Forecasting the spot prices of various coffee types using linear and non-linear error correction models

Este documento estima modelos lineales y no-lineales de corrección de errores para los precios spot de cuatro tipos de café. En concordancia con las leyes económicas, se encuentra evidencia que cuando los precios están por encima de su nivel de equilibrio, retornan a éste mas lentamente que cuando están por debajo. Esto puede reflejar el hecho que, en el corto plazo, para los países productores de café es mas fácil restringir la oferta para incrementar precios, que incrementarla para reducirlos. Además, se encuentra evidencia que el ajuste es más rápido cuando las desviaciones del equilibrio son mayores. Los pronósticos que se obtienen a partir de los modelos de corrección de errores no lineales y asimétricos considerados en el trabajo, ofrecen una leve mejoría cuando se comparan con los pronósticos que resultan de un modelo de paseo aleatorio.

Modelling, control and supervision for a class of hybrid systems

The aim of this thesis is to narrow the gap between two different control techniques: the continuous control and the discrete event control techniques DES. This gap can be reduced by the study of Hybrid systems, and by interpreting as Hybrid systems the majority of large-scale systems. In particular, when looking deeply into a process, it is often possible to identify interaction between discrete and continuous signals. Hybrid systems are systems that have both continuous, and discrete signals. Continuous signals are generally supposed continuous and differentiable in time, since discrete signals are neither continuous nor differentiable in time due to their abrupt changes in time. Continuous signals often represent the measure of natural physical magnitudes such as temperature, pressure etc. The discrete signals are normally artificial signals, operated by human artefacts as current, voltage, light etc. Typical processes modelled as Hybrid systems are production systems, chemical process, or continuos production when time and continuous measures interacts with the transport, and stock inventory system. Complex systems as manufacturing lines are hybrid in a global sense. They can be decomposed into several subsystems, and their links. Another motivation for the study of Hybrid systems is the tools developed by other research domains. These tools benefit from the use of temporal logic for the analysis of several properties of Hybrid systems model, and use it to design systems and controllers, which satisfies physical or imposed restrictions. This thesis is focused in particular types of systems with discrete and continuous signals in interaction. That can be modelled hard non-linealities, such as hysteresis, jumps in the state, limit cycles, etc. and their possible non-deterministic future behaviour expressed by an interpretable model description. The Hybrid systems treated in this work are systems with several discrete states, always less than thirty states (it can arrive to NP hard problem), and continuous dynamics evolving with expression: with Ki ¡ Rn constant vectors or matrices for X components vector. In several states the continuous evolution can be several of them Ki = 0. In this formulation, the mathematics can express Time invariant linear system. By the use of this expression for a local part, the combination of several local linear models is possible to represent non-linear systems. And with the interaction with discrete events of the system the model can compose non-linear Hybrid systems. Especially multistage processes with high continuous dynamics are well represented by the proposed methodology. Sate vectors with more than two components, as third order models or higher is well approximated by the proposed approximation. Flexible belt transmission, chemical reactions with initial start-up and mobile robots with important friction are several physical systems, which profits from the benefits of proposed methodology (accuracy). The motivation of this thesis is to obtain a solution that can control and drive the Hybrid systems from the origin or starting point to the goal. How to obtain this solution, and which is the best solution in terms of one cost function subject to the physical restrictions and control actions is analysed. Hybrid systems that have several possible states, different ways to drive the system to the goal and different continuous control signals are problems that motivate this research. The requirements of the system on which we work is: a model that can represent the behaviour of the non-linear systems, and that possibilities the prediction of possible future behaviour for the model, in order to apply an supervisor which decides the optimal and secure action to drive the system toward the goal. Specific problems can be determined by the use of this kind of hybrid models are: - The unity of order. - Control the system along a reachable