The objective of this theses is arch bridge design over the expressway. Bridge is consist of bridge deck, which has three pillars and composite arc. The Bridge deck is on the edges fixed into the foundations and in the middle adherent on overhead cables. The bridge is carried by combination of strands and aerial cables mounted on reinforced concrete arch. Overhead cables are slant due to the transverse direction of the bridge in the longitudinal direction is in the direction of the arc. Model of the construction was made in a calculated program SCIA ENGINEER 2011. The designe is in accordance with applicable standards.

The thesis is devoted to analysing of flexible buried arch structures. Modelling of the flexible concrete arch is carried out via a nonlinear finite element model that accounts for soil constitutive relations, soil-structure interactions, sequential construction stages and soil compaction. Advanced FE-model was verified by measurement obtained by full-scale field testing of two buried arches. Mathematical optimization methods of genetic algorithms and Levenberg-Marquardt method are applied to already calibrated complex computational models in order to reduce bending and associated flexural stresses in the concrete section of buried arch. Centre line of the arch is parameterized by cubic Bezier curve to reach interpolation of thrust line. Optimization technique is applied with extensive parametrical study which shows the optimal shapes for buried arches of various span/rise ratios, backfill depths and foundation soil types. For practical application are given coordinates of Bézier curve control polygons of particular resulting shape. Subsequently is applied optimization method for a theoretical reduction of tensile stresses obtained by shape optimization of previously verified numerical model of buried arch. Comparisons of earth pressure, bending moment axial force and deflection of flexible structure during sequential construction of different span/raise ratios of buried arches are presented. The behaviour of flexible buried arch with effect of local traffic load model LM1 has been analysed via 3D finite elements model with respect to different depth of backfill above crown.

Abstract : Deep reinforced concrete beams are commonly used as transfer girders or bridge bents, at which its safety is often crucial for the stability of the whole structure. Such elements are exposed to the aggressive environment in northern climates causing steel-corrosion problems due to the excessive use of de-icing salts. Fiber-reinforced polymers (FRP) emerged as non-corroded reinforcing materials to overcome such problems in RC elements. The present study aims to address the applicability of concrete deep beams totally reinforced with FRP bars. Ten full-scale deep beams with dimensions of 1200 × 300 × 5000 mm were constructed and tested to failure under two-point loading. Test variables were shear-span depth ratio (equal to 1.47, 1.13, and 0.83) and different configurations of web reinforcement (including vertical and/or horizontal web reinforcement). Failure of all specimens was preceded by crushing in the concrete diagonal strut, which is the typical failure of deep beams. The test results indicated that, all web reinforcement configurations employed in the tested specimens yielded insignificant effects on the ultimate strength. However, strength of specimens containing horizontal-only web reinforcement were unexpectedly lower than that of specimens without web reinforcement. The web reinforcement’s main contribution was significant crack-width control. The tested specimens exhibited reasonable deflection levels compared to the available steel-reinforced deep beams in the literature. The development of arch action was confirmed through the nearly uniform strain distribution along the length of the longitudinal reinforcement in all specimens. Additionally, the basic assumption of the strut-and-tie model (STM) was adequately used to predict the strain distribution along the longitudinal reinforcement, confirming the applicability of the STM for FRP-reinforced deep beams. Hence, a STM based model was proposed to predict the strength of FRP-reinforced deep beams using the experimental data, in addition to the available experimentally tested FRP-reinforced deep beams in the literature. Assessment of the available STMs in code provisions was conducted identifying the important parameters affecting the strut efficiency factor. The tendency of each parameter (concrete compressive strength, shear span-depth ratio, and strain in longitudinal reinforcement) was individually evaluated against the efficiency factor. Strain energy based calculations were