Modelling Long-Run Relationship between Spot and Future Prices of Different Commodities

The purpose of this study is to investigate whether there exists any kind of relationship between the spot and future prices of the different commodities or not. Commodities like cocoa, coffee, crude oil, gold, natural gas and silver are considered from January 3, 2000 to December 31, 2012. For this purpose, ADF test and KPSS test are used in testing the stationarity whereas Johansen Cointegration test is used in testing the long-run relationship. Johansen co-integration test exhibits that there at least 5 co-integrating pairs out of 6 except crude oil. Moreover, the result of Granger Causality supports the fact that if two or more than two time series tend to be co-integrated there exists either uni-directional or bi-directional relationship. However, our results reveled that although there exists the co-integration between the variable, one might not granger causes another .VAR model is also used to measure the proportion of effects. These findings will help the derivative market and arbitragers in developing the strategies to gain the maximum profit in the financial market.

Modelling of hydrogen stratification and gas mixing in containment using the APROS code

Hydrogen stratification and atmosphere mixing is a very important phenomenon in nuclear reactor containments when severe accidents are studied and simulated. Hydrogen generation, distribution and accumulation in certain parts of containment may pose a great risk to pressure increase induced by hydrogen combustion, and thus, challenge the integrity of NPP containment. The accurate prediction of hydrogen distribution is important with respect to the safety design of a NPP. Modelling methods typically used for containment analyses include both lumped parameter and field codes. The lumped parameter method is universally used in the containment codes, because its versatility, flexibility and simplicity. The lumped parameter method allows fast, full-scale simulations, where different containment geometries with relevant engineering safety features can be modelled. Lumped parameter gas stratification and mixing modelling methods are presented and discussed in this master’s thesis. Experimental research is widely used in containment analyses. The HM-2 experiment related to hydrogen stratification and mixing conducted at the THAI facility in Germany is calculated with the APROS lump parameter containment package and the APROS 6-equation thermal hydraulic model. The main purpose was to study, whether the convection term included in the momentum conservation equation of the 6-equation modelling gives some remarkable advantages compared to the simplified lumped parameter approach. Finally, a simple containment test case (high steam release to a narrow steam generator room inside a large dry containment) was calculated with both APROS models. In this case, the aim was to determine the extreme containment conditions, where the effect of convection term was supposed to be possibly high. Calculation results showed that both the APROS containment and the 6-equation model could model the hydrogen stratification in the THAI test well, if the vertical nodalisation was dense enough. However, in more complicated cases, the numerical diffusion may distort the results. Calculation of light gas stratification could be probably improved by applying the second order discretisation scheme for the modelling of gas flows. If the gas flows are relatively high, the convection term of the momentum equation is necessary to model the pressure differences between the adjacent nodes reasonably.

Designing a user interface for game developers to enter game specific information

Designing user interfaces for novel software systems can be challenging since the usability preferences of the users are not well known. This thesis presents a usability study conducted for the development of a user interface for game developers to enter game specific information. By conducting usability testing, the usability preferences of game developers were explored and the design was shaped according to their needs. An assessment of the overall usability of the final design is provided together with the main findings that include the usability preferences and design recommendations. The results showed that the most valuable usability preferences are quickness, error tolerance and the ability to constantly inspect the entered information.

Seed bank modelling of volunteer oil seed rape: from seeds fate in the soil to seedling emergence

Studies were conducted to estimate parameters and relationships associated with sub-processes in soil seed banks of oilseed rape in Gorgan, Iran. After one month of burial, seed viability decreased to 39%, with a slope of 2.03% per day, and subsequently decreased with a lower slope of 0.01 until 365 days following burial in the soil. Germinability remained at its highest value in autumn and winter and decreased from spring to the last month of summer. Non-dormant seeds of volunteer oilseed rape did not germinate at temperatures lower than 3.8 ºC and a water potential of -1.4 MPa ºd. The hydrothermal values were 36.2 and 42.9 MPa ºd for sub- and supra-optimal temperatures, respectively. Quantification of seed emergence as influenced by burial depth was performed satisfactorily (R² = 0.98 and RMSE = 5.03). The parameters and relationships estimated here can be used for modelling soil seed bank dynamics or establishing a new model for the environment.