path. - Control the system in a safe path. - Optimise the cost function. - Modularity of control The proposed model solves the specified problems in the switching models problem, the initial condition calculus and the unity of the order models. Continuous and discrete phenomena are represented in Linear hybrid models, defined with defined eighth-tuple parameters to model different types of hybrid phenomena. Applying a transformation over the state vector : for LTI system we obtain from a two-dimensional SS a single parameter, alpha, which still maintains the dynamical information. Combining this parameter with the system output, a complete description of the system is obtained in a form of a graph in polar representation. Using Tagaki-Sugeno type III is a fuzzy model which include linear time invariant LTI models for each local model, the fuzzyfication of different LTI local model gives as a result a non-linear time invariant model. In our case the output and the alpha measure govern the membership function. Hybrid systems control is a huge task, the processes need to be guided from the Starting point to the desired End point, passing a through of different specific states and points in the trajectory. The system can be structured in different levels of abstraction and the control in three layers for the Hybrid systems from planning the process to produce the actions, these are the planning, the process and control layer. In this case the algorithms will be applied to robotics ¡V a domain where improvements are well accepted ¡V it is expected to find a simple repetitive processes for which the extra effort in complexity can be compensated by some cost reductions. It may be also interesting to implement some control optimisation to processes such as fuel injection, DC-DC converters etc. In order to apply the RW theory of discrete event systems on a Hybrid system, we must abstract the continuous signals and to project the events generated for these signals, to obtain new sets of observable and controllable events. Ramadge & Wonham¡¦s theory along with the TCT software give a Controllable Sublanguage of the legal language generated for a Discrete Event System (DES). Continuous abstraction transforms predicates over continuous variables into controllable or uncontrollable events, and modifies the set of uncontrollable, controllable observable and unobservable events. Continuous signals produce into the system virtual events, when this crosses the bound limits. If this event is deterministic, they can be projected. It is necessary to determine the controllability of this event, in order to assign this to the corresponding set, , controllable, uncontrollable, observable and unobservable set of events. Find optimal trajectories in order to minimise some cost function is the goal of the modelling procedure. Mathematical model for the system allows the user to apply mathematical techniques over this expression. These possibilities are, to minimise a specific cost function, to obtain optimal controllers and to approximate a specific trajectory. The combination of the Dynamic Programming with Bellman Principle of optimality, give us the procedure to solve the minimum time trajectory for Hybrid systems. The problem is greater when there exists interaction between adjacent states. In Hybrid systems the problem is to determine the partial set points to be applied at the local models. Optimal controller can be implemented in each local model in order to assure the minimisation of the local costs. The solution of this problem needs to give us the trajectory to follow the system. Trajectory marked by a set of set points to force the system to passing over them. Several ways are possible to drive the system from the Starting point Xi to the End point Xf. Different ways are interesting in: dynamic sense, minimum states, approximation at set points, etc. These ways need to be safe and viable and RchW. And only one of them must to be applied, normally the best, which minimises the proposed cost function. A Reachable Way, this means the controllable way and safe, will be evaluated in order to obtain which one minimises the cost function. Contribution of this work is a complete framework to work with the majority Hybrid systems, the procedures to model, control and supervise are defined and explained and its use is demonstrated. Also explained is the procedure to model the systems to be analysed for automatic verification. Great improvements were obtained by using this methodology in comparison to using other piecewise linear approximations. It is demonstrated in particular cases this methodology can provide best approximation. The most important contribution of this work, is the Alpha approximation for non-linear systems with high dynamics While this kind of process is not typical, but in this case the Alpha approximation is the best linear approximation to use, and give a compact representation.