performed to identify the appropriate truss model for detailing FRP-reinforced deep beams, hence, only four specimens with vertical web reinforcement exhibited the formation of two-panel truss model. The proposed model was capable to predict the ultimate capacity of the tested deep beams. The model was also verified against a compilation of a data-base of 172 steel-reinforced deep beams resulting in acceptable level of adequacy. The ultimate capacity and performance of the tested deep beams were also adequately predicted employing a 2D finite element program (VecTor2), which provide a powerful tool to predict the behavior of FRP-reinforced deep beams. The nonlinear finite element analysis was used to confirm some hypotheses associated with the experimental investigations. / Résumé : Les poutres profondes en béton armé (BA) sont couramment utilisées comme poutre de transfert ou coude de pont, comme quoi sa sécurité est souvent cruciale pour la sécurité de l’ensemble de la structure. Ces éléments sont exposés à un environnement agressif dans les climats nordiques causant des problèmes de corrosion de l’acier en raison de l’utilisation excessive de sels de déglaçage. Les polymères renforcés de fibres (PRF) sont apparus comme des matériaux de renforcement non corrodant pour surmonter ces problèmes dans les BA. La présente étude vise à examiner la question de l'applicabilité des poutres profondes en béton complètement renforcées de barres en PRF. Dix poutres profondes à grande échelle avec des dimensions de 1200 × 300 × 5000 mm ont été construites et testées jusqu’à la rupture sous chargement en deux points. Les variables testées comprenaient différents ratios de cisaillement porté/profondeur (égal à 1.47, 1.13 et 0.83) ainsi que différentes configurations d’armature dans l’âme (incluant un renforcement vertical avec ou sans renforcement horizontal). La rupture de tous les spécimens a été précédée par l’écrasement du béton dans le mât diagonal, ce qui est la rupture typique pour les poutres profondes en BA. Les résultats ont révélé que toutes les configurations de renforcement de l’âme employées dans les spécimens d'essais avaient un effet négligeable sur la résistance ultime. Toutefois, la résistance des spécimens contenant uniquement un renforcement horizontal était étonnamment inférieure à celle des spécimens sans renforcement. La contribution principale du renforcement de l’âme était dans le contrôle de la largeur de fissuration. Les spécimens examinés présentaient une déflexion raisonnable par rapport à ce qui est disponible pour les poutres profondes renforcées en acier dans la littérature. Le développement de l'effet d'arche a été confirmé par la distribution quasi uniforme des déformations le long du renforcement longitudinal dans tous les spécimens. En outre, l'hypothèse de base du modèle des bielles et tirants (MBT) a été utilisée adéquatement pour prédire la distribution de déformation le long du renforcement longitudinal, confirmant l'applicabilité du MBT pour les poutres profondes armées de PRF. Par conséquent, un modèle basé sur un MBT a été proposé afin de prédire la résistance des poutres profondes renforcées de PRF en utilisant les données expérimentales en plus de la mise à l'épreuve expérimentalement des poutres profondes renforcées de PRF trouvées dans la littérature. Une évaluation des MTB disponibles dans les dispositions des codes a été menée afin de déterminer les paramètres importants affectant le facteur d'efficacité de la bielle. La tendance de chaque paramètre (la résistance à la compression du béton, le ratio de cisaillement porté/profondeur, et la déformation dans le renforcement longitudinal) a été évaluée individuellement contre le facteur d'efficacité. Des calculs basés sur l’énergie des déformations ont été effectués pour identifier le modèle de treillis approprié afin de détailler les poutres profondes renforcées de PRF. Par conséquent, seulement quatre spécimens avec un renforcement vertical dans l’âme présentaient la formation de modèles avec deux panneaux de treillis. Le modèle proposé a été capable de prédire la capacité ultime des poutres profondes testées. Le modèle a également été vérifié contre une base de données de 172 poutres profondes renforcées en acier aboutissant en un niveau acceptable de pertinence. La capacité ultime et la performance des poutres profondes testées ont été également adéquatement prédites employant un programme d'éléments finis en 2D (VecTor2), ce qui fournira un puissant outil pour prédire le comportement des poutres profondes renforcées de PRF. L'analyse non linéaire par éléments finis a été utilisée afin de confirmer certaines hypothèses associées à l'étude expérimentale.

