Orientador: Miriam Harumi Tsunemi / Resumo: Em inúmeras situações práticas a relação entre uma variável resposta e uma ou mais covariáveis é curvada. Dentre as diversas formas de representar esta curvatura, Royston e Altman (1994) propuseram uma extensa famı́lia de funções denominada de Polinômios Fracionários (Fractional Polynomials - FP ). Bové e Held (2011) im- plementaram o paradigma bayesiano para FP sob a suposição de normalidade dos erros. Sua metodologia é fundamentada em uma distribuição a priori hiper − g (Liang et al., 2008), que, além de muitas propriedades assintóticas interessantes, garante uma predição bayesiana de modelos consistente. Nesta tese, compara-se as abordagens clássica e Bayesiana para PF a partir de dados reais disponı́veis na litera- tura, bem como por simulações. Além disso, propõem-se uma abordagem Bayesiana para modelos FPs em que a potência, diferentemente dos métodos usuais, pode as- sumir qualquer valor num determinado intervalo real e é estimada via métodos de simulação HMC (Monte Carlo Hamiltoniano) e MCMC (Métodos de Monte Carlo via Cadeias de Markov). Neste modelo, para o caso de um FP de segunda ordem, ao contrário dos modelos atualmente disponı́veis, apenas uma potência é estimada. Avalia-se este modelo a partir de dados simulados e em dados reais, sendo um deles com transformação de Box-Cox. / Abstract: In many practical situations the relationship between the response variable and one or more covariates is curved. Among the various ways of representing this curvature, Royston and Altman (1994) proposed an extended family of functions called Fractional Polynomials (FP). Bov´e and Held (2011) implemented the Bayesian paradigm for FP on the assumption of error normality. Their methodology is based on a hyperg prior distribution, which, in addition to many interesting asymptotic properties, guarantees a consistent Bayesian model average (BMA). In addition, a Bayesian approach is proposed for FPs models in which power, unlike the usual methods, can obtain any numerical real interval value and is estimated via HMC (Monte Carlo Hamiltonian) and MCMC (Markov chain Monte Carlo). In this model, in the case of a second-order FP, unlike the currently available models, only one power is estimated. This model is evaluated from simulated data and real data, one of them with Box-Cox transformation. / Doutor

Os controladores eletrônicos de pulverização visam minimizar a variação das taxas de insumos aplicadas no campo. Eles fazem parte de um sistema de controle, e permitem a compensação da variação de velocidade de deslocamento do pulverizador durante a operação. Há vários tipos de controladores eletrônicos de pulverização disponíveis no mercado e uma das formas de selecionar qual o mais eficiente nas mesmas condições, ou seja, em um mesmo sistema de controle, é quantificar o tempo de resposta do sistema para cada controlador específico. O objetivo desse trabalho foi estimar os tempos de resposta para mudanças de velocidade de um sistema eletrônico de pulverização via modelos de regressão não lineares, estes, resultantes da soma de regressões lineares ponderadas por funções distribuição acumulada. Os dados foram obtidos no Laboratório de Tecnologia de Aplicação, localizado no Departamento de Engenharia de Biossistemas da Escola Superior de Agricultura \"Luiz de Queiroz\", Universidade de São Paulo, no município de Piracicaba, São Paulo, Brasil. Os modelos utilizados foram o logístico e de Gompertz, que resultam de uma soma ponderada de duas regressões lineares constantes com peso dado pela função distribuição acumulada logística e Gumbell, respectivamente. Reparametrizações foram propostas para inclusão do tempo de resposta do sistema de controle nos modelos, com o objetivo de melhorar a interpretação e inferência estatística dos mesmos. Foi proposto também um modelo de regressão não linear difásico que resulta da soma ponderada de regressões lineares constantes com peso dado pela função distribuição acumulada Cauchy seno hiperbólico exponencial. Um estudo de simulação foi feito, utilizando a metodologia de Monte Carlo, para avaliar as estimativas de máxima verossimilhança dos parâmetros do modelo. / The electronic controllers spray aimed at minimizing the variation of inputs rates applied in the field. They are part of a control system, and allow for compensation for variation spray travel speed during operation. There are several types of electronic spray controllers on the market and one way to select which more efficient under the same conditions, ie in the same system of control, is to quantify the system response time for each specific driver. The objective of this study was to estimate the response times for changes in speed of an electronic spraying system via nonlinear regression models, these resulting from the sum of weighted linear regressions for cumulative distribution functions. Data were obtained on the Application Technology Laboratory, located in the Department of Biosystems Engineering from College of Agriculture \"Luiz de Queiroz\", University of Sao Paulo, in Piracicaba, Sao Paulo, Brazil. The models used were the logistic and Gompertz, resulting from a weighted sum of two constant linear regressions with weight given by the cumulative distribution function logistics and Gumbell respectively. Reparametrization been proposed for inclusion in the control system response time models, in order to improve the statistical interpretation and inference of the same. It has also been proposed a non-linear regression model two-phase which is the weighted sum of constant linear regressions weight given by a cumulative distribution function exponential hyperbolic sine Cauchy in which a simulation study was conducted using the methodology of Monte Carlo to evaluating the maximum likelihood estimates of the model parameters.

