Gráfico de controle modificado para processos com estruturas complexas de autocorrelação

This work proposes a modified control chart incorporating concepts of time series analysis. Specifically, we considerer Gaussian mixed transition distribution (GMTD) models. The GMTD models are a more general class than the autorregressive (AR) family, in the sense that the autocorrelated processes may present flat stretches, bursts or outliers. In this scenario traditional Shewhart charts are no longer appropriate tools to monitoring such processes. Therefore, Vasilopoulos and Stamboulis (1978) proposed a modified version of those charts, considering proper control limits based on autocorrelated processes. In order to evaluate the efficiency of the proposed technique a comparison with a traditional Shewhart chart (which ignores the autocorrelation structure of the process), a AR(1) Shewhart control chart and a GMTD Shewhart control chart was made. An analytical expression for the process variance, as well as control limits were developed for a particular GMTD model. The ARL was used as a criteria to measure the efficiency of control charts. The comparison was made based on a series generated according to a GMTD model. The results point to the direction that the modified Shewhart GMTD charts have a better performance than the AR(1) Shewhart and the traditional Shewhart.

Análise de métodos para detecção de mudanças estruturais em séries temporais climáticas

The time series analysis has played an increasingly important role in weather and climate studies. The success of these studies depends crucially on the knowledge of the quality of climate data such as, for instance, air temperature and rainfall data. For this reason, one of the main challenges for the researchers in this field is to obtain homogeneous series. A time series of climate data is considered homogeneous when the values of the observed data can change only due to climatic factors, i.e., without any interference from external non-climatic factors. Such non-climatic factors may produce undesirable effects in the time series, as unrealistic homogeneity breaks, trends and jumps. In the present work it was investigated climatic time series for the city of Natal, RN, namely air temperature and rainfall time series, for the period spanning from 1961 to 2012. The main purpose was to carry out an analysis in order to check the occurrence of homogeneity breaks or trends in the series under investigation. To this purpose, it was applied some basic statistical procedures, such as normality and independence tests. The occurrence of trends was investigated by linear regression analysis, as well as by the Spearman and Mann-Kendall tests. The homogeneity was investigated by the SNHT, as well as by the Easterling-Peterson and Mann-Whitney-Pettit tests. Analyzes with respect to normality showed divergence in their results. The von Neumann ratio test showed that in the case of the air temperature series the data are not independent and identically distributed (iid), whereas for the rainfall series the data are iid. According to the applied testings, both series display trends. The mean air temperature series displays an increasing trend, whereas the rainfall series shows an decreasing trend. Finally, the homogeneity tests revealed that all series under investigations present inhomogeneities, although they breaks depend on the applied test. In summary, the results showed that the chosen techniques may be applied in order to verify how well the studied time series are characterized. Therefore, these results should be used as a guide for further investigations about the statistical climatology of Natal or even of any other place.

The effect of economic inequality on voter turnout in Canadian federal elections, 1979-2011

Since the 1990s, voter turnout in Canadian federal elections has decreased considerably. During the same period, economic inequality significantly increased. Although there is much theoretical work, there have been few empirical studies examining the effect of economic inequality on voter turnout. Using data collected from both national and international sources, I conducted an aggregate level, time series analysis of national turnout and economic inequality for Canadian federal elections between 1979 and 2011. Moreover, this thesis tests Schattschneider's (1960) hypothesis, which argues that increasing rates of voter abstention are a result of economic inequality magnifying differences in relative power between affluent and non-affluent citizens. The findings indicate that economic inequality has a strong negative effect on voter turnout.

