Caratterizzazione dinamica sperimentale del rinforzo di pavimentazioni stradali con geogriglie tramite box test

Nella presente tesi viene affrontato il comportamento di materiali granulari sotto carico dinamico. In particolare, viene presentata la sperimentazione di laboratorio seguita presso il Nottingham Transportation Engineering Centre dell'Università di Nottingham, la costruzione del box test e le prove dinamiche eseguite sul materiale granulare rinforzato e non.

Operator's and unit maintenance manual for vinson interconnecting box : test set AN/USM-481, (NSN 6625-01-106-4296).

Includes index.

Intermediate direct support and specialized repair activity maintenance manual for Vinson interconnecting box, test set AN/USM-481 (NSN 6625-01-106-4296).

"September 1987."

MODELLING AND FORECASTING INFLATION RATES IN GHANA: AN APPLICATION OF SARIMA MODELS

Ghana faces a macroeconomic problem of inflation for a long period of time. The problem in somehow slows the economic growth in this country. As we all know, inflation is one of the major economic challenges facing most countries in the world especially those in African including Ghana. Therefore, forecasting inflation rates in Ghana becomes very important for its government to design economic strategies or effective monetary policies to combat any unexpected high inflation in this country. This paper studies seasonal autoregressive integrated moving average model to forecast inflation rates in Ghana. Using monthly inflation data from July 1991 to December 2009, we find that ARIMA (1,1,1)(0,0,1)12 can represent the data behavior of inflation rate in Ghana well. Based on the selected model, we forecast seven (7) months inflation rates of Ghana outside the sample period (i.e. from January 2010 to July 2010). The observed inflation rate from January to April which was published by Ghana Statistical Service Department fall within the 95% confidence interval obtained from the designed model. The forecasted results show a decreasing pattern and a turning point of Ghana inflation in the month of July.

Modelação e previsão de um índice financeiro (FTSE 100)

A presente dissertação visa uma aplicação de séries temporais, na modelação do índice financeiro FTSE100. Com base na série de retornos, foram estudadas a estacionaridade através do teste Phillips-Perron, a normalidade pelo Teste Jarque-Bera, a independência analisada pela função de autocorrelação e pelo teste de Ljung-Box, e utilizados modelos GARCH, com a finalidade de modelar e prever a variância condicional (volatilidade) da série financeira em estudo. As séries temporais financeiras apresentam características peculiares, revelando períodos mais voláteis do que outros. Esses períodos encontram-se distribuídos em clusters, sugerindo um grau de dependência no tempo. Atendendo à presença de tais grupos de volatilidade (não linearidade), torna-se necessário o recurso a modelos heterocedásticos condicionais, isto é, modelos que consideram que a variância condicional de uma série temporal não é constante e dependente do tempo. Face à grande variabilidade das séries temporais financeiras ao longo do tempo, os modelos ARCH (Engle, 1982) e a sua generalização GARCH (Bollerslev, 1986) revelam-se os mais adequados para o estudo da volatilidade. Em particular, estes modelos não lineares apresentam uma variância condicional aleatória, sendo possível, através do seu estudo, estimar e prever a volatilidade futura da série. Por fim, é apresentado o estudo empírico que se baseia numa proposta de modelação e previsão de um conjunto de dados reais do índice financeiro FTSE100.

Concrete Pavement Mixture Design and Analysis (MDA): Development and Evaluation of Vibrating Kelly Ball Test (VKelly Test) for the Workability of Concrete, 2015

Due to the low workability of slipform concrete mixtures, the science of rheology is not strictly applicable for such concrete. However, the concept of rheological behavior may still be considered useful. A novel workability test method (Vibrating Kelly Ball or VKelly test) that would quantitatively assess the responsiveness of a dry concrete mixture to vibration, as is desired of a mixture suitable for slipform paving, was developed and evaluated. The objectives of this test method are for it to be cost-effective, portable, and repeatable while reporting the suitability of a mixture for use in slipform paving. The work to evaluate and refine the test was conducted in three phases: 1. Assess whether the VKelly test can signal variations in laboratory mixtures with a range of materials and proportions 2. Run the VKelly test in the field at a number of construction sites 3. Validate the VKelly test results using the Box Test developed at Oklahoma State University for slipform paving concrete The data collected to date indicate that the VKelly test appears to be suitable for assessing a mixture’s response to vibration (workability) with a low multiple operator variability. A unique parameter, VKelly Index, is introduced and defined that seems to indicate that a mixture is suitable for slipform paving when it falls in the range of 0.8 to 1.2 in./√s.

Methods for the analysis of two dimensional measurement data of paper web

This work is devoted to the problem of reconstructing the basis weight structure at paper web with black{box techniques. The data that is analyzed comes from a real paper machine and is collected by an o®-line scanner. The principal mathematical tool used in this work is Autoregressive Moving Average (ARMA) modelling. When coupled with the Discrete Fourier Transform (DFT), it gives a very flexible and interesting tool for analyzing properties of the paper web. Both ARMA and DFT are independently used to represent the given signal in a simplified version of our algorithm, but the final goal is to combine the two together. Ljung-Box Q-statistic lack-of-fit test combined with the Root Mean Squared Error coefficient gives a tool to separate significant signals from noise.

Weak Form Tests of Efficient Market Hypothesis: Evidence from CEE-Countries and Russian Stock Markets

Tämän tutkielman tavoitteena on selvittää Venäjän, Slovakian, Tsekin, Romanian, Bulgarian, Unkarin ja Puolan osakemarkkinoiden heikkojen ehtojen tehokkuutta. Tämä tutkielma on kvantitatiivinen tutkimus ja päiväkohtaiset indeksin sulkemisarvot kerättiin Datastreamin tietokannasta. Data kerättiin pörssien ensimmäisestä kaupankäyntipäivästä aina vuoden 2006 elokuun loppuun saakka. Analysoinnin tehostamiseksi dataa tutkittiin koko aineistolla, sekä kahdella aliperiodilla. Osakemarkkinoiden tehokkuutta on testattu neljällä tilastollisella metodilla, mukaan lukien autokorrelaatiotesti ja epäparametrinen runs-testi. Tavoitteena on myös selvittääesiintyykö kyseisillä markkinoilla viikonpäiväanomalia. Viikonpäiväanomalian esiintymistä tutkitaan käyttämällä pienimmän neliösumman menetelmää (OLS). Viikonpäiväanomalia on löydettävissä kaikilta edellä mainituilta osakemarkkinoilta paitsi Tsekin markkinoilta. Merkittävää, positiivista tai negatiivista autokorrelaatiota, on löydettävissä kaikilta osakemarkkinoilta, myös Ljung-Box testi osoittaa kaikkien markkinoiden tehottomuutta täydellä periodilla. Osakemarkkinoiden satunnaiskulku hylätään runs-testin perusteella kaikilta muilta paitsi Slovakian osakemarkkinoilla, ainakin tarkastellessa koko aineistoa tai ensimmäistä aliperiodia. Aineisto ei myöskään ole normaalijakautunut minkään indeksin tai aikajakson kohdalla. Nämä havainnot osoittavat, että kyseessä olevat markkinat eivät ole heikkojen ehtojen mukaan tehokkaita

Assimetria na volatilidade - O impacto das más notícias nas rendibilidades do PSI 20

Mestrado em Contabilidade e Gestão das Instituições Financeiras

Sensitivity of Gomez-Nuñez boxes for the detection of household infestation with Panstrongylus megistus

Four methods for detecting household infestations with Panstrongylus megistus were compared: 1) manual collection; 2) collection after pyrethrum application; 3) search viable eggs; and 4) Gomez-Nuñez boxes. Manual collection was the most sensitive method (23% infested), followed by pyrethrum (21%), Gomez-Nuñez boxes (15%) and viable eggs (12%). About 10% of infested houses were positive exclusively on the Gomez-Nuñez box test. More over, 6 out of the 7 houses positive exclusively on the Gomez-Nuñez method were located in a recently sprayed area, where P. megistus density was low. Inspection of Gomez-Nuñez boxes at 12 weekspost-application was twice as effective as inspection at 6 weekspost-application. Triatomine feces was the most common evidencefor thepresence of P. megistus found within Gomez-Nuñez boxes. Gomez-Nuñez boxes area a useful adjunct to manual collection in detecting domestic infestations with P. megistus, especially in areas where bug densities are low. However, the utility of Gomez-Nuhez boxes must be weighed against the time and labor they require.

Concrete Pavement Mixture Design and Analysis (MDA): Effect of Aggregate Systems on Concrete Properties, TPF-5(205), 2012

For years, specifications have focused on the water to cement ratio (w/cm) and strength of concrete, despite the majority of the volume of a concrete mixture consisting of aggregate. An aggregate distribution of roughly 60% coarse aggregate and 40% fine aggregate, regardless of gradation and availability of aggregates, has been used as the norm for a concrete pavement mixture. Efforts to reduce the costs and improve sustainability of concrete mixtures have pushed owners to pay closer attention to mixtures with a well-graded aggregate particle distribution. In general, workability has many different variables that are independent of gradation, such as paste volume and viscosity, aggregate’s shape, and texture. A better understanding of how the properties of aggregates affect the workability of concrete is needed. The effects of aggregate characteristics on concrete properties, such as ability to be vibrated, strength, and resistivity, were investigated using mixtures in which the paste content and the w/cm were held constant. The results showed the different aggregate proportions, the maximum nominal aggregate sizes, and combinations of different aggregates all had an impact on the performance in the strength, slump, and box test.

Activation of locus coeruleus heme oxygenase-carbon monoxide pathway promoted an anxiolytic-like effect in rats

The heme oxygenase-carbon monoxide pathway has been shown to play an important role in many physiological processes and is capable of altering nociception modulation in the nervous system by stimulating soluble guanylate cyclase (sGC). In the central nervous system, the locus coeruleus (LC) is known to be a region that expresses the heme oxygenase enzyme (HO), which catalyzes the metabolism of heme to carbon monoxide (CO). Additionally, several lines of evidence have suggested that the LC can be involved in the modulation of emotional states such as fear and anxiety. The purpose of this investigation was to evaluate the activation of the heme oxygenase-carbon monoxide pathway in the LC in the modulation of anxiety by using the elevated plus maze test (EPM) and light-dark box test (LDB) in rats. Experiments were performed on adult male Wistar rats weighing 250-300 g (n=182). The results showed that the intra-LC microinjection of heme-lysinate (600 nmol), a substrate for the enzyme HO, increased the number of entries into the open arms and the percentage of time spent in open arms in the elevated plus maze test, indicating a decrease in anxiety. Additionally, in the LDB test, intra-LC administration of heme-lysinate promoted an increase on time spent in the light compartment of the box. The intracerebroventricular microinjection of guanylate cyclase, an sGC inhibitor followed by the intra-LC microinjection of the heme-lysinate blocked the anxiolytic-like reaction on the EPM test and LDB test. It can therefore be concluded that CO in the LC produced by the HO pathway and acting via cGMP plays an anxiolytic-like role in the LC of rats.

Les modèles vectoriels et multiplicatifs avec erreurs non-négatives de séries chronologiques.

L'objectif du présent mémoire vise à présenter des modèles de séries chronologiques multivariés impliquant des vecteurs aléatoires dont chaque composante est non-négative. Nous considérons les modèles vMEM (modèles vectoriels et multiplicatifs avec erreurs non-négatives) présentés par Cipollini, Engle et Gallo (2006) et Cipollini et Gallo (2010). Ces modèles représentent une généralisation au cas multivarié des modèles MEM introduits par Engle (2002). Ces modèles trouvent notamment des applications avec les séries chronologiques financières. Les modèles vMEM permettent de modéliser des séries chronologiques impliquant des volumes d'actif, des durées, des variances conditionnelles, pour ne citer que ces applications. Il est également possible de faire une modélisation conjointe et d'étudier les dynamiques présentes entre les séries chronologiques formant le système étudié. Afin de modéliser des séries chronologiques multivariées à composantes non-négatives, plusieurs spécifications du terme d'erreur vectoriel ont été proposées dans la littérature. Une première approche consiste à considérer l'utilisation de vecteurs aléatoires dont la distribution du terme d'erreur est telle que chaque composante est non-négative. Cependant, trouver une distribution multivariée suffisamment souple définie sur le support positif est plutôt difficile, au moins avec les applications citées précédemment. Comme indiqué par Cipollini, Engle et Gallo (2006), un candidat possible est une distribution gamma multivariée, qui impose cependant des restrictions sévères sur les corrélations contemporaines entre les variables. Compte tenu que les possibilités sont limitées, une approche possible est d'utiliser la théorie des copules. Ainsi, selon cette approche, des distributions marginales (ou marges) peuvent être spécifiées, dont les distributions en cause ont des supports non-négatifs, et une fonction de copule permet de tenir compte de la dépendance entre les composantes. Une technique d'estimation possible est la méthode du maximum de vraisemblance. Une approche alternative est la méthode des moments généralisés (GMM). Cette dernière méthode présente l'avantage d'être semi-paramétrique dans le sens que contrairement à l'approche imposant une loi multivariée, il n'est pas nécessaire de spécifier une distribution multivariée pour le terme d'erreur. De manière générale, l'estimation des modèles vMEM est compliquée. Les algorithmes existants doivent tenir compte du grand nombre de paramètres et de la nature élaborée de la fonction de vraisemblance. Dans le cas de l'estimation par la méthode GMM, le système à résoudre nécessite également l'utilisation de solveurs pour systèmes non-linéaires. Dans ce mémoire, beaucoup d'énergies ont été consacrées à l'élaboration de code informatique (dans le langage R) pour estimer les différents paramètres du modèle. Dans le premier chapitre, nous définissons les processus stationnaires, les processus autorégressifs, les processus autorégressifs conditionnellement hétéroscédastiques (ARCH) et les processus ARCH généralisés (GARCH). Nous présentons aussi les modèles de durées ACD et les modèles MEM. Dans le deuxième chapitre, nous présentons la théorie des copules nécessaire pour notre travail, dans le cadre des modèles vectoriels et multiplicatifs avec erreurs non-négatives vMEM. Nous discutons également des méthodes possibles d'estimation. Dans le troisième chapitre, nous discutons les résultats des simulations pour plusieurs méthodes d'estimation. Dans le dernier chapitre, des applications sur des séries financières sont présentées. Le code R est fourni dans une annexe. Une conclusion complète ce mémoire.

Resposta comportamental e hormonal de machos não reprodutores de sagüi, callithrix jacchus, a estímulos sensoriais de filhotes não aparentados

Parental care in mammals is influenced by somatosensory stimuli from infants, such as vocalization and sight and by changes in the hormone levels of caretakers. The aim of this study was to evaluate the behavioral and hormonal responses of twelve non reproductive adult male common marmosets (Callithrix jacchus) to infant cues, vocalization recordings, sight and physical contact with newborn. Six out of twelve males had previous experience in caretaking. In article 1, adult males were exposed to newborn vocalizations for 10 minutes. On control condition no sound was presented. In article 2, males were tested on two conditions: a) Control: an empty acrylic transparent box (test box) was placed in male s cage for 15 minutes, and b) Experimental: males were exposed to newborns into a closed text box for 15 minutes. The cage was kept closed to prevented from tactile, smell and acoustic stimulation by the infant on common marmoset males. In article 3, males were exposed to an open or closed text box, which allowed or not their access to and social interaction with the infants. After each observation sessions, blood samples were collected to evaluate the cortisol levels of males. In all studies, behavioral response of adult males was significantly modified by newborns sight, vocalization and physical contact. Males approached and spent more time near the sound source and showed an increase in locomotion during sound exposure. Furthermore, males approached, smelled and spent more time near the test box when the newborn was inside it. There was no difference in behavioral pattern between experienced and non-experienced males in articles 1 and 2. In article 3, behavioral pattern of males was influence by previous caretaking experience. Experienced males recovered quicker and carried the infants more than the inexperienced ones. However, inexperienced males showed a decrease in recovery latency and an increase in carrying time after successive exposure to infants. Cortisol levels changed after exposure to infant s vocalization, especially for experienced adult males. Male hormonal profile was not affected by the sight of infants neither by their previous experienced in caretaking. The occurrence of social interaction between the caretaker and infant did not modify the hormonal profile of common marmoset males; however, as much as experienced males carried the infants their cortisol levels decreased. Thus, members of a social group or potential caretakers common marmosets exposed to sensory cues from dependent infant such as vocalization, sight, smell and physical contact, changed their behavioral and hormonal responses that are physiological modulators of parental behavior in common marmoset

Effects of the essential oil from Citrus aurantium L. in experimental anxiety models in mice

Citrus aurantium L. is popularly used to treat anxiety, among other indications suggesting central nervous system action. Previous studies showed anxiolytic effect in the essential oil from peel in mice evaluated on the elevated plus maze [Carvalho-Freitas, M.I.R., Costa, M., 2002. Anxiolytic and sedative effects of extracts and essential oil from Citrus aurantium L. Biological and Pharmaceutical Bulletin 25, 1629-1633.]. In order to better characterize the activity of the essential oil, it was evaluated in two other experimental models: the light-dark box and the marble-burying test, respectively related to generalized anxiety disorder and to obsessive compulsive disorder. Mice were treated acutely by oral route 30 min (single dose) or once a day for 15 days (repeated doses) before experimental procedures. In light-dark box test, single treatment with essential oil augmented the time spent by mice in the light chamber and the number of transitions between the two compartments. There were no observed alterations in the parameters evaluated in light-dark box after repeated treatment. Otherwise, single and repeated treatments with essential oil were able to suppress marble-burying behavior. At effective doses in the behavioral tests, mice showed no impairment on rotarod procedure after both single and repeated treatments with essential oil, denoting absence of motor deficit. Results observed in marble-burying test, related to obsessive compulsive disorder, appear more consistent than those observed in light-dark box. (c) 2005 Elsevier B.V. All rights reserved.