894 resultados para Multi-Equation Income Model


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Abstract In order to provide basic data for evaluation of the petroleum potential in the deep water area of the northern margin of the South China Sea (SCS), present-day thermal regime and basin tectonothermal evolution are reconstructed and the maturation history of the Cenozoic major source rocks in the study area is derived. The present-day geothermal regime in the deep water area of the northern margin of SCS is defined according to the geothermal gradient, thermal properties and heat flow data. Tectonic subsidence history is reconstructed based on borehole and seismic data, and accordingly the stretching episodes are determined from the subsidence pattern. Heat flow history in the deep water area of the northern margin of SCS is estimated on a finite time, laterally non-uniform and multi-episode stretching model. Maturation history of the main source rocks in the study area is estimated through EASYRo% kinetic model and thermal history, and the potential of petroleum in the deep water area of the northern margin of SCS is evaluated based on the data above. The results show that the present-day geothermal regime in the deep water area of the northern margin of SCS is characterized by “hot basin” with high geothermal gradient (39.1±7.4℃/km) and high heat flow (77.5±14.8 mW/m2), and that the Qiongdongnan Basin (QDNB) underwent three stretching episodes and consequently suffered three heating episodes (Eocene, Oligocene and Pliocene time) with highest paleo-heat flow of 65~90 mW/m2 at the end of the Pliocene, that the Pearl River Mouth Basin (PRMB) two stretching and two heating episodes (Eocene, Oligocene time) with highest paleo-heat flow of 60~70 mW/m2 at the end of the Oligocene, and that the source rocks matured drastically responding to the heating episodes. There are four hydrocarbon generation kitchens in the deep water area of the northern margin of SCS which are favor of its bright petroleum perspective. Tectonothermal analysis indicates that the present-day geothermal regime which is characterized with “hot basin” in the deep water area of the PRMB resulted mainly from the Cenozoic stretching as well as faulting and magmatic activities during the Neotectonic period, and that the Pliocene heating episode of the QDNB is coupled with the transition from sinistral to dextral gliding of the Red Rive fault, and that the deep water basins in the northern margin of SCS are typical of multiple rifting which caused multi-episode heating process.

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The International Energy Agency has repeatedly identified increased end-use energy efficiency as the quickest, least costly method of green house gas mitigation, most recently in the 2012 World Energy Outlook, and urges all governing bodies to increase efforts to promote energy efficiency policies and technologies. The residential sector is recognised as a major potential source of cost effective energy efficiency gains. Within the EU this relative importance can be seen from a review of the National Energy Efficiency Action Plans (NEEAP) submitted by member states, which in all cases place a large emphasis on the residential sector. This is particularly true for Ireland whose residential sector has historically had higher energy consumption and CO2 emissions than the EU average and whose first NEEAP targeted 44% of the energy savings to be achieved in 2020 from this sector. This thesis develops a bottom-up engineering archetype modelling approach to analyse the Irish residential sector and to estimate the technical energy savings potential of a number of policy measures. First, a model of space and water heating energy demand for new dwellings is built and used to estimate the technical energy savings potential due to the introduction of the 2008 and 2010 changes to part L of the building regulations governing energy efficiency in new dwellings. Next, the author makes use of a valuable new dataset of Building Energy Rating (BER) survey results to first characterise the highly heterogeneous stock of existing dwellings, and then to estimate the technical energy savings potential of an ambitious national retrofit programme targeting up to 1 million residential dwellings. This thesis also presents work carried out by the author as part of a collaboration to produce a bottom-up, multi-sector LEAP model for Ireland. Overall this work highlights the challenges faced in successfully implementing both sets of policy measures. It points to the wide potential range of final savings possible from particular policy measures and the resulting high degree of uncertainty as to whether particular targets will be met and identifies the key factors on which the success of these policies will depend. It makes recommendations on further modelling work and on the improvements necessary in the data available to researchers and policy makers alike in order to develop increasingly sophisticated residential energy demand models and better inform policy.

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This paper considers forecasting the conditional mean and variance from a single-equation dynamic model with autocorrelated disturbances following an ARMA process, and innovations with time-dependent conditional heteroskedasticity as represented by a linear GARCH process. Expressions for the minimum MSE predictor and the conditional MSE are presented. We also derive the formula for all the theoretical moments of the prediction error distribution from a general dynamic model with GARCH(1, 1) innovations. These results are then used in the construction of ex ante prediction confidence intervals by means of the Cornish-Fisher asymptotic expansion. An empirical example relating to the uncertainty of the expected depreciation of foreign exchange rates illustrates the usefulness of the results. © 1992.

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This paper will analyse two of the likely damage mechanisms present in a paper fibre matrix when placed under controlled stress conditions: fibre/fibre bond failure and fibre failure. The failure process associated with each damage mechanism will be presented in detail focusing on the change in mechanical and acoustic properties of the surrounding fibre structure before and after failure. To present this complex process mathematically, geometrically simple fibre arrangements will be chosen based on certain assumptions regarding the structure and strength of paper, to model the damage mechanisms. The fibre structures are then formulated in terms of a hybrid vibro-acoustic model based on a coupled mass/spring system and the pressure wave equation. The model will be presented in detail in the paper. The simulation of the simple fibre structures serves two purposes; it highlights the physical and acoustic differences of each damage mechanism before and after failure, and also shows the differences in the two damage mechanisms when compared with one another. The results of the simulations are given in the form of pressure wave contours, time-frequency graphs and the Continuous Wavelet Transform (CWT) diagrams. The analysis of the results leads to criteria by which the two damage mechanisms can be identified. Using these criteria it was possible to verify the results of the simulations against experimental acoustic data. The models developed in this study are of specific practical interest in the paper-making industry, where acoustic sensors may be used to monitor continuous paper production. The same techniques may be adopted more generally to correlate acoustic signals to damage mechanisms in other fibre-based structures.

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It has been shown that remote monitoring of pulmonary activity can be achieved using ultra-wideband (UWB) systems, which shows promise in home healthcare, rescue, and security applications. In this paper, we first present a multi-ray propagation model for UWB signal, which is traveling through the human thorax and is reflected on the air/dry-skin/fat/muscle interfaces. A geometry-based statistical channel model is then developed for simulating the reception of UWB signals in the indoor propagation environment. This model enables replication of time-varying multipath profiles due to the displacement of a human chest. Subsequently, a UWB distributed cognitive radar system (UWB-DCRS) is developed for the robust detection of chest cavity motion and the accurate estimation of respiration rate. The analytical framework can serve as a basis in the planning and evaluation of future measurement programs. We also provide a case study on how the antenna beamwidth affects the estimation of respiration rate based on the proposed propagation models and system architecture

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Presently the UK social housing stock accounts for approximately 18% of the total UK housing with maintenance costs in the region of £1.25 billion per annum. In terms of its impact on the environment, housing is generally responsible for approximately 27% of the UK’s CO2 emissions. The extent to which routine maintenance (planned preventative and responsive) can be used as a vehicle to improve the overall sustainability (social, environmental and economic) of existing social housing is one focus of a 5 year EPSRC funded research programme. This paper reports on the findings of a series of in-depth interviews with social housing providers examining current social housing maintenance practices and attitudes towards sustainability. This paper will report the initial findings of interviews and outline a new performance based multi-criteria maintenance model from which an AHP hierarchy will be presented, integrating the principles of sustainability into maintenance strategies

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Purpose: The purpose of this paper is to describe the problems encountered and the solutions developed when using benchmarking and key performance indicators (KPIs) to monitor a major UK social house building innovation (change) programme. The innovation programme sought improvements to both the quality of the house product and the procurement process. Design/methodology/approach: Benchmarking and KPIs were used to quantify performance and in-depth case studies to identify underlying cause and effect relationships within the innovation programme. Findings: The inherent competition between consortium members; the complexity of the relationship between the consortium and its strategic partner; the lack of an authoritative management control structure; and the rapidly changing nature of the UK social housing market all proved problematic to the development of a reliable and robust monitoring system. These problems were overcome by the development of multi-dimensional benchmarking model that balanced the needs and aspirations of the individual organisations with the broader objectives of the consortium. Research limitations/implications: Whilst the research methodology provides insight into the factors that affected the performance of a major innovation programme its findings may not be representative of all projects. Practical implications: The lessons learnt should assist those developing benchmarking models for multi-client consortia. Originality/value: The work reported in this paper describes an inclusive approach to benchmarking in which a multiple client group and their strategic partner sought to work together for shared gain. Very few papers have addressed this issue.

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The physics of the plume-induced shock and separation, particularly at high plume to exit pressure ratios with and without shock-turbulent boundary-layer control methods, were studied using computational techniques. Mass-averaged Navier-Stokes equations with a two-equation turbulence model were solved by using a fully implicit finite volume scheme and time.marching algorithm. The control methodologies for shock interactions included a porous tail and a porous extension attached at the nozzle exit or trailing edge. The porous tail produced a weaker shock and fixed the shock position on the control surface. The effect of the porous extension on shock interactions was mainly to restrain the plume from strongly underexpanding during a change in flight conditions. These techniques could give an additional dimension to the design and control of supersonic missiles.

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Small-scale physical and numerical experiments were conducted to investigate the local concentration of waves (monochromatic and group) due to abrupt change of nearshore bathymetry in alongshore direction. Wave run-up motions along the shoreline were measured using an image analysis technique to compare localized concentration of wave energy, when waves propagate a over bathymetry composing rhythmic patterns of mild/steep slope bottom configurations. Measured alongshore variation of maximum wave run-up heights showed significant peak near the boundary, which has sudden alongshore change of depth, both under monochromatic and group wave trains. This phenomenon is found to be due to interaction of waves with neashore currents, which is further enhanced by excitation of long wave components by breaking of group waves. Furthermore, this paper discusses results of preliminary experiments carried out to test the effectiveness of several shore protection structure layouts in mitigating such wave concentrations. Numerical simulations were performed by using a model developed based on Nwogu (1993) Boussinesq-type equations; coupled with a transport equation to model energy dissipation due to wave breaking.

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Solar heating systems have the potential to be an efficient renewable energy technology, provided they are sized correctly. Sizing a solar thermal system for domestic applications does not warrant the cost of a simulation. As a result simplified sizing procedures are required. The size of a system depends on a number of variables including the efficiency of the collector itself, the hot water demand and the solar radiation at a given location. Domestic Hot Water (DHW) demand varies with time and is assessed using a multi-parameter detailed model. Secondly, the national energy evaluation methodologies are evaluated from the perspective of solar thermal system sizing. Based on the assessment of the standards, limitations in the evaluation method for solar thermal systems are outlined and an adapted method, specific to the sizing of solar thermal systems, is proposed. The methodology is presented for two common dwelling scenarios. Results from this showed that it is difficult to achieve a high solar fraction given practical sizes of system infrastructure (storage tanks) for standard domestic properties. However, solar thermal systems can significantly offset energy loads due associated DHW consumption, particularly when sized appropriately. The presented methodology is valuable for simple solar system design and also for the quick comparison of salient criteria.

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This paper deals with the geometrically non linear analysis of thin plate/shell laminated structures with embedded integrated piezoelectric actuors or sensors layers and/or patches.The model is based on the Kirchhoff classical laminated theory and can be applied to plate and shell adaptive structures with arbitrary shape, general mechanical and electrical loadings. the finite element model is a nonconforming single layer triangular plate/shell element with 18 degrees of fredom for the generalized displacements and one eçlectrical potential degree of freedom for each piezoelectric layer or patch. An updated Lagrangian formulation associated to Newton-Raphson technique is used to solve incrementally and iteratively the equilibrium equation.The model is applied in the solution of four illustrative cases, and the results are compared and discussedwith alternative solutions when available.

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The integration of wind power in eletricity generation brings new challenges to unit commitment due to the random nature of wind speed. For this particular optimisation problem, wind uncertainty has been handled in practice by means of conservative stochastic scenario-based optimisation models, or through additional operating reserve settings. However, generation companies may have different attitudes towards operating costs, load curtailment, or waste of wind energy, when considering the risk caused by wind power variability. Therefore, alternative and possibly more adequate approaches should be explored. This work is divided in two main parts. Firstly we survey the main formulations presented in the literature for the integration of wind power in the unit commitment problem (UCP) and present an alternative model for the wind-thermal unit commitment. We make use of the utility theory concepts to develop a multi-criteria stochastic model. The objectives considered are the minimisation of costs, load curtailment and waste of wind energy. Those are represented by individual utility functions and aggregated in a single additive utility function. This last function is adequately linearised leading to a mixed-integer linear program (MILP) model that can be tackled by general-purpose solvers in order to find the most preferred solution. In the second part we discuss the integration of pumped-storage hydro (PSH) units in the UCP with large wind penetration. Those units can provide extra flexibility by using wind energy to pump and store water in the form of potential energy that can be generated after during peak load periods. PSH units are added to the first model, yielding a MILP model with wind-hydro-thermal coordination. Results showed that the proposed methodology is able to reflect the risk profiles of decision makers for both models. By including PSH units, the results are significantly improved.

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This paper proposes finite-sample procedures for testing the SURE specification in multi-equation regression models, i.e. whether the disturbances in different equations are contemporaneously uncorrelated or not. We apply the technique of Monte Carlo (MC) tests [Dwass (1957), Barnard (1963)] to obtain exact tests based on standard LR and LM zero correlation tests. We also suggest a MC quasi-LR (QLR) test based on feasible generalized least squares (FGLS). We show that the latter statistics are pivotal under the null, which provides the justification for applying MC tests. Furthermore, we extend the exact independence test proposed by Harvey and Phillips (1982) to the multi-equation framework. Specifically, we introduce several induced tests based on a set of simultaneous Harvey/Phillips-type tests and suggest a simulation-based solution to the associated combination problem. The properties of the proposed tests are studied in a Monte Carlo experiment which shows that standard asymptotic tests exhibit important size distortions, while MC tests achieve complete size control and display good power. Moreover, MC-QLR tests performed best in terms of power, a result of interest from the point of view of simulation-based tests. The power of the MC induced tests improves appreciably in comparison to standard Bonferroni tests and, in certain cases, outperforms the likelihood-based MC tests. The tests are applied to data used by Fischer (1993) to analyze the macroeconomic determinants of growth.

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Depuis quelques années, la recherche dans le domaine des réseaux maillés sans fil ("Wireless Mesh Network (WMN)" en anglais) suscite un grand intérêt auprès de la communauté des chercheurs en télécommunications. Ceci est dû aux nombreux avantages que la technologie WMN offre, telles que l'installation facile et peu coûteuse, la connectivité fiable et l'interopérabilité flexible avec d'autres réseaux existants (réseaux Wi-Fi, réseaux WiMax, réseaux cellulaires, réseaux de capteurs, etc.). Cependant, plusieurs problèmes restent encore à résoudre comme le passage à l'échelle, la sécurité, la qualité de service (QdS), la gestion des ressources, etc. Ces problèmes persistent pour les WMNs, d'autant plus que le nombre des utilisateurs va en se multipliant. Il faut donc penser à améliorer les protocoles existants ou à en concevoir de nouveaux. L'objectif de notre recherche est de résoudre certaines des limitations rencontrées à l'heure actuelle dans les WMNs et d'améliorer la QdS des applications multimédia temps-réel (par exemple, la voix). Le travail de recherche de cette thèse sera divisé essentiellement en trois principaux volets: le contrôle d‟admission du trafic, la différentiation du trafic et la réaffectation adaptative des canaux lors de la présence du trafic en relève ("handoff" en anglais). Dans le premier volet, nous proposons un mécanisme distribué de contrôle d'admission se basant sur le concept des cliques (une clique correspond à un sous-ensemble de liens logiques qui interfèrent les uns avec les autres) dans un réseau à multiples-sauts, multiples-radios et multiples-canaux, appelé RCAC. Nous proposons en particulier un modèle analytique qui calcule le ratio approprié d'admission du trafic et qui garantit une probabilité de perte de paquets dans le réseau n'excédant pas un seuil prédéfini. Le mécanisme RCAC permet d‟assurer la QdS requise pour les flux entrants, sans dégrader la QdS des flux existants. Il permet aussi d‟assurer la QdS en termes de longueur du délai de bout en bout pour les divers flux. Le deuxième volet traite de la différentiation de services dans le protocole IEEE 802.11s afin de permettre une meilleure QdS, notamment pour les applications avec des contraintes temporelles (par exemple, voix, visioconférence). À cet égard, nous proposons un mécanisme d'ajustement de tranches de temps ("time-slots"), selon la classe de service, ED-MDA (Enhanced Differentiated-Mesh Deterministic Access), combiné à un algorithme efficace de contrôle d'admission EAC (Efficient Admission Control), afin de permettre une utilisation élevée et efficace des ressources. Le mécanisme EAC prend en compte le trafic en relève et lui attribue une priorité supérieure par rapport au nouveau trafic pour minimiser les interruptions de communications en cours. Dans le troisième volet, nous nous intéressons à minimiser le surcoût et le délai de re-routage des utilisateurs mobiles et/ou des applications multimédia en réaffectant les canaux dans les WMNs à Multiples-Radios (MR-WMNs). En premier lieu, nous proposons un modèle d'optimisation qui maximise le débit, améliore l'équité entre utilisateurs et minimise le surcoût dû à la relève des appels. Ce modèle a été résolu par le logiciel CPLEX pour un nombre limité de noeuds. En second lieu, nous élaborons des heuristiques/méta-heuristiques centralisées pour permettre de résoudre ce modèle pour des réseaux de taille réelle. Finalement, nous proposons un algorithme pour réaffecter en temps-réel et de façon prudente les canaux aux interfaces. Cet algorithme a pour objectif de minimiser le surcoût et le délai du re-routage spécialement du trafic dynamique généré par les appels en relève. Ensuite, ce mécanisme est amélioré en prenant en compte l‟équilibrage de la charge entre cliques.

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Les détecteurs à pixels Medipix ont été développés par la collaboration Medipix et permettent de faire de l'imagerie en temps réel. Leur surface active de près de $2\cm^2$ est divisée en 65536~pixels de $55\times 55\um^2$ chacun. Seize de ces détecteurs, les Medipix2, sont installés dans l'expérience ATLAS au CERN afin de mesurer en temps réel les champs de radiation produits par les collisions de hadrons au LHC. Ils seront prochainement remplacés par des Timepix, la plus récente version de ces détecteurs, qui permettent de mesurer directement l'énergie déposée dans chaque pixel en mode \textit{time-over-threshold} (TOT) lors du passage d'une particule dans le semi-conducteur. En vue d'améliorer l'analyse des données recueillies avec ces détecteurs Timepix dans ATLAS, un projet de simulation Geant4 a été amorcé par John Id\'{a}rraga à l'Université de Montréal. Dans le cadre de l'expérience ATLAS, cette simulation pourra être utilisée conjointement avec Athena, le programme d'analyse d'ATLAS, et la simulation complète du détecteur ATLAS. Sous l'effet de leur propre répulsion, les porteurs de charge créés dans le semi-conducteur sont diffusés vers les pixels adjacents causant un dépôt d'énergie dans plusieurs pixels sous l'effet du partage de charges. Un modèle effectif de cette diffusion latérale a été développé pour reproduire ce phénomène sans résoudre d'équation différentielle de transport de charge. Ce modèle, ainsi que le mode TOT du Timepix, qui permet de mesurer l'énergie déposée dans le détecteur, ont été inclus dans la simulation afin de reproduire adéquatement les traces laissées par les particules dans le semi-conducteur. On a d'abord étalonné le détecteur pixel par pixel à l'aide d'une source de $\Am$ et de $\Ba$. Ensuite, on a validé la simulation à l'aide de mesures d'interactions de protons et de particules $\alpha$ produits au générateur Tandem van de Graaff du Laboratoire René-J.-A.-Lévesque de l'Université de Montréal.