INTRODUÇÃO: As alterações do comprimento relativo dos metatarsais no plano axial são consideradas por muitos autores uma causa de distribuição inadequada da carga durante a marcha, sobrecarregando as estruturas plantares do antepé, culminando com a metatarsalgia. A meta do tratamento cirúrgico dessa síndrome é estabelecer o alinhamento da fórmula metatarsal. Porém, muitos estudos evidenciam uma taxa de 15% de recidiva da metatarsalgia após a reconstrução do formato preconizado no plano axial, conduzindo a um questionamento sobre a importância do alinhamento das cabeças dos metatarsais no plano coronal. OBJETIVO: Esse estudo tem como objetivo avaliar o padrão de alinhamento das cabeças dos metatarsais no plano coronal com carga, em indivíduos sem e com metatarsalgia. MÉTODO: Estudo transversal, avaliou 106 indivíduos entre 30 a 65 anos, dividindo-os em dois grupos de 106 pés cada, um sem dor, deformidades e calosidades nos pés e outro grupo com metatarsalgia entre os 2º, 3º e 4º metatarsais. O recrutamento dos indivíduaos foi realizado no Pronto Socorro do IOT e no ambulatório do IOT HC FMUSP, respeitando os critérios de inclusão, exclusão e aplicando o Termo de Consentimento Livre e Esclarecido. Indivíduos com deformidades no mediopé, retropé e tornozelo, pacientes com cirurgias ou fraturas prévias no pé, doenças reumatológicas e síndromes osteoneuromusculares, não foram incluídos. Após a seleção, os indivíduos foram submetidos a duas radiografias, uma axial do antepé com carga, avaliando o plano coronal de modo a aferir as alturas das cabeças dos metatarsais, e uma anteroposterior dos pés com carga, determinando o comprimento de cada raio. A análise estatística foi realizada, comparando as medidas entre os grupos. RESULTADOS: Foram avaliados 106 indivíduos, divididos em dois grupos com 106 pés cada. No grupo com metatarsalgia, 34 pés (32%) eram de pacientes do sexo masculino, apresentando uma média de idade de 49,5 anos. Foram identificados 33 pés com hálux valgo no grupo com metatarsalgia. No grupo sem patologia 54 pés (51%) eram de pacientes do sexo masculino, apresentando uma média de idade de 44,6 anos. As variáveis antropométricas como tamanho do pé, peso, altura e IMC, entre os grupos, não apresentaram diferença estatística. As cabeças dos metatarsais em ambos grupos se distribuíram em formato não retilíneo no plano coronal, seguindo a fórmula M1 M3 > M4=M5. O apoio distal do 1º raio apresentou uma posição mais plantar no grupo com metatarsalgia (p=0,000). CONCLUSÃO: As cabeças dos metatarsais em indivíduos com metatarsalgia e sem deformidade em valgo do 1º dedo, se alinharam no plano coronal de modo que M1 M3 > M4=M5, sendo M1 < M3, M1 < M4 e o M1 < M5. As cabeças dos metatarsais em indivíduos sem dor, calosidades e deformidades no antepé, se alinharam no plano coronal de modo que M1 M3 > M4=M5, sendo M1 < M3 e M1=M4=M5. No plano coronal o ponto de apoio do M1 se posicionou mais plantar nos pés de indivíduos com metatarsalgia / INTRODUCTION: Many authors consider the differences in the relative length of metatarsals in the axial plane, the cause of inadequate load distribution during the gait, overloading the forefoot plantar structures, culminating with metatarsalgia. The realignment of the metatarsal formula is the goal of surgical treatment of this syndrome. However, many studies have shown a 15% rate of metatarsalgia recurrence after the reconstruction in the axial plane, questioning the importance of the metatarsal heads alignment in the coronal plane. OBJECTIVE: This study aims to evaluate the alignment pattern of metatarsal heads in the coronal