A Bayesian approach to imposing curvature on distance functions

The estimated parameters of output distance functions frequently violate the monotonicity, quasi-convexity and convexity constraints implied by economic theory, leading to estimated elasticities and shadow prices that are incorrectly signed, and ultimately to perverse conclusions concerning the effects of input and output changes on productivity growth and relative efficiency levels. We show how a Bayesian approach can be used to impose these constraints on the parameters of a translog output distance function. Implementing the approach involves the use of a Gibbs sampler with data augmentation. A Metropolis-Hastings algorithm is also used within the Gibbs to simulate observations from truncated pdfs. Our methods are developed for the case where panel data is available and technical inefficiency effects are assumed to be time-invariant. Two models-a fixed effects model and a random effects model-are developed and applied to panel data on 17 European railways. We observe significant changes in estimated elasticities and shadow price ratios when regularity restrictions are imposed. (c) 2004 Elsevier B.V. All rights reserved.

Indagine modellistica sulla tenuta idraulica delle difese arginali deputate alla protezione idraulica del territorio

La prima parte di questo lavoro di tesi tratta dell’interazione tra un bacino di laminazione e il sottostante acquifero: è in fase di progetto, infatti, la costruzione di una cassa di espansione sul torrente Baganza, a monte della città di Parma. L’obiettivo di tale intervento è di ridurre il rischio di esondazione immagazzinando temporaneamente, in un serbatoio artificiale, la parte più pericolosa del volume di piena che verrebbe rilasciata successivamente con portate che possono essere agevolmente contenute nel tratto cittadino del torrente. L’acquifero è stato preliminarmente indagato e monitorato permettendone la caratterizzazione litostratigrafica. La stratigrafia si può riassumere in una sequenza di strati ghiaioso-sabbiosi con successione di lenti d’argilla più o meno spesse e continue, distinguendo due acquiferi differenti (uno freatico ed uno confinato). Nel presente studio si fa riferimento al solo acquifero superficiale che è stato modellato numericamente, alle differenze finite, per mezzo del software MODFLOW_2005. L'obiettivo del presente lavoro è di rappresentare il sistema acquifero nelle condizioni attuali (in assenza di alcuna opera) e di progetto. La calibrazione è stata condotta in condizioni stazionarie utilizzando i livelli piezometrici raccolti nei punti d’osservazione durante la primavera del 2013. I valori di conducibilità idraulica sono stati stimati per mezzo di un approccio geostatistico Bayesiano. Il codice utilizzato per la stima è il bgaPEST, un software gratuito per la soluzione di problemi inversi fortemente parametrizzati, sviluppato sulla base dei protocolli del software PEST. La metodologia inversa stima il campo di conducibilità idraulica combinando osservazioni sullo stato del sistema (livelli piezometrici nel caso in esame) e informazioni a-priori sulla struttura dei parametri incogniti. La procedura inversa richiede il calcolo della sensitività di ciascuna osservazione a ciascuno dei parametri stimati; questa è stata valutata in maniera efficiente facendo ricorso ad una formulazione agli stati aggiunti del codice in avanti MODFLOW_2005_Adjoint. I risultati della metodologia sono coerenti con la natura alluvionale dell'acquifero indagato e con le informazioni raccolte nei punti di osservazione. Il modello calibrato può quindi essere utilizzato come supporto alla progettazione e gestione dell’opera di laminazione. La seconda parte di questa tesi tratta l'analisi delle sollecitazioni indotte dai percorsi di flusso preferenziali causati da fenomeni di piping all’interno dei rilevati arginali. Tali percorsi preferenziali possono essere dovuti alla presenza di gallerie scavate da animali selvatici. Questo studio è stato ispirato dal crollo del rilevato arginale del Fiume Secchia (Modena), che si è verificato in gennaio 2014 a seguito di un evento alluvionale, durante il quale il livello dell'acqua non ha mai raggiunto la sommità arginale. La commissione scientifica, la cui relazione finale fornisce i dati utilizzati per questo studio, ha attribuito, con molta probabilità, il crollo del rilevato alla presenza di tane di animali. Con lo scopo di analizzare il comportamento del rilevato in condizioni integre e in condizioni modificate dall'esistenza di un tunnel che attraversa il manufatto arginale, è stato realizzato un modello numerico 3D dell’argine mediante i noti software Femwater e Feflow. I modelli descrivono le infiltrazioni all'interno del rilevato considerando il terreno in entrambe le porzioni sature ed insature, adottando la tecnica agli elementi finiti. La tana è stata rappresentata da elementi con elevata permeabilità e porosità, i cui valori sono stati modificati al fine di valutare le diverse influenze sui flussi e sui contenuti idrici. Per valutare se le situazioni analizzate presentino o meno il verificarsi del fenomeno di erosione, sono stati calcolati i valori del fattore di sicurezza. Questo è stato valutato in differenti modi, tra cui quello recentemente proposto da Richards e Reddy (2014), che si riferisce al criterio di energia cinetica critica. In ultima analisi è stato utilizzato il modello di Bonelli (2007) per calcolare il tempo di erosione ed il tempo rimanente al collasso del rilevato.

Updating finite element models using measured vibration data

The modelling of mechanical structures using finite element analysis has become an indispensable stage in the design of new components and products. Once the theoretical design has been optimised a prototype may be constructed and tested. What can the engineer do if the measured and theoretically predicted vibration characteristics of the structure are significantly different? This thesis considers the problems of changing the parameters of the finite element model to improve the correlation between a physical structure and its mathematical model. Two new methods are introduced to perform the systematic parameter updating. The first uses the measured modal model to derive the parameter values with the minimum variance. The user must provide estimates for the variance of the theoretical parameter values and the measured data. Previous authors using similar methods have assumed that the estimated parameters and measured modal properties are statistically independent. This will generally be the case during the first iteration but will not be the case subsequently. The second method updates the parameters directly from the frequency response functions. The order of the finite element model of the structure is reduced as a function of the unknown parameters. A method related to a weighted equation error algorithm is used to update the parameters. After each iteration the weighting changes so that on convergence the output error is minimised. The suggested methods are extensively tested using simulated data. An H frame is then used to demonstrate the algorithms on a physical structure.

Syndromes of collateral-reported psychopathology for ages 18-59 in 18 societies

The purpose was to advance research and clinical methodology for assessing psychopathology by testing the international generalizability of an 8-syndrome model derived from collateral ratings of adult behavioral, emotional, social, and thought problems. Collateral informants rated 8,582 18-59-year-old residents of 18 societies on the Adult Behavior Checklist (ABCL). Confirmatory factor analyses tested the fit of the 8-syndrome model to ratings from each society. The primary model fit index (Root Mean Square Error of Approximation) showed good model fit for all societies, while secondary indices (Tucker Lewis Index, Comparative Fit Index) showed acceptable to good fit for 17 societies. Factor loadings were robust across societies and items. Of the 5,007 estimated parameters, 4 (0.08%) were outside the admissible parameter space, but 95% confidence intervals included the admissible space, indicating that the 4 deviant parameters could be due to sampling fluctuations. The findings are consistent with previous evidence for the generalizability of the 8-syndrome model in self-ratings from 29 societies, and support the 8-syndrome model for operationalizing phenotypes of adult psychopathology from multi-informant ratings in diverse societies. © 2014 Asociación Española de Psicología Conductual.

Syndromes of self-reported psychopathology for ages 18-59 in 29 societies

This study tested the multi-society generalizability of an eight-syndrome assessment model derived from factor analyses of American adults' self-ratings of 120 behavioral, emotional, and social problems. The Adult Self-Report (ASR; Achenbach and Rescorla 2003) was completed by 17,152 18-59-year-olds in 29 societies. Confirmatory factor analyses tested the fit of self-ratings in each sample to the eight-syndrome model. The primary model fit index (Root Mean Square Error of Approximation) showed good model fit for all samples, while secondary indices showed acceptable to good fit. Only 5 (0.06%) of the 8,598 estimated parameters were outside the admissible parameter space. Confidence intervals indicated that sampling fluctuations could account for the deviant parameters. Results thus supported the tested model in societies differing widely in social, political, and economic systems, languages, ethnicities, religions, and geographical regions. Although other items, societies, and analytic methods might yield different results, the findings indicate that adults in very diverse societies were willing and able to rate themselves on the same standardized set of 120 problem items. Moreover, their self-ratings fit an eight-syndrome model previously derived from self-ratings by American adults. The support for the statistically derived syndrome model is consistent with previous findings for parent, teacher, and self-ratings of 11/2-18-year-olds in many societies. The ASR and its parallel collateral-report instrument, the Adult Behavior Checklist (ABCL), may offer mental health professionals practical tools for the multi-informant assessment of clinical constructs of adult psychopathology that appear to be meaningful across diverse societies. © 2014 Springer Science+Business Media New York.

Fitting model-based psychometric functions to simultaneity and temporal-order judgment data: MATLAB and R routines

Research on temporal-order perception uses temporal-order judgment (TOJ) tasks or synchrony judgment (SJ) tasks in their binary SJ2 or ternary SJ3 variants. In all cases, two stimuli are presented with some temporal delay, and observers judge the order of presentation. Arbitrary psychometric functions are typically fitted to obtain performance measures such as sensitivity or the point of subjective simultaneity, but the parameters of these functions are uninterpretable. We describe routines in MATLAB and R that fit model-based functions whose parameters are interpretable in terms of the processes underlying temporal-order and simultaneity judgments and responses. These functions arise from an independent-channels model assuming arrival latencies with exponential distributions and a trichotomous decision space. Different routines fit data separately for SJ2, SJ3, and TOJ tasks, jointly for any two tasks, or also jointly for the three tasks (for common cases in which two or even the three tasks were used with the same stimuli and participants). Additional routines provide bootstrap p-values and confidence intervals for estimated parameters. A further routine is included that obtains performance measures from the fitted functions. An R package for Windows and source code of the MATLAB and R routines are available as Supplementary Files.

Evaluación del estado poblaciónal del Cangrejo violáceo Platyxanthus orbignyi (Milne Edwards y Lucas, 1843) del área de Lambayeque por medio de un modelo dinámico de Biomasa

Se hace un análisis del estado poblacional del cangrejo violáceo Platyxanthus orbignyi (Milne Edwards y Lucas, 1843) del litoral de Lambayeque – Perú para el periodo 2001-2010 por medio de: 1) El modelo dinámico de biomasa de Schaefer en su versión de error de observación; a este modelo se le introdujo la variable ambiental anomalía de la temperatura superficial del mar (ATSM) del área de San José (Lambayeque) y se obtuvo 2) el modelo dinámico con variable ambiental, ambos basados en datos de captura, esfuerzo y CPUE. Se utilizó el método de máxima verosimilitud en el proceso de ajuste y el bootstrap para determinar los intervalos de confianza de los parámetros. Los parámetros poblacionales y pesqueros estimados por el modelo dinámico de biomasa de Schaefer (MDB) fueron: K: 750 000 kg, r : 0,21 y q: 8,36 x 10-6 y por el modelo dinámico con variable ambiental (MDVA) los parámetros fueron K: 765 000 kg, r: 0,23 y q: 8,02 x 10-6. Con los valores de los parámetros estimados mediante el MDB y el MDVA se calcularon los principales puntos biológicos de referencia (PBR) los cuales fueron: MRS: 39 822 kg, BMRS: 375 000 kg, fMRS: 12 561 nasas, FMRS: 0,11, F0.1: 0,10 para el MDB; y MRS: 44 069 kg, BMRS: 382 500 kg, fMRS: 13 782 nasas, FMRS: 0,12, F0.1: 0,10 para el MDVA. Los resultados indican que el estado actual de la pesquería del cangrejo violáceo del Litoral de Lambayeque se encuentra muy cerca al nivel óptimo. En vista de que no se dispone de información de evaluaciones directas de este recurso que confirme o no los resultados del MDB y MDVA y en virtud de la calidad de datos, se sugiere que el manejo de la pesquería sea del tipo adaptativo alrededor del punto de referencia F0.1 y teniendo en cuenta las condiciones ambientales.

Hydrometallurgical process modeling using advanced mathematical tools

Hydrometallurgical process modeling is the main objective of this Master’s thesis work. Three different leaching processes namely, high pressure pyrite oxidation, direct oxidation zinc concentrate (sphalerite) leaching and gold chloride leaching using rotating disc electrode (RDE) are modeled and simulated using gPROMS process simulation program in order to evaluate its model building capabilities. The leaching mechanism in each case is described in terms of a shrinking core model. The mathematical modeling carried out included process model development based on available literature, estimation of reaction kinetic parameters and assessment of the model reliability by checking the goodness fit and checking the cross correlation between the estimated parameters through the use of correlation matrices. The estimated parameter values in each case were compared with those obtained using the Modest simulation program. Further, based on the estimated reaction kinetic parameters, reactor simulation and modeling for direct oxidation zinc concentrate (sphalerite) leaching is carried out in Aspen Plus V8.6. The zinc leaching autoclave is based on Cominco reactor configuration and is modeled as a series of continuous stirred reactors (CSTRs). The sphalerite conversion is calculated and a sensitivity analysis is carried out so to determine the optimum reactor operation temperature and optimum oxygen mass flow rate. In this way, the implementation of reaction kinetic models into the process flowsheet simulation environment has been demonstrated.

Inflation and the personal distribution of income in Portugal.

Doutoramento em Economia.

Estimação e compensação de não linearidades inerentes aos atuadores dos processos industriais

The oscillations presents in control loops can cause damages in petrochemical industry. Canceling, or even preventing such oscillations, would save up to large amount of dollars. Studies have identified that one of the causes of these oscillations are the nonlinearities present on industrial process actuators. This study has the objective to develop a methodology for removal of the harmful effects of nonlinearities. Will be proposed an parameter estimation method to Hammerstein model, whose nonlinearity is represented by dead-zone or backlash. The estimated parameters will be used to construct inverse models of compensation. A simulated level system was used as a test platform. The valve that controls inflow has a nonlinearity. Results and describing function analysis show an improvement on system response

Age and growth, mortality and reproduction of the striped sea bream, Lithognathus mormyrus Linnaeus 1758, from the south coast of Portugal (Algarve)

The striped sea bream, Lithognathus mormyrus, used for this population dynamics study were obtained from longline catches and market sampling in the Algarve (south Portugal). The macroscopic analysis of the gonads and the gonad somatic index showed that the south Portuguese population of L. mormyrus spawns mainly between late spring and summer (June to August). The length at first maturity was similar for males and females and the value for both sexes combined was estimated to be 16.08 cm, corresponding to an age between 1 and 2 years. Fish age classes (0 to 13) were determined by reading growth rings on whole otoliths. Age determination was validated by marginal increment analysis. The estimated parameters of the von Bertalanffy growth equation were L infinity = 35.30 cm, K = 0.264 and t(0) = -0.809. Mortality rates were calculated for fish captured with longlines, and the estimated parameters were M = 0.356, Z = 0.622 and F = 0.266. From an Algarve fishery management perspective, these results suggest the need for an increase in the minimum landing size (from 15 to 17 cm), which should be beneficial for the sustainability and conservation of this species. The results also showed that fishing with longlines off the Algarve coast may allow for a sustainable use of the resource.

Age and growth, mortality, reproduction and relative yield per recruit of the bogue, Boops boops Linne, 1758 (Sparidae), from the Algarve (south of Portugal) longline fishery

Samples of Boops boops ranging from 7.4 to 30.5 cm were obtained mainly by longline, supplemented by beach seining in the Ria Formosa lagoon, and by market sampling in the Algarve (southern Portugal). The macroscopic analyses of the gonads and the gonad somatic index showed that the south coast of Portugal B. boops spawn mainly from late winter to spring, between February and May. The length at first maturity was similar for males and females and the value for both sexes combined was estimated to be 15.22 cm, corresponding to an age range of 1-3. Age was determined by reading growth bands on otoliths. Age determination was validated by marginal increment analysis. The estimated parameters were L-infinity = 28.06, K = 0.22 and t(0) = -1.42. Mortality rates were calculated for fish captured with longlines, and the estimated parameters were M = 0.33, Z = 1.04 and F = 0.71. Relative yield per recruit analysis and sensitivity analysis showed that the resource is moderately exploited. From the perspective of sustainability, these results provide support for the use of longlines as a gear that is among the least harmful for species such as the bogue.

An alternative methodology for fitting selectivity curves to pre-defined distributions

A non-linear least-squares methodology for simultaneously estimating parameters of selectivity curves with a pre-defined functional form, across size classes and mesh sizes, using catch size frequency distributions, was developed based on the model of Kirkwood and Walker [Kirkwood, G.P., Walker, T.L, 1986. Gill net selectivities for gummy shark, Mustelus antarcticus Gunther, taken in south-eastern Australian waters. Aust. J. Mar. Freshw. Res. 37, 689-697] and [Wulff, A., 1986. Mathematical model for selectivity of gill nets. Arch. Fish Wiss. 37, 101-106]. Observed catches of fish of size class I in mesh m are modeled as a function of the estimated numbers of fish of that size class in the population and the corresponding selectivities. A comparison was made with the maximum likelihood methodology of [Kirkwood, G.P., Walker, T.I., 1986. Gill net selectivities for gummy shark, Mustelus antarcticus Gunther, taken in south-eastern Australian waters. Aust. J. Mar. Freshw. Res. 37, 689-697] and [Wulff, A., 1986. Mathematical model for selectivity of gill nets. Arch. Fish Wiss; 37, 101-106], using simulated catch data with known selectivity curve parameters, and two published data sets. The estimated parameters and selectivity curves were generally consistent for both methods, with smaller standard errors for parameters estimated by non-linear least-squares. The proposed methodology is a useful and accessible alternative which can be used to model selectivity in situations where the parameters of a pre-defined model can be assumed to be functions of gear size; facilitating statistical evaluation of different models and of goodness of fit. (C) 1998 Elsevier Science B.V.

Life history of the common pandora, Pagellus erythrinus (Linnaeus, 1758) (Actinopterygii: Sparidae) from southern Portugal

The common pandora, Pagellus erythrinus, is a commercially important seabream for coastal fisheries in the north and central eastern Atlantic. Age, growth and reproductive aspects of the southern Portuguese population were estimated by analysing 386 specimens ranging in total length (TL) from 12.0 to 44.8 cm. Ages were estimated by counting growth bands on otoliths and verified by marginal increment analysis, with specimens ranging in age from 1 to 21 years. The von Bertalanffy growth function was selected as the most adequate model to fit this species' growth, with the estimated parameters being L-inf = 47.14 cm TL, k = 0.084 year(-1) and t(0) = - 4.42 year. The gonads were analyzed macroscopically over a one-year period and the reproductive spawning season found to occur from March to July. The length at first maturity for males occurs at 17.58 cm TL and 1.15 years while females mature at slightly smaller sizes (17.29 cm TL) and younger ages (1.04 years). The results presented in this study are important for comparing this population's parameters with those of other populations of the same species occurring in other areas, as well as for future studies, for assessing eventual changes in population parameters over time.

On The Use of Genetic Algorithms for Parameter Identification in Anaerobic Digestion Modelling

Anaerobic digestion (AD) of wastewater is a very interesting option for waste valorization, energy production and environment protection. It is a complex, naturally occurring process that can take place inside bioreactors. The capability of predicting the operation of such bioreactors is important to optimize the design and the operation conditions of the reactors, which, in part, justifies the numerous AD models presently available. The existing AD models are not universal, have to be inferred from prior knowledge and rely on existing experimental data. Among the tasks involved in the process of developing a dynamical model for AD, the estimation of parameters is one of the most challenging. This paper presents the identifiability analysis of a nonlinear dynamical model for a batch reactor. Particular attention is given to the structural identifiability of the model, which considers the uniqueness of the estimated parameters. To perform this analysis, the GenSSI toolbox was used. The estimation of the model parameters is achieved with genetic algorithms (GA) which have already been used in the context of AD modelling, although not commonly. The paper discusses its advantages and disadvantages.