Synthesis and characterization of thermally stable second-order nonlinear optical side-chain polyimides containing thiazole and benzothiazole push-pull chromophores

Push-pull nonlinear optical (NLO) chromophores containing thiazole and benzothiazole acceptors were synthesized and characterized. Using these chromophores a series of second-order NLO polyimides were Successfully prepared from 4,4'-(hexafluoroisopropylidene) diphthalic anhydride (6FDA), pyromellitic dianhydride (PMDA) and 3,3'4,4'-benzophenone tetracarboxylic dianhydride (BTDA) by a standard condensation polymerization technique. These polyimides exhibit high glass transition temperatures ranging from 160 to 188 degrees C. UV-vis spectrum of polyimide exhibited a slight blue shift and decreases in absorption due to birefringence. From the order parameters, it was found that chromophores were aligned effectively. Using in situ poling and temperature ramping technique, the optical temperatures for corona poling were obtained. It was found that the optimal temperatures of polyimides approach their glass transition temperatures. These polyimides demonstrate relatively large d(33) values range between 35.15 and 45.20 pm/V at 532 nm. (C) 2008 Elsevier B.V. All rights reserved.

Overview of observations from the RADAGAST experiment in Niamey, Niger: 2. Radiative fluxes and divergences

Broadband shortwave and longwave radiative fluxes observed both at the surface and from space during the Radiative Atmospheric Divergence using ARM Mobile Facility, GERB data and AMMA Stations (RADAGAST) experiment in Niamey, Niger, in 2006 are presented. The surface fluxes were measured by the Atmospheric Radiation Measurement (ARM) Program Mobile Facility (AMF) at Niamey airport, while the fluxes at the top of the atmosphere (TOA) are from the Geostationary Earth Radiation Budget (GERB) instrument on the Meteosat-8 satellite. The data are analyzed as daily averages, in order to minimize sampling differences between the surface and top of atmosphere instruments, while retaining the synoptic and seasonal changes that are the main focus of this study. A cloud mask is used to identify days with cloud versus those with predominantly clear skies. The influence of temperature, water vapor, aerosols, and clouds is investigated. Aerosols are ubiquitous throughout the year and have a significant impact on both the shortwave and longwave fluxes. The large and systematic seasonal changes in temperature and column integrated water vapor (CWV) through the dry and wet seasons are found to exert strong influences on the longwave fluxes. These influences are often in opposition to each other, because the highest temperatures occur at the end of the dry season when the CWV is lowest, while in the wet season the lowest temperatures are associated with the highest values of CWV. Apart from aerosols, the shortwave fluxes are also affected by clouds and by the seasonal changes in CWV. The fluxes are combined to provide estimates of the divergence of radiation across the atmosphere throughout 2006. The longwave divergence shows a relatively small variation through the year, because of a partial compensation between the seasonal variations in the outgoing longwave radiation (OLR) and surface net longwave radiation. A simple model of the greenhouse effect is used to interpret this result in terms of the dependence of the normalized greenhouse effect at the TOA and of the effective emissivity of the atmosphere at the surface on the CWV. It is shown that, as the CWV increases, the atmosphere loses longwave energy to the surface with about the same increasing efficiency with which it traps the OLR. When combined with the changes in temperature, this maintains the atmospheric longwave divergence within the narrow range that is observed. The shortwave divergence is mainly determined by the CWV and aerosol loadings and the effect of clouds is much smaller than on the component fluxes.

British Nutrition Foundation annual lecture: chips with everything? Nutritional genomics and the application of diet in disease prevention

The development of high throughput techniques ('chip' technology) for measurement of gene expression and gene polymorphisms (genomics), and techniques for measuring global protein expression (proteomics) and metabolite profile (metabolomics) are revolutionising life science research, including research in human nutrition. In particular, the ability to undertake large-scale genotyping and to identify gene polymorphisms that determine risk of chronic disease (candidate genes) could enable definition of an individual's risk at an early age. However, the search for candidate genes has proven to be more complex, and their identification more elusive, than previously thought. This is largely due to the fact that much of the variability in risk results from interactions between the genome and environmental exposures. Whilst the former is now very well defined via the Human Genome Project, the latter (e.g. diet, toxins, physical activity) are poorly characterised, resulting in inability to account for their confounding effects in most large-scale candidate gene studies. The polygenic nature of most chronic diseases offers further complexity, requiring very large studies to disentangle relatively weak impacts of large numbers of potential 'risk' genes. The efficacy of diet as a preventative strategy could also be considerably increased by better information concerning gene polymorphisms that determine variability in responsiveness to specific diet and nutrient changes. Much of the limited available data are based on retrospective genotyping using stored samples from previously conducted intervention trials. Prospective studies are now needed to provide data that can be used as the basis for provision of individualised dietary advice and development of food products that optimise disease prevention. Application of the new technologies in nutrition research offers considerable potential for development of new knowledge and could greatly advance the role of diet as a preventative disease strategy in the 21st century. Given the potential economic and social benefits offered, funding for research in this area needs greater recognition, and a stronger strategic focus, than is presently the case. Application of genomics in human health offers considerable ethical and societal as well as scientific challenges. Economic determinants of health care provision are more likely to resolve such issues than scientific developments or altruistic concerns for human health.