plane in individuals with and without metatarsalgia. METHODS: A cross-sectional study evaluated 106 individuals between 30 and 65 years old. They were divided in two groups of 106 feet each, one without foot pathologies and another group with metatarsalgia between the 2nd, 3rd and 4th metatarsals. The recruitment was performed at the IOT HC FMUSP for both groups, respecting the criteria of inclusion, exclusion and applying the Informed Consent Term. Individuals with midfoot, hindfoot and ankle deformities, patients with previous surgeries or fractures in the foot, rheumatologic diseases and osteoneuromuscular syndromes were not included. After the selection, the subjects were submitted to one weightbearing forefoot axial radiograph, evaluating the coronal plane in order to verify the heights of the metatarsals heads, and other weightbearing anteroposterior foot radiograph, determining the length of each ray. Statistical analysis was performed comparing the measurements between groups. RESULTS: A hundred six individuals were evaluated, forming two groups with 106 feet each. The group with metatarsalgia presented 34 male patients feet (32%), with a mean age of 49.5 years. Thirty-three feet with hallux valgus were identified in the metatarsalgia group. In the non-pathological group were found 54 male patients feet (51%), with a mean age of 44.6 years. Anthropometric variables such as foot size, body weight, height and BMI between the groups did not present statistical difference. The metatarsal heads in both groups were distributed in curved line in the coronal plane, following the formula M1 M3 > M4 = M5. The distal support of the 1st ray was positioned more plantar in the metatarsalgia group (p = 0.000). CONCLUSION: The metatarsal heads in individuals with metatarsalgia and no hallux valgus, were aligned in the coronal plane following this formula M1 M3 > M4 = M5, with M1 < M3, M1 < M4 and M1 < M5. The metatarsal heads in individuals without pain, callosities and forefoot deformities, were aligned in the coronal plane following the position M1 M3 > M4 = M5, with M1 < M3 and M1 = M4 = M5. In the coronal plane, the M1 weightbearing point was more plantar in the feet of individuals with metatarsalgia

Introdução: Dentre as alterações da má-oclusão dentária na primeira dentição, destaca-se a mordida cruzada posterior, a qual consiste numa relação de sobressaliência vestibular inversa dos dentes superiores com seus antagonistas inferiores. O crescimento das estruturas faciais é composto de múltiplas atividades funcionais inter-relacionadas por diferentes componentes da cabeça e pescoço. A respiração nasal é um dos elementos de atividade funcional. Se houver obstrução nas vias aéreas superiores, haverá adaptações funcionais na direção de crescimento das estruturas do esqueleto da face. A hiperplasia das tonsilas faríngeas e/ou palatinas associadas são uma das causas mais comuns de obstrução respiratória. Objetivos: investigar a prevalência da mordida cruzada posterior em crianças de 3 a 6 anos de idade e associá-la ao padrão respiratório; verificar se houve associação desta má-oclusão com o tipo da hiperplasia das tonsilas palatinas associadas ou não com tonsilas faríngeas; realizar uma análise comparativa em crianças respiradoras orais e respiradoras nasais na idade categorizada 3-4 anos e 5-6 anos nos seguintes aspectos: distâncias da largura dos arcos por meio das distâncias intercaninos e intermolares da maxila e mandíbula. Casuística e Métodos: Participaram deste estudo 53 crianças, meninos e meninas com hiperplasia das tonsilas faríngea e/ou palatinas provenientes