Study of the calibration method of pressure-velocity probes and its application in a field of progressive plane waves

This dissertation presents a calibration procedure for a pressure velocity probe. The dissertation is divided into four main chapters. The first chapter is divided into six main sections. In the firsts two, the wave equation in fluids and the velocity of sound in gases are calculated, the third section contains a general solution of the wave equation in the case of plane acoustic waves. Section four and five report the definition of the acoustic impedance and admittance, and the practical units the sound level is measured with, i.e. the decibel scale. Finally, the last section of the chapter is about the theory linked to the frequency analysis of a sound wave and includes the analysis of sound in bands and the discrete Fourier analysis, with the definition of some important functions. The second chapter describes different reference field calibration procedures that are used to calibrate the P-V probes, between them the progressive plane wave method, which is that has been used in this work. Finally, the last section of the chapter contains a description of the working principles of the two transducers that have been used, with a focus on the velocity one. The third chapter of the dissertation is devoted to the explanation of the calibration set up and the instruments used for the data acquisition and analysis. Since software routines were extremely important, this chapter includes a dedicated section on them and the proprietary routines most used are thoroughly explained. Finally, there is the description of the work that has been done, which is identified with three different phases, where the data acquired and the results obtained are presented. All the graphs and data reported were obtained through the Matlab® routine. As for the last chapter, it briefly presents all the work that has been done as well as an excursus on a new probe and on the way the procedure implemented in this dissertation could be applied in the case of a general field.

Surface velocity fields, digital elevation models, ice front positions and grounding line derived from remote sensing data at Dinsmoor-Bombardier-Edgeworth glacier system, Antarctic Peninsula (1992-2014)

The northern Antarctic Peninsula is one of the fastest changing regions on Earth. The disintegration of the Larsen-A Ice Shelf in 1995 caused tributary glaciers to adjust by speeding up, surface lowering, and overall increased ice-mass discharge. In this study, we investigate the temporal variation of these changes at the Dinsmoor-Bombardier-Edgeworth glacier system by analyzing dense time series from various spaceborne and airborne Earth observation missions. Precollapse ice shelf conditions and subsequent adjustments through 2014 were covered. Our results show a response of the glacier system some months after the breakup, reaching maximum surface velocities at the glacier front of up to 8.8 m/d in 1999 and a subsequent decrease to ~1.5 m/d in 2014. Using a dense time series of interferometrically derived TanDEM-X digital elevation models and photogrammetric data, an exponential function was fitted for the decrease in surface elevation. Elevation changes in areas below 1000 m a.s.l. amounted to at least 130±15 m130±15 m between 1995 and 2014, with change rates of ~3.15 m/a between 2003 and 2008. Current change rates (2010-2014) are in the range of 1.7 m/a. Mass imbalances were computed with different scenarios of boundary conditions. The most plausible results amount to -40.7±3.9 Gt-40.7±3.9 Gt. The contribution to sea level rise was estimated to be 18.8±1.8 Gt18.8±1.8 Gt, corresponding to a 0.052±0.005 mm0.052±0.005 mm sea level equivalent, for the period 1995-2014. Our analysis and scenario considerations revealed that major uncertainties still exist due to insufficiently accurate ice-thickness information. The second largest uncertainty in the computations was the glacier surface mass balance, which is still poorly known. Our time series analysis facilitates an improved comparison with GRACE data and as input to modeling of glacio-isostatic uplift in this region. The study contributed to a better understanding of how glacier systems adjust to ice shelf disintegration.

Updating of an instrumented building model considering amplitude dependence of dynamic resonant properties extracted from seismic response records

The authors would like to express their gratitude to their supporters. Drs Jim Cousins, S.R. Uma and Ken Gledhill facilitated this research by providing access to GeoNet seismic data and structural building information. Piotr Omenzetter’s work within the Lloyd’s Register Foundation Centre for Safety and Reliability Engineering at the University of Aberdeen is supported by Lloyd’s Register Foundation. The Foundation helps to protect life and property by supporting engineering-related education, public engagement and the application of research.

Updating of an instrumented building model considering amplitude dependence of dynamic resonant properties extracted from seismic response records

The authors would like to express their gratitude to their supporters. Drs Jim Cousins, S.R. Uma and Ken Gledhill facilitated this research by providing access to GeoNet seismic data and structural building information. Piotr Omenzetter’s work within the Lloyd’s Register Foundation Centre for Safety and Reliability Engineering at the University of Aberdeen is supported by Lloyd’s Register Foundation. The Foundation helps to protect life and property by supporting engineering-related education, public engagement and the application of research.