DSpace REST API: an Interface for Reusing DSpace Content, and Practical Applications

Presentation at Open Repositories 2014, Helsinki, Finland, June 9-13, 2014

Mirage 2: A responsive user interface for DSpace

Presentation at Open Repositories 2014, Helsinki, Finland, June 9-13, 2014

LVDC power distribution system: computational modelling

In the doctoral dissertation, low-voltage direct current (LVDC) distribution system stability, supply security and power quality are evaluated by computational modelling and measurements on an LVDC research platform. Computational models for the LVDC network analysis are developed. Time-domain simulation models are implemented in the time-domain simulation environment PSCAD/EMTDC. The PSCAD/EMTDC models of the LVDC network are applied to the transient behaviour and power quality studies. The LVDC network power loss model is developed in a MATLAB environment and is capable of fast estimation of the network and component power losses. The model integrates analytical equations that describe the power loss mechanism of the network components with power flow calculations. For an LVDC network research platform, a monitoring and control software solution is developed. The solution is used to deliver measurement data for verification of the developed models and analysis of the modelling results. In the work, the power loss mechanism of the LVDC network components and its main dependencies are described. Energy loss distribution of the LVDC network components is presented. Power quality measurements and current spectra are provided and harmonic pollution on the DC network is analysed. The transient behaviour of the network is verified through time-domain simulations. DC capacitor guidelines for an LVDC power distribution network are introduced. The power loss analysis results show that one of the main optimisation targets for an LVDC power distribution network should be reduction of the no-load losses and efficiency improvement of converters at partial loads. Low-frequency spectra of the network voltages and currents are shown, and harmonic propagation is analysed. Power quality in the LVDC network point of common coupling (PCC) is discussed. Power quality standard requirements are shown to be met by the LVDC network. The network behaviour during transients is analysed by time-domain simulations. The network is shown to be transient stable during large-scale disturbances. Measurement results on the LVDC research platform proving this are presented in the work.

Design and evaluation of web interface signs to improve web usability : a semiotic framework

Technological innovations, the development of the internet, and globalization have increased the number and complexity of web applications. As a result, keeping web user interfaces understandable and usable (in terms of ease-of-use, effectiveness, and satisfaction) is a challenge. As part of this, designing userintuitive interface signs (i.e., the small elements of web user interface, e.g., navigational link, command buttons, icons, small images, thumbnails, etc.) is an issue for designers. Interface signs are key elements of web user interfaces because ‘interface signs’ act as a communication artefact to convey web content and system functionality, and because users interact with systems by means of interface signs. In the light of the above, applying semiotic (i.e., the study of signs) concepts on web interface signs will contribute to discover new and important perspectives on web user interface design and evaluation. The thesis mainly focuses on web interface signs and uses the theory of semiotic as a background theory. The underlying aim of this thesis is to provide valuable insights to design and evaluate web user interfaces from a semiotic perspective in order to improve overall web usability. The fundamental research question is formulated as What do practitioners and researchers need to be aware of from a semiotic perspective when designing or evaluating web user interfaces to improve web usability? From a methodological perspective, the thesis follows a design science research (DSR) approach. A systematic literature review and six empirical studies are carried out in this thesis. The empirical studies are carried out with a total of 74 participants in Finland. The steps of a design science research process are followed while the studies were designed and conducted; that includes (a) problem identification and motivation, (b) definition of objectives of a solution, (c) design and development, (d) demonstration, (e) evaluation, and (f) communication. The data is collected using observations in a usability testing lab, by analytical (expert) inspection, with questionnaires, and in structured and semi-structured interviews. User behaviour analysis, qualitative analysis and statistics are used to analyze the study data. The results are summarized as follows and have lead to the following contributions. Firstly, the results present the current status of semiotic research in UI design and evaluation and highlight the importance of considering semiotic concepts in UI design and evaluation. Secondly, the thesis explores interface sign ontologies (i.e., sets of concepts and skills that a user should know to interpret the meaning of interface signs) by providing a set of ontologies used to interpret the meaning of interface signs, and by providing a set of features related to ontology mapping in interpreting the meaning of interface signs. Thirdly, the thesis explores the value of integrating semiotic concepts in usability testing. Fourthly, the thesis proposes a semiotic framework (Semiotic Interface sign Design and Evaluation – SIDE) for interface sign design and evaluation in order to make them intuitive for end users and to improve web usability. The SIDE framework includes a set of determinants and attributes of user-intuitive interface signs, and a set of semiotic heuristics to design and evaluate interface signs. Finally, the thesis assesses (a) the quality of the SIDE framework in terms of performance metrics (e.g., thoroughness, validity, effectiveness, reliability, etc.) and (b) the contributions of the SIDE framework from the evaluators’ perspective.