do ambulatório da Divisão da Clínica Otorrinolaringológica do Hospital das Clínicas da Faculdade de Medicina da Universidade de São Paulo - HCFMUSP, com indicação de adenoamigdalectomia ou adenoidectomia. Os pacientes foram submetidos a exame físico otorrinolaringológico, além de fibronasofaringoscopia ou Raios- X de Cavum. O grupo controle foi de 41 crianças sem queixas de obstrução respiratória levantada por questionários dirigidos aos pais, oriundas de escolas do município de Itapetininga-SP. Todas as crianças foram avaliadas por um cirurgião dentista que mensurou a largura dos arcos dentários diretamente na boca por meio de um paquímetro digital. Resultados: A mordida cruzada posterior esteve presente em 9,57% do total da amostra. A prevalência do cruzamento posterior no grupo de estudo foi de 15,09% e, no grupo controle, 2,13%. Foram encontradas nos diferentes tipos de hiperplasia linfoide as seguintes frequências de cruzamento posterior: palatina isolada (16,67%); faríngea isolada (25%); e palatina e faríngea associada (7,41%). A largura dos arcos dentais no grupo de estudo, apesar de não apresentar relevância estatística quando comparado com o grupo controle na idade de 3-4 anos, mostrou-se com as maiores médias. Já na idade de 5-6 anos, mostrou-se com as menores médias. Conclusões: A prevalência de mordida cruzada em respiradores orais é 15,09%. Observou-se uma tendência associativa da mordida cruzada posterior nas crianças do grupo de estudo. Na associação do tipo de obstrução respiratória com a presença do cruzamento posterior, não houve diferença estatística. Quanto à análise da largura dos arcos dentais em relação à idade categorizada, verificou-se, no grupo controle, uma diferença estatisticamente significante da idade de 5-6 anos em relação à idade 3-4 anos. Esta diferença, porém, não foi encontrada no grupo de estudo / Introduction: Among the alterations of dental malocclusion in the first dentition, the posterior crossbite stands out, which consists of a relation of vestibular reverse overjet of superior teeth with their inferior antagonists. The growth of facial structures consists of multiple functional activities interrelated by different components of the head and the neck. Breathing through the nose is one of the elements of functional activity. If there is obstruction in the superior airway, there will be functional adaptations in the growth direction of face skeleton structures. The hyperplasia of the adenoids and/or associate palatine tonsils is one of the most common causes of airway obstruction. Objectives: Probe the prevalence of posterior crossbite in children from 3 to 6 years old and associate it to the respiratory pattern; verify if there is association of such malocclusion with the etiology of hyperplasia of palatine tonsils associate or not with hyperplasia of the adenoids; carry out a comparative analysis in children who breathe through their mouth and nose at the categorized age of 3-4 years old and 5-6 years old in the following aspects: arch width distances by means of maxillary and mandibular intercanine and intermolar distances. Casuistry and Methods: A total of 53 children took part in the study herein, boys and girls with hyperplasia of the adenoids and/or associate palatine tonsils coming from the ambulatory of the Division of Otorhinolaryngology, Hospital das Clínicas, Faculdade de Medicina da Universidade de São Paulo - HCFMUSP, with indication of tonsillectomy or adenoidectomy. The patients have been submitted to an otorhinolaryngological physical examination, in addition to nasal fiber pharyngoscopy or Cavum