Multi-impurity adsorption model for modeling crystal purity and shape evolution during crystallization processes in impure media

Peer reviewed

Dynamic method of stiffness identification in impacting systems for percussive drilling applications

Peer reviewed

Investigating optical complexity of the phase transition in the intensity of a fibre laser radiation

Fibre lasers have been shown to manifest a laminar-to-turbulent transition when increasing its pump power. In order to study the dynamical complexity of this transition we use advanced statistical tools of time-series analysis. We apply ordinal analysis and the horizontal visibility graph to the experimentally measured laser output intensity. This reveal the presence of temporal correlations during the transition from the laminar to the turbulent lasing regimes. Both methods allow us to unveil coherent structures with well defined time-scales and strong correlations both, in the timing of the laser pulses and in their peak intensities.

Surface quality and surface waves on subwavelength-structured silver films

We analyze the physical-chemical surface properties of single-slit, single-groove subwavelength-structured silver films with high-resolution transmission electron microscopy and calculate exact solutions to Maxwell’s equations corresponding to recent far-field interferometry experiments using these structures. Contrary to a recent suggestion the surface analysis shows that the silver films are free of detectable contaminants. The finite-difference time-domain calculations, in excellent agreement with experiment, show a rapid fringe amplitude decrease in the near zone (slit-groove distance out to 3–4 wavelengths). Extrapolation to slit-groove distances beyond the near zone shows that the surface wave evolves to the expected bound surface plasmon polariton (SPP). Fourier analysis of these results indicates the presence of a distribution of transient, evanescent modes around the SPP that dephase and dissipate as the surface wave evolves from the near to the far zone.

Detection and Classification of Whale Acoustic Signals

This dissertation focuses on two vital challenges in relation to whale acoustic signals: detection and classification.

In detection, we evaluated the influence of the uncertain ocean environment on the spectrogram-based detector, and derived the likelihood ratio of the proposed Short Time Fourier Transform detector. Experimental results showed that the proposed detector outperforms detectors based on the spectrogram. The proposed detector is more sensitive to environmental changes because it includes phase information.

In classification, our focus is on finding a robust and sparse representation of whale vocalizations. Because whale vocalizations can be modeled as polynomial phase signals, we can represent the whale calls by their polynomial phase coefficients. In this dissertation, we used the Weyl transform to capture chirp rate information, and used a two dimensional feature set to represent whale vocalizations globally. Experimental results showed that our Weyl feature set outperforms chirplet coefficients and MFCC (Mel Frequency Cepstral Coefficients) when applied to our collected data.

Since whale vocalizations can be represented by polynomial phase coefficients, it is plausible that the signals lie on a manifold parameterized by these coefficients. We also studied the intrinsic structure of high dimensional whale data by exploiting its geometry. Experimental results showed that nonlinear mappings such as Laplacian Eigenmap and ISOMAP outperform linear mappings such as PCA and MDS, suggesting that the whale acoustic data is nonlinear.

We also explored deep learning algorithms on whale acoustic data. We built each layer as convolutions with either a PCA filter bank (PCANet) or a DCT filter bank (DCTNet). With the DCT filter bank, each layer has different a time-frequency scale representation, and from this, one can extract different physical information. Experimental results showed that our PCANet and DCTNet achieve high classification rate on the whale vocalization data set. The word error rate of the DCTNet feature is similar to the MFSC in speech recognition tasks, suggesting that the convolutional network is able to reveal acoustic content of speech signals.

Hydrodynamics of oscillating water column wave energy converters

This work deals with the numerical studies on hydrodynamics of oscillating water column (OWC) wave energy converters and its damping optimization on maximizing wave energy conversion by the OWC device. As a fundamental step, the hydrodynamic problems have been systematically studied by considering the interactions of the wave-structure and of the wave-internal water surface. Our first attention is on how the hydrodynamic performance can be reliably assessed, especially when it comes to the time-domain analysis, and what the physics behind the considerations is. Further on, a damping optimization for the OWC wave energy converter is also present based on the dynamics of the linear system, and a study on how we can optimize the damping for the given sea states so that the power conversion from irregular waves from irregular waves can be maximized.