Modelling of ultrasound assisted mixing in Newtonian and non-Newtonian liquids

The purpose of this work is to obtain a better understanding of behaviour of possible ultrasound appliance on fluid media mixing. The research is done in the regard to Newtonian and non-Newtonian fluids. The process of ultrasound appliance on liquids is modelled in COMSOL Multiphysics software. The influence of ultrasound using is introduced as waveform equation. Turbulence modelling is fulfilled by the k-ε model in Newtonian fluid. The modeling of ultrasound assisted mixing in non-Newtonian fluids is based on the power law. To verify modelling results two practical methods are used: Particle Image Velocimetry and measurements of mixing time. Particle Image Velocimetry allows capturing of velocity flow field continuously and presents detailed depiction of liquid dynamics. The second way of verification is the comparison of mixing time of homogeneity. Experimentally achievement of mixing time is done by conductivity measurements. In modelling part mixing time is achieved by special module of COMSOL Multiphysics – the transport of diluted species. Both practical and modelling parts show similar radial mechanism of fluid flow under ultrasound appliance – from the horn tip fluid moves to the bottom and along the walls goes back. Velocity profiles are similar in modelling and experimental part in the case of Newtonian fluid. In the case of non-Newtonian fluid velocity profiles do not agree. The development track of ultrasound-assisted mixing modelling is presented in the thesis.

Diclofenac plasma protein binding: PK-PD modelling in cardiac patients submitted to cardiopulmonary bypass

Twenty-four surgical patients of both sexes without cardiac, hepatic, renal or endocrine dysfunctions were divided into two groups: 10 cardiac surgical patients submitted to myocardial revascularization and cardiopulmonary bypass (CPB), 3 females and 7 males aged 65 ± 11 years, 74 ± 16 kg body weight, 166 ± 9 cm height and 1.80 ± 0.21 m2 body surface area (BSA), and control, 14 surgical patients not submitted to CPB, 11 female and 3 males aged 41 ± 14 years, 66 ± 14 kg body weight, 159 ± 9 cm height and 1.65 ± 0.16 m2 BSA (mean ± SD). Sodium diclofenac (1 mg/kg, im Voltaren 75® twice a day) was administered to patients in the Recovery Unit 48 h after surgery. Venous blood samples were collected during a period of 0-12 h and analgesia was measured by the visual analogue scale (VAS) during the same period. Plasma diclofenac levels were measured by high performance liquid chromatography. A two-compartment open model was applied to obtain the plasma decay curve and to estimate kinetic parameters. Plasma diclofenac protein binding decreased whereas free plasma diclofenac levels were increased five-fold in CPB patients. Data obtained for analgesia reported as the maximum effect (EMAX) were: 25% VAS (CPB) vs 10% VAS (control), P<0.05, median measured by the visual analogue scale where 100% is equivalent to the highest level of pain. To correlate the effect versus plasma diclofenac levels, the EMAX sigmoid model was applied. A prolongation of the mean residence time for maximum effect (MRTEMAX) was observed without any change in lag-time in CPB in spite of the reduced analgesia reported for these patients, during the time-dose interval. In conclusion, the extent of plasma diclofenac protein binding was influenced by CPB with clinically relevant kinetic-dynamic consequences

Application and development of numerical methods for the modelling of innovative gas cooled fission reactors

