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Tonner, Jaromír. "Overcomplete Mathematical Models with Applications." Doctoral thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2010. http://www.nusl.cz/ntk/nusl-233893.
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Chen, Donoho a Saunders (1998) studují problematiku hledání řídké reprezentace vektorů (signálů) s použitím speciálních přeurčených systémů vektorů vyplňujících prostor signálu. Takovéto systémy (někdy jsou také nazývány frejmy) jsou typicky vytvořeny buď rozšířením existující báze, nebo sloučením různých bazí. Narozdíl od vektorů, které tvoří konečně rozměrné prostory, může být problém formulován i obecněji v rámci nekonečně rozměrných separabilních Hilbertových prostorů (Veselý, 2002b; Christensen, 2003). Tento funkcionální přístup nám umožňuje nacházet v těchto prostorech přesnější reprezentace objektů, které, na rozdíl od vektorů, nejsou diskrétní. V této disertační práci se zabývám hledáním řídkých representací v přeurčených modelech časových řad náhodných veličin s konečnými druhými momenty. Numerická studie zachycuje výhody a omezení tohoto přístupu aplikovaného na zobecněné lineární modely a na vícerozměrné ARMA modely. Analýzou mnoha numerických simulací i modelů reálných procesů můžeme říci, že tyto metody spolehlivě identifikují parametry blízké nule, a tak nám umožňují redukovat původně špatně podmíněný přeparametrizovaný model. Tímto významně redukují počet odhadovaných parametrů. V konečném důsledku se tak nemusíme starat o řády modelů, jejichž zjišťování je většinou předběžným krokem standardních technik. Pro kratší časové řady (100 a méně vzorků) řídké odhady dávají lepší predikce v porovnání s těmi, které jsou založené na standardních metodách (např. maximální věrohodnosti v MATLABu - MATLAB System Identification Toolbox (IDENT)). Pro delší časové řady (500 a více) obě techniky dávají v podstatě stejně přesné predikce. Na druhou stranu řešení těchto problémů je náročnější, a to i časově, nicméně výpočetní doba je stále přijatelná.
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Goldin, Graham Mark. "A linear eddy model for steady-state turbulent combustion." Diss., Georgia Institute of Technology, 1996. http://hdl.handle.net/1853/12547.
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Mi, Wen. "System identification and model reduction with adaptive rational orthogonal basis." Thesis, University of Macau, 2012. http://umaclib3.umac.mo/record=b2581511.
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Chen, Fei, and 陳飛. "Linear programming techniques for algorithms with applications in economics." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2014. http://hdl.handle.net/10722/206329.
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We study algorithms and models for several economics-related problems from the perspective of linear programming.
In network bargaining games, stable and balanced outcomes have been investigated in previous work. However, existence of such outcomes requires that the linear program relaxation of a certain maximum matching problem has integral optimal solution. We propose an alternative model for network bargaining games in which each edge acts as a player, who proposes how to split the weight of the edge among the two incident nodes. We show that the distributed protocol by Kanoria et. al can be modified to be run by the edge players such that the configuration of proposals will converge to a pure Nash Equilibrium, without the linear program integrality gap assumption. Moreover, ambiguous choices can be resolved in a way such that there exists a Nash Equilibrium that will not hurt the social welfare too much.
In the oblivious matching problem, an algorithm aims to find a maximum matching while it can only makes (random) decisions that are essentially oblivious to the input graph. Any greedy algorithm can achieve performance ratio 0:5, which is the expected number of matched nodes to the number of nodes in a maximum matching. We revisit the Ranking algorithm using the linear programming framework, where the constraints of the linear program are given by the structural properties of Ranking. We use continuous linear program relaxation to analyze the limiting behavior as the finite linear program grows. Of particular interest are new duality and complementary slackness characterizations that can handle monotone constraints and mixed evolving and boundary constraints in continuous linear program, which enable us to achieve a theoretical ratio of 0:523 on arbitrary graphs.
The J-choice K-best secretary problem, also known as the (J;K)-secretary problem, is a generalization of the classical secretary problem. An algorithm for the (J;K)-secretary problem is allowed to make J choices and the payoff to be maximized is the expected number of items chosen among the K best items. We use primal-dual continuous linear program techniques to analyze a class of infinite algorithms, which are general enough to capture the asymptotic behavior of the finite model with large number of items. Our techniques allow us to prove that the optimal solution can be achieved by a (J;K)-threshold algorithm, which has a nice \rational description" for the case K = 1.published_or_final_version
Computer Science
Doctoral
Doctor of Philosophy
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Omari, Mohamed. "Analysis of the effects of growth-fragmentation-coagulation in phytoplankton dynamics." Thesis, Stellenbosch : Stellenbosch University, 2011. http://hdl.handle.net/10019.1/17793.
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Thesis (MSc)--Stellenbosch University, 2011.ENGLISH ABSTRACT: An integro-differential equation describing the dynamical behaviour of phytoplankton cells is considered in which the effects of cell division and aggregation are incorporated by coupling the coagulation-fragmentation equation with growth, and the McKendrick-von Foerster renewal model of an age-structured population. Under appropriate conditions on the model parameters, the associated initial-boundary value problem is shown to be well posed in a physically relevant Banach space using the theory of strongly continuous semigroups of operators, the theory of perturbation of positive semigroups and the semilinear abstract Cauchy problems theory. In particular, we provide sufficient conditions for honesty of the model. Finally, the results on the effects of the growth-fragmentation-coagulation on the overall evolution of the phytoplankton population are summarised.
AFRIKAANSE OPSOMMING: ’n Integro-differensiaalvergelyking wat die dinamiese ontwikkeling van fitoplanktonselle beskryf, word beskou. Die uitwerking van seldeling en -aggregasie is geïnkorporeer deur die vergelyking van koagulasie en fragmentasie met groeiaan die McKendrick-von Foerster hernuwingsmodel van ’n ouderdomsgestruktureerde populasie te koppel. Die teorie van sterk kontinue semigroepe van operatore, steuringsteorie van positiewe semigroepe en die teorie van semilineêre abstrakte Cauchy probleme word aangewend om, onder gepaste voorwaardes met betrekking tot die model se parameters, te bewys dat die geassosieerde beginwaarde-probleem met randvoorwaardes ‘goed gestel’ is in ’n fisies relevante Banach-ruimte. In die besonder word voldoende voorwaardes vir eerlikheid van die model verskaf. Ten slotte word ’n opsomming van die resultate met betrekking tot die gekombineerde uitwerking van groei-fragmentasie- koagulasie op die gesamentlike ontwikkeling van die fitoplanktonpopulasie verskaf.
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Abeykoon, Mahinda. "Stepwise application of unconstrained linear mixture model for classification of urban land cover." Virtual Press, 2004. http://liblink.bsu.edu/uhtbin/catkey/1306381.
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This study involves stepwise application of Unconstrained Linear Mixer Model (ULMM) for sub-pixel classification of residential areas using Land sat 7 TM image. The image was geometrically and radiometrically corrected and spectral enhancement and classifications were done to determine the possible number of target classes. In the first step, five end-members were used as inputs and the pixels which were considered as well fit to ULMM were identified as outputs. The unidentified pixels were separated and taken to the second step with new end members. This method identified 52% of the mixed pixels were identified in the first phase and 6% in the second phase. 42% of the pixels were left as unidentified after the two steps. The pixels identified by ULMM were grouped into high and low density residential subclasses. The resulting image indicated very low RMS errors. However the percentages of pixels unidentified were high. The independent accuracy test carried out using census population density and the resulting image indicated a low relationship. A hyper-spectral imagery with finer spatial resolution may provide a better sub pixel classification.Department of Geography
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Loik, V. B., V. Havrysh, and L. Kolyasa. "Non-linear mathematical 3D model of determination of temperature field in elements of microelectronic devices (Scopus)." Thesis, XIІI International Scientific and Technical Conference “Computer Sciences and Information Technologies” CSIT 2018, 2018. http://hdl.handle.net/123456789/5324.
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Wang, Qing, and 王卿. "Model reduction for dynamic systems with time delays: a linear matrix inequality approach." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B38645439.
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Marx, Brian D. "Ill-conditioned information matrices and the generalized linear model: an asymptotically biased estimation approach." Diss., Virginia Polytechnic Institute and State University, 1988. http://hdl.handle.net/10919/53584.
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In the regression framework of the generalized linear model (Nelder and Wedderburn (1972)), interative maximum likelihood parameter estimation is employed via the method of scoring. This iterative procedure involves a key matrix, the information matrix. Ill-conditioning of the information matrix can be responsible for making many desirable properties of the parameter estimates unattainable. Some asymptotically biased alternatives to maximum likelihood estimation are put forth which alleviate the detrimental effects of near singular information. Notions of ridge estimation (Hoerl and Kennard (1970a) and Schaefer (1979)), principal component estimation (Webster et al. (1974) and Schaefer (1986)), and Stein estimation (Stein (1960)) are extended into a regression setting utilizing any one of an entire class of response distributions.Ph. D.
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Carman, Benjamin Andrew. "Repairing Redistricting: Using an Integer Linear Programming Model to Optimize Fairness in Congressional Districts." Ohio University Honors Tutorial College / OhioLINK, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=ouhonors1619177994406176.
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Ghebretsadik, Amanuel Habte. "Farm planning for a typical crop-livestock integrated farm : an application of a mixed integer linear programming model." Thesis, Stellenbosch : Stellenbosch University, 2004. http://hdl.handle.net/10019.1/49965.
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Assignment (MSc) -- University of Stellenbosch, 2004.ENGLISH ABSTRACT: In an integrated crop-livestock production farm, the profitability and sustainability of farm production is dependent on the crop rotation strategy applied. Crop rotations have historically been applied to maintain long-term profitability and sustainabiliry of farming production by exploiting the jointly beneficial interrelationships existing among different crop types and the animal production activity. Monocrop (specifically wheat) growers in the Swartland area of the Western Cape are struggling to maintain long-term profitability and sustainability of the crop production, challenging them to rethink about the introduction crop rotation in the production planning. By making proper assumptions, this paper develops a mixed integer linear programming model to suggest a decision planning for the farm planning problem faced by an integratedcrop- livestock production farmer. The mathematical model developed includes crop production, dairy production and wool sheep production activities, which permitted the consideration of five crop types within a crop rotation system. By assuming that a farmer uses a cycle of at most three years, the crop rotation model was incorporated in the composite mixed integer linear farm planning model. In order to demonstrate the application of the mathematical farm planning model formulated, a case study is presented. Relevant data from the Koeberg area of the Swartland region of the Western Cape was applied. For each planning period, the model assumed that the farm has the option of selecting from any of 15 cropping strategies. A land which is not allocated to any of the 15 crop rotation strategies due to risky production situation is left as grass land for roughage purposes of the animal production. Results of the mathematical model indicated that farm profit is dependent on the cropping strategy selected. Additionally, animal production level was also dependent on the crop strategy appl ied. Furthermore, study results suggest that the profit generated from the integrated crop-livestock farm production by adopting crop rotation was superior to profit generated 1'1'0111 the farm activities which are based on monocrop wheat strategy. Empirical results also indicated that the complex interrelationship involved in a mixed crop-livestock farm operation play a major role in determining optimal farm plans. This complex interrelationships favour the introduction of crop rotation in the crop production activities of the farm under investigation. Crop production risk is the major risk component of risk the farmer faces in the farm production. In this study, risk is incorporated in the mixed integer programrnmg farm planning model as a deviation from the expected values of an activity of returns. Model solution with risk indicated that crop rotation strategy and animal production level is sensitive to risk levels considered. The Results also showed that the incorporation of risk in the model greatly affects the level of acreage allocation, crop rotation and animal production level of the farm. Finally, to improve the profitability and sustainability of the farm activity, the study results suggest that the introduction of crop rotation which consist cereals, oil crops and leguminous forages is of paramount importance. Furthermore, the inclusion of forage crops such as medics in the integrated crop livestock production is beneficial for sustained profitability from year to year.
