Ce travail de thèse traite de la détection des défauts mécaniques des roulements à billes par analyse de grandeurs mécaniques et électriques dans des machines synchrones à aimants permanents haute vitesse. Le domaine applicatif de ce travail concerne l'aéronautique. Généralement, pour surveiller l'état des roulements à billes dans un actionneur électrique, des mesures vibratoires sont réalisées. Elles permettent, en exploitant le spectre du signal vibratoire, de mettre facilement en évidence la détérioration du roulement. Cette méthode de surveillance est cependant relativement couteuse en termes d'instrumentation et le placement d'un capteur vibratoire dans des équipements à fort degré d'intégration est parfois difficile. Nous proposons dans ce mémoire d'utiliser d'autres grandeurs physiques prélevées sur le système pour réaliser la surveillance de ces défauts. Il peut s'agir de grandeurs mécaniques (vitesse, position par exemple) et de grandeurs électriques (courant statorique, courant onduleur par exemple). L'utilisation de données déjà disponibles dans l'équipement pour les besoins de la commande permet ainsi de supprimer le système d'acquisition vibratoire. A partir d'enregistrements temporels de données réalisées au cours de campagnes d'essais, nous proposons des méthodologies de traitement du signal permettant d'extraire automatiquement des informations sensibles au défaut à surveiller. L'idée finale est de construire des indicateurs de l'état de santé des roulements permettant de prendre « juste à temps » des décisions fiables relatives à la maintenance ou à la sécurisation de l'équipement. Pour construire ces indicateurs, les signatures spécifiques aux défauts de roulements sont étudiées de manière théorique et expérimentale, pour l'ensemble des grandeurs prélevées. Leurs propriétés sont mises en évidence, permettant ainsi de définir les bandes fréquentielles les plus contributives au diagnostic. L'extraction de ces signatures est réalisée dans le domaine fréquentiel selon plusieurs méthodes. Deux types d'indicateurs automatiques différents sont proposés. Le premier est construit directement à partir du spectre d'amplitude des grandeurs par extraction de l'amplitude des harmoniques dans des bandes fréquentielles particulières. Le second intègre une dimension statistique dans l'analyse en exploitant le caractère aléatoire de certains harmoniques pour détecter la présence du défaut. Des critères de comparaison sont définis et utilisés pour étudier les performances des indicateurs proposés pour deux campagnes d'essais avec des roulements artificiellement dégradés, pour différentes vitesses de fonctionnement et pour différents paramètres de réglage des indicateurs. / This Ph.D. thesis deals with detection of mechanical bearings faults by analysis of mechanical and electrical signals in high speed permanent magnet synchronous machine. The application domain of this work concerns aeronautics. Generally, to monitor the ball bearings status in electrical actuator, the vibration measurements are used. They allow, by extracting the vibration spectrum, to easily detect the deterioration of the bearing. This monitoring method is relatively expensive in terms of instrumentation and placing a vibration sensor in equipment with a high integration degree can be difficult. We propose in this paper to use other physical quantities taken from the system to perform the monitoring of these defects. It may be mechanical quantities (for example speed, position) and electrical quantities (for example stator current, power inverter). From time recording of data carried out during test campaigns, we propose signal processing methodologies to automatically extract information sensitive to the monitored fault. The final idea is to construct indicators of bearings health and make decisions relating to maintenance or equipment security. To construct these indicators, specific bearing defects signatures are studied theoretically and experimentally, for all collected variables. The extraction of these signatures is carried out in frequency domain. Two different types of automatic indicators are proposed. The first is constructed directly from the amplitude spectrum by extraction of the harmonic amplitude of the spectrum in particular frequency bands. The second includes a statistical dimension analysis by exploiting the random nature of some harmonics to detect fault presence. Criteria of comparison are defined and used to study the proposed indicators performances for two trial campaigns with artificially degraded bearings, for different speed functioning and for different regulation of indicators parameters.

Les applications entrainées par des moteurs asynchrones consomment à elles seules la majorité de l’énergie électrique utilisée dans le secteur industriel. Des défauts, majoritairement d’origine mécanique, sont susceptibles de se développer au cours du fonctionnement de ces systèmes et rendent nécessaires la mise en place d’une maintenance souvent onéreuse. Afin de réduire ces coûts et d’optimiser la disponibilité des matériels, des méthodes de diagnostic peuvent être développées afin de détecter au plus tôt l’apparition d’un défaut. Cependant, la fiabilité de ces algorithmes et l’automatisation du diagnostic sont complexifiées par la diversité des systèmes alimentés par les variateurs de vitesse industriels ainsi que par le changement de leur point de fonctionnement. Afin de répondre à ces problématiques, un protocole de diagnostic permettant de réaliser une détection sensible et robuste des défaillances mécaniques est développé dans ce travail. Cette méthode consiste à segmenter le plan couple-vitesse du moteur surveillé et à réaliser des références statistiques caractérisant son fonctionnement sain sur chacune des zones de fonctionnement. Des indicateurs de défaut peuvent ensuite être définis statistiquement afin de quantifier l’écart du système vis-à-vis de son comportement sain. Ces indicateurs sont ainsi indépendants du système surveillé et de son point de fonctionnement. Les principales applications ciblées par ce protocole sont les systèmes de compression, de pompage et de ventilation qui représentent une part importante de l’énergie électrique consommée dans le secteur industriel. Le protocole de diagnostic développé dans cette étude est validé expérimentalement dans le cadre de la détection de différentes niveaux de déséquilibre mécanique mais également pour la surveillance d’un système de transmission de type poulies-courroies. De plus, les campagnes expérimentales sont effectuées sur plusieurs systèmes électromécaniques dont les propriétés sont foncièrement différentes afin de valider les performances de normalisation de ce protocole. / Systems driven by induction motors consume most of the industrial electric supply. Mechanical faults may develop over time and disrupt their proper functioning, resulting in high maintenance expenditure. In order to reduce these costs and to improve machines availability, diagnosis methods can be developped to perform the early detection of incipient faults. However, the variety of industrial applications driven by induction motors complicates the automation of fault detection. To resolve these issues, a sensitive and robust diagnosis protocol has been developed in two stages. First, the torque-speed plane of the monitored motor is segmented in different functioning areas. Then, a statistical reference is achieved on each operating zone in order to characterize the healthy working of the system. Statistic-based indicators may then quantify the system deviation from its healthy behaviour. These indicators are therefore independent of the monitored system and of its functioning point. The applications targeted by this study are fans, pumps and compressors which are widely used in industrial processes. This diagnosis protocol is experimentally validated on the detection of several levels of mechanical unbalance and for the monitoring of V-belts drive health state. Moreover, test campaigns are achieved on varied electromechanical systems in order to validate the normalization performances of the developed protocol.

Les entraînements électriques à base de machine asynchrone sont largement utilisés dans les applications industrielles en raison de leur faible coût, de leurs performances et de leur robustesse. Cependant, des modes de fonctionnement dégradés peuvent apparaître durant la vie de la machine. L'une des raisons principales de ces défaillances reste les défauts de roulements à billes. Afin d'améliorer la sûreté de fonctionnement des entraînements, des schémas de surveillance peuvent être mis en place afin d'assurer une maintenance préventive. Ce travail de thèse traite de la détection et du diagnostic des défauts mécaniques et plus particulièrement des défauts de roulements dans une machine asynchrone. Généralement, une surveillance vibratoire peut être mise en place. Cette méthode de surveillance est cependant souvent chère du fait de la chaîne de mesure. Une approche, basée sur l'analyse et le traitement des courants statoriques, est alors proposée, afin de suppléer à l'analyse vibratoire. L'étude est basée sur l'existence et la caractérisation des effets des oscillations du couple de charge sur les courants d'alimentation. Un schéma de détection est alors introduit pour détecter différents types de défauts de roulements. De plus, des variables mécaniques, telles que la vitesse ou le couple, sont également reconstruites afin de fournir une indication sur la présence de défauts de roulements. Par ailleurs, un diagnostic des modulations des courants statoriques est proposé, en régime permanent et en régime transitoire, quel que soit le rapport entre les fréquences porteuse et modulante. Les méthodes étudiées sont la transformée de Hilbert, la transformée de Concordia, l'amplitude et la fréquence instantanées ainsi que la distribution de Wigner-Ville. / Asynchronous drives are widely used in many industrial applications because of their low cost, high performance and robustness. However, faulty operations may appear during the lifetime of the system. The most frequently encountered faults in asynchronous drives come from rolling bearings. To improve the availability and reliability of the drives, a condition monitoring may be implemented to favor the predictive maintenance. This Ph.D. thesis deals with detection and diagnosis of mechanical faults, particularly rolling bearings defects in induction motors. Traditionally, bearing monitoring is supervised using vibration analysis. Measuring such quantities is often expensive due to the measurement system. An other approach, based on stator current analysis, is then proposed. The characterization of load torque oscillation effects on stator currents is studied. A detection scheme is then proposed to detect several types of bearing faults. Moreover, mechanical variables, such as rotating speed or torque, are estimated in order to detect bearings defects. In addition, a diagnosis of stator currents modulations is proposed, in steady and transient state, whatever the career and modulation frequencies. Hilbert transform, Concordia transform, instantaneous amplitude and frequency are studied. The Wigner-Ville distribution is used in transient state.

Submitted by Rosivalda Pereira (mrs.pereira@ufma.br) on 2017-07-03T18:32:31Z No. of bitstreams: 1 SelmoRodrigues.pdf: 1374245 bytes, checksum: 96afcfa04ba5cc18c4db55e4c92cdf23 (MD5) / Made available in DSpace on 2017-07-03T18:32:31Z (GMT). No. of bitstreams: 1 SelmoRodrigues.pdf: 1374245 bytes, checksum: 96afcfa04ba5cc18c4db55e4c92cdf23 (MD5) Previous issue date: 2017-01-26 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / This paper proposes a new methodology for modelling based on an evolving Neuro-Fuzzy Network Takagi-Sugeno (NFN-TS) for seasonal time series forecasting. The NFN-TS use the unobservable components extracted from the time series to evolve, i.e., to adapt and to adjust its structure, where the number of fuzzy rules of this network can increase or reduced according the components behavior. The method used to extract the components is a recursive version developed in this paper based on the Spectral Singular Analysis (SSA) technique. The proposed methodology has the principle divide to conquer, i.e., it divides a problem into easier subproblems, forecasting separately each component because they present dynamic behaviors that are simpler to forecast. The consequent propositions of fuzzy rules are linear state space models, where the states are the unobservable components data. When there are available observations from the time series, the training stage of NFN-TS is performed, i.e., the NFN-TS evolves its structure and adapts its parameters to carry out the mapping between the components data and the available sample of original time series. On the other hand, if this observation is not available, the network considers the forecasting stage, keeping its structure fixed and using the states of consequent fuzzy rules to feedback the components data to NFN-TS. The NFN-TS was evaluated and compared with other recent and traditional techniques for forecasting seasonal time series, obtaining competitive and advantageous results in relation to other papers. This paper also presents a case study of proposed methodology for real-time detection of anomalies based on a patient’s electrocardiogram data. / Esse trabalho propõe uma nova metodologia para modelagem baseada em uma Rede Neuro- Fuzzy Takagi-Sugeno (RNF-TS) evolutiva para a previsão de séries temporais sazonais. A RNF-TS considera as componentes não-observáveis extraídas a partir da série para evoluir, ou seja, adaptar e ajustar sua estrutura, sendo que a quantidade de regras fuzzy dessa rede pode aumentar ou ser reduzida conforme o comportamento das componentes. O método utilizado para extrair as componentes é uma versão recursiva desenvolvida nessa pesquisa baseada na técnica de Análise Espectral Singular (AES). A metodologia proposta tem como princípio dividir para conquistar, isto é, dividir um problema em subproblemas mais fáceis de lidar, realizando a previsão separadamente de cada componente já que apresentam comportamentos dinâmicos mais simples de prever. As proposições do consequente das regras fuzzy são modelos lineares no espaço de estados, sendo que os estados são os próprios dados das componentes não-observáveis. Quando há observações disponíveis da série temporal, o estágio de treinamento da RNF-TS é realizado, ou seja, a RNF-TS evolui sua estrutura e adapta seus parâmetros para realizar o mapeamento entre os dados das componentes e a amostra disponível da série temporal original. Caso contrário, se essa observação não está disponível, a rede aciona o estágio de previsão, mantendo sua estrutura fixa e usando os estados dos consequentes das regras fuzzy para realimentar os dados das componentes para a RNF-TS. A RNF-TS foi avaliada e comparada com outras técnicas recentes e tradicionais para previsão de séries temporais sazonais, obtendo resultados competitivos e vantajosos em relação a outras pesquisas. Este trabalho apresenta também um estudo de caso da metodologia proposta para detecção em tempo-real de anomalias baseada em dados de eletrocardiogramas de um paciente.

Les signaux bivariés apparaissent dans de nombreuses applications (optique, sismologie, océanographie, EEG, etc.) dès lors que l'analyse jointe de deux signaux réels est nécessaire. Les signaux bivariés simples ont une interprétation naturelle sous la forme d'une ellipse dont les propriétés (taille, forme, orientation) peuvent évoluer dans le temps. Cette propriété géométrique correspondant à la notion de polarisation en physique est fondamentale pour la compréhension et l'analyse des signaux bivariés. Les approches existantes n'apportent cependant pas de description directe des signaux bivariés ou des opérations de filtrage en termes de polarisation. Cette thèse répond à cette limitation par l'introduction d'une nouvelle approche générique pour l'analyse et le filtrage des signaux bivariés. Celle-ci repose sur deux ingrédients essentiels : (i) le plongement naturel des signaux bivariés -- vus comme signaux à valeurs complexes -- dans le corps des quaternions H et (ii) la définition d'une transformée de Fourier quaternionique associée pour une représentation spectrale interprétable de ces signaux. L'approche proposée permet de définir les outils de traitement de signal usuels tels que la notion de densité spectrale, de filtrage linéaire ou encore de spectrogramme ayant une interprétation directe en termes d'attributs de polarisation. Nous montrons la validité de l'approche grâce à des garanties mathématiques et une implémentation numériquement efficace des outils proposés. Diverses expériences numériques illustrent l'approche. En particulier, nous démontrons son potentiel pour la caractérisation de la polarisation des ondes gravitationnelles. / Bivariate signals appear in a broad range of applications (optics, seismology, oceanography, EEG, etc.) where the joint analysis of two real-valued signals is required. Simple bivariate signals take the form of an ellipse, whose properties (size, shape, orientation) may evolve with time. This geometric feature of bivariate signals has a natural physical interpretation called polarization. This notion is fundamental to the analysis and understanding of bivariate signals. However, existing approaches do not provide straightforward descriptions of bivariate signals or filtering operations in terms of polarization or ellipse properties. To this purpose, this thesis introduces a new and generic approach for the analysis and filtering of bivariate signals. It essentially relies on two key ingredients: (i) the natural embedding of bivariate signals -- viewed as complex-valued signals -- into the set of quaternions H and (ii) the definition of a dedicated quaternion Fourier transform to enable a meaningful spectral representation of bivariate signals. The proposed approach features the definition of standard signal processing quantities such as spectral densities, linear time-invariant filters or spectrograms that are directly interpretable in terms of polarization attributes. More importantly, the framework does not sacrifice any mathematical guarantee and the newly introduced tools admit computationally fast implementations. Numerical experiments support throughout our theoretical developments. We also demonstrate the potential of the approach for the nonparametric characterization of the polarization of gravitational waves.

Dans ce travail, on s'intéresse au développement d'une méthode hybride qui couple spatialement les schémas d'intégration temporelle explicite et implicite. Afin de répondre aux contraintes du solveur industriel FLUSEPA, les schémas explicite Heun et implicite Crank-Nicolson ont été hybridés via un paramètre de transition : l'approche mise en place est appelée schéma AION. Cette dernière est étudiée en détails avec une attention particulière sur son comportement spectral et sa capacité à maintenir l'ordre de précision. On montre que le traitement hybride a d'intéressants comportements dissipatif et dispersif tout en empêchant la réflexion d'ondes parasites et en maintenant la précision attendue. De plus, l'approche hybride est validée sur plusieurs cas académiques à la fois pour les flux convectifs et pour les flux diffusifs. Et comme espéré, la méthode est plus intéressante en terme de temps de calcul que les méthodes standards d'intégration temporelle. Pour l'extension de cette approche à la méthode temporelle adaptative présente dans FLUSEPA, il a été nécessaire d'améliorer le traitement qui permet à la méthode d’être conservative tout en obtenant des propriétés spectrales acceptables. Finalement l'approche hybride a été aussi étendue pour la modélisation RANS/LES de la turbulence avec des temps de calcul intéressants tout en capturant la physique de l'écoulement / This work deals with the design of a hybrid time integrator that couples spatially explicit and implicit time integrators. In order to cope with the industrial solver of Ariane Group called FLUSEPA, the explicit scheme of Heun and the implicit scheme of Crank-Nicolson are hybridized using the transition parameter : the whole technique is called AION time integration. The latter is studied into details with special focus on spectral behaviour and on its ability to keep the accuracy. It is shown that the hybrid technique has interesting dissipation and dispersion properties while maintaining precision and avoiding spurious waves. Moreover, this hybrid approach is validated on several academic test cases for both convective and diffusive fluxes. And as expected the method is more interesting in term of computational time than standard time integrators. For the extension of this hybrid approach to the temporal adaptive method implemented in FLUSEPA, it was necessary to improve some treatments in order to maintain conservation and acceptable spectral properties. Finally the hybrid time integration was also applied to a RANS/LES turbulent test case with interesting computational time while capturing the flow physics.

Since Galileo Galilei invented the first thermometer, researchers have tried to understand the complex dynamics of ocean and atmosphere by means of scientific methods. They observe nature and formulate theories about the climate system. Since some decades powerful computers are capable to simulate the past and future evolution of climate.<br><br> Time series analysis tries to link the observed data to the computer models: Using statistical methods, one estimates characteristic properties of the underlying climatological processes that in turn can enter the models. The quality of an estimation is evaluated by means of error bars and significance testing. On the one hand, such a test should be capable to detect interesting features, i.e. be sensitive. On the other hand, it should be robust and sort out false positive results, i.e. be specific. <br><br> This thesis mainly aims to contribute to methodological questions of time series analysis with a focus on sensitivity and specificity and to apply the investigated methods to recent climatological problems. <br><br> First, the inference of long-range correlations by means of Detrended Fluctuation Analysis (DFA) is studied. It is argued that power-law scaling of the fluctuation function and thus long-memory may not be assumed a priori but have to be established. This requires to investigate the local slopes of the fluctuation function. The variability characteristic for stochastic processes is accounted for by calculating empirical confidence regions. The comparison of a long-memory with a short-memory model shows that the inference of long-range correlations from a finite amount of data by means of DFA is not specific. When aiming to infer short memory by means of DFA, a local slope larger than $alpha=0.5$ for large scales does not necessarily imply long-memory. Also, a finite scaling of the autocorrelation function is shifted to larger scales in the fluctuation function. It turns out that long-range correlations cannot be concluded unambiguously from the DFA results for the Prague temperature data set. <br><br> In the second part of the thesis, an equivalence class of nonstationary Gaussian stochastic processes is defined in the wavelet domain. These processes are characterized by means of wavelet multipliers and exhibit well defined time dependent spectral properties; they allow one to generate realizations of any nonstationary Gaussian process. The dependency of the realizations on the wavelets used for the generation is studied, bias and variance of the wavelet sample spectrum are calculated. To overcome the difficulties of multiple testing, an areawise significance test is developed and compared to the conventional pointwise test in terms of sensitivity and specificity. Applications to Climatological and Hydrological questions are presented. The thesis at hand mainly aims to contribute to methodological questions of time series analysis and to apply the investigated methods to recent climatological problems. <br><br> In the last part, the coupling between El Nino/Southern Oscillation (ENSO) and the Indian Monsoon on inter-annual time scales is studied by means of Hilbert transformation and a curvature defined phase. This method allows one to investigate the relation of two oscillating systems with respect to their phases, independently of their amplitudes. The performance of the technique is evaluated using a toy model. From the data, distinct epochs are identified, especially two intervals of phase coherence, 1886-1908 and 1964-1980, confirming earlier findings from a new point of view. A significance test of high specificity corroborates these results. Also so far unknown periods of coupling invisible to linear methods are detected. These findings suggest that the decreasing correlation during the last decades might be partly inherent to the ENSO/Monsoon system. Finally, a possible interpretation of how volcanic radiative forcing could cause the coupling is outlined. / Seit der Erfindung des Thermometers durch Galileo Galilei versuchen Forscher mit naturwissenschaftlichen Methoden die komplexen Zusammenhänge in der Atmosphäre und den Ozeanen zu entschlüsseln. Sie beobachten die Natur und stellen Theorien über das Klimasystem auf. Seit wenigen Jahrzehnten werden sie dabei von immer leistungsfähigeren Computern unterstützt, die das Klima der Erdgeschichte und der nahen Zukunft simulieren. <br><br> Die Verbindung aus den Beobachtungen und den Modellen versucht die Zeitreihen­analyse herzustellen: Aus den Daten werden mit statistischen Methoden charak­teristische Eigenschaften der zugrundeliegenden klimatologischen Prozesse geschätzt, die dann in die Modelle einfliessen können. Die Bewertung solch einer Schätzung, die stets Messfehlern und Vereinfachungen des Modells unterworfen ist, erfolgt statistisch entweder mittels Konfidenzintervallen oder Signifikanztests. Solche Tests sollen auf der einen Seite charakteristische Eigenschaften in den Daten erkennen können, d.h. sie sollen sensitiv sein. Auf der anderen Seite sollen sie jedoch auch keine Eigenschaften vortäuschen, d.h. sie sollen spezifisch sein. Für die vertrauenswürdige Untermauerung einer Hypothese ist also ein spezifischer Test erforderlich. <br><br> Die vorliegende Arbeit untersucht verschiedene Methoden der Zeitreihenanalyse, erweitert sie gegebenenfalls und wendet sie auf typische klimatologische Frage­stellungen an. Besonderes Augenmerk wird dabei auf die Spezifizität der jeweiligen Methode gelegt; die Grenzen möglicher Folgerungen mittels Datenanalyse werden diskutiert.<br><br> Im ersten Teil der Arbeit wird studiert, wie und ob sich mithilfe der sogenannten trendbereinigenden Fluktuationsanalyse aus Temperaturzeitreihen ein sogenanntes langes Gedächtnis der zugrundeliegenden Prozesse herleiten lässt. Solch ein Gedächtnis bedeutet, dass der Prozess seine Vergangenheit nie vergisst, mit fundamentalen Auswirkungen auf die gesamte statistische Beurteilung des Klimasystems. Diese Arbeit konnte jedoch zeigen, dass die Analysemethode vollkommen unspezifisch ist und die Hypothese “Langes Gedächtnis” gar nicht abgelehnt werden kann. <br><br> Im zweiten Teil werden zunächst Mängel einer sehr populären Analysemethode, der sogenannten kontinuierlichen Waveletspetralanalyse diskutiert. Diese Methode schätzt die Variabilität eines Prozesses auf verschiedenen Schwingungsperioden zu bestimm­ten Zeiten. Ein wichtiger Nachteil der bisherigen Methodik sind auch hier unspezi­fische Signifikanztests. Ausgehend von der Diskussion wird eine Theorie der Wavelet­spektralanalyse entwickelt, die ein breites Feld an neuen Anwendungen öffnet. Darauf basierend werden spezifische Signifikanztests konstruiert.<br><br> Im letzten Teil der Arbeit wird der Einfluss des El Niño/Southern Oscillation Phäno­mens auf den Indischen Sommermonsun analysiert. Es wird untersucht, ob und wann die Oszillationen beider Phänomene synchron ablaufen. Dazu wird eine etablierte Methode für die speziellen Bedürfnisse der Analyse von typischerweise sehr unregel­mäßigen Klimadaten erweitert. Mittels eines spezifischen Signifikanztests konnten bisherige Ergebnisse mit erhöhter Genauigkeit bestätigt werden. Zusätzlich konnte diese Methode jedoch auch neue Kopplungsintervalle feststellen, die die Hypothese entkräften konnten, dass ein neuerliches Verschwinden der Kopplung ein beisspielloser Vorgang sei. Schliesslich wird eine Hypothese vorgestellt, wie vulkanische Aerosole die Kopplung beeinflussen könnten.

Esta tesis presenta el primer estudio científico acerca de la ocurrencia de condiciones favorables para el surf en las escalas global y regional (en este caso en el Mar Cantábrico). Para ello han sido empleadas bases de datos de reanálisis atmosféricos y de oleaje previamente calibrados, los cuales permiten estimar la calidad de las condiciones y la consistencia (días de buenas condiciones de surf) la cual es la principal característica en la disponibilidad de recurso (Lazarow et al., 2007). Los valores medios obtenidos muestran una alta relación con el patrón general de circulación atmosférica y con las características de propagación de los oleajes tipo swell y, por lo tanto, con las variaciones estacionales de los mismos. El estudio de la variabilidad estacional ha sido investigado relacionando la consistencia mensual con diferentes índices climáticos como el SOI (Southern Oscillation Index) o la NAO (North Atlantic Oscillation) entre otros, mostrando valores altos de correlación. El análisis de las tendencias en el largo plazo muestra un incremento generalizado en las costas con orientación oeste (ej. 20 horas/año en California), lo cual coincide con un incremento de la actividad extratropical durante el periodo de tiempo analizado. En la escala regional han sido empleadas técnicas de regionalización para obtener campos de oleaje y viento de alta resolución con el objetivo de mejorar la estima de la calidad de las condiciones de surf. Para ello, han sido calculadas la dispersión frecuencial y direccional del espectro de oleaje mejorando la estima actual de la calidad, la cual es altamente dependiente de los procesos de propagación del oleaje por aguas someras. La variabilidad climática en esta escala ha sido estudiada por medio de técnicas de clasificación de la atmósfera que permiten obtener patrones preferenciales de variabilidad en diferentes escalas temporales: tipos de tiempo (3 días) y patrones climáticos (1 mes). Estas técnicas permiten relacionar unívocamente un estado de la atmosfera con una distribución específica de la energía del oleaje en el dominio de las frecuencias y direcciones. Esta metodología permite además analizar la variabilidad en la forma espectral debida al cambio climático o la variabilidad climática natural. / This thesis presents the firs scientific study of the surf conditions occurrence at a global and a regional scale (herein Cantabrian Sea). Calibrated wave and wind hindcast data bases have used as the ground true estimating surf quality and consistency (days of good surfing conditions) which is the most striking feature in surf resource availability (Lazarow et al., 2007). Mean consistency values are calculated finding spatial patterns highly related with the general circulation scheme and swell traveling properties and thus seasonality. Controls of inter-annual variability are investigated by comparing occurrence values with global and regional climate patterns. Southern Oscillation Index (SOI), North Atlantic Oscillation (NAO) between others, have been related to surf occurrence, showing a great influence at both, global and regional scales. Analysis of long term trends shows an increase in the probability of surfable events over the west facing coasts on the planet (e.g. 20 hours/year in California coasts), according with previous studies which indicate increased extra-tropical storminess during the past few years. Moreover, downscaling techniques have been employed obtaining high resolution wave and wind fields in order to asses surf quality in a regional scale. At this scale, spectral directional and frequency spreading have been also determined improving the current estimation of the surf quality, which is highly related to the wave shallow water processes. Clustering statistics techniques have been applied to sea level pressure over the North Atlantic obtaining leading patterns of weather (3 days) and climate variability (1 month) corresponding to AO (Arctic Oscillation), NAO or EA (East Atlantic Oscillation) atmospheric states. These techniques allow univocal relating some specific state of the atmosphere with one wave energy distribution through frequencies and directions domain, including high frequency energy coming from local winds. In addition the proposed methodology makes possible analyzing spectral variability due to climate change or natural climatic variability.

Södra Cell sells 1 900 000 ton pulp every year. Of this 490 000 tonne is sold with a contract system based on a pricing index called PIX NBSK. This index was started in 1996 and reflects the price of pulp from conferious forest. We study the NBSK PIX value of softwood from October 1996 to December 2006. People working in this branch known that there is strong periodicity in the prices. We use predictive analysis to see if clients can benefit from the periodicity and use the options in the contract system Södra offers today. We conclude that a drawback for the current contract system is that there are too many contracts in proportion to the duration time that is one year for all contracts. Using a time series model called ARMA we make successfull predictions the price difference between two contracts. Based on this prediction we change between these contracts, reducing the price with 0.81% in mean during 1997-2006. Due to the total turnover, if all clients would used such predictions during 1997-2006 Södra's income would have been reduced with 2.77 million USD a year in mean. The prices used before PIX are called list prices. The list prices seem to behave like the PIX index. Supposing that the same contract system we see in PIX today was used 1975-2006 with the list price as the base index I made a prediction of the list prices from 1986-2006. Thanks to my predictions, if I had been a client during this period and under mentioned considerations I would have been buying pulp to a price reduced with 0.57%. If clients had known the PIX between 1996-2006 in say 1995 Södra's contract system based on PIX would give them a price reduction that were 1.5% in mean during 1996-2006. Price reduction is not possible all years, but when it occurs it can be as big as 3% of the price. Suppose the clients always choose the contract with the lowest price and thereby get a reduced price over time. Then with 95% probability over a long period the price reduction is somewhere in between 0.4-2.7%. To strangle this price reduction possibility for the clients there are two ways to go: either reduce the number of contracts or extend the duration time of the contracts. To find a suitable duration time, we do spectral density estimation to get indications of which periods that are most important. From this we see that PIX index has a period of five years, wavelet approximated PIX index has 3.4 years and the list prices has a period of 5.6 years. This indicates that current duration time one year is too short. Therefore if it wouldn't effect Södra's clients, an extension of the duration time from one to five years would be good. If Södra don't extend the duration time of the contracts my recommendation is to have fewer contracts. The possibility to change between the contracts ''average last three months'' and ''average current month'' every other year is the weakest point of today's system. Therefore I recommend stop selling pulp to the contract ''average PIX last three months''. We can't prove any longterm difference between the contracts. If Södra chooses to have just one contract from this point of view it does not matter which one they choose. However, it seems like a good idea to follow the global market and therefore I recommend to choose ''average PIX current month'' rather than ''average PIX last three months'' which lags behind the market front. Since the price ''average current month'' is available at FOEX web page I think Södra should choose this contract if they decide to have only one contract. / Södra Cell säljer årligen 1 900 000 ton pappersmassa. Av denna mängd säljs 490 000 ton enligt ett kontraktsystem baserat på ett prisindex som heter PIX NBSK. Detta index introducerades 1996 och reflekterar priset på pappersmassa gjord av barrträd. Jag studerar priset på indexet från Oktober 1996 till December 2006. Dagens kontraktsystem är baserat på kontrakt med löptiden ett år. Jag undersöker om man kan prediktera prisskilllnaden mellan kontrakten, dra nytta att dagens löptid som bara är ett år och välja det kontrakt som ger det billigaste priset så ofta att priset över lång tid reduceras. När man predikterar gör man en uppskattningen av framtiden utifrån en modell av hur framtid beror på dåtid och nutid. Den modell jag har använt kallas ARMA. Denna tillsammans med priserna på pappersmassa från 1975 och framåt gav mig ett fruktbart sätt att förutsäga priserna. Resultatet blev ett pris reducerat med 0.81% i medel under perioden 1996-2006. Eftersom Södra ha så stor försäljningsvolym skulle de ha förlorat 2.27 miljoner dollar per ton i medel om alla kunder ha spekulerat utifrån den modellen jag använde. Om dagens kontraktsystem hade börjat användas 1975 med listpriserna som bas hade en kund som använt min prediktionsmetod fått ett pris reducerat med 0.57% under perioden 1986-2006. Om kunderna i förväg hade vetat priset under 1996-2001 gav det nuvarande systemet en reducerad medelintäkt med 1.5% av priset. Enskilda år reducerades intäkten med så mycket som 3%. Beräknar man konfidensintervall för prisreduktionerna så inser man att på lång sikt kommer dessa vara av storleksordningen 0.4-2.7% med sannolikheten 95%. Detta förutsatt att klienterna kan se in i framtiden. Siffran 2.7% alltså ett mått på hur stor risk man tar med dagens system. Jag tror inte att klienterna kommer reducera priset med 2.7% med nuvarande system, men det är en övre gräns. De gynsamma prediktionerna har sitt ursprung i att det finns periodicitet i priserna. Jag undersöker denna periodicitet med spektralanalys. Periodiciteten för PIX indexet är starkast kring 5 år. En wavelet-approximation av PIX-indexet hade störst periodicitet kring 3.4 år. Listpriserna hade starkast periodicitet kring 5.6 år. Detta indikerar att den nuvarande löptiden, ett år, är för kort. En lämpligare löptid för kontrakten är 5 år. Förmodligen är fem års löptid alltför lång tid att binda sig för många kunder. Därför föreslår jag att man reducerar antalet kontrakt istället. Den största svagheten i dagens system är den korta löptiden tillsammans med kontrakten ''average current month'' och ''average last three months''. Jag rekommenderar att man slutar erbjuda kontraktet ''average last three months''. Det allra säkraste är att endast erbjuda ett kontrakt. Vi har inte kunnat påvisa några skillnader över lång sikt mellan kontrakten såtillvida att något kontrakt skulle ge ett lägre medelpris än ett annat. Ur den aspekten är det godtyckligt vilket kontrakt man väljer, men det verkar vettigt att följa den globala marknaden. Därför är det eftersläpande kontraktet ''average PIX last three months'' inte att rekommendera, välj heller ''average PIX current month''. Ett annat argument för att välja ''average PIX current month'' är att dessa priser finns på FOEX hemsida och inga extra beräkningar behöver göras.

This thesis deals with tropical intraseasonal variation (TISV) having time scales in 20-80 day range. Variations on this time scale have been observed to have profound influence on the weather and climate of the entire globe, and hence its study forms an important area of current research. A large number of studies have been carried out on this topic since the pioneering work of Madden and Julian in 1971. However, the observational studies are biased towards using the outgoing longwave radiation (OLR) as the variable of interest, and other variables, pressure in particular, have received less attention. The present thesis explores features of intraseasonal variations in sea level pressure (SLP) with the following main objectives. 1. Compare and contrast wavenumber – frequency spectra of OLR, zonal winds and SLP. 2. Quantify temporal and spatial variations of different tropical modes observed in the above variables. 3. Investigate intraseasonal variations in sea level pressure in the tropics and its meridional connections. 4. Document the movement of cloud bands during the periods of high and low TISV activity during different seasons. 5. Explore the relations between intraseasonal variations in SLP and monsoon rainfall over India. The study considered global data for a time period of 25 years from 1979 to 2003. Spectral analysis and correlations are the main tools of analysis. A combined FFT-wavelet spectral method, which uses FFT in longitude and wavelet transform in time, was developed for this purpose. This method provided an effective way of obtaining wavenumber - frequency spectra as well as in quantifying temporal variations of different modes. The transform gives spectral intensity as a function of wavenumber, frequency and time. The analysis is applied to OLR, zonal wind and SLP to understand spectral characteristics of different modes and their temporal variations. The thesis shows that the nature of spectra for OLR, SLP and wind is different although these variables are physically connected. OLR spectrum shows many of the equatorial modes observed from the previous studies for an equivalent depth of 40 m. Spectra of zonal winds at three vertical levels (850 mb, 500 mb and 200 mb) shows peaks corresponding to MJO, Kelvin modes at an equivalent depth of 75 m and Rossby Haurwitz modes. SLP spectrum is different from others. It has peaks at wavenumber zero and at MJO and Rossby Haurwitz modes. Another important new result of the thesis is the spatial and temporal behavior of SLP on intraseasonal time scales. It is shown that the the global atmosphere exhibits quasi-periodic oscillations in SLP with variations in the tropics and high latitudes strongly correlated but in opposite phases. Importantly, the strength of TISV is correlated with sea surface temperature (SST) anomalies in the equatorial Pacific Ocean. This may have some predictive value for predicting the active and weak TISV activity.