x-ray. The control group consisted of 41 children with no complaints of airway obstruction surveyed by questionnaires forwarded to their parents, children coming from schools of the municipality of Itapetininga, State of São Paulo. All children have been evaluated by a dental surgeon who has measured their dental arch width directly in the mouth by means of a digital calliper. Results: The posterior crossbite was present in 9.57% out of the total of the sample. The prevalence of posterior cross in the study group was 15.09% and, in the control group, 2.13%. The following frequencies of posterior cross have been found in different etiologies of lymphoid hyperplasia: isolated palatine (16.67%); isolated pharynx (25%); and associated palatine and pharynx (7.41%). The dental arch width in the study group, in spite of not presenting statistical relevance when compared to the control group at the age of 3-4 years old, was shown with the highest averages. On the other hand, at the age of 5-6 years old, lowest averages were shown. Conclusions: The prevalence of crossbite in children who breathe through their mouth is of 15.09%. An associated trend of posterior crossbite in children of the study group has been observed. In the association of the type of airway obstruction with the presence of posterior cross, there was no statistical difference. As per the dental arch width analysis in regards to the categorized age, in the control group, a statistically significant difference was verified at the age of 5-6 years old regarding the age of 3-4 years old. Such difference, however, was not found in the study group

Made available in DSpace on 2014-12-17T15:43:46Z (GMT). No. of bitstreams: 1 KassiaCD_DISSERT.pdf: 3074934 bytes, checksum: e11accf83a218e88932f4699f7d8e3bd (MD5) Previous issue date: 2012-12-06 / Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior / There is a lack of clinical studies evaluating techniques of functional impression for partially edentulous arches. The aim of this double-blind non-randomized controlled clinical trial was to compare the efficacy of altered cast impression (ACI) and direct functional impression (DFI) techniques. The efficacy was evaluated regarding the number of occlusal units on denture teeth, mucosa integrity at 24-hour follow-up and denture base extension. The sample included 51 patients (female and male) with mean age of 58.96 years treated at Dental Department of UFRN. The patients, exhibiting edentulous maxilla and mandibular Kennedy class I, were divided into two groups (group ACI, n=29; group DFI, n=22). Clinical evaluation was based on the number of occlusal units on natural and/or artificial teeth, mucosa integrity at 24-hour follow-up, and denture base extension. Statistical analysis was conducted using the software SPSS 17.0? (SPSS Inc., Chicago, Illinois). Student T-test was used to reveal association between number of occlusal units and impression technique while chi-square test showed association between mucosa integrity and impression technique. Fischer s exact test was applied for association between denture base extension and impression technique at 95% level of significance. No significant difference was observed between the groups regarding number of occlusal units, mucosa integrity and denture base extension. The altered cast technique did not provide significant improvement in comparison to the direct technique when the number of occlusal units, mucosa integrity and denture base extension / A literatura cient?fica ? carente de estudos cl?nicos que avaliem a efici?ncia de t?cnicas de moldagem funcional para arcos