AFRIKAANSE OPSOMMING: Wisselbou is baie belangrik om volhoubare winsgewindheid te verseker in 'n geintegreerde lewendehawe I gewasverbouing boerdery in die Swartland gebied van Wes-Kaap. "n Monokultuur van veral koring produksie het ernstige problerne vir produsente veroorsaak. In hierdie studie word 'n gemengde heeltallige liniere prograrnmerings-model gebruik om te help met besluitneming in sulke boerderye.Die wiskundige model beskou die produksie van kontant- en voer-gewasse (5 verskillende soorte) asook suiwel- en wol/vleis-produksie (beeste en skape) .Daar word aanvaar dat die boer "n siklus van hoogstens 3 jaar in die wisselbou rotasie model gebruik .. 'n Gevallestudie word gedoen met behulp van toepaslike data van 'n plaas in die Koeberg gebied. Die model aanvaar dat die produsent 'n keuse het uit 16 wisselbou strategic .Resultate toon dat winsgewindheid afhanklik is van die strategie gekies en dat wisselbou beter resultate lewer as in die geval van "n monokultuur.Dit wys ook dat die wisselwerking tussen diereproduksie en gewasproduksie baie belangrik is in die keuse van 'n optimale strategie. Die risiko in gewasverbouing is die belangrikste risiko factor vir die produsent.In hierdie studie word risiko ook ingesluit in die gemengde heeltallige model, naamlik as 'n afwyking van die verwagte opbrengs-waardes .Die model toon duidelik dat gewasproduksie en lewendehawe-produksie baie sensitief is ten opsigte van die gekose risiko vlak. Die studie toon ook dat 'n wisselbou program wat die produksie van graan (veral koring) .oliesade asook voere insluit belangrik is vir volhoubare winsgewindheid Die insluiting van klawers (bv "medics") is veral belangrik hier.
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Powell, James Eckhardt. "Building a Multivariable Linear Regression Model of On-road Traffic for Creation of High Resolution Emission Inventories." PDXScholar, 2017. https://pdxscholar.library.pdx.edu/open_access_etds/3415.
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Emissions inventories are an important tool, often built by governments, and used to manage emissions. To build an inventory of urban CO2 emissions and other fossil fuel combustion products in the urban atmosphere, an inventory of on-road traffic is required. In particular, a high resolution inventory is necessary to capture the local characteristics of transport emissions. These emissions vary widely due to the local nature of the fleet, fuel, and roads.
Here we show a new model of ADT for the Portland, OR metropolitan region. The backbone is traffic counter recordings made by the Portland Bureau of Transportation at 7,767 sites over 21 years (1986-2006), augmented with PORTAL (The Portland Regional Transportation Archive Listing) freeway traffic count data. We constructed a regression model to fill in traffic network gaps using GIS data such as road class and population density. An EPA-supplied emissions factor was used to estimate transportation CO2 emissions, which is compared to several other estimates for the city's CO2 footprint.
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Linton, Richard Howard. "Use of the Gompertz equation to model non-linear survival curves and predict temperature, pH, and sodium chloride effects for Listeria monocytogenes Scott A." Diss., This resource online, 1994. http://scholar.lib.vt.edu/theses/available/etd-06062008-164544/.
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Karimli, Nigar. "Parameter Estimation and Optimal Design Techniques to Analyze a Mathematical Model in Wound Healing." TopSCHOLAR®, 2019. https://digitalcommons.wku.edu/theses/3114.
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For this project, we use a modified version of a previously developed mathematical model, which describes the relationships among matrix metalloproteinases (MMPs), their tissue inhibitors (TIMPs), and extracellular matrix (ECM). Our ultimate goal is to quantify and understand differences in parameter estimates between patients in order to predict future responses and individualize treatment for each patient. By analyzing parameter confidence intervals and confidence and prediction intervals for the state variables, we develop a parameter space reduction algorithm that results in better future response predictions for each individual patient. Moreover, use of another subset selection method, namely Structured Covariance Analysis, that considers identifiability of parameters, has been included in this work. Furthermore, to estimate parameters more efficiently and accurately, the standard error (SE- )optimal design method is employed, which calculates optimal observation times for clinical data to be collected. Finally, by combining different parameter subset selection methods and an optimal design problem, different cases for both finding optimal time points and intervals have been investigated.
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Alves, Vitor Alex Oliveira. "Comparação de Métodos Diretos e de Dois-Passos na identificação de sistemas em malha fechada." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/3/3139/tde-31052011-142428/.
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A Identificação de Sistemas em Malha Fechada possui considerável apelo prático, uma vez que oferece maior segurança durante a coleta experimental de dados e ao mesmo tempo, em linhas gerais, proporciona a construção de modelos mais adequados para servir de base ao projeto de sistemas de controle. Esta Tese apresenta, como um de seus principais objetivos, a comparação dos Métodos Diretos aplicados à Identificação em Malha Fechada com a classe dos Métodos de Dois-Passos, que se enquadram na abordagem de Identificação Conjunta Entrada/Saída. Complementando esta comparação, propõe-se um novo algoritmo em Dois-Passos, a Dupla Filtragem. As propriedades de convergência deste método são analisadas em detalhe. O desempenho alcançado pelos modelos identificados pelos Métodos Diretos e com o uso dos Métodos de Dois-Passos aqui considerados a saber, Filtragem-u (VAN DEN HOF; SCHRAMA, 1993), Filtragem-y (HUANG; SHAH, 1997) e Dupla Filtragem são comparados em uma abordagem estatística por meio da aplicação de Simulações de Monte Carlo. Também se propõe uma variante ao método da Filtragem-u, proporcionando duas formas distintas de descrever a função de sensibilidade da saída associada ao processo sob estudo (FORSSELL; LJUNG, 1999). Os critérios de comparação de desempenho adotados nesta tese incluem validações dos modelos identificados em simulações livres (operação em malha aberta), em que os objetos de análise são respostas a pulsos retangulares e, com maior ênfase, validações em malha fechada que utilizam o mesmo controlador instalado no sistema sob estudo. Nesta última situação são empregados sinais de excitação de mesma natureza daqueles adotados nos ensaios de identificação, porém com diferentes realizações. Cada uma dessas validações é acompanhada de seu respectivo fit (LJUNG,1999), índice de mérito que mede a proximidade entre as respostas temporais do sistema físico e de seu modelo matemático. Também são consideradas as respostas em frequência do processo, que constituem a base para a determinação do limite máximo para a incerteza associada ao modelo (ZHU, 2001). Tomando como fundamento tais limites máximos de incerteza, em conjunto com as respostas em frequência dos modelos identificados, é possível associar graduações a esses modelos (A, B, C, ou D). Desta forma, esta tese utiliza índices de mérito fundamentados em ambas as respostas temporais e em frequência. Aspectos relativos à influência da amplitude e do tipo de sinal de excitação aplicado à malha, bem como à relação sinal-ruído estabelecida no sistema, são analisados. Também se investiga a relação entre a qualidade do modelo identificado e o ponto de aplicação do sinal de excitação: no valor de referência da malha de controle ou na saída do controlador. Por fim, verifica-se como a sintonia do controlador afeta o modelo identificado. Todas as simulações realizadas utilizam sinais de perturbação do tipo quase não- estacionário, típicos da indústria de processos (ESMAILI et al., 2000). Os resultados indicam que os Métodos Diretos são mais precisos quando a estrutura de modelo e ordem adotadas são idênticas àquelas do processo real. No entanto, os Métodos de Dois-Passos são capazes de fornecer modelos muito confiáveis mesmo quando a estrutura e ordem do modelo diferem daquelas do processo sob estudo.Closed-loop System Identification has considerable practical appeal, since it provides increased security during the collection of experimental data and, at the same time, provides the construction of suitable models for the design of high performance control systems. This thesis presents, as one of its main objectives, a thorough comparison between Direct Methods (applied to the closed-loop identification) and Two-Step Methods. The latter ones belong to the Joint Input/Output approach. Complementing this comparison, a new two-step algorithm the Double Filtering is proposed. The convergence properties of this method are analyzed in detail. The performance achieved by the models identified by Direct and Two-Step methods is compared in a statistical approach through Monte Carlo simulations. The Two-Step methods considered in this thesis are the u-Filtering (VAN DEN HOF; SCHRAMA, 1993), the y-Filtering (HUANG; SHAH, 1997) and the Double Filtering. A variant of the u-Filtering method is proposed, providing two distinct ways of describing the output sensitivity function associated with the process under study (FORSSELL; LJUNG, 1999). The performance comparison criteria adopted in this thesis include free-run model validations (open-loop operation), in which rectangular pulses responses are analyzed. Greater emphasis is given to closed loop model validation, which uses the same controller installed in the system under study. This type of validation employs excitation signals similar to those adopted in the identification tests, but with different realizations. Each of these validations is accompanied by its corresponding fit (Ljung, 1999), a merit index that measures the proximity between the time responses of the physical system and its mathematical model. Process frequency responses are also considered, since they form the basis for determining the model uncertainty upper-limit or upper-bound error (ZHU, 2001). The upper- bounds, along with the frequency responses of each identified model, provides ranks (A, B, C, or D) for these models. Therefore, this thesis uses merit indexes based on both time and frequency responses. It is analyzed how the type and magnitude (or equivalently, the signal-to-noise ratio) of the excitation signal applied to the loop impacts the accuracy of the identified models. This work also investigates the relationship between the accuracy of the identified models and the point of application of the excitation signal: the reference of the control loop or the controller output. Finally, it is checked how the controller tuning affects the identified models. All simulations employ quasi non-stationary disturbance signals, typical of the process industries (ESMAILI et al., 2000). The results indicate that Direct Methods are more accurate when the model structure and order adopted in the identification are identical to those of the actual process. However, the Two-Step Methods are capable of providing very reliable models even when the adopted structure and order differ from those of the process under study.
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Murff, Elizabeth J. Tipton. "On the efficiency of ranked set sampling relative to simple random sampling for estimating the ordinary least squares parameters of the simple linear regression model /." Full text (PDF) from UMI/Dissertation Abstracts International, 2001. http://wwwlib.umi.com/cr/utexas/fullcit?p3008403.
