Analysis of dynamic process models for structural insight and model reduction .1. Structural identification measures

An important consideration in the development of mathematical models for dynamic simulation, is the identification of the appropriate mathematical structure. By building models with an efficient structure which is devoid of redundancy, it is possible to create simple, accurate and functional models. This leads not only to efficient simulation, but to a deeper understanding of the important dynamic relationships within the process. In this paper, a method is proposed for systematic model development for startup and shutdown simulation which is based on the identification of the essential process structure. The key tool in this analysis is the method of nonlinear perturbations for structural identification and model reduction. Starting from a detailed mathematical process description both singular and regular structural perturbations are detected. These techniques are then used to give insight into the system structure and where appropriate to eliminate superfluous model equations or reduce them to other forms. This process retains the ability to interpret the reduced order model in terms of the physico-chemical phenomena. Using this model reduction technique it is possible to attribute observable dynamics to particular unit operations within the process. This relationship then highlights the unit operations which must be accurately modelled in order to develop a robust plant model. The technique generates detailed insight into the dynamic structure of the models providing a basis for system re-design and dynamic analysis. The technique is illustrated on the modelling for an evaporator startup. Copyright (C) 1996 Elsevier Science Ltd

The Dynamic Relationship between Finnish Stock Market and Commodities

Since different stock markets have become more integrated during 2000s, investors need new asset classes in order to gain diversification benefits. Commodities have become popular to invest in and thus it is important to examine whether the investors should use commodities as a part for portfolio diversification. This master’s thesis examines the dynamic relationship between Finnish stock market and commodities. The methodology is based on Vector Autoregressive models (VAR). The long-run relationship between Finnish stock market and commodities is examined with Johansen cointegration while short-run relationship is examined with VAR models and Granger causality test. In addition, impulse response test and forecast error variance decomposition are employed to strengthen the results of short-run relationship. The dynamic relationships might change under different market conditions. Thus, the sample period is divided into two sub-samples in order to reveal whether the dynamic relationship varies under different market conditions. The results show that Finnish stock market has stable long-run relationship with industrial metals, indicating that there would not be diversification benefits among the industrial metals. The long-run relationship between Finnish stock market and energy commodities is not as stable as the long-run relationship between Finnish stock market and industrial metals. Long-run relationship was found in the full sample period and first sub-sample which indicate less room for diversification. However, the long-run relationship disappeared in the second sub-sample which indicates diversification benefits. Long-run relationship between Finnish stock market and agricultural commodities was not found in the full sample period which indicates diversification benefits between the variables. However, long-run relationship was found from both sub-samples. The best diversification benefits would be achieved if investor invested in precious metals. No long-run relationship was found from either sample. In the full sample period OMX Helsinki had short-run relationship with most of the energy commodities and industrial metals and the causality was mostly running from equities to commodities. During the first sub period the number of short-run relationships and causality shrunk but during the crisis period the number of short-run relationships and causality increased. The most notable result found was unidirectional causality from gold to OMX Helsinki during the crisis period.

Taking time to understand: articulating relationships between technologies and organizations

Dynamic relationships between technologies and organizations are investigated through research on digital visualization technologies and their use in the construction sector. Theoretical work highlights mutual adaptation between technologies and organizations but does not explain instances of sustained, sudden, or increasing maladaptation. By focusing on the technological field, I draw attention to hierarchical structuring around inter-dependent levels of technology; technological priorities of diverse groups; power asymmetries and disjunctures between contexts of development and use. For complex technologies, such as digital technologies, I argue these field-level features explain why organizations peripheral to the field may experience difficulty using emerging technology.

Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience

This paper explores the dynamic linkages that portray different facets of the joint probability distribution of stock market returns in NAFTA (i.e., Canada, Mexico, and the US). Our examination of interactions of the NAFTA stock markets considers three issues. First, we examine the long-run relationship between the three markets, using cointegration techniques. Second, we evaluate the dynamic relationships between the three markets, using impulse-response analysis. Finally, we explore the volatility transmission process between the three markets, using a variety of multivariate GARCH models. Our results also exhibit significant volatility transmission between the second moments of the NAFTA stock markets, albeit not homogenous. The magnitude and trend of the conditional correlations indicate that in the last few years, the Mexican stock market exhibited a tendency toward increased integration with the US market. Finally, we do note that evidence exists that the Peso and Asian financial crises as well as the stock-market crash in the US affect the return and volatility time-series relationships.

An examination of the dynamic relationship between self-efficacy and performance across levels of analysis and levels of specificity

This research used resource allocation theory to generate predictions regarding dynamic relationships between self-efficacy and task performance from 2 levels of analysis and specificity. Participants were given multiple trials of practice on an air traffic control task. Measures of task-specific self-efficacy and performance were taken at repeated intervals. The authors used multilevel analysis to demonstrate differential and dynamic effects. As predicted, task-specific self-efficacy was negatively associated with task performance at the within-person level. On the other hand, average levels of task-specific self-efficacy were positively related to performance at the between-persons level and mediated the effect of general self-efficacy. The key findings from this research relate to dynamic effects - these results show that self-efficacy effects can change over time, but it depends on the level of analysis and specificity at which self-efficacy is conceptualized. These novel findings emphasize the importance of conceptualizing self-efficacy within a multilevel and multispecificity framework and make a significant contribution to understanding the way this construct relates to task performance.

Inhibitory network interactions shape the auditory processing of natural communication signals in the songbird auditory forebrain

The role of GABA in the central processing of complex auditory signals is not fully understood. We have studied the involvement of GABA(A)-mediated inhibition in the processing of birdsong, a learned vocal communication signal requiring intact hearing for its development and maintenance. We focused on caudomedial nidopallium (NCM), an area analogous to parts of the mammalian auditory cortex with selective responses to birdsong. We present evidence that GABA(A)-mediated inhibition plays a pronounced role in NCM`s auditory processing of birdsong. Using immunocytochemistry, we show that approximately half of NCM`s neurons are GABAergic. Whole cell patch-clamp recordings in a slice preparation demonstrate that, at rest, spontaneously active GABAergic synapses inhibit excitatory inputs onto NCM neurons via GABA(A) receptors. Multi-electrode electrophysiological recordings in awake birds show that local blockade of GABA(A)-mediated inhibition in NCM markedly affects the temporal pattern of song-evoked responses in NCM without modifications in frequency tuning. Surprisingly, this blockade increases the phasic and largely suppresses the tonic response component, reflecting dynamic relationships of inhibitory networks that could include disinhibition. Thus processing of learned natural communication sounds in songbirds, and possibly other vocal learners, may depend on complex interactions of inhibitory networks.

Funções gerenciais na gestão educacional : caracterização do trabalho gerencial dos gestores da Secretaria Municipal de Educação de Santa Maria de Jetibá-ES

Esta pesquisa tem a intenção de descrever as características do trabalho gerencial de gestores educacionais, iniciando-se de estudo realizado com gestores escolares, coordenadores pedagógicos que atendem às escolas multisseriadas da secretaria de educação do município de Santa Maria de Jetibá (ES). Buscou-se caracterizar a ação gerencial desses gestores partindo das percepções deles sobre os trabalhos realizados junto aos demais membros da comunidade escolar, equipes de gestão e gestão da secretaria municipal, não deixando de lado as particularidades da área educacional, principalmente sobre gestão democrática e autonomia. Para se entender a diversidade, a complexidade e as dinâmicas relações dos gestores, foram realizadas entrevistas semiestruturadas que contribuíram para aprofundamento nessas dinâmicas. Documentos foram analisados para conhecimento e caracterização da formatação da estrutura organizacional da secretaria de educação. Os relatos das entrevistas apresentaram fragmentos que puderam nortear ideias para um melhor tratamento dos dados, que foram realizados analisando os conteúdos apresentados pelos gestores entrevistados. As conversas realizadas com esses entrevistados mostraram ambiguidade, dinamismo e pluralidade no desenvolvimento das “funções gerenciais” dos gestores educacionais, que são líderes, companheiros e executores de trabalhos junto aos demais componentes das relações do ambiente educacional. Assim, as expectativas são de que esta pesquisa possa fazer com que novos diálogos surjam para discutir as relações dos gestores educacionais, principalmente sobre as ações dos coordenadores que atuam junto às escolas multisseriadas.

A metodologia quadripolar de investigação científica aplicada em Ciência da Informação: relato de experiência

O texto retrata o percurso metodológico de uma investigação no âmbito científico da Ciência da Informação, com a aplicação do método quadripolar. Explica-se como este dispositivo de investigação proporcionou o conhecimento multidimensional do objeto de estudo. São abordadas em detalhe as componentes envolvidas nos quatro pólos desta metodologia: o epistemológico, o teórico, o técnico e o morfológico. Evidenciam-se as relações dinâmicas entre os quatro pólos, com o pólo epistemológico a enquadrar os referenciais teóricos, que influenciam o contacto com a realidade operado no pólo técnico, o qual determina os resultados do pólo morfológico.

Different approaches to modelling the cost-effectiveness of schistosomiasis control

This paper reviews three different approaches to modelling the cost-effectiveness of schistosomiasis control. Although these approaches vary in their assessment of costs, the major focus of the paper is on the evaluation of effectiveness. The first model presented is a static economic model which assesses effectiveness in terms of the proportion of cases cured. This model is important in highlighting that the optimal choice of chemotherapy regime depends critically on the level of budget constraint, the unit costs of screening and treatment, the rates of compliance with screening and chemotherapy and the prevalence of infection. The limitations of this approach is that it models the cost-effectiveness of only one cycle of treatment, and effectiveness reflects only the immediate impact of treatment. The second model presented is a prevalence-based dynamic model which links prevalence rates from one year to the next, and assesses effectiveness as the proportion of cases prevented. This model was important as it introduced the concept of measuring the long-term impact of control by using a transmission model which can assess reduction in infection through time, but is limited to assessing the impact only on the prevalence of infection. The third approach presented is a theoretical framework which describes the dynamic relationships between infection and morbidity, and which assesses effectiveness in terms of case-years prevented of infection and morbidity. The use of this model in assessing the cost-effectiveness of age-targeted treatment in controlling Schistosoma mansoni is explored in detail, with respect to varying frequencies of treatment and the interaction between drug price and drug efficacy.

Contrasting the form and use of reformulation markers

This paper deals with the form and use of reformulation markers in research papers written in English, Spanish and Catalan. Considering the form and frequency of themarkers, English papers tends to prefer simple fixed markers and includes less reformulators than Spanish and Catalan. On the contrary, formal Catalan and Spanish papers include more markers, some of which are complex and allow for some structural variability. As for use, reformulation markers establish dynamic relationships between portions of discourse which can be identified in our corpus with expansion, reduction, and permutation. The analysis of the corpus shows that English authors usually reformulate to add more information to the concept (expansion), whereas Catalan and Spanish authors reduce the contents or the implicatures of the previous formulation more frequently than English.

Rôles sociaux et consommation d’alcool des femmes et des hommes au Canada : une analyse située du rôle parental

Cette thèse de doctorat a pour objectif d’examiner de quelles manières le rôle parental influence la consommation d’alcool des femmes et des hommes et plus précisément, si les relations dynamiques entre le rôle parental, les circonstances au sein desquelles il est mis en acte et les contextes immédiats de consommation permettent d’expliquer les différentes façons individuelles de consommer de l’alcool. Cette étude repose sur le constat qu’en alcoologie, il existe une tendance à considérer l’acteur et l’action comme étant détachés de leur cadre social immédiat. Conséquemment, il existe des limites importantes aux modèles permettant d’expliquer les mécanismes par lesquels les rôles sociaux influencent la consommation d’alcool. Afin d’avoir une meilleure compréhension sociologique de la consommation d’alcool, cette thèse propose un cadre théorique qui insiste fortement sur la nécessité de tenir compte de la situation. L’acteur agit en fonction de certaines circonstances (perception de conflit de rôles) au sein desquelles son rôle est mis en acte. L’action de boire est dépendante du contexte (caractéristiques spatiales, temporelles, symboliques et relationnelles) au sein duquel l’action se déroule. L’hypothèse générale de recherche stipule que pour comprendre la relation entre les rôles et la consommation d’alcool, il faut situer à la fois l’acteur et l’action. La validité empirique du cadre théorique a été testée à partir d’une analyse quantitative des données de l’enquête GENACIS Canada (GENder Alcohol and Culture: an International Study) ainsi que des données de l’Enquête sur les Toxicomanies au Canada. La présentation des résultats des analyses prend la forme de trois articles soumis pour publication. Les données analysées révèlent le bien-fondé du cadre de théorique proposé. Situer l’action a permis de constater que les contextes de consommation sont un médiateur de la relation entre le rôle parental et la consommation d’alcool et plus spécifiquement, que les parents boivent moins fréquemment de façon excessive que les non-parents parce qu’ils boivent dans des lieux différents. Situer l’action a aussi révélé que les femmes et les hommes ont tendance à adopter des comportements de boire qui s’accordent au contexte immédiat, plutôt qu’à la position qu’ils occupent. Par contre, observer les circonstances individuelles au sein desquelles le rôle parental est mis en acte n’a pas permis d’améliorer notre compréhension de la relation à l’étude. Les évidences scientifiques apportées par cette thèse de doctorat ouvrent la porte au développement de mesures préventives environnementales qui visent le contexte de l’action plutôt que l’acteur, pour limiter la consommation excessive d’alcool des femmes et des hommes.

Collaborations complexes : modèle théorique et vérification empirique préliminaire en contexte de projets interdisciplinaires et interorganisationnels

La collaboration constitue une stratégie efficace pour aider les organisations et les individus à évoluer dans des environnements dynamiques et complexes, et génère de nombreux avantages cognitifs, affectifs et pécuniaires. De plus en plus, les équipes de travail sont impliquées dans des collaborations complexes, lesquelles requièrent de transiger à travers les frontières nationales, organisationnelles et disciplinaires. Bien que les collaborations complexes soient de plus en plus courantes en milieux organisationnels et étudiées par les scientifiques, peu d’études empiriques ont été réalisées sur le sujet et la documentation inhérente est disséminée dans divers silos parallèles de connaissances, donnant lieu à des modèles conceptuels divergents et incomplets. L’importance croissante de ces formes de collaboration crée l’impératif scientifique et pratique d’en acquérir une meilleure compréhension ainsi que d’identifier et d’évaluer les conditions et les facteurs qui favorisent leur succès et leur efficacité. Cette thèse vise à combler les lacunes susmentionnées et permettre un avancement des connaissances sur le sujet par l’entremise de deux articles répondant à divers objectifs de recherche. Le premier article avance une définition claire des collaborations complexes, en vue de réduire la confusion entourant ce construit. Il présente également la première revue de documentation sur les facteurs favorisant le succès des collaborations complexes, unifiant les résultats issus de divers contextes et disciplines scientifiques. Cette démarche a permis d’identifier 14 variables clés provenant de 26 études empiriques. À partir de ces données, un modèle conceptuel fondé sur des assises théoriques solides et reconnues en psychologie du travail et des organisations est proposé, offrant ainsi un canevas systémique et dynamique du phénomène ainsi qu’une orientation détaillée des pistes de recherches pertinentes. Le deuxième article part des résultats obtenus dans le premier article afin d’évaluer empiriquement les relations entre certains facteurs clés ayant un impact sur des extrants importants de collaborations complexes. L’étude multiphasique est réalisée auprès de 16 équipes de projets (N=93) interdisciplinaires et interorganisationnelles prenant part à des sessions de travail intensives visant la production de concepts novateurs en design intégré lié au développement durable. Les analyses corrélationnelles montrent des liens positifs entre l’ouverture à la diversité, les processus collaboratifs, la viabilité, la performance d’équipe et la performance de projet, ainsi que des liens négatifs entre les conflits et ces mêmes extrants. De plus, les analyses de médiation multiple révèlent qu’une plus grande ouverture à la diversité influence positivement la viabilité, la performance d’équipe et la performance de projet en favorisant les processus collaboratifs efficaces et en réduisant les conflits. Les implications théoriques et pratiques découlant de ces résultats sont discutées.

Can sentiment surveys pre-empt real estate market activities?

We evaluate a number of real estate sentiment indices to ascertain current and forward-looking information content that may be useful for forecasting the demand and supply activities. Our focus lies on sector-specific surveys targeting the players from the supply-side of both residential and non-residential real estate markets. Analyzing the dynamic relationships within a Vector Auto-Regression (VAR) framework, we test the efficacy of these indices by comparing them with other coincident indicators in predicting real estate returns. Overall, our analysis suggests that sentiment indicators convey important information which should be embedded in the modeling exercise to predict real estate market returns. Generally, sentiment indices show better information content than broad economic indicators. The goodness of fit of our models is higher for the residential market than for the non-residential real estate sector. The impulse responses, in general, conform to our theoretical expectations. Variance decompositions and out-of-sample predictions generally show desired contribution and reasonable improvement respectively, thus upholding our hypothesis. Quite remarkably, consistent with the theory, the predictability swings when we look through different phases of the cycle. This perhaps suggests that, e.g. during recessions, market players’ expectations may be more accurate predictor of the future performances, conceivably indicating a ‘negative’ information processing bias and thus conforming to the precautionary motive of consumer behaviour.

Information content and forecasting ability of sentiment indicators: case of real estate market

We evaluate a number of real estate sentiment indices to ascertain current and forward-looking information content that may be useful for forecasting demand and supply activities. Analyzing the dynamic relationships within a Vector Auto-Regression (VAR) framework and using the quarterly US data over 1988-2010, we test the efficacy of several sentiment measures by comparing them with other coincident economic indicators. Overall, our analysis suggests that the sentiment in real estate convey valuable information that can help predict changes in real estate returns. These findings have important implications for investment decisions, from consumers' as well as institutional investors' perspectives.