This research addresses fleet-sizing for reusable containers that are used for protection, transportation, and storage of parts between a component plant and assembly plant. These reusable containers are often expensive and occupy a large amount of storage space when empty and full. Having a large container fleet comes with higher acquisition, maintenance, and storage costs, but decreases production down time caused by the lack of containers needed for storage. A quantitative model of these trade-offs will permit decision makers to maintain desired production levels at minimum cost. In this dissertation, the relationship between container fleet size and production down time caused by container shortages is researched. Utilizing both theoretical and empirical approaches, two analytical models that include relevant operational parameters and stochastic components are developed. The first is a container fleet sizing model, and the second model estimates production stoppages as a function of container fleet size. The formulas are shown to be accurate and provide decision makers with the tools to better plan and manage specific applications. The formulas also provide general insight into the factors that affect container fleet size and production stoppage due to container shortages. / Graduation date: 2012

The presence of vibration is an important problem in many engineering applications. Various passive techniques have traditionally been used in order to reduce waves and vibrations, and their harmful effects. Passive techniques are, however, difficult to apply in the low frequency region. In addition, the use of passive techniques often involve adding mass to the system, which is undesirable in many applications. As an alternative, active techniques can be used to manipulate system dynamics and to control the propagation of waves and vibrations. This thesis deals with modeling, estimation and active control of systems that have resonant dynamics. The systems are exposed to stochastic disturbances. Some of them excite the system and generate vibrational responses and other corrupt measured signals. Feedback control of a beam with attached piezoelectrical elements is studied. A detailed modeling approach is described and system identification techniques are employed for model order reduction. Disturbance attenuation of a non-measured variable shows to be difficult. This issue is further analyzed and the problems are shown to depend on fundamental design limitations. Feedforward control of traveling waves is also considered. A device with properties analogous to those of an electrical diode is introduced. An `ideal´ feedforward controller based on the mechanical properties of the system is derived. It has, however, poor noise rejection properties and it therefore needs to be modified. A number of feedforward controllers that treat the measurement noise in a statistically sound way are derived. Separation of overlapping traveling waves is another topic under investigation. This operation also is sensitive to measurement noise. The problem is thoroughly analyzed and Kalman filtering techniques are employed to derive wave estimators with high statistical performance. Finally, a nonlinear regression problem with close connections to unbalance estimation of rotating machinery is treated. Different estimation techniques are derived and analyzed with respect to their statistical accuracy. The estimators are evaluated using the example of separator balancing.