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Prashant, Prashant. "Development and Assessment of Re-Fleet Assignment Model under Environmental Considerations." Thesis, KTH, Optimeringslära och systemteori, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-288864.
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The imminent threat of global catastrophe due to climate change gets more real by each passing year. The Aviation trade association, IATA, claims that Aviation accounts for approximately 2% of the Greenhouse Gases (GHG) caused by human activities, and 3.5% of the total Radiative Forcing. With continuous increase in Aviation industry and subsequent drop in fossil fuel prices, these numbers are only expected to up with time. In Addition, these numbers do not include the effects of altitude of emission and many environmentalists believe that the number for some pollutants could be at least 2-3 times larger than IATA estimates. This rising concern engages the Aviation industry to investigate possible methods to alleviate their environmental impact. The first part of this thesis provides a framework to support Airlines in monitoring their current environmental footprint during the process of scheduling. This objective is realised by developing a robust system for estimating the fuel consumed (ergo quantity of major Greenhouse Gases emitted) by a particular fleet type operating a certain leg, which is then employed in a Fleet Assignment (FA) Operation to reduce emissions and increase the Contribution. An emissions estimation model for Turbojet Aeroplane fleets is created for Industrial Optimizers AB’sMP2 software. The emissions estimation model uses historic fuel consumption data provided by ICAO for a given fleet type to estimate the quantity (in kg) of environmental pollutants during the Landing and Takeoff operation (below 3000 ft) and the Cruise, Climb and Descent operation (above 3000 ft). The second part of this thesis concerns with assigning monetary weights to the pollutant estimates to calculate an emission cost. This emission cost is then added to MP2’s Fleet Assignment’s objective function as an additional Operational cost to perform a Contribution maximization optimization subjected to the legality constraints. The effects of these monetary weights levied on the results of Fleet Assignment are studied, and utilizing curve-fitting and mathematical optimization, monetary weights are estimated for the desired reduction in GHG emissions. Finally, a recursive algorithm based on Newton-Raphson method is designed and tested for calculating pollutant weights for untested schedules.Det omedelbara hotet om en global katastrof pga klimatförändringar blir mer och mer tydligt för varje år som går. IATA, den internationella flyghandelsorganisationen, hävdar att flyget står för runt 2% av växthusgaserna (GHG) som kommer från människans aktiviteter, och 3.5% av den totala avstrålningen. Med den kontinuerliga tillväxten av flygindustrin och prisminskningar av fossila bränslen så förväntas dessa andelar att öka. Dessutom så inkluderar inte dessa siffror effekten av att utsläppen sker på hög höjd, och många miljöaktivister tror att siffrorna för vissa utsläpp kan vara åtminstone 2-3 gånger högre än IATAs uppskattningar. Denna växande oro motiverar flygindustrin till att undersöka metoder för att begränsa dess miljöpåverkan. Den första delen av denna rapport ger ett ramverk för att hjälpa flygbolag med att bevaka deras aktuella miljöavtryck under schemaläggningsprocessen. Detta mål realiseras genom att utveckla ett robust system för att uppskatta bränsleförbrukningen (och därmed kvantiteten av växthusgasutsläpp) av en specifik flygplanstyp på en given etapp, som sedan kan användas för att allokera flygplanstyper för att minska utsläppen och bidra till att förbättra miljön. En modell för att uppskatta utsläpp för flottor av turbojetflygplan har skapats för Industrial Optimizers AB programvara MP2. Modellen för att uppskatta utsläppen baseras på historiska data om bränsleförbrukning som tillhandahållits av ICAO för en given flygplanstyp som använts för att uppskatta kvantiteten (i kg) av föroreningar vid start (under 3000 fot) och vid sträckflygning, stigning och inflygning (över 3000 fot). Den andra delen av denna rapport handlar om att bestämma monetära vikter till föroreningsskattningarna för att beräkna utsläppskostnader som ska användas i MP2 s målfunktion för allokering av flygplanstyper. Detta ger en ytterligare driftskostnad att beakta i optimeringen för att få med miljöaspekterna och tillåtna lösningar. Effekten som dessa monetära vikter har på resultaten från optimeringen studeras, och genom att använda kurvanpassning och matematisk optimering, de monetära vikterna anpassas för att få den önskade minskningen i växthusgasutsläpp. Slutligen så har en rekursiv algoritm, baserad på Newon-Raphsons metod, designats och testats för att beräkna utsläppsvikter för scheman som inte använts för att beräkna vikterna
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Avetisyan, Hakob G. "Sustainable Design and Operation of the Cement Industry." Ohio University / OhioLINK, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1225820445.
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Scarpari, Maximiliano Salles. "PREDPOL: Um modelo de previsão da maturação da cana-de-açúcar visando planejamento otimizado." Universidade de São Paulo, 2007. http://www.teses.usp.br/teses/disponiveis/11/11136/tde-12062007-101453/.
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A cultura da cana-de-açúcar é submetida durante o seu desenvolvimento a diferentes condições ambientais e de manejo sendo a maturação afetada diretamente por estas condições. Destas condições, surge a necessidade de se quantificar as respostas da cultura aos diferentes estímulos para fins de planejamento. Modelos de previsão da qualidade da matéria-prima tornamse ferramentas importantes na lavoura canavieira, em especial a previsão da curva de acúmulo de sacarose nos colmos, objetivando suprir estimativas de rendimento ao longo da safra, visando à caracterização das alternativas de manejo, aumentando a eficácia das decisões gerenciais e estratégicas. Os objetivos deste trabalho foram desenvolver modelos empíricos capazes de obter estimativas de ATR - Açúcar Total Recuperável nas variedades RB 72 454, RB 85 5156, RB 85 5536, SP 81-3250 e SP 80-1842 ao longo da safra, utilizando dados referentes aos fatores de produção, gerando uma ferramenta que auxilie a tomada de decisão e o planejamento estratégico; medir a variação espaço-temporal do IAF - índice de área foliar e o ATR das variedades RB 85 5156 e SP 80-3280 ao longo de um ciclo para calibração do modelo, simulando os demais; confirmar e relacionar a influência do armazenamento disponível, queda sazonal da temperatura do ar (graus-dia negativos) e quantidade de carboidratos assimilados na maturação da cana-deaçúcar além de otimizar o planejamento agrícola utilizando a Pesquisa Operacional. Foram analisados os dados da Usina Costa Pinto/COSAN, localizada no município de Piracicaba – SP, dos anos safras 1998/1999, 1999/2000, 2000/2001, 2001/2002 e 2002/2003 considerando a maturação, idade do canavial, solos, variedades, florescimento, aplicação de maturadores e manejo, utilizando-se de modelos estatísticos de estimativa da maturação e planejamento agrícola otimizado na safra 2003/2004. Todos os modelos de previsão para cana-soca mostraram-se significativos sendo uma ótima ferramenta de auxílio para o planejamento agrícola otimizado. O planejamento do corte otimizado promoveu uma distribuição homogênea da matéria-prima para a indústria ao longo dos meses de safra, obtendo o máximo lucro possível com os recursos considerados.Sugarcane grows under different weather and handling conditions that directly affect crop maturation. These conditions cause the requirement of quantifying the responses of the culture to the different stimuli for planning purposes. Forecast models for the quality of raw material are important tools in the sugarcane farming, in especial the forecast curve of sucrose accumulation in the stems. These models aim to supply yield estimates along the culture cycle, seeking the characterization of handling alternatives and increasing the efficacy of management and strategic decisions. The objectives of this work were to develop empiric models capable to obtain estimates of TRS - Total Recoverable Sugar in the varieties RB 72 454, RB 85 5156, RB 85 5536, SP 81-3250 and SP 80-1842 along the crop cycle, by using referring data to the production factors, generating a tool that helps the outlet decision and the strategic planning; to measure the space-temporary variation of LAI - leaf area index and TRS of the varieties RB 85 5156 and SP 80-3280 along a cycle for calibration of the model, simulating the others; confirm and relate the influence of available soil water storage, seasonal decreasing of air temperature (negative degreedays) and amount of carbohydrates assimilated in the maturation of sugarcane, besides optimizing the agricultural planning using the Operational Research. The Costa Pinto/COSAN sugar-mill (Piracicaba – SP) database was analyzed considering the maturation, age of the culture, soils, varieties, flowering, ripeners and handling for the years crops 1998/1999, 1999/2000, 2000/2001, 2001/2002 and 2002/2003, utilizing statistical test models of maturation estimate and agricultural planning optimized in the crop 2003/2004. All the forecast models for ratoon were significant as an excellent tool for help the optimized agricultural planning. The planning of optimized cutting promoted a homogeneous distribution of raw material for industry along the months of crop, obtaining the maximum possible profit with the considered resources.
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Vismara, Edgar de Souza. "Avaliação da construção e aplicação de modelos florestais de efeitos fixos e efeitos mistos sob o ponto de vista preditivo." Universidade de São Paulo, 2013. http://www.teses.usp.br/teses/disponiveis/11/11150/tde-15052013-100750/.
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Neste trabalho procurou-se avaliar o processo de construção e aplicação de modelos preditivos no meio florestal. Para tanto, no primeiro artigo parte-se de uma amostra destrutiva de 200 indivíduos de dez espécies arbóreas distintas, originárias do bioma Atlântico, testando-se três modelos teóricos comumente usados na predição de volume e biomassa, sendo a esses adicionados preditores informativos da densidade básica da árvore. Para a avaliação os modelos ajustados foram simuladas três situações preditivas distintas. Os resultados demonstraram que aplicar o modelo em situações distintas a da amostra de ajuste gera viés nas predições que, no entanto, é reduzido com a entrada dos referidos preditores. O segundo artigo apresenta aplicações da calibração do modelo linear de efeito misto na predição do volume em plantios de Eucalyptus grandis em primeira e segunda rotação. Para tanto, partiu-se do modelo de Schumacher e Hall, em sua forma linearizada, para o desenvolvimento modelo de efeitos mistos, que considerou alguns de seus parâmetros como sendo aleatórios ao longo das diferentes fazendas. A calibração foi realizada em nível de fazenda partindo-se de um pequeno número de árvores-amostra. A abordagem foi desenvolvida para modelos univariados de primeira rotação, além de modelos bivariados de duas rotações. Os resultados mostraram que o procedimento de calibração fornece predições mais confiáveis que a dos modelos tradicionais de efeitos fixos em ambas as rotações. O terceiro artigo apresenta aplicações da calibração do modelo linear de efeito misto na predição da biomassa de árvores de espécies nativas numa floresta Ombrófila densa. Partiuse do modelo de potência, em sua forma linearizada, para o desenvolvimento modelo de efeitos mistos e dois níveis: parcela e espécie, O ajuste do modelo foi feito considerando esses dois níveis, mas a calibração foi realizada em cada nível ignorando o efeito do outro, nível. Os resultados mostraram que o procedimento de calibração fornece predições mais confiáveis em nível de espécie que os modelos tradicionais. Em nível de parcela, a calibração não foi efetiva.In this study we tried to evaluate the process of construction and application of predictive models in forestry. Therefore, in the first paper we started from a destructive sample of 200 individuals from ten different tree species, originating from the Atlantic biome. We tested three theoretical models commonly used to predict volume and biomass, which was added predictors related to tree basic density. To evaluate the models were simulated three different predictive situations. The results showed that applying the model in different situations from the sample generates bias on predictions; however, it is reduced by adding the referred predictors. The second article presents applications of linear mixedeffects models and calibration to predict the volume in Eucalyptus grandis plantations in first and second rotation. Therefore, we started with the model of Schumacher and Hall, in their linearized form to develop the mixed-effects model, which considered some of its parameters as random throughout the different farms. The calibration was performed at the farm level and starting from a small number of sample trees. The approach was developed to first rotation univariate models, and a bivariate model of both rotations. The results showed that the calibration procedure provides more reliable predictions than the traditional fixed effects models in both rotations. The third article presents applications of linear mixedeffects model and calibration to predict the biomass in a rain forest. We started from the power model, in its linearized form, for developing the mixed-effects model considering two levels of grouping: plot and species, Model fitting was made considering these two levels, but the calibration was performed on each level ignoring the other level effect. The results showed that the calibration procedure provides more reliable predictions at species level than traditional models. On the plot level, the calibration was not effective.