Primary wave energy conversions of oscillating water columns

This paper presents a study on the numerical simulation of the primary wave energy conversion in the oscillating water column (OWC) wave energy converters (WECs). The new proposed numerical approach consists of three major components: potential flow analysis for the conventional hydrodynamic parameters, such as added mass, damping coefficients, restoring force coefficients and wave excitations; the thermodynamic analysis of the air in the air chamber, which is under the assumptions of the given power take-off characteristics and an isentropic process of air flow. In the formulation, the air compressibility and its effects have been included; and a time-domain analysis by combining the linear potential flow and the thermodynamics of the air flow in the chamber, in which the hydrodynamics and thermodynamics/aerodynamics have been coupled together by the force generated by the pressurised and de-pressurised air in the air chamber, which in turn has effects on the motions of the structure and the internal water surface. As an example, the new developed approach has been applied to a fixed OWC device. The comparisons of the measured data and the simulation results show the new method is very capable of predicting the performance of the OWC devices.

Predicting Forest Responses to Changing Environmental Conditions

Forests change with changes in their environment based on the physiological responses of individual trees. These short-term reactions have cumulative impacts on long-term demographic performance. For a tree in a forest community, success depends on biomass growth to capture above- and belowground resources and reproductive output to establish future generations. Here we examine aspects of how forests respond to changes in moisture and light availability and how these responses are related to tree demography and physiology.

First we address the long-term pattern of tree decline before death and its connection with drought. Increasing drought stress and chronic morbidity could have pervasive impacts on forest composition in many regions. We use long-term, whole-stand inventory data from southeastern U.S. forests to show that trees exposed to drought experience multiyear declines in growth prior to mortality. Following a severe, multiyear drought, 72% of trees that did not recover their pre-drought growth rates died within 10 years. This pattern was mediated by local moisture availability. As an index of morbidity prior to death, we calculated the difference in cumulative growth after drought relative to surviving conspecifics. The strength of drought-induced morbidity varied among species and was correlated with species drought tolerance.

Next, we investigate differences among tree species in reproductive output relative to biomass growth with changes in light availability. Previous studies reach conflicting conclusions about the constraints on reproductive allocation relative to growth and how they vary through time, across species, and between environments. We test the hypothesis that canopy exposure to light, a critical resource, limits reproductive allocation by comparing long-term relationships between reproduction and growth for trees from 21 species in forests throughout the southeastern U.S. We found that species had divergent responses to light availability, with shade-intolerant species experiencing an alleviation of trade-offs between growth and reproduction at high light. Shade-tolerant species showed no changes in reproductive output across light environments.

Given that the above patterns depend on the maintenance of transpiration, we next developed an approach for predicting whole-tree water use from sap flux observations. Accurately scaling these observations to tree- or stand-levels requires accounting for variation in sap flux between wood types and with depth into the tree. We compared different models with sap flux data to test the hypotheses that radial sap flux profiles differ by wood type and tree size. We show that radial variation in sap flux is dependent on wood type but independent of tree size for a range of temperate trees. The best-fitting model predicted out-of-sample sap flux observations and independent estimates of sapwood area with small errors, suggesting robustness in new settings. We outline a method for predicting whole-tree water use with this model and include computer code for simple implementation in other studies.

Finally, we estimated tree water balances during drought with a statistical time-series analysis. Moisture limitation in forest stands comes predominantly from water use by the trees themselves, a drought-stand feedback. We show that drought impacts on tree fitness and forest composition can be predicted by tracking the moisture reservoir available to each tree in a mass balance. We apply this model to multiple seasonal droughts in a temperate forest with measurements of tree water use to demonstrate how species and size differences modulate moisture availability across landscapes. As trees deplete their soil moisture reservoir during droughts, a transpiration deficit develops, leading to reduced biomass growth and reproductive output.

This dissertation draws connections between the physiological condition of individual trees and their behavior in crowded, diverse, and continually-changing forest stands. The analyses take advantage of growing data sets on both the physiology and demography of trees as well as novel statistical techniques that allow us to link these observations to realistic quantitative models. The results can be used to scale up tree measurements to entire stands and address questions about the future composition of forests and the land’s balance of water and carbon.