Innovative gas cooled reactors, such as the pebble bed reactor (PBR) and the gas cooled fast reactor (GFR) offer higher efficiency and new application areas for nuclear energy. Numerical methods were applied and developed to analyse the specific features of these reactor types with fully three dimensional calculation models. In the first part of this thesis, discrete element method (DEM) was used for a physically realistic modelling of the packing of fuel pebbles in PBR geometries and methods were developed for utilising the DEM results in subsequent reactor physics and thermal-hydraulics calculations. In the second part, the flow and heat transfer for a single gas cooled fuel rod of a GFR were investigated with computational fluid dynamics (CFD) methods. An in-house DEM implementation was validated and used for packing simulations, in which the effect of several parameters on the resulting average packing density was investigated. The restitution coefficient was found out to have the most significant effect. The results can be utilised in further work to obtain a pebble bed with a specific packing density. The packing structures of selected pebble beds were also analysed in detail and local variations in the packing density were observed, which should be taken into account especially in the reactor core thermal-hydraulic analyses. Two open source DEM codes were used to produce stochastic pebble bed configurations to add realism and improve the accuracy of criticality calculations performed with the Monte Carlo reactor physics code Serpent. Russian ASTRA criticality experiments were calculated. Pebble beds corresponding to the experimental specifications within measurement uncertainties were produced in DEM simulations and successfully exported into the subsequent reactor physics analysis. With the developed approach, two typical issues in Monte Carlo reactor physics calculations of pebble bed geometries were avoided. A novel method was developed and implemented as a MATLAB code to calculate porosities in the cells of a CFD calculation mesh constructed over a pebble bed obtained from DEM simulations. The code was further developed to distribute power and temperature data accurately between discrete based reactor physics and continuum based thermal-hydraulics models to enable coupled reactor core calculations. The developed method was also found useful for analysing sphere packings in general. CFD calculations were performed to investigate the pressure losses and heat transfer in three dimensional air cooled smooth and rib roughened rod geometries, housed inside a hexagonal flow channel representing a sub-channel of a single fuel rod of a GFR. The CFD geometry represented the test section of the L-STAR experimental facility at Karlsruhe Institute of Technology and the calculation results were compared to the corresponding experimental results. Knowledge was gained of the adequacy of various turbulence models and of the modelling requirements and issues related to the specific application. The obtained pressure loss results were in a relatively good agreement with the experimental data. Heat transfer in the smooth rod geometry was somewhat under predicted, which can partly be explained by unaccounted heat losses and uncertainties. In the rib roughened geometry heat transfer was severely under predicted by the used realisable k − epsilon turbulence model. An additional calculation with a v2 − f turbulence model showed significant improvement in the heat transfer results, which is most likely due to the better performance of the model in separated flow problems. Further investigations are suggested before using CFD to make conclusions of the heat transfer performance of rib roughened GFR fuel rod geometries. It is suggested that the viewpoints of numerical modelling are included in the planning of experiments to ease the challenging model construction and simulations and to avoid introducing additional sources of uncertainties. To facilitate the use of advanced calculation approaches, multi-physical aspects in experiments should also be considered and documented in a reasonable detail.

Linguistic models for decision support

Linguistic modelling is a rather new branch of mathematics that is still undergoing rapid development. It is closely related to fuzzy set theory and fuzzy logic, but knowledge and experience from other fields of mathematics, as well as other fields of science including linguistics and behavioral sciences, is also necessary to build appropriate mathematical models. This topic has received considerable attention as it provides tools for mathematical representation of the most common means of human communication - natural language. Adding a natural language level to mathematical models can provide an interface between the mathematical representation of the modelled system and the user of the model - one that is sufficiently easy to use and understand, but yet conveys all the information necessary to avoid misinterpretations. It is, however, not a trivial task and the link between the linguistic and computational level of such models has to be established and maintained properly during the whole modelling process. In this thesis, we focus on the relationship between the linguistic and the mathematical level of decision support models. We discuss several important issues concerning the mathematical representation of meaning of linguistic expressions, their transformation into the language of mathematics and the retranslation of mathematical outputs back into natural language. In the first part of the thesis, our view of the linguistic modelling for decision support is presented and the main guidelines for building linguistic models for real-life decision support that are the basis of our modeling methodology are outlined. From the theoretical point of view, the issues of representation of meaning of linguistic terms, computations with these representations and the retranslation process back into the linguistic level (linguistic approximation) are studied in this part of the thesis. We focus on the reasonability of operations with the meanings of linguistic terms, the correspondence of the linguistic and mathematical level of the models and on proper presentation of appropriate outputs. We also discuss several issues concerning the ethical aspects of decision support - particularly the loss of meaning due to the transformation of mathematical outputs into natural language and the issue or responsibility for the final decisions. In the second part several case studies of real-life problems are presented. These provide background and necessary context and motivation for the mathematical results and models presented in this part. A linguistic decision support model for disaster management is presented here – formulated as a fuzzy linear programming problem and a heuristic solution to it is proposed. Uncertainty of outputs, expert knowledge concerning disaster response practice and the necessity of obtaining outputs that are easy to interpret (and available in very short time) are reflected in the design of the model. Saaty’s analytic hierarchy process (AHP) is considered in two case studies - first in the context of the evaluation of works of art, where a weak consistency condition is introduced and an adaptation of AHP for large matrices of preference intensities is presented. The second AHP case-study deals with the fuzzified version of AHP and its use for evaluation purposes – particularly the integration of peer-review into the evaluation of R&D outputs is considered. In the context of HR management, we present a fuzzy rule based evaluation model (academic faculty evaluation is considered) constructed to provide outputs that do not require linguistic approximation and are easily transformed into graphical information. This is achieved by designing a specific form of fuzzy inference. Finally the last case study is from the area of humanities - psychological diagnostics is considered and a linguistic fuzzy model for the interpretation of outputs of multidimensional questionnaires is suggested. The issue of the quality of data in mathematical classification models is also studied here. A modification of the receiver operating characteristics (ROC) method is presented to reflect variable quality of data instances in the validation set during classifier performance assessment. Twelve publications on which the author participated are appended as a third part of this thesis. These summarize the mathematical results and provide a closer insight into the issues of the practicalapplications that are considered in the second part of the thesis.

Analysis and modelling of chemical looping combustion process with and without oxygen uncoupling

Effective control and limiting of carbon dioxide (CO₂) emissions in energy production are major challenges of science today. Current research activities include the development of new low-cost carbon capture technologies, and among the proposed concepts, chemical combustion (CLC) and chemical looping with oxygen uncoupling (CLOU) have attracted significant attention allowing intrinsic separation of pure CO₂ from a hydrocarbon fuel combustion process with a comparatively small energy penalty. Both CLC and CLOU utilize the well-established fluidized bed technology, but several technical challenges need to be overcome in order to commercialize the processes. Therefore, development of proper modelling and simulation tools is essential for the design, optimization, and scale-up of chemical looping-based combustion systems. The main objective of this work was to analyze the technological feasibility of CLC and CLOU processes at different scales using a computational modelling approach. A onedimensional fluidized bed model frame was constructed and applied for simulations of CLC and CLOU systems consisting of interconnected fluidized bed reactors. The model is based on the conservation of mass and energy, and semi-empirical correlations are used to describe the hydrodynamics, chemical reactions, and transfer of heat in the reactors. Another objective was to evaluate the viability of chemical looping-based energy production, and a flow sheet model representing a CLC-integrated steam power plant was developed. The 1D model frame was succesfully validated based on the operation of a 150 kWth laboratory-sized CLC unit fed by methane. By following certain scale-up criteria, a conceptual design for a CLC reactor system at a pre-commercial scale of 100 MWth was created, after which the validated model was used to predict the performance of the system. As a result, further understanding of the parameters affecting the operation of a large-scale CLC process was acquired, which will be useful for the practical design work in the future. The integration of the reactor system and steam turbine cycle for power production was studied resulting in a suggested plant layout including a CLC boiler system, a simple heat recovery setup, and an integrated steam cycle with a three pressure level steam turbine. Possible operational regions of a CLOU reactor system fed by bituminous coal were determined via mass, energy, and exergy balance analysis. Finally, the 1D fluidized bed model was modified suitable for CLOU, and the performance of a hypothetical 500 MWth CLOU fuel reactor was evaluated by extensive case simulations.