parcialmente desdentados. Objetivou-se realizar um ensaio cl?nico controlado, n?o randomizado e duplo-cego, para comparar a efici?ncia da t?cnica de moldagem funcional do modelo alterado (TMMA) com a t?cnica de moldagem funcional direta (TMD), em rela??o ao n?mero de pontos de contato oclusais por unidade oclusal na instala??o de novas pr?teses, a integridade da fibromucosa na sess?o de controle de 24 horas e a extens?o da base de pr?tese. A amostra foi constitu?da por 51 pacientes, com m?dia de idade de 58,96 anos, portadores de arco maxilar totalmente desdentado e Classe I de Kennedy mandibular, de ambos os sexos, reabilitados nas cl?nicas do Departamento de Odontologia da Universidade Federal do Rio Grande do Norte. Os pacientes foram divididos em dois grupos: grupo TMMA (n=29) e Grupo TMD (n=22). As seguintes vari?veis foram utilizadas para as medidas cl?nicas: n?mero de pontos de contato oclusais por unidade oclusal, a integridade da fibromucosa no retorno programado de 24 horas e a extens?o da base da pr?tese. Para an?lise estat?stica, utilizou-se o programa SPSS 17.0? (SPSS Inc., Chicago, Illinois) e aplicou-se o teste t de Student para verificar a associa??o do n?mero de pontos de contato oclusais por unidade oclusal em dentes naturais e artificiais e a t?cnica de moldagem. Para verificar a associa??o entre a integridade da fibromucosa e a t?cnica, foi utilizado o teste quiquadrado. O teste exato de Fisher foi usado para verificar a associa??o entre a extens?o da base da pr?tese e a t?cnica, com confian?a estat?stica de 95%. N?o existiu diferen?a estatisticamente significativa entre os dois grupos quanto ? t?cnica de moldagem em rela??o ao n?mero de pontos de contato oclusais, ? integridade da fibromucosa e ? extens?o da base da pr?tese. A t?cnica de moldagem funcional do modelo alterado n?o oferece vantagens significativas, quando comparada ? t?cnica direta, em rela??o ? quantidade de n?mero de pontos de contato oclusais por unidade oclusal, ? integridade da fibromucosa e ? extens?o da base da pr?tese

本文使用 1981 年 1 月 5 日至 1997 年 5 月 31 日台灣加權股價指數以及交易股數的資料探討台灣股市的時間序列特性，並且針對政府對股市的干預政策檢定政策干預的有效性。本文採用的實證方法包含 Augmented Dickey-Fuller(ADF)單根檢定，Perron 結構性改變檢定， ARCH 效果檢定，干預分析(Intervention Analysis)以及 Granger 因果關係檢定。實證檢定的結果如下： 1、在單根檢定方面，股價指數、交易股數和股價指數變異數三個時間序列都是一階穩定序列。 2、在 Parron 結構性改變檢定方面，股價指數、交易股數和股價指數變異數三個時間序列在 1990 年 5 月到 10 月之間曾經發生明顯的結構性改變。 3、在 ARCH 效果檢定方面，股價指數和交易股數二個時間序列的殘差項都有 ARCH(1)效果存在，而股價指數變異數的殘差項不存在 ARCH(1)效果。 4、在干預分析方面，穩定基金對股價指數的干預效果不顯著。 在漲跌幅限制方面，漲跌幅限制的變動對股價指數、交易股數及股價指數變異數的干預效果都不明顯。 在證卷交易稅稅率改變的干預分析方面，證卷交易稅稅率改變對交易股數和股價指數變異數沒有影響，但是證交稅稅率變動和股價指數呈現正向的關係。 5、在 Granger 因果關係檢定方面，本研究發現漲跌幅限制改變和股價指數漲跌二者互為因果，但是股價指數對漲跌幅的影響較大。 在證卷交易稅稅率改變與股市的因果關係方面，本研究發現股價指數的漲跌是證交稅稅率改變之因，顯示主管機關的證交稅稅率政策是受股市的市場狀況所左右。 / In this paper, I examine the effectiveness of official intervention in Taiwan's equity market. I consider the security transaction tax, price limit and stabilization funds as examples. The nonstationarity and structural changes of equity index time-series process were first detected and detrended. The Autoregressive Conditional Heteroskedasticity (ARCH) model is employed to examine the intervention effectiveness, since it allows for a formal test of changes in the index mean level, index conditional variance or both, in response to the changes of security transaction tax and price limit. The results implies that policy authority adjusted security transaction tax and price limit in accordance to the change of equity index level. I also find that the imposition of security transaction tax and price limit have no significant effect on reducing the equity index volatility.