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Shah, Aditya Arunkumar. "Combining mathematical programming and SysML for component sizing as applied to hydraulic systems." Thesis, Georgia Institute of Technology, 2010. http://hdl.handle.net/1853/33890.
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In this research, the focus is on improving a designer's capability to determine near-optimal sizes of components for a given system architecture. Component sizing is a hard problem to solve because of the presence of competing objectives, requirements from multiple disciplines, and the need for finding a solution quickly for the architecture being considered. In current approaches, designers rely on heuristics and iterate over the multiple objectives and requirements until a satisfactory solution is found. To improve on this state of practice, this research introduces advances in the following two areas: a.) Formulating a component sizing problem in a manner that is convenient to designers and b.) Solving the component sizing problem in an efficient manner so that all of the imposed requirements are satisfied simultaneously and the solution obtained is mathematically optimal.
In particular, an acausal, algebraic, equation-based, declarative modeling approach is taken to solve component sizing problems efficiently. This is because global optimization algorithms exist for algebraic models and the computation time is considerably less as compared to the optimization of dynamic simulations. In this thesis, the mathematical programming language known as GAMS (General Algebraic Modeling System) and its associated global optimization solvers are used to solve component sizing problems efficiently.
Mathematical programming languages such as GAMS are not convenient for formulating component sizing problems and therefore the Systems Modeling Language developed by the Object Management Group (OMG SysML ) is used to formally capture and organize models related to component sizing into libraries that can be reused to compose new models quickly by connecting them together. Model-transformations are then used to generate low-level mathematical programming models in GAMS that can be solved using commercial off-the-shelf solvers such as BARON (Branch and Reduce Optimization Navigator) to determine the component sizes that satisfy the requirements and objectives imposed on the system. This framework is illustrated by applying it to an example application for sizing a hydraulic log splitter.
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Lima, Everton Nogueira. "Modelo não-linear para as forças de sustentação de mancais hidrodinâmicos em rotores verticais." [s.n.], 1996. http://repositorio.unicamp.br/jspui/handle/REPOSIP/263014.
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Orientador: Katia Lucchesi Cavalca DediniDissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecânica
Made available in DSpace on 2018-08-19T16:37:25Z (GMT). No. of bitstreams: 1 Lima_EvertonNogueira_M.pdf: 5132802 bytes, checksum: 225e85d3342a471d6630511c11ffdf77 (MD5) Previous issue date: 1996
Resumo: As máquinas rotativas cujos eixos são suportados ou direcionados por mancais hidrodinâmicos possuem certos comportamentos dinâmicos característicos. Quando o rotor está em movimento o atrito viscoso do filme de óleo e o movimento relativo entre as partes internas do eixo e do mancal produzem uma distribuição de pressões. A pressão atuando sobre a superfície do rotor provoca uma força hidrodinâmica não-linear, dependente de sua posição no mancal, da velocidade de rotação e das condições do fluido. O conhecimento dessas forças é de fundamental importância na análise do movimento vibratório para os equipamentos. O trabalho consiste na apresentação da dedução de modelos matemáticos não-lineares que possam representar a força hidrodinâmica exercida pelo óleo dos mancais sobre uma máquina rotativa vertical de rotor flexível. As forças não lineares são avaliadas por um método analítico baseado na posição orbital do eixo do rotor. Essas forças, assim como o desbalanceamento excêntrico, são as fontes de excitação do sistema, e estão incluídas na equação de seu movimento. Uma característica particular do método é a rapidez da solução para as forças não-lineares. Para complementar o trabalho, o comportamento dinâmico característico do sistema à esta excitação é analisado pelas amplitudes das órbitas mostradas graficamente para algumas condições de operação
Abstract: Rotating machinery possessing rotors which are supported or guided by journal bearings has certain characteristic dynamical behavior. When a rotor is running, the viscous friction in the oil film and the relative movement among the internal part generates a pressure distribution inside. This pressure acting upon the rotor surface yields a non-linear hydrodynamic force which depends on its position and the fluid condition in the journal bearings. The acknowledgment of these forces is of fundamental importance in the analysis of the vibratory motion for the equipments. This work consists in the presentation of non-linear mathematical models that are able to represent the hydrodynamic force exerted by the oil in the bearings of a rotating machine, assembled on a vertical and flexible shaft. The non-linear forces are evaluated using an analytical method based in the orbital position of the rotor axis. These forces, as well as those from eccentric unbalance, are the excitation sources for the system and are included in its equation of motion. A particular characteristic of this method is the speed obtained to calculate the non-linear forces. In order to complete the work, the characteristic dynamical behavior of the system to this excitation is analyzed by means of the orbits graphically plotted for some running conditions
Mestrado
Mecanica dos Sólidos e Projeto Mecanico
Mestre em Engenharia Mecânica
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Лейких, Дмитро Володимирович, Дмитрий Владимирович Лейких, and Dmytro Volodymyrovych Leikykh. "Идентификация причин возбуждения несинхронных колебаний роторов турбокомпрессоров и способы снижения их амплитуд." Thesis, Изд-во СумГУ, 2011. http://essuir.sumdu.edu.ua/handle/123456789/20905.
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Дисертація присвячена ідентифікації причин збудження несинхронних коливань роторів турбокомпресорів і способам зниження їх амплітуд, і включає в себе розробку методу побудови дискретних багатомасових нелінійних математичних моделей роторів турбокомпресорів для дослідження впливу підшипників ковзання, внутрішнього тертя та інших параметрів на поведінку ротора в області стійких і нестійких частот обертання . На основі розробленої методики ідентифіковані конкретні нелінійні моделі роторних систем для різних типів підшипників ковзання. Досліджено вплив різних моделей внутрішнього тертя на стійкість і характер полігармонічних коливань роторів. Проведено експериментальні дослідження динаміки ротора турбокомпресора на різних типах підшипників. За результатами випробувань визначені граничні по стійкості частоти обертання ротора в залежності від дисбалансу. Також експериментально була отримана межа стійкості модельного ротора при зміні температури масла, що подається в підшипник, для різних типів підшипників; досліджено залежність зміни граничної по стійкості частоти обертання ротора від діаметрального зозору для 5-ти сегментного підшипника і вплив тиску масла, що подається в підшипник, на вібраційний стан ротора. Досліджуваним об'єктом є вібраційний стан гнучкого ротора турбокомпресора, обумовлений впливом нелінійних ефектів підшипників ковзання.
При цитуванні документа, використовуйте посилання http://essuir.sumdu.edu.ua/handle/123456789/20905Диссертация посвящена идентификации причин возбуждения несинхронных колебаний роторов турбокомпрессоров и способам снижения их амплитуд, и включает в себя разработку метода построения дискретных многомассовых нелинейных математических моделей роторов турбокомпрессоров для исследования влияния подшипников скольжения, внутреннего трения и других параметров на поведение ротора в области устойчивых и неустойчивых частот вращения. На основе разработанной методики идентифицированы конкретные нелинейные модели роторных систем для различных типов подшипников скольжения. Исследовано влияние различных моделей внутреннего трения на устойчивость и характер полигармонических колебаний роторов. Экспериментально исследованы границы устойчивости ротора при его вращении на различных типах подшипников скольжения, а также закономерности его колебаний в неустойчивой области частот вращения. Исследуемым объектом является вибрационное состояние гибкого ротора турбокомпрессора, обусловленное влиянием нелинейных эффектов подшипников скольжения. Приведен метод построения нелинейных дискретных математических моделей роторов. Как показали проведенные численные исследования, для роторов работающих как на сегментных подшипниках скольжения, так и на магнитном подвесе, диапазон рабочих частот вращения которых лежит в области первой критической частоты, допустимо использовать трехмассовую модель. Роторы, работающие между первой и второй критической частотой, необходимо представлять 4-массовой моделью. На основе разработанной четырехмассовой модели реального ротора с нелинейными опорами было оценено влияние нелинейной жесткости и циркуляционной силы, возникающей в различных типах подшипников, на устойчивость движения и нелинейные колебания ротора, а также исследованы некоторые закономерности влияния внутреннего трения на динамическое поведение ротора. Используя экспериментальные данные были определены значения коэффициента при нелинейной квадратичной жёсткости и коэффициента циркуляционной силы для различных типов подшипников. Проведены экспериментальные исследования динамики ротора турбокомпрессора на различных типах подшипников. По результатам испытаний определены значения граничной по устойчивости частоты вращения ротора в зависимости от дисбаланса. Также экспериментально была получена граница устойчивости модельного ротора при изменении температуры подаваемого в подшипник масла для различных типов подшипников, исследована зависимость изменения граничной по устойчивости частоты вращения ротора от диаметрального зазора для сегментного пятиколодочного подшипника и влияние давления подаваемого в подшипник масла на вибрационное состояние ротора. Результаты диссертационной работы заключающиеся в том, что разработанные математические модели, программное обеспечение, результаты вычислительных и экспериментальных исследований совместно с методикой и рекомендациями по проектированию роторов на подшипниках скольжения, позволяют уже на стадии проектирования производить оценку динамического состояния роторных систем с подшипниками скольжения, с учетом факторов, вызывающих автоколебания, внедрены на ОАО «Сумское НПО им М.В. Фрунзе», а также в учебном процессе на кафедре общей механики и динамики машин Сумского государственного университета. При цитировании документа, используйте ссылку http://essuir.sumdu.edu.ua/handle/123456789/20905
Dissertation is devoted to identification of reasons of asynchronous vibrations excitation for turbo-compressors rotors and methods of decreasing their amplitudes, and includes development of design method of discrete multiweight non-linear mathematical models of turbo-compressors rotors for researching effect of titling pad bearings, internal friction and other parameters on rotor behavior in range of stable and unstable frequencies of rotation. On the basis of developed method, specific non-linear models of rotor systems for different types of titling pad bearings have been identified. Effect of different models of internal friction on stability and nature of polyharmonic vibrations of rotors have been researched. Experimental researches of turbo-compressor rotor dynamics at different types of bearings have been conducted. Values of limiting speed of rotor depending of unbalance have been determined upon test results. Also, stability limit of model rotor at changing temperature of oil supplied to bearing for different types of bearings has been experimentally obtained, dependence of changing limit speed of rotor on diametrical clearance for segment five shoe bearing and effect of oil pressure supplied to bearing on rotor vibration state have been researched. The researched object is vibration state of turbo-compressor flexible rotor defined by effecting non-linear effects of titling pad bearings. When you are citing the document, use the following link http://essuir.sumdu.edu.ua/handle/123456789/20905
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Drakenward, Ellinor, and Emelie Zhao. "Modeling risk and price of all risk insurances with General Linear Models." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-275696.
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Denna kandidatexamen ligger inom området matematisk statistik. I samarbete med försäkringsbolaget Hedvig syftar denna avhandling till att utforska en ny metod för hantering av Hedvigs försäkringsdata genom att bygga en prissättningsmodell för alla riskförsäkringar med generaliserade linjära modeller. Två generaliserade linjära modeller byggdes, där den första förutspår frekvensen för ett anspråk och den andra förutspår svårighetsgraden. De ursprungliga uppgifterna delades in i 9 förklarande variabler. Båda modellerna inkluderade fem förklarande variabler i början och reducerades sedan. Minskningen resulterade i att fyra av fem egenskaper var förklarande signifikanta i frekvensmodellen och endast en av de fem var förklarande signifikanta i svårighetsmodellen. Var och en av modellerna erhöll relativa risker för nivåerna av deras förklarande variabler. De relativa riskerna resulterade i en total risk för varje nivå. Genom multiplicering av en skapad basnivå med en uppsättning kombination av riskparametrar kan premien för en vald kund erhållas.Det här kandidatexamensarbetet ligger inom ämnet matematisk statistik. Jag samarbete med försäkringsbolaget Hedvig, avser uppsatsen att undersöka en ny metod att hantera Hedvigs försäkringsdata genom att bygga en prissättningsmodell för drulleförsäkring med hjälp av generaliserade linjära modeller. Två modeller skapades varav den första förutsättningen frekvensen av ett försäkringsanspråk och den andra förutsäger storleken. Originaldatan var indelad i 9 förklarande variabler. Båda modellerna innehöll till en början fem förklarande variabler, vilka sedan reducerades till fyra respektive en variabler i de motsvarande modellerna. Från varje modell kunde sedan de relativa riskerna tas fram för varje kategori av de förklarande variablerna. Tillsammans bildades sedan totalrisken för alla grupper.
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Higa, Mali Naomi. "Determinação do limiar de anaerobiose pela análise visual gráfica e pelo modelo matemático de regressão linear bi-segmentado de Hinkley em mulheres saudáveis." Universidade de São Paulo, 2006. http://www.teses.usp.br/teses/disponiveis/17/17145/tde-07122006-084132/.
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O limiar de anaerobiose (LA) é definido como a intensidade de exercício físico em que a produção de energia pelo metabolismo aeróbio é suplementada pelo metabolismo anaeróbio. Este índice constitui-se de um delimitador fisiológico de grande importância para o fornecimento de informações concernentes aos principais sistemas biológicos do organismo, os quais estão envolvidos na realização de um exercício físico. O LA é um importante parâmetro de determinação da capacidade aeróbia funcional de um indivíduo. Diversos métodos são usados para estimar o LA durante exercício. Existem métodos invasivos, como a medida repetida da concentração de lactato sanguíneo; e métodos não-invasivos, por meio de análise de variáveis biológicas como medidas contínuas dos gases respiratórios, através da análise de mudança do padrão de resposta das variáveis ventilatórias e metabólicas, e também pela análise da mudança do padrão de resposta da freqüência cardíaca (FC) frente a um exercício físico incremental. O objetivo deste estudo foi comparar e correlacionar o LA determinado por métodos não-invasivos de análise visual gráfica das variáveis ventilatórias e metabólicas, considerado como padrão-ouro neste estudo, e pelo modelo matemático de regressão linear bi-segmentado utilizando o algoritmo de Hinkley, aplicado a série de dados de FC (Hinkley FC) e da produção de dióxido de carbono ( CO2) (Hinkley CO2). Metodologia: Treze mulheres jovens (24 ± 2,63 anos) e dezesseis mulheres na pós-menopausa (57 ± 4,79 anos), saudáveis e sedentárias realizaram teste ergoespirométrico continuo do tipo rampa em cicloergômetro (Quinton Corival 400), com incrementos de 10 a 20 Watts/min até a exaustão física. As variáveis ventilatórias e metabólicas foram captadas respiração a respiração (CPX-D, Medical Graphics), e a FC batimento a batimento (ECAFIX, ACTIVE-E). Os dados foram analisados por testes não paramétricos de Friedman, Mann-Whitney e correlação de Spearman. Nível de significância de ? = 5%. Resultados: Os valores das variáveis potência (W), FC (bpm), consumo de oxigênio relativo ( O2) (mL/kg/min), O2 absoluto (mL/min), CO2 (mL/min) e ventilação pulmonar ( E) (L/min) no LA não apresentaram diferenças significativas entre as metodologias (p > 0,05) nos dois grupos de mulheres estudadas. A análise de correlação dos valores de potência em W, FC em bpm, O2 em mL/kg/min, O2 em mL/min, CO2 em mL/min e E em L/min, entre o método padrão-ouro com o Hinkley CO2 foram respectivamente: rs=0,75; rs=0,57; rs=0,48; rs=0,66; rs=0,47 e rs=0,46 no grupo jovem, e rs=-0,013; rs=0,77; rs=0,88; rs=0,60; rs=0,76 e rs=0,80 no grupo pós-menopausa. Os valores de correlação do método padrão-ouro com Hinkley FC para as variáveis potência em W, FC em bpm, O2 em mL/kg/min, O2 em mL/min, CO2 em mL/min e E em L/min, obtidas no LA foram respectivamente: rs=0,58; rs=0,42; rs=0,61; rs=0,57; rs=0,33 e rs=0,39 no grupo de jovens, e rs=0,14; rs=0,87; rs=0,76; rs=0,52; rs=0,33 e rs=0,65 no grupo pós-menopausa. O grupo pós-menopausa apresentou melhores valores de correlação em relação ao grupo de jovens, exceto para as variáveis potência e consumo de oxigênio absoluto (mL/min). Este fato pode estar relacionado a uma maior taxa de variação e magnitude das variáveis analisadas em indivíduos jovens em relação aos de meia-idade, sendo, desta forma, obtida melhor adequação do modelo matemático estudado em mulheres de meia idade. Conclusão: O algoritmo matemático de Hinkley proposto para detectar a mudança no padrão de resposta da CO2 e da FC foi eficiente nos indivíduos de meia-idade, portanto, a metodologia matemática utilizada no presente estudo constitui-se de uma ferramenta promissora para detectar o LA em mulheres saudáveis, por ser um método semi-automatizado, não invasivo e objetivo na determinação do LA.The anaerobic threshold (AT) is defined as the intensity level of physical exercise at which energy production by aerobic metabolism is supplemented by anaerobic metabolism. This index provides a physiologic delimitation of great importance to supply the organism biological systems information involved in physical exercise performance. The AT constitutes a most important determining of an individuals functional aerobic capacity. Several methods are used for estimating the AT during exercise. There are invasive methods that require repeated blood lactate accumulation; and there exist non-invasive methods by biological variables analysis, like continuous respiratory gases determination by analysis of changes in pattern respiratory and metabolic responses, and heart rate (HR) responses too. The aim of the present study was to compare AT obtained by a graphic visual method of ventilatory and metabolic variables, considered by gold standard method in the present study, with the bi-segmental linear regression mathematic model of Hinkleys algorithm applied in a HR (Hinkley HR) and carbon dioxide output ( CO2) (Hinkley CO2) data. Methodology: Thirteen young women, 24 ± 2,63 years old, and sixteen postmenopausal women, 57 ± 4,79 years old, leading healthy and sedentary life style were submitted to an incremental test in a cicloergometer electromagnetic braking (Quinton Corival 400), with 10 to 20 W/min increments up to physical exhaustion. The ventilatory variables were registered breath-to-breath (CPX-D, Medical Graphics) and HR was obtained beat-to-beat (ECAFIX, ACTIVE-E), over real time. The data were analyzed by Friedmans test and Spearmans correlation test, with a level of significance set at 5%. Results: The Power output (W), HR (bpm), oxygen uptake ( O2) (mL/kg/min), O2 (mL/min), CO2 (mL/min) and pulmonary ventilation ( E) (L/min) data in AT have showed no significant differences (p > 0,05) between methods to determine AT in both women groups. The correlation analysis of power output in W, HR in bpm, O2 in mL/kg/min, O2 in mL/min, CO2 in mL/min and E in L/min values, determined by gold standard method and by Hinkley CO2 data were respectively: rs=0,75; rs=0,57; rs=0,48; rs=0,66; rs=0,47 and rs=0,46 in young group, and rs=-0,013; rs=0,77; rs=0,88; rs=0,60; rs=0,76 and rs=0,80 in postmenopausal group. The correlation analysis by gold standard method and Hinkley FC in AT of power output in W, HR in bpm, O2 in mL/kg/min, O2 in mL/min, CO2 in mL/min and E in L/min data were respectively: rs=0,58; rs=0,42; rs=0,61; rs=0,57; rs=0,33 and rs=0,39 in young group, and rs=0,14; rs=0,87; rs=0,76; rs=0,52; rs=0,33 and rs=0,65 in postmenopausal group. The postmenopausal group presents better correlations values than young group, except in power output and O2 (mL/min) data. This may be related to more variability rate and higher kinetics responses to variables studied in young group in relation to postmenopausal group. Nevertheless, there was obtained better mathematical model adequacy in middle-age women. Conclusion: the Hinkleys mathematical algorithm proposed to detect the response patterns changes of CO2 and HR variables was efficient to detect AT in health postmenopausal womens group, therefore, the mathematical methodology used in the present study showed be a promissory tool because this method represent a semi-automatized, non invasive and objective measure of AT determination.
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Huseynov, Nazim. "Maximum Predictability Portfolio Optimization." Thesis, KTH, Matematik (Avd.), 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-244806.
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Harry Markowitz work in the 50’s spring-boarded modernportfolio theory. It gives investors quantitative tools to compose and assessasset portfolios in a systematic fashion. The main idea of the Mean-Varianceframework is that composing an optimal portfolio is equivalent to solving aquadratic optimization problem.In this project we employ the Maximally Predictable Portfolio (MPP) frameworkproposed by Lo and MacKinlay, as an alternative to Markowitz’s approach, inorder to construct investment portfolios. One of the benefits of using theformer method is that it accounts for forecasting estimation errors. Ourinvestment strategy is to buy and hold these portfolios during a time periodand assess their performance. We show that it is indeed possible to constructportfolios with high rate of return and coefficient of determination based onhistorical data. However, despite their many promising features, the success ofMPP portfolios is short lived. Based on our assessment we conclude thatinvesting in the stock market solely on the basis of the optimization resultsis not a lucrative strategyModern portföljteori har sitt ursprung i Harry Markowitz arbete på 50-talet. Teorin ger investerare kvantitativa verktyg för att sammansätta och utvärdera tillgångsportföljer på ett systematiskt sätt. Huvudsakligen går Markowitz idé ut på att komponera en investeringsportfölj genom att lösa ett kvadratiskt optimeringsproblem. Det här examensprojektet har utgångspunkt i Maximally Predictable Portfolio-ramverket, utvecklat av Lo och MacKinley som ett alternativ till Markowitz problemformulering, i syfte att välja ut investeringsportföljer. En av fördelarna med att använda den förra metoden är att den tar hänsyn till uppskattningsfelen från prognostisering av framtida avkastning. Vår investeringsstrategi är att köpa och behålla dessa portföljer under en tidsperiod och bedöma deras prestanda. Resultaten visar att det mha. MPP-optimering är möjligt att konstruera portföljer med hög avkastning och förklaringsvärde baserat på historisk data. Trots sina många lovande funktioner är framgången med MPP-portföljer kortlivad. Baserat på vår bedömning drar vi slutsatsen att investeringar på aktiemarknaden uteslutande på grundval av optimeringsresultatet inte är en lukrativ strategi.
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Björkwall, Susanna. "Stochastic claims reserving in non-life insurance : Bootstrap and smoothing models." Doctoral thesis, Stockholms universitet, Matematiska institutionen, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-55347.
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In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. Moreover, the actuaries often make ad hoc adjustments of the methods, for example, smoothing of the chain-ladder development factors, in order to fit the data set under analysis. However, stochastic models are needed in order to assess the variability of the claims reserve. The standard statistical approach would be to first specify a model, then find an estimate of the outstanding claims under that model, typically by maximum likelihood, and finally the model could be used to find the precision of the estimate. As a compromise between this approach and the actuary's way of working without reference to a model the object of the research area has often been to first construct a model and a method that produces the actuary's estimate and then use this model in order to assess the uncertainty of the estimate. A drawback of this approach is that the suggested models have been constructed to give a measure of the precision of the reserve estimate without the possibility of changing the estimate itself. The starting point of this thesis is the inconsistency between the deterministic approaches used in practice and the stochastic ones suggested in the literature. On one hand, the purpose of Paper I is to develop a bootstrap technique which easily enables the actuary to use other development factor methods than the pure chain-ladder relying on as few model assumptions as possible. This bootstrap technique is then extended and applied to the separation method in Paper II. On the other hand, the purpose of Paper III is to create a stochastic framework which imitates the ad hoc deterministic smoothing of chain-ladder development factors which is frequently used in practice.
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Mynařík, Petr. "Finanční optimalizace." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-10536.
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The thesis describes a way of searching a better financial opportunities. The first part is about the multiple criteria decision making. I focus on application methods of multicriterial evaluation of alternatives on different possibilities of solving retirement. The target is to compare different possibilities and then suggest a solution. The second part is about the linear programming. The main objective of the diploma thesis is to suggest a create mathematical model, which I will use in my profession. This mathematical model will display results, which tell us how we can solve the question of money and finance.
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Silva, Cláudio José Ribeiro da. "Estudo de sistema de levitação acústica /." Bauru, 2019. http://hdl.handle.net/11449/191333.
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Orientador: Átila Madureira BuenoResumo: O som é uma onda mecânica e como tal transporta energia que age sobre partículas devido às forças de radiação acústica. O princípio para suspender corpos é aplicar uma força de tal forma a equilibrar seu peso. Na técnica de levitação acústica (AcLev) uma pequena esfera pode ser suspensa pela força de radiação acústica gerada por uma onda estacionária, sendo que o ponto de levitação está localizado na região em que o potencial acústico é mínimo, que é condição necessária para levitar uma esfera com raio muito menor que o comprimento de onda. Levitação acústica (AcLev) é uma ferramenta importante para manusear objetos sem contêineres. Nos anos recentes muitos dispositivos foram desenvolvidos com sucesso devido ao comportamento estável dos dispositivos AcLev. Como resultado, a maioria dos trabalhos sobre Aclev se concentram sobre simulações numéricas ou testes experimentais para estudar a geometria e arranjos dos emissores acústicos, ou a influência de vários tipos de perturbações, e a maioria desses modelos matemáticos considera somente o potencial acústico. Neste trabalho, a equação não linear de movimento para uma partícula levitada imersa em campo acústico de eixo único foi desenvolvida, considerando também forças dissipativas. O espaço parâmetro foi examinado buscando a existência de bifurcações, e faixas de projeto para os ganhos do dispositivo AcLev foram determinadas a partir da condição de existência de pontos de equilíbrio. Em adição, o comportamento dinâmico do dispos... (Resumo completo, clicar acesso eletrônico abaixo)
Abstract: Sound is a mechanical wave and aims to carry energy that acts on particles due to acoustic radiation forces, while the principle to suspend bodies is to apply a force in such a way as to balance their weight. In the acoustic levitation technique (Aclev) a small sphere can be suspended by the acoustic radiation force generated by a stationary wave and the levitation point is located in the region where the acoustic potential is minimal, which is a necessary condition for levitating a sphere with radius much smaller than the wavelength. AcLev is an important tool for handling objects without the use of containers. In recent years many devices have been successfully developed due to the stable behavior of AcLev. As a result, most works on Aclev focuses on numerical simulations and experimental tests to study the geometry and arrangement of acoustic emitters, or the influence of various kinds of perturbations, and most mathematical models consider only acoustic potential. In this work, the nonlinear equation of motion for a levitated particle immersed in an acoustic field with single axis was developed considering also dissipative forces. The parameter space was searched for the existence of bifurcations and the design range for AcLev device gains were determined from the condition of equilibrium points. In addition, the dynamic behavior of the AcLev device regarding gains has been studied, also considering the microgravity situation. Numerical simulations corroborated the analyt... (Complete abstract click electronic access below)
Mestre
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Barbu, Otilia C. "Using PROC GLIMMIX to Analyze the Animal Watch, a Web-Based Tutoring System for Algebra Readiness." Diss., The University of Arizona, 2012. http://hdl.handle.net/10150/238636.
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In this study, I investigated how proficiently seventh-grade students enrolled in two Southwestern schools solve algebra word problems. I analyzed various factors that could affect this proficiency and explored the differences between English Learners (ELs) and native English Primary students (EPs). I collected the data as part of the Animal Watch project, a computer-based initiative designed to improve the mathematical skills of children from grades 5-8 in the Southwest. A sample of 86 students (26 ELs and 60 EPs), clustered in four different classes, was used for this project. A Generalized Linear Mixed Model (GLMM) approach with the GLIMMIX procedure in SAS 9.3 showed that students from the classes that had a higher percentage of EL students performed better than those in the classes where the EL concentration was lower. Classes with more EL males were better at learning mathematics than classes with more EP females. The results also indicated: (a) a positive correlation between the students' ability to solve algebra word problems on their first attempt and their success ratio in solving all problems, and (b) a negative correlation between the percentage of problems solved correctly and those considered too hard from the very beginning. I conclude my dissertation by making specific recommendations for further research.
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Chrobok, Viktor. "Optimization of Harvesting Natural Resources." Doctoral thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-196942.
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The thesis describes various modifications of the predator-prey model. The modifications are considering several harvesting methods. At the beginning a solution and a sensitivity analysis of the basic model are provided. The first modification is the percentage harvesting model, which could be easily converted to the basic model. Secondly a constant harvesting including a linearization is derived. A significant part is devoted to regulation models with special a focus on environmental applications and the stability of the system. Optimization algorithms for one and both species harvesting are derived and back-tested. One species harvesting is based on econometrical tools; the core of two species harvesting is the modified Newton's method. The economic applications of the model in macroeconomics and oligopoly theory are expanded using the methods derived in the thesis.
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Overstall, Antony Marshall. "Default Bayesian model determination for generalised linear mixed models." Thesis, University of Southampton, 2010. https://eprints.soton.ac.uk/170229/.
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In this thesis, an automatic, default, fully Bayesian model determination strategy for GLMMs is considered. This strategy must address the two key issues of default prior specification and computation. Default prior distributions for the model parameters, that are based on a unit information concept, are proposed. A two-phase computational strategy, that uses a reversible jump algorithm and implementation of bridge sampling, is also proposed. This strategy is applied to four examples throughout this thesis.
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Sammut, Fiona. "Using generalized linear models to model compositional response data." Thesis, University of Warwick, 2016. http://wrap.warwick.ac.uk/89876/.
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This work proposes a multivariate logit model which models the influence of explanatory variables on continuous compositional response variables. This multivariate logit model generalizes an elegant method that was suggested previously by Wedderburn (1974) for the analysis of leaf blotch data in the special case of J = 2, leading to our naming this new approach as the generalized Wedderburn method. In contrast to the logratio modelling approach devised by Aitchison (1982, J. Roy Stat. Soc. B.), the multivariate logit model used under the generalized Wedderburn approach models the expectation of a compositional response variable directly and is also able to handle zeros in the data. The estimation of the parameters in the new model is carried out using the technique of generalized estimating equations (GEE). This technique relies on the specification of a working variance-covariance structure. A working variance-covariance structure which caters for the specific variability arising in compositional data is derived. The GEE estimator that is used to estimate the parameters of the multivariate logit model is shown to be invariant to the values of the correlation and dispersion parameters in the working variance-covariance structure. Due to this invariance property and the fact that the estimating equations used under the generalized Wedderburn method are linear and unbiased, the GEE estimator achieves full efficiency across a wide class of potential dispersion and correlation matrices for the compositional response variables. As for any other GEE estimator, the estimator used in the generalized Wedderburn method is also asymptotically unbiased and consistent, provided that the marginal mean model specification is correct. The theoretical results derived in this thesis are substantiated by simulation experiments, and properties of the new model are also studied empirically on some classic datasets from the literature.
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Veerapen, Parmaseeven Pillay. "Recurrence relationships and model monitoring for Dynamic Linear Models." Thesis, University of Warwick, 1991. http://wrap.warwick.ac.uk/109386/.
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This thesis considers the incorporation and deletion of information in Dynamic Linear Models together with the detection of model changes and unusual values. General results are derived for the Normal Dynamic Linear Model which naturally also relate to second order modelling such as occurs with the Kalman Filter, linear least squares and linear Bayes estimation. The incorporation of new information, the assessment of its influence and the deletion of old or suspect information are important features of all sequential models. Many dynamic sequential models exhibit conditioned, independence properties. Important results concerning conditional independence in normal models are established which provide the framework and the tools necessary to develop neat procedures and to obtain appropriate recurrence relationships for data incorporation and deletion. These are demonstrated in the context of dynamic linear models, with particularly simple procedures for discount regression models. Appropriate model and forecast monitoring mechanisms are required to detect model changes and unusual values. Cumulative Sum (Cusum) techniques widely used in quality control and in model and forecast monitoring have been the source of inspiration in this context. Bearing in mind that a single sided Cusum may be regarded essentially as a sequence of sequential tests, such a Cusum is, in many cases, equivalent to a Sequence of Sequential Probability Ratio Tests in many cases, as for example in the case of the Exponential Family. A relationship between Cusums and Bayesian decision is established for a useful class of linear loss functions. It is found to apply to the Normal and other important practical cases. For V- mask Cusum graphs, a particularly interesting result which emerges is the interpretation of the distance of the V vertex from the latest plotted point as the prior precision in terms of a number of equivalent observations.
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Cordova, Valentin Kevin Hector, and Montalvo Azucena Flor Mori. "Modelo matemático para la predicción de la Capacidad de Soporte (CBR) en suelos expansivos estabilizados con cenizas de cáscara de arroz y cal a partir de sus propiedades índice y de compactación." Bachelor's thesis, Universidad Peruana de Ciencias Aplicadas (UPC), 2021. http://hdl.handle.net/10757/657405.
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El principal indicador para evaluar la calidad del suelo como subrasante en el diseño de pavimentos es la capacidad de soporte CBR. En muchos casos, no es posible su obtención mediante ensayos, al menos en la frecuencia requerida, y son muy costosos. Por ello, la necesidad de cuantificar este parámetro mediante modelos matemáticos que utilicen propiedades fácilmente determinables y permitan evaluar rápidamente la eficacia de una solución de estabilización.
En el presente trabajo de investigación tiene como propósito desarrollar herramientas prácticas para la predicción del valor de CBR del suelo expansivo post estabilización con ceniza de cáscara de arroz (CCA) y cal. Se plantea obtener modelos matemáticos basados en la regresión lineal múltiple haciendo uso de sus propiedades índice (%F, IP) y de compactación (OCH, MDS), los cuales se generaron mediante la aplicación del software SPSS Statistics, cuya ecuación resultante fue:
〖CBR〗_f=46.116-0.526 %F+0.034 IP+0.218 OCH+5.06 MDS
Esta ecuación presenta una correlación muy alta con R = 0.975 y un ajuste de bondad excelente de R2 = 0.95. Esto quiere decir que la variable de respuesta CBR es explicada en un 95% por las variables predictoras %F, IP, OCH y MDS. El modelo de regresión propuesto se aplicó a un tramo de la carretera PE-8B en la región San Martín donde se observó que el valor de CBR se incrementa en promedio 272% al estabilizarse con los agentes de estudio sugeridos.The main indicator to evaluate the quality of the soil as a subgrade in pavement design is the California Bearing Ratio (CBR). In many cases, it is not possible to obtain them by testing, at least at the required frequency, and they are very expensive. Therefore, the need to quantify this parameter through mathematical models that use easily determinable properties and will evaluate the effectiveness of a proposed stabilization solution. The purpose of this research work is to develop practical tools for the prediction of the CBR in expansive soil post stabilization with rice husk ash and lime. It is proposed to obtain mathematical models based on multiple linear regression using their index (% F, IP) and compaction (OCH, MDS) properties, which were generated by applying the SPSS Statistics software, whose resulting equation was: 〖CBR〗_f=46.116-0.526 %F+0.034 IP+0.218 OCH+5.06 MDS, which presents a very high correlation with R = 0.975 and an excellent goodness fit of R2 = 0.95. This means that the CBR response variable is 95% explained by the predictor variables %F, IP, OCH and MDS. The proposed regression model was applied to a section of the PE-8B highway in the San Martín region where it was found that the CBR value was found on average 272% when stabilized with the suggested study materials.
Tesis
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Jaroš, Petr. "Konstrukce 1/4 modelu vozidla pro testy tlumičů." Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2021. http://www.nusl.cz/ntk/nusl-442802.
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This thesis deals by the design of 1/4 car model for testing vehicle dampers, which can be used to simulate the real suspension of a vehicle wheel (up to a maximum car weight of 1,970 kg) and the so-called linear wheel suspension. A linear mathematical 1/4 car model with 2 DOF (Degrees Of Freedom) and data from literature search are used to design and derive the basic parameters of the device. The thesis contains a description of the linear mathematical model and its outputs (acceleration of the sprung mass and forces acting on the sprung mass), description of designed device, descriptions of created simulations (static, modal and harmonic analysis in ANSYS Workbench 2020 R2) and conceptual design of the modifications this device for another possible use for testing of bicycles.
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Zietsman, Christiaan Abraham. "A hierarchical linear elastic boundary element solver for lenticular ore bodies." Thesis, Stellenbosch : University of Stellenbosch, 2007. http://hdl.handle.net/10019.1/1686.
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Thesis (MSc (Mathematical Sciences. Applied Mathematics))--University of Stellenbosch, 2007.South Africa is involved in huge mining operations deep in the earth's crust. Stresses induced by these mining operations may cause seismic events or rockbursts to occur, which could damage infrastructure and put miners' lives at risk. The effect of different mining layouts are modelled and used by engineers to make design decisions. The frequency at which models are updated and integrated with the decision making process is not optimal. These large mining layouts can not be modelled adequately using domain methods, but they are particularly well suited for the boundary element method (BEM). This work focuses on the theory and background needed for creating a linear elastic static stress boundary element solver suited to South African mining layouts. It starts with linear elastic theory and subsequently describes the physical continuum, governing equations and the fundamental solutions which are an integral part of the BEM. Kelvin's solution cannot be applied to crack-like excavations, therefore the displacement discontinuity kernels, which are very well suited to model fractures, are derived. The derivation is approached from both the direct and indirect BEM's perspectives. The problem is cast as a boundary integral equation which can be solved using the BEM. Some of the different specializations of the BEM are discussed. The major drawback of the BEM is that it produces a dense influence matrix which quickly becomes intractable on desktop computers. Generally a mining layout requires a large amount of boundary elements, even for coarse discretization, therefore different techniques of representing the influence matrix are discussed, which, combined with an iterative solver like GMRES or Bi-CG, allows solving linear elastic static stress models.
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Nzabanita, Joseph. "Estimation in Multivariate Linear Models with Linearly Structured Covariance Matrices." Licentiate thesis, Linköpings universitet, Matematiska institutionen, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-78845.
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This thesis focuses on the problem of estimating parameters in multivariate linear models where particularly the mean has a bilinear structure and the covariance matrix has a linear structure. Most of techniques in statistical modeling rely on the assumption that data were generated from the normal distribution. Whereas real data may not be exactly normal, the normal distributions serve as a useful approximation to the true distribution. The modeling of normally distributed data relies heavily on the estimation of the mean and the covariance matrix. The interest of considering various structures for the covariance matrices in different statistical models is partly driven by the idea that altering the covariance structure of a parametric model alters the variances of the model’s estimated mean parameters. The extended growth curve model with two terms and a linearly structured covariance matrix is considered. In general there is no problem to estimate the covariance matrix when it is completely unknown. However, problems arise when one has to take into account that there exists a structure generated by a few number of parameters. An estimation procedure that handles linear structured covariance matrices is proposed. The idea is first to estimate the covariance matrix when it should be used to define an inner product in a regression space and thereafter reestimate it when it should be interpreted as a dispersion matrix. This idea is exploited by decomposing the residual space, the orthogonal complement to the design space, into three orthogonal subspaces. Studying residuals obtained from projections of observations on these subspaces yields explicit consistent estimators of the covariance matrix. An explicit consistent estimator of the mean is also proposed and numerical examples are given. The models based on normally distributed random matrix are also studied in this thesis. For these models, the dispersion matrix has the so called Kronecker product structure and they can be used for example to model data with spatio-temporal relationships. The aim is to estimate the parameters of the model when, in addition, one covariance matrix is assumed to be linearly structured. On the basis of n independent observations from a matrix normal distribution, estimation equations in a flip-flop relation are presented and numerical examples are given.
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Hardin, Patrik, and Sam Tabari. "Modelling Non-life Insurance Policyholder Price Sensitivity : A Statistical Analysis Performed with Logistic Regression." Thesis, KTH, Matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-209773.
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This bachelor thesis within mathematical statistics studies the possibility of modelling the renewal probability for commercial non-life insurance policyholders. The project was carried out in collaboration with the non-life insurance company If P&C Insurance Ltd. at their headquarters in Stockholm, Sweden. The paper includes an introduction to underlying concepts within insurance and mathematics and a detailed review of the analytical process followed by a discussion and conclusions. The first stages of the project were the initial collection and processing of explanatory insurance data and the development of a logistic regression model for policy renewal. An initial model was built and modern methods of mathematics and statistics were applied in order obtain a final model consisting of 9 significant characteristics. The regression model had a predictive power of 61%. This suggests that it to a certain degree is possible to predict the renewal probability of non-life insurance policyholders based on their characteristics. The results from the final model were ultimately translated into a measure of price sensitivity which can be implemented in both pricing models and CRM systems. We believe that price sensitivity analysis, if done correctly, is a natural step in improving the current pricing models in the insurance industry and this project provides a foundation for further research in this area.Detta kandidatexamensarbete inom matematisk statistik undersöker möjligheten att modellera förnyelsegraden för kommersiella skadeförsärkringskunder. Arbetet utfördes i samarbete med If Skadeförsäkring vid huvudkontoret i Stockholm, Sverige. Uppsatsen innehåller en introduktion till underliggande koncept inom försäkring och matematik samt en utförlig översikt över projektets analytiska process, följt av en diskussion och slutsatser. De huvudsakliga delarna av projektet var insamling och bearbetning av förklarande försäkringsdata samt utvecklandet och tolkningen av en logistisk regressionsmodell för förnyelsegrad. En första modell byggdes och moderna metoder inom matematik och statistik utfördes för att erhålla en slutgiltig regressionsmodell uppbyggd av 9 signifikanta kundkaraktäristika. Regressionsmodellen hade en förklaringsgrad av 61% vilket pekar på att det till en viss grad är möjligt att förklara förnyelsegraden hos försäkringskunder utifrån dessa karaktäristika. Resultaten från den slutgiltiga modellen översattes slutligen till ett priskänslighetsmått vilket möjliggjorde implementering i prissättningsmodeller samt CRM-system. Vi anser att priskänslighetsanalys, om korrekt genomfört, är ett naturligt steg i utvecklingen av dagens prissättningsmodeller inom försäkringsbranschen och detta projekt lägger en grund för fortsatta studier inom detta område.
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Rudinskas, Andrius. "Tiesiaeigio žingsninio variklio srovių tyrimas." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2009. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2009~D_20090625_111106-00851.
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Baigiamajame magistro darbe tiriamos tiesiaeigio žingsninio variklio srovės. Atkreiptas dėmesys į srovės pereinamuosius procesus, nusistovėjusias vertes ir srovės priklausomybę nuo judamo elemento padėties. . Sudarytas variklio matematinis modelis įvertinus induktyvumo pokytį slenkamam elementui judant. Surasta srovės kitimo funkcija ir pagal ją nubraižytos srovės pereinamojo proceso charakteristikos. Išnagrinėjus srovės teorinius ir praktinius aspektus, pateikiamos baigiamojo darbo išvados ir siūlymai.The practical part includes the current experiment and mathematical model of linear stepper motor. In this part was explored the inductance. The mathematical model was made for the linear stepper motor where includes the variable inductance. This model was resolved with MathCad 2001 software. In the research of current theoretical and practical aspects was made the conclusions and suggestions.
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Leung, Chi Ho. "Necessary and Sufficient Conditions on State Transformations That Preserve the Causal Structure of LTI Dynamical Networks." BYU ScholarsArchive, 2019. https://scholarsarchive.byu.edu/etd/7413.
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Linear time-invariant (LTI) dynamic networks are described by their dynamical structure function, and generally, they have many possible state space realizations. This work characterizes the necessary and sufficient conditions on a state transformation that preserves the dynamical structure function, thereby generating the entire set of realizations of a given order for a specific dynamic network.
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Мокін, Б. І., and І. О. Чернова. "Еквівалентні моделі динамічних систем з операцією диференціювання у правій частині." Thesis, ВНТУ, 2016. http://conferences.vntu.edu.ua/index.php/all-feeem/all-feeem-2016/paper/view/525.
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Запропоновано метод еквівалентування за критичною частотою лінійних динамічних систем високого порядку, що містять похідні у правій частині математичної моделі, моделями 3-го порядку, придатними для аналізу стійкості та оптимізаціїProposed a method of equivalenting on critical frequency of linear dynamic systems with higher order, containing derivatives in the right side of the mathematical model, by the models 3rd order, suitable for analysis of stability and optimization.
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Tang, Wei-pai. "Schwarz splitting and template operators." Stanford, CA : Dept. of Computer Science, Stanford University, 1987. http://doi.library.cmu.edu/10.1184/OCLC/19643650.
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Thesis (Ph. D.)--Stanford University, 1987."June 1987." "Also numbered Classic-87-03"--Cover. "This research was supported by NASA Ames Consortium Agreement NASA NCA2-150 and Office of Naval Research Contracts N00014-86-K-0565, N00014-82-K-0335, N00014-75-C-1132"--P. vi. Includes bibliographical references (p. 125-129).
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Бессараба, Ю. П. "Короткострокове прогнозування попиту на електроенергію м. Чернігів." Thesis, Чернігів, 2021. http://ir.stu.cn.ua/123456789/25272.
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Бессараба, Ю. П. Короткострокове прогнозування попиту на електроенергію м. Чернігів : випускна кваліфікаційна робота : 141 "Електроенеретика, електротехніка та електромеханіка" / Ю. П. Бессараба ; керівник роботи В. М. Бодунов ; НУ "Чернігівська політехніка", кафедра електричної інженерії та інформаційно-вимірювальних технологій. – Чернігів, 2021. – 97 с.У пояснювальній записці проведено оцінку сучасного стану роботи ринку електричної енергії, його учасників та особливості функціонування, визначено доцільність побудови системи проведення прогнозування споживання електроенергії міста Чернігова. Проведено експертний аналіз даних споживання, на базі якого проведено прогнозування величини споживання електроенергії та підраховано фінансові збитки в результаті такого аналізу. Проведена лінійна регресія та побудована математична модель споживання електроенергії Чернігова та Чернігівської області. Запропонований гібридний метод прогнозування, при якому експерт, опираючись на результат розрахунку математичної моделі, прогнозує величину споживання електроенергії, вносячи корективи на базі власного досвіду.
The explanatory note assesses the current state of the electricity market, its participants and the peculiarities of its functioning, determines the feasibility of building a system for predicting electricity consumption in Chernihiv. An expert analysis of consumption data was conducted, on the basis of which the predict of the amount of electricity consumption was carried out and the financial losses as a result of such analysis were calculated. A linear regression was performed and a mathematical model of electricity consumption in Chernihiv and Chernihiv region was built. A hybrid forecasting method is proposed, in which the expert, based on the result of calculating the mathematical model, predicts the amount of electricity consumption, making adjustments based on their own experience.
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Заковоротный, Александр Юрьевич. "Автоматизация символьных вычислений в геометрической теории управления при синтезе линейных моделей." Thesis, ТЕС, 2015. http://repository.kpi.kharkov.ua/handle/KhPI-Press/45522.
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Для геометрической теории управления разработаны программные средства, автоматизирующие символьные преобразования нелинейных моделей объектов к эквивалентным линейным моделям. С их помощью выполнен синтез линейной математической модели движения дизель-поезда в форме Бруновского, которая учитывает параллельную работу четырех тяговых асинхронных двигателей. Полученная модель может использоваться для поиска оптимальных управлений, а также для исследования процессов буксования и юза, а также параллельной работы двигателей.For geometric control theory developed software tools that automate the symbolic transformation of nonlinear models of objects to equivalent linear model. With their help, made the synthesis of linear mathematical model of the motion of diesel-trains in the form Brunovsky, which allows for the parallel operation of four traction induction motors. The resulting model can be used to find the optimal controls, as well as for study of slipping and skidding as well as parallel operation of motors.
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Andréa-Novel, Brigitte d'. "Sur la commande d'une classe de systèmes mécaniques." Paris, ENMP, 1987. http://www.theses.fr/1987ENMP0067.
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Elaboration de lois de commande en particulier pour la robotique. Utilisation de l'approche polynomiale pour placer des zeros de transmission a poles fixes. Cas des systemes non lineaires. Etude par topologie algebrique. Utilisation d'une approche par immersion et bouclage linearisant. Problemes de stabilite dans le cas de grands genres
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Perrault-Joncas, Dominique C. "Linear stability of coaxial jets with application to aeroacoustics." Thesis, McGill University, 2008. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=112343.
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Motivated by a practical interest in noise generated by turbofan engine, this thesis studies the stability of parallel coaxial jets with velocity and temperature profiles characteristic of the exhaust region of the engine. Because the bypass stream mixes with both the exhaust and the ambient air, these profiles contain thin layers in which the velocity and temperature may vary rapidly. As a consequence, multiple instability modes are possible. In accordance with Rayleigh's theorem for axisymmetric incompressible shear flows, it follows that there are three possible modes, only two of which are unstable. To complement the study of parallel flow stability, this thesis also includes the derivation of the amplitude evolution equation for slowly varying axisymmetric incompressible flows.
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Sima, Adam. "Accounting for Model Uncertainty in Linear Mixed-Effects Models." VCU Scholars Compass, 2013. http://scholarscompass.vcu.edu/etd/2950.
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Standard statistical decision-making tools, such as inference, confidence intervals and forecasting, are contingent on the assumption that the statistical model used in the analysis is the true model. In linear mixed-effect models, ignoring model uncertainty results in an underestimation of the residual variance, contributing to hypothesis tests that demonstrate larger than nominal Type-I errors and confidence intervals with smaller than nominal coverage probabilities. A novel utilization of the generalized degrees of freedom developed by Zhang et al. (2012) is used to adjust the estimate of the residual variance for model uncertainty. Additionally, the general global linear approximation is extended to linear mixed-effect models to adjust the standard errors of the parameter estimates for model uncertainty. Both of these methods use a perturbation method for estimation, where random noise is added to the response variable and, conditional on the observed responses, the corresponding estimate is calculated. A simulation study demonstrates that when the proposed methodologies are utilized, both the variance and standard errors are inflated for model uncertainty. However, when a data-driven strategy is employed, the proposed methodologies show limited usefulness. These methods are evaluated with a trial assessing the performance of cervical traction in the treatment of cervical radiculopathy.
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Barnholdt, Jacob, and Josefin Grafford. "Predicting Large Claims within Non-Life Insurance." Thesis, KTH, Matematisk statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-228983.
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This bachelor thesis within the field of mathematical statistics aims to study the possibility of predicting specifically large claims from non-life insurance policies with commercial policyholders. This is done through regression analysis, where we seek to develop and evaluate a generalized linear model, GLM. The project is carried out in collaboration with the insurance company If P&C Insurance and most of the research is conducted at their headquarters in Stockholm. The explanatory variables of interest are characteristics associated with the policyholders. Due to the scarcity of large claims in the data set, the prediction is done in two steps. Firstly, logistic regression is used to model the probability of a large claim occurring. Secondly, the magnitude of the large claims is modelled using a generalized linear model with a gamma distribution. Two full models with all characteristics included are constructed and then reduced with computer intensive algorithms. This results in two reduced models, one with two characteristics excluded and one with one characteristic excluded.Det här kandidatexamensarbetet inom matematisk statistik avser att studera möjligheten att predicera särskilt stora skador från sakförsäkringspolicys med företag som försäkringstagare. Detta görs med regressionsanalys, där vi ämnar att utveckla och bedöma en generaliserad linjär modell, GLM. Projektet utförs i samarbete med försäkringsbolaget If Skadeförsäkring och merparten av undersökningen sker på deras huvudkontor i Stockholm. Förklaringsvariablerna som är av intresse att undersöka är egenskaper associerade med försäkringstagarna. På grund av sällsynthet av storskador i datamängden görs prediktionen i två steg. Först används logistisk regression för att modellera sannolikheten för en storskada att inträffa. Sedan modelleras storskadornas omfattning genom en generaliserad linjär modell med en gammafördelning. Två grundmodeller med alla förklaringsvariabler konstrueras för att sedan reduceras med datorintensiva algoritmer. Det resulterar i två reducerade modeller, med två respektive en kundegenskap utesluten.
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Graves, Barbara, and Christine Suurtamm. "Disrupting linear models of mathematics teaching|learning." Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2012. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-79920.
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In this workshop we present an innovative teaching, learning and research setting that engages beginning teachers in mathematical inquiry as they investigate, represent and connect mathematical ideas through mathematical conversation, reasoning and argument. This workshop connects to the themes of teacher preparation and teaching through problem solving. Drawing on new paradigms to think about teaching and learning, we orient our work within complexity theory
(Davis & Sumara, 2006; Holland, 1998; Johnson, 2001; Maturana & Varela, 1987; Varela, Thompson & Rosch, 1991) to understand teaching|learning as a complex iterative process through which opportunities for learning arise out of dynamic interactions. Varela, Thompson and Rosch, (1991) use the term co-emergence to understand how the individual and the environment inform each other and are “bound together in reciprocal specification and selection” (p.174). In particular we are interested in the conditions that enable the co-emergence of teaching|learning collectives that support the generation of new mathematical and pedagogical ideas and understandings. The setting is a one-week summer math program designed for prospective elementary teachers to deepen particular mathematical concepts taught in elementary school. The program is facilitated by recently graduated secondary mathematics teachers to provide them an opportunity to experience mathematics teaching|learning through rich problems. The data collected include
questionnaires, interviews, and video recordings. Our analyses show that many a-ha moments of mathematical and pedagogical insight are experienced by both groups as they work together throughout the week. In this workshop we will actively engage the audience in an exploration of the mathematics problems that we pose in this unique teaching|learning environment. We will present our data on the participants’ mathematical and pedagogical responses and open a discussion of the implications of our work.