Most of the reinforced concrete systems are monolithic. During construction, concrete from the bottom of the deepest beam to the top of slab, is placed at once. Therefore the slab serves as the top flange of the beams. Such a beam is referred to as T-beam. In a floor system made of T-beams, the compressive stress is a maximum over the web, dropping between the webs. The distribution of compressive stress on the flange depends on the relative dimensions of the cross section, span length, support and loading conditions. For simplification, the varying distribution of compressive stress can be replaced by an equivalent uniform distribution. This gives us an effective flange width, which is smaller than the real flange width. In various codes there are recommendations for effective flange width formulas. But these formulas are expressed only in terms of span length or flange and web thicknesses and ignore the other important variables. In this thesis, three-dimensional finite element analysis has been carried out on continuous T-beams under different loading conditions to assess the effective flange width based on displacement criterion. The formulation is based on a combination of the elementary bending theory and the finite element method, accommodating partial interaction in between. The beam spacing, beam span length, total depth of the beam, the web and the flange thicknesses are considered as independent variables. Depending on the type of loading, the numerical value of the moment of inertia of the transformed beam crosssection and hence the effective flange width are calculated. The input data and the finite element displacement results are then used in a nonlinear regression analysis and two explicit design formulas for effective flange width have been derived. Comparisons are made between the proposed formulas and the ACI, Eurocode, TS-500 and BS-8110 code recommendations.

A new reliability-based probabilistic model is developed for the estimation of liquefaction-induced lateral ground spreading, taking into consideration the uncertainties within the model functional form and the descriptive variables as well. The new model is also introduced as performance-based probabilistic engineering tool.

Os controladores eletrônicos de pulverização visam minimizar a variação das taxas de insumos aplicadas no campo. Eles fazem parte de um sistema de controle, e permitem a compensação da variação de velocidade de deslocamento do pulverizador durante a operação. Há vários tipos de controladores eletrônicos de pulverização disponíveis no mercado e uma das formas de selecionar qual o mais eficiente nas mesmas condições, ou seja, em um mesmo sistema de controle, é quantificar o tempo de resposta do sistema para cada controlador específico. O objetivo desse trabalho foi estimar os tempos de resposta para mudanças de velocidade de um sistema eletrônico de pulverização via modelos de regressão não lineares, estes, resultantes da soma de regressões lineares ponderadas por funções distribuição acumulada. Os dados foram obtidos no Laboratório de Tecnologia de Aplicação, localizado no Departamento de Engenharia de Biossistemas da Escola Superior de Agricultura \"Luiz de Queiroz\", Universidade de São Paulo, no município de Piracicaba, São Paulo, Brasil. Os modelos utilizados foram o logístico e de Gompertz, que resultam de uma soma ponderada de duas regressões lineares constantes com peso dado pela função distribuição acumulada logística e Gumbell, respectivamente. Reparametrizações foram propostas para inclusão do tempo de resposta do sistema de controle nos modelos, com o objetivo de melhorar a interpretação e inferência estatística dos mesmos. Foi proposto também um modelo de regressão não linear difásico que resulta da soma ponderada de regressões lineares constantes com peso dado pela função distribuição acumulada Cauchy seno hiperbólico exponencial. Um estudo de simulação foi feito, utilizando a metodologia de Monte Carlo, para avaliar as estimativas de máxima verossimilhança dos parâmetros do modelo. / The electronic controllers spray aimed at minimizing the variation of inputs rates applied in the field. They are part of a control system, and allow for compensation for variation spray travel speed during operation. There are several types of electronic spray controllers on the market and one way to select which more efficient under the same conditions, ie in the same system of control, is to quantify the system response time for each specific driver. The objective of this study was to estimate the response times for changes in speed of an electronic spraying system via nonlinear regression models, these resulting from the sum of weighted linear regressions for cumulative distribution functions. Data were obtained on the Application Technology Laboratory, located in the Department of Biosystems Engineering from College of Agriculture \"Luiz de Queiroz\", University of Sao Paulo, in Piracicaba, Sao Paulo, Brazil. The models used were the logistic and Gompertz, resulting from a weighted sum of two constant linear regressions with weight given by the cumulative distribution function logistics and Gumbell respectively. Reparametrization been proposed for inclusion in the control system response time models, in order to improve the statistical interpretation and inference of the same. It has also been proposed a non-linear regression model two-phase which is the weighted sum of constant linear regressions weight given by a cumulative distribution function exponential hyperbolic sine Cauchy in which a simulation study was conducted using the methodology of Monte Carlo to evaluating the maximum likelihood estimates of the model parameters.

This thesis deals with solutions of nonlinear regression problems using R programming language. The introductory theoretical part is devoted to familiarization with the principles of solving nonlinear regression models and of their applications in the program R. In both, theoretical and practical part, the most famous and used differentiator algorithms are presented, particularly the Gauss-Newton's and of the steepest descent method, for estimating the parameters of nonlinear regression. Further, in the practical part, there are some demo solutions of particular tasks using nonlinear regression methods. Overall, a large number of graphs processed by the author is used in this thesis for better comprehension.

A fully automated Temperature Dependent Hall (TDH) measurement setup has been assembled for the purposes of this study. This TDH setup is capable of measuring samples in the 20 K to 370 K temperature range. Sample sizes of up to 20 mm × 20 mm can be accommodated by the custom designed and manufactured sample holder. Samples with a resistance in the 1Ω to 250 MΩ range can be measured with this setup provided that the mobility of the sample is greater than 1 cm²/Vs. The computer program controlling the automated measurement processwas written in LabView™ version 6.1. Single crystal Zinc Oxide (ZnO) was the material under investigation in this study. Bulk ZnO samples grown by three different methods, namely pressurized melt growth, seeded chemical vapor transport (SCVT) growth and hydrothermal growth, were measured in the 20 K to 370 K range. The effect of annealing in argon atmosphere in the 550 ºC to 930 ºC range was investigated on all three ZnO types. In addition, hydrogen-implanted layers on semi-insulating hydrothermally grown ZnO were studied. These samples were annealed in the 200 ºC to 400 ºC range and Hall measurements in the 20 K to 330 K range were performed. Programs were written to fit, wherever possible, the obtained temperature dependent carrier concentration and mobility profiles to suitable theoretical models. The carrier concentration data was fitted to a multi-donor single acceptor charge balance equation for the purpose of extracting donor concentrations and activation energies. Before fitting, the data was corrected for the Hall scattering factor and, where necessary, for two-layer effects particularly a degenerate surface conduction channel that developed through annealing on the SCVT-grown and hydrothermally grown samples. The acceptor concentrations of the samples were obtained by fitting the mobility data to a model based on D.L. Rode’s method of solving the Boltzmann transport equation. Scattering mechanisms included in the model were piezoelectric and deformation potential acoustic modes, polar optic modes and ionized impurity scattering. It was found that the mobility data did not fit the model very well without assigning questionable values to other parameters, in this case the deformation potential. Plausible values for the acceptor concentration were however obtained. The carrier concentration data fitted the model well, but due to the large number of parameters to be extracted (up to six parameters in the case of three donors) there was often not much certainty in the extracted values This study shows that TDH analysis is a valuable tool to assess the quality of semiconductors. Bulk and degenerate surface (or interfacial) conduction are separated with relative ease, and shallow defect concentrations as well as compensation level concentrations could be extracted. The generally observed uncertainty in values obtained in the multi-parameter regression of carrier concentration data indicates that supplementary techniques such as photoluminescence are needed to support results obtained by the TDH technique. / Dissertation (MSc (Physics))--University of Pretoria, 2007. / Physics / MSc / unrestricted

The forecast of the waste production is an important information for planning in waste management. The historical data often consists of short time series, therefore traditional prognostic approaches fail. The mathematical model for forecasting of future waste production based on spatially distributed data with hierarchically structure is suggested in this thesis. The approach is based on principles of regression analysis with final balance to ensure the compliance of aggregated data values. The selection of the regression function is a part of mathematical model for high-quality description of data trend. In addition, outlier values are cleared, which occur abundantly in the database. The emphasis is on decomposition of extensive model into subtasks, which lead to a simpler implementation. The output of this thesis is tool tested within case study on municipal waste production data in the Czech Republic.