Simultaneous analysis of v1, v4, 2v2, v2+v5, and 2v5 bands of 12CH3F

The Fourier-transform spectrum of CH3F from 2800 to 3100 cm−1, obtained by Guelachvili in Orsay at a resolution of about 0.003 cm−1, was analyzed. The effective Hamiltonian used contained all symmetry allowed interactions up to second order in the Amat-Nielsen classification, together with selected third-order terms, amongst the set of nine vibrational basis functions represented by the states ν1(A1), ν4(E), 2ν2(A1), ν2 + ν5(E), 2ν50(A1), and 2ν5±2(E). A number of strong Fermi and Coriolis resonances are involved. The vibrational Hamiltonian matrix was not factorized beyond the requirements of symmetry. A total of 59 molecular parameters were refined in a simultaneous least-squares analysis to over 1500 upper-state energy levels for J ≤ 20 with a standard deviation of 0.013 cm−1. Although the standard deviation remains an order of magnitude greater than the precision of the measurements, this work breaks new ground in the simultaneous analysis of interacting symmetric top vibrational levels, in terms of the number of interacting vibrational states and the number of parameters in the Hamiltonian.

Molecular structure of 2,5-dihydropyrrole (C4NH7), obtained by gas-phase electron diffraction and theoretical calculations

The structure of 2,5-dihydropyrrole (C4NH7) has been determined by gas-phase electron diffraction (GED), augmented by the results from ab initio calculations employing third-order Moller-Plesset (MP3) level of theory and the 6-311+G(d,p) basis set. Several theoretical calculations were performed. From theoretical calculations using MP3/6-311+G(d,p) evidence was obtained for the presence of an axial (63%) (N-H bond axial to the CNC plane) and an equatorial conformer (37%) (N-H bond equatorial to the CNC plane). The five-membered ring was found to be puckered with the CNC plane inclined at 21.8 (38)° to the plane of the four carbon atoms.

Investigation of the prototype silylene reaction, SiH2+H2O(and D2O): time-resolved gas-phase kinetic studies, isotope effects, RRKM calculations, and quantum chemical calculations of the reaction energy surface

Time-resolved kinetic studies of the reaction of silylene, SiH2, with H2O and with D2O have been carried out in the gas phase at 296 and at 339 K, using laser flash photolysis to generate and monitor SiH2. The reaction was studied over the pressure range 10-200 Torr with SF6 as bath gas. The second-order rate constants obtained were pressure dependent, indicating that the reaction is a third-body assisted association process. Rate constants at 339 K were about half those at 296 K. Isotope effects, k(H)/k(D), were small averaging 1.076 0.080, suggesting no involvement of H- (or D-) atom transfer in the rate determining step. RRKM modeling was undertaken based on a transition state appropriate to formation of the expected zwitterionic donoracceptor complex, H2Si...OH2. Because the reaction is close to the low pressure (third order) region, it is difficult to be definitive about the activated complex structure. Various structures were tried, both with and without the incorporation of rotational modes, leading to values for the high-pressure limiting (i.e., true secondorder) rate constant in the range 9.5 x 10(-11) to 5 x 10(-10) cm(3) molecule' s(-1). The RRKM modeling and mechanistic interpretation is supported by ab initio quantum calculations carried out at the G2 and G3 levels. The results are compared and contrasted with the previous studies.

Experimental and theoretical evidence for homogeneous catalysis in the gas-phase reaction of SiH2 with H2O (and D2O): a combined kinetic and quantum chemical study

Time-resolved kinetic studies of the reaction of silylene, SiH2, with H2O and with D2O have been carried out in the gas phase at 297 K and at 345 K, using laser flash photolysis to generate and monitor SiH2. The reaction was studied independently as a function of H2O (or D2O) and SF6 (bath gas) pressures. At a fixed pressure of SF6 (5 Torr), [SiH2] decay constants, k(obs), showed a quadratic dependence on [H2O] or [D2O]. At a fixed pressure of H2O or D2O, k(obs) Values were strongly dependent on [SF6]. The combined rate expression is consistent with a mechanism involving the reversible formation of a vibrationally excited zwitterionic donor-acceptor complex, H2Si...OH2 (or H2Si...OD2). This complex can then either be stabilized by SF6 or it reacts with a further molecule of H2O (or D2O) in the rate-determining step. Isotope effects are in the range 1.0-1.5 and are broadly consistent with this mechanism. The mechanism is further supported by RRKM theory, which shows the association reaction to be close to its third-order region of pressure (SF6) dependence. Ab initio quantum calculations, carried out at the G3 level, support the existence of a hydrated zwitterion H2Si...(OH2)(2), which can rearrange to hydrated silanol, with an energy barrier below the reaction energy threshold. This is the first example of a gas-phase-catalyzed silylene reaction.

Some new strategies for the chemical separation of actinides and lanthanides

A future goal in nuclear fuel reprocessing is the conversion or transmutation of the long-lived radioisotopes of minor actinides, such as americium, into short-lived isotopes by irradiation with neutrons. In order to achieve this transmutation, it is necessary to separate the minor actinides(III), [An(Ill)], from the lanthanides(III), [Ln(Ill)], by solvent extraction (partitioning), because the lanthanides absorb neutrons too effectively and hence limit neutron capture by the transmutable actinides. Partitioning using ligands containing only carbon, hydrogen, nitrogen and oxygen atoms is desirable because they are completely incinerable and thus the final volume of waste is minimised [1]. Nitric acid media will be used in the extraction experiments because it is envisaged that the An(III)/Ln(III) separation process could take place after the PUREX process. There is no doubt that the correct design of a molecule that is capable of acting as a ligand or extraction reagent is required for the effective separation of metal ions such as actinides(III) from lanthanides. Recent attention has been directed towards heterocyclic ligands with for the preferential separation of the minor actinides. Although such molecules have a rich chemistry, this is only now becoming sufficiently well understood in relation to the partitioning process [2]. The molecules shown in Figures I and 2 will be the principal focus of this study. Although the examples chosen here are used rather specific, the guidelines can be extended to other areas such as the separation of precious metals [3].

Linking the coevolutionary and population dynamics of host-parasitoid interactions

The interplay between coevolutionary and population or community dynamics is currently the focus of much empirical and theoretical consideration. Here, we develop a simulation model to study the coevolutionary and population dynamics of a hypothetical host-parasitoid interaction. In the model, host resistance and parasitoid virulence are allowed to coevolve. We investigate how trade-offs associated with these traits modify the system's coevolutionary and population dynamics. The most important influence on these dynamics comes from the incorporation of density-dependent costs of resistance ability. We find three main outcomes. First, if the costs of resistance are high, then one or both of the players go extinct. Second, when the costs of resistance are intermediate to low, cycling population and coevolutionary dynamics are found, with slower evolutionary changes observed when the costs of virulence are also low. Third, when the costs associated with resistance and virulence are both high, the hosts trade-off resistance against fecundity and invest little in resistance. However, the parasitoids continue to invest in virulence, leading to stable host and parasitoid population sizes. These results support the hypothesis that costs associated with resistance and virulence will maintain the heritable variation in these traits found in natural populations and that the nature of these trade-offs will greatly influence the population dynamics of the interacting species.

The loss of Normandy and the invention of Terre Normannorum, 1204

The conquest of Normandy by Philip Augustus of France effectively ended the ‘Anglo-Norman’ realm created in 1066, forcing cross-Channel landholders to choose between their English and their Norman estates. The best source for the resulting tenurial upheaval in England is the Rotulus de valore terrarum Normannorum, a list of seized properties and their former holders, and this article seeks to expand our understanding of the impact of the loss of Normandy through a detailed analysis of this document. First, it demonstrates that the compilation of the roll can be divided into two distinct stages, the first containing valuations taken before royal justices in June 1204 and enrolled before the end of July, and the second consisting of returns to orders for the valuation of particular properties issued during the summer and autumn, as part of the process by which these estates were committed to new holders. Second, study of the roll and other documentary sources permits a better understanding of the order for the seizure of the lands of those who had remained in Normandy, the text of which does not survive. This establishes that this royal order was issued in late May 1204 and, further, that it enjoined the temporary seizure rather than the permanent confiscation of these lands. Moreover, the seizure was not retrospective and covers a specific window of time in 1204. On the one hand, this means that the roll is far from a comprehensive record of terre Normannorum. On the other hand, it is possible to correlate the identities of those Anglo-Norman landholders whose English estates were seized with the military progress of the French king through the duchy in May and June and thus shed new light on the campaign of 1204. Third, the article considers the initial management of the seized estates and highlights the fact that, when making arrangements for the these lands, John was primarily concerned to maintain his freedom of manoeuvre, since he was not prepared to accept that Normandy had been lost for good.

Time-resolved gas-phase kinetic, quantum chemical and RRKM studies of reactions of silylene with cyclic ethers

Time-resolved kinetic studies of silylene, SiH2, generated by laser flash photolysis of phenylsilane, have been carried out to obtain rate constants for its bimolecular reactions with oxirane, oxetane, and tetrahydrofuran (THF). The reactions were studied in the gas phase over the pressure range 1-100 Torr in SF6 bath gas, at four or five temperatures in the range 294-605 K. All three reactions showed pressure dependences characteristic of third-body-assisted association reactions with, surprisingly, SiH2 + oxirane showing the least and SiH2 + THF showing the most pressure dependence. The second-order rate constants obtained by extrapolation to the high-pressure limits at each temperature fitted the Arrhenius equations where the error limits are single standard deviations: log(k(oxirane)(infinity)/cm(3) molecule(-1) s(-1)) = (-11.03 +/- 0.07) + (5.70 +/- 0.51) kJ mol(-1)/RT In 10 log(k(oxetane)(infinity)/cm(3) molecule(-1) s(-1)) = (-11.17 +/- 0.11) + (9.04 +/- 0.78) kJ mol(-1)/RT In 10 log(k(THF)(infinity)/cm(3) molecule(-1) s(-1)) = (-10.59 +/- 0.10) + (5.76 +/- 0.65) kJ mol(-1)/RT In 10 Binding-energy values of 77, 97, and 92 kJ mol(-1) have been obtained for the donor-acceptor complexes of SiH2 with oxirane, oxetane, and THF, respectively, by means of quantum chemical (ab initio) calculations carried Out at the G3 level. The use of these values to model the pressure dependences of these reactions, via RRKM theory, provided a good fit only in the case of SiH2 + THF. The lack of fit in the other two cases is attributed to further reaction pathways for the association complexes of SiH2 with oxirane and oxetane. The finding of ethene as a product of the SiH2 + oxirane reaction supports a pathway leading to H2Si=O + C2H4 predicted by the theoretical calculations of Apeloig and Sklenak.

Necessary and sufficient conditions for realizability of point processes

We give necessary and sufficient conditions for a pair of (generali- zed) functions 1(r1) and 2(r1, r2), ri 2X, to be the density and pair correlations of some point process in a topological space X, for ex- ample, Rd, Zd or a subset of these. This is an infinite-dimensional version of the classical “truncated moment” problem. Standard tech- niques apply in the case in which there can be only a bounded num- ber of points in any compact subset of X. Without this restriction we obtain, for compact X, strengthened conditions which are necessary and sufficient for the existence of a process satisfying a further re- quirement—the existence of a finite third order moment. We general- ize the latter conditions in two distinct ways when X is not compact.

Enhanced second order non-linear optical properties of silica sol-gel thin films through photo-induced poling

Sol-gel derived inorganic materials are of interest as hosts for non-linear optically active guest molecules and they offer particular advantages in the field of non-linear optics. Orientationally ordered glasses have been prepared using a sol-gel system based on tetramethoxysilane, methyltrimethoxysilane and a non-linear optical chromophore Disperse Red 1. The novel technique of photo-induced poling was used to generate enhanced levels of polar order. The level of enhancement is strongly dependent on the extent of gelation and an optimum preparation time of ∼100 h led to an enhancement factor of ∼5. Films prepared in this manner exhibited a high stability of the polar order.