par des exemples de regroupement. De la même façon, pour les transformations générales, nous apprenons des transformations entre modèles en utilisant un algorithme de programmation génétique qui s’inspire des exemples des transformations passées. Pour la définition précise de langages de modélisation, nous proposons une méthode basée sur une recherche méta-heuristique, qui dérive des règles de bonne formation pour les méta-modèles, avec l’objectif de bien discriminer entre modèles valides et invalides. Les études empiriques que nous avons menées, montrent que les approches proposées obtiennent des bons résultats tant quantitatifs que qualitatifs. Ceux-ci nous permettent de conclure que l’amélioration de l’automatisation du MDE en utilisant des méthodes de recherche méta-heuristique et des exemples peut contribuer à l’adoption plus large de MDE dans l’industrie à là venir.

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Photoluminescence, thermoluminescence and phosphorescence studies of cerium and copper doped BaS phosphors are attempted. Cu+ centres in BaS lattice activate red emission while Ce3+ sensitize the blue emission. Results are explained on the basis of superposition theory involving monomolecular kinetics. In Randall and Wilkins model, the decay and TL studies are found to corelate each other.

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To ensure quality of machined products at minimum machining costs and maximum machining effectiveness, it is very important to select optimum parameters when metal cutting machine tools are employed. Traditionally, the experience of the operator plays a major role in the selection of optimum metal cutting conditions. However, attaining optimum values each time by even a skilled operator is difficult. The non-linear nature of the machining process has compelled engineers to search for more effective methods to attain optimization. The design objective preceding most engineering design activities is simply to minimize the cost of production or to maximize the production efficiency. The main aim of research work reported here is to build robust optimization algorithms by exploiting ideas that nature has to offer from its backyard and using it to solve real world optimization problems in manufacturing processes.In this thesis, after conducting an exhaustive literature review, several optimization techniques used in various manufacturing processes have been identified. The selection of optimal cutting parameters, like depth of cut, feed and speed is a very important issue for every machining process. Experiments have been designed using Taguchi technique and dry turning of SS420 has been performed on Kirlosker turn master 35 lathe. Analysis using S/N and ANOVA were performed to find the optimum level and percentage of contribution of each parameter. By using S/N analysis the optimum machining parameters from the experimentation is obtained.Optimization algorithms begin with one or more design solutions supplied by the user and then iteratively check new design solutions, relative search spaces in order to achieve the true optimum solution. A mathematical model has been developed using response surface analysis for surface roughness and the model was validated using published results from literature.Methodologies in optimization such as Simulated annealing (SA), Particle Swarm Optimization (PSO), Conventional Genetic Algorithm (CGA) and Improved Genetic Algorithm (IGA) are applied to optimize machining parameters while dry turning of SS420 material. All the above algorithms were tested for their efficiency, robustness and accuracy and observe how they often outperform conventional optimization method applied to difficult real world problems. The SA, PSO, CGA and IGA codes were developed using MATLAB. For each evolutionary algorithmic method, optimum cutting conditions are provided to achieve better surface finish.The computational results using SA clearly demonstrated that the proposed solution procedure is quite capable in solving such complicated problems effectively and efficiently. Particle Swarm Optimization (PSO) is a relatively recent heuristic search method whose mechanics are inspired by the swarming or collaborative behavior of biological populations. From the results it has been observed that PSO provides better results and also more computationally efficient.Based on the results obtained using CGA and IGA for the optimization of machining process, the proposed IGA provides better results than the conventional GA. The improved genetic algorithm incorporating a stochastic crossover technique and an artificial initial population scheme is developed to provide a faster search mechanism. Finally, a comparison among these algorithms were made for the specific example of dry turning of SS 420 material and arriving at optimum machining parameters of feed, cutting speed, depth of cut and tool nose radius for minimum surface roughness as the criterion. To summarize, the research work fills in conspicuous gaps between research prototypes and industry requirements, by simulating evolutionary procedures seen in nature that optimize its own systems.