經濟理論明白揭示，在不確定下，金融性資產的選擇不僅要考慮其未來報 酬率的平均值，更需將風險程度納入決策過程中。而最佳風險測度為預測 誤差的變異數(Variance of Forec ast Error)。傳統實証方法均視變異 數為固定常數，實無法掌握變異數具有條件異質性的特點。為了到達此目 的，Engle(1982) 提出向量自迴歸條件異質變異數(ARCH)模型，此模型假 定條件變異數不再是固定常數而是過去干擾項平方的線型函數，為實証方 法上一項偉大的突破。在考慮多個變數的聯立動態體系中，由於跨方程式 間可以互相提供額外的訊息，往往可以增加估計的效率性，直覺上比單變 數的設定更能掌握資料的實際情形。故往後的學者便提出了多元自迴歸條 件異質變異數(Multivariate ARCH) 模型，此一模型亦有其缺點存在，因 其待估計參數過多，形成自由度嚴重減少，將導致估計值缺乏效率性。所 以如何利用可獲得的有限資料對模型進行更有效率的估計方式，此為研究 Multivaria te ARCH的重要課題。本文將對Multivariate ARCH做一系列 的介紹，並利用VAR 的貝氏方法對參數進行估計。而多元因素AR CH模型 也是探討的重點。

The work presented in this thesis comprises the assessment of existing arch bridges with overlying backfill. The main objective is to estimate the load carrying capacity in ultimate limit state analysis. A case study of the old Årsta railway bridge is presented, serving as both the initiation and a direct application of the present research. The demand from the bridge owner is to extend the service life of the bridge by 50 years and increase the allowable axle load from 22.5 to 25 metric tonnes. The performed analyses show a great scatter in estimated load carrying capacity, depending on a large number of parameters. One of the factors of main impact is the backfill material, which may result a significant increase in load carrying capacity due to the interaction with the arch barrel. Based on theoretical analyses, extensive conditional assessments and the demand from the bridge owner, it was decided that the bridge needed to be strengthened. The author, in close collaboration with both the bridge owner and the persons performing the conditional assessment, performed the development of a suitable strengthening. The analyses showed a pronounced three-dimensional behaviour, calling for a design using non-linear finite element methods. Due to demands on full operability during strengthening, a scheme was developed to attenuate any decrease in load carrying capacity. The strengthening was accepted by the bridge owner and is currently under construction. It is planned to be finalised in 2012. The application of field measurements to determine the structural manner of action under serviceability loads are presented and have shown to be successful. Measured strain of the arch barrel due to passing train has been performed, both before, during and after strengthening. The results serve as input for model calibration and verification of the developed strengthening methods. The interaction of the backfill was not readily verified on the studied bridge and the strengthening was based on the assumption that both the backfill and the spandrel walls contributed as dead weight only. The finite element models are benchmarked using available experimental results in the literature, comprising masonry arch bridges with backfill loaded until failure. Good agreement is generally found if accounting for full interaction with the backfill. Similarly, accounting for the backfill as dead weight only, often results in a decrease in load carrying capacity by a factor 2 to 3. Still, several factors show a high impact on the estimated load carrying capacity, of which many are difficult to accurately assess. This suggests a conservative approach, although partial interaction of the backfill may still increase the load carrying capacity significantly. / Arbetet i föreliggande avhandling omfattar analyser av befintliga bågbroar med ovanliggande fyllning. Huvudsyftet är att uppskatta bärförmågan i brottgränstillstånd. En fallstudie av gamla Årstabron redovisas, vilken utgör både initieringen och en direkt tillämpning av föreliggande forskning. Kravet från broförvaltaren är att öka brons livslängd med 50 år, samtidigt som axellasten ska ökas från nuvarande 22.5 ton till 25 ton. Utförda analyser visar på stor spridning i uppskattad bärförmåga, beroende på ett stort antal parametrar. En av de främsta faktorerna är fyllningens egenskaper, vilken kan resultera i en markant ökning av bärförmågan p.g.a. samverkan med bågen. Baserat på teoretiska analyser, tillståndsbedömningar och krav från broförvaltaren beslutades att bron skulle förstärkas. En förstärkningsmetod har utvecklats i nära samarbete med broförvaltaren och personer som tidigare utfört tillståndsbedömningarna. Analyserna visar ett utpräglat tredimensionellt beteende, vilket har föranlett användandet av icke-linjära finita elementmetoder. Krav på full trafik under samtliga förstärkningsarbeten har resulterat i att dessa utförs enligt en föreskriven ordning, som ska reducera minskning i bär­förmåga under samtliga etapper. Förstärkningsförslaget godkändes av Banverket och är för närvarande under byggnation. Enligt plan ska dessa slutföras under 2012. Fältmätningar har använts för att bestämma det statiska verkningssättet under brukslaster, vilket visas ge goda resultat. Resulterande töjningar från passerande tåg har uppmäts i bågen, både före, under och efter förstärkning. Resultaten har använts både för att kalibrera beräkