Understanding multi-asset factor models: Factor exposure interpretation

Field lab: Business project

Development of thermo-analytical prediction and classification models for food in thermal devices using a multi sensor system and artificial neural networks

Die thermische Verarbeitung von Lebensmitteln beeinflusst deren Qualität und ernährungsphysiologischen Eigenschaften. Im Haushalt ist die Überwachung der Temperatur innerhalb des Lebensmittels sehr schwierig. Zudem ist das Wissen über optimale Temperatur- und Zeitparameter für die verschiedenen Speisen oft unzureichend. Die optimale Steuerung der thermischen Zubereitung ist maßgeblich abhängig von der Art des Lebensmittels und der äußeren und inneren Temperatureinwirkung während des Garvorgangs. Das Ziel der Arbeiten war die Entwicklung eines automatischen Backofens, der in der Lage ist, die Art des Lebensmittels zu erkennen und die Temperatur im Inneren des Lebensmittels während des Backens zu errechnen. Die für die Temperaturberechnung benötigten Daten wurden mit mehreren Sensoren erfasst. Hierzu kam ein Infrarotthermometer, ein Infrarotabstandssensor, eine Kamera, ein Temperatursensor und ein Lambdasonde innerhalb des Ofens zum Einsatz. Ferner wurden eine Wägezelle, ein Strom- sowie Spannungs-Sensor und ein Temperatursensor außerhalb des Ofens genutzt. Die während der Aufheizphase aufgenommen Datensätze ermöglichten das Training mehrerer künstlicher neuronaler Netze, die die verschiedenen Lebensmittel in die entsprechenden Kategorien einordnen konnten, um so das optimale Backprogram auszuwählen. Zur Abschätzung der thermische Diffusivität der Nahrung, die von der Zusammensetzung (Kohlenhydrate, Fett, Protein, Wasser) abhängt, wurden mehrere künstliche neuronale Netze trainiert. Mit Ausnahme des Fettanteils der Lebensmittel konnten alle Komponenten durch verschiedene KNNs mit einem Maximum von 8 versteckten Neuronen ausreichend genau abgeschätzt werden um auf deren Grundlage die Temperatur im inneren des Lebensmittels zu berechnen. Die durchgeführte Arbeit zeigt, dass mit Hilfe verschiedenster Sensoren zur direkten beziehungsweise indirekten Messung der äußeren Eigenschaften der Lebensmittel sowie KNNs für die Kategorisierung und Abschätzung der Lebensmittelzusammensetzung die automatische Erkennung und Berechnung der inneren Temperatur von verschiedensten Lebensmitteln möglich ist.

Multi-model assessment of stratospheric ozone return dates and ozone recovery in CCMVal-2 models

Projections of stratospheric ozone from a suite of chemistry-climate models (CCMs) have been analyzed. In addition to a reference simulation where anthropogenic halogenated ozone depleting substances (ODSs) and greenhouse gases (GHGs) vary with time, sensitivity simulations with either ODS or GHG concentrations fixed at 1960 levels were performed to disaggregate the drivers of projected ozone changes. These simulations were also used to assess the two distinct milestones of ozone returning to historical values (ozone return dates) and ozone no longer being influenced by ODSs (full ozone recovery). The date of ozone returning to historical values does not indicate complete recovery from ODSs in most cases, because GHG-induced changes accelerate or decelerate ozone changes in many regions. In the upper stratosphere where CO2-induced stratospheric cooling increases ozone, full ozone recovery is projected to not likely have occurred by 2100 even though ozone returns to its 1980 or even 1960 levels well before (~2025 and 2040, respectively). In contrast, in the tropical lower stratosphere ozone decreases continuously from 1960 to 2100 due to projected increases in tropical upwelling, while by around 2040 it is already very likely that full recovery from the effects of ODSs has occurred, although ODS concentrations are still elevated by this date. In the midlatitude lower stratosphere the evolution differs from that in the tropics, and rather than a steady decrease in ozone, first a decrease in ozone is simulated from 1960 to 2000, which is then followed by a steady increase through the 21st century. Ozone in the midlatitude lower stratosphere returns to 1980 levels by ~2045 in the Northern Hemisphere (NH) and by ~2055 in the Southern Hemisphere (SH), and full ozone recovery is likely reached by 2100 in both hemispheres. Overall, in all regions except the tropical lower stratosphere, full ozone recovery from ODSs occurs significantly later than the return of total column ozone to its 1980 level. The latest return of total column ozone is projected to occur over Antarctica (~2045–2060) whereas it is not likely that full ozone recovery is reached by the end of the 21st century in this region. Arctic total column ozone is projected to return to 1980 levels well before polar stratospheric halogen loading does so (~2025–2030 for total column ozone, cf. 2050–2070 for Cly+60×Bry) and it is likely that full recovery of total column ozone from the effects of ODSs has occurred by ~2035. In contrast to the Antarctic, by 2100 Arctic total column ozone is projected to be above 1960 levels, but not in the fixed GHG simulation, indicating that climate change plays a significant role.

Typification of farming systems for constructing representative farm models: two illustrations of the application of multi-variate analyses in Chile and Pakistan

If the fundamental precepts of Farming Systems Research were to be taken literally then it would imply that for each farm 'unique' solutions should be sought. This is an unrealistic expectation, but it has led to the idea of a recommendation domain, implying creating a taxonomy of farms, in order to increase the general applicability of recommendations. Mathematical programming models are an established means of generating recommended solutions, but for such models to be effective they have to be constructed for 'truly' typical or representative situations. The multi-variate statistical techniques provide a means of creating the required typologies, particularly when an exhaustive database is available. This paper illustrates the application of this methodology in two different studies that shared the common purpose of identifying types of farming systems in their respective study areas. The issues related with the use of factor and cluster analyses for farm typification prior to building representative mathematical programming models for Chile and Pakistan are highlighted. (C) 2003 Elsevier Science Ltd. All rights reserved.

Revealing ensemble state transition patterns in multi-electrode neuronal recordings using hidden Markov models

In order to harness the computational capacity of dissociated cultured neuronal networks, it is necessary to understand neuronal dynamics and connectivity on a mesoscopic scale. To this end, this paper uncovers dynamic spatiotemporal patterns emerging from electrically stimulated neuronal cultures using hidden Markov models (HMMs) to characterize multi-channel spike trains as a progression of patterns of underlying states of neuronal activity. However, experimentation aimed at optimal choice of parameters for such models is essential and results are reported in detail. Results derived from ensemble neuronal data revealed highly repeatable patterns of state transitions in the order of milliseconds in response to probing stimuli.

Multi-target out-of-sequence data association: tracking using graphical models

When performing data fusion, one often measures where targets were and then wishes to deduce where targets currently are. There has been recent research on the processing of such out-of-sequence data. This research has culminated in the development of a number of algorithms for solving the associated tracking problem. This paper reviews these different approaches in a common Bayesian framework and proposes an architecture that orthogonalises the data association and out-of-sequence problems such that any combination of solutions to these two problems can be used together. The emphasis is not on advocating one approach over another on the basis of computational expense, but rather on understanding the relationships among the algorithms so that any approximations made are explicit. Results for a multi-sensor scenario involving out-of-sequence data association are used to illustrate the utility of this approach in a specific context.

Operating models for a multi-polar world: balancing global integration and local responsiveness

Purpose – Multinationals have always needed an operating model that works – an effective plan for executing their most important activities at the right levels of their organization, whether globally, regionally or locally. The choices involved in these decisions have never been obvious, since international firms have consistently faced trade‐offs between tailoring approaches for diverse local markets and leveraging their global scale. This paper seeks a more in‐depth understanding of how successful firms manage the global‐local trade‐off in a multipolar world. Design methodology/approach – This paper utilizes a case study approach based on in‐depth senior executive interviews at several telecommunications companies including Tata Communications. The interviews probed the operating models of the companies we studied, focusing on their approaches to organization structure, management processes, management technologies (including information technology (IT)) and people/talent. Findings – Successful companies balance global‐local trade‐offs by taking a flexible and tailored approach toward their operating‐model decisions. The paper finds that successful companies, including Tata Communications, which is profiled in‐depth, are breaking up the global‐local conundrum into a set of more manageable strategic problems – what the authors call “pressure points” – which they identify by assessing their most important activities and capabilities and determining the global and local challenges associated with them. They then design a different operating model solution for each pressure point, and repeat this process as new strategic developments emerge. By doing so they not only enhance their agility, but they also continually calibrate that crucial balance between global efficiency and local responsiveness. Originality/value – This paper takes a unique approach to operating model design, finding that an operating model is better viewed as several distinct solutions to specific “pressure points” rather than a single and inflexible model that addresses all challenges equally. Now more than ever, developing the right operating model is at the top of multinational executives' priorities, and an area of increasing concern; the international business arena has changed drastically, requiring thoughtfulness and flexibility instead of standard formulas for operating internationally. Old adages like “think global and act local” no longer provide the universal guidance they once seemed to.

Doubly charged Higgs through photon-photon collisions in 3-3-1 models

We study the production and signatures of doubly charged Higgs bosons (DCHBs) in the process gamma gamma <-> H(--)H(++) at the e(-)e(+) International Linear Collider and CERN Linear Collider, where the intermediate photons are given by the Weizsacker-Willians and laser backscattering distributions.

Strength of the trilinear Higgs boson coupling in technicolor models

We discuss the strength of the trilinear Higgs boson coupling in technicolor (or composite) models in a model independent way. The coupling is determined as a function of a very general ansatz for the technicolor self-energy, and turns out to be equal or smaller than the one of the Standard Model Higgs boson depending on the dynamics of the theory. (c) 2006 Published by Elsevier B.V.

Signature of charged to neutral Higgs boson decay at the LHC in SUSY models

We study the signature of H+/- decay into h(0)W at the LHC in SUSY models. It has only marginal viability in the MSSM. But in the singlet extensions like the NMSSM one can have a spectacular signature for H+/- decay into (h(0), A(0))W over a significant domain of parameter space. (C) 1999 Published by Elsevier B.V. B.V. All rights reserved.

Higgs pair production at the LHC in models with universal extra dimensions

In this Letter we study the process of gluon fusion into a pair of Higgs bosons in a model with one universal extra dimension. We find that the contributions from the extra top quark Kaluza-Klem excitations lead to a Higgs pair production cross section at the LHC that can be significantly altered compared to the Standard Model value for small values of the compactification scale. (C) 2007 Elsevier B.V. All rights reserved.

Search for neutral Higgs bosons in the multi-b-jet topology in 5.2 fb(-1) of p(p)over-bar collisions at root s=1.96 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Combined Tevatron upper limit on gg -> H -> W+W- and constraints on the Higgs boson mass in fourth-generation fermion models

We combine results from searches by the CDF and D0 collaborations for a standard model Higgs boson (H) in the process gg -> H -> W+W- in p (p) over bar collisions at the Fermilab Tevatron Collider at root s = 1.96 TeV. With 4.8 fb(-1) of integrated luminosity analyzed at CDF and 5.4 fb(-1) at D0, the 95% confidence level upper limit on sigma(gg -> H) x B(H -> W+W-) is 1.75 pb at m(H) = 120 GeV, 0.38 pb at m(H) = 165 GeV, and 0.83 pb at m(H) = 200 GeV. Assuming the presence of a fourth sequential generation of fermions with large masses, we exclude at the 95% confidence level a standard-model-like Higgs boson with a mass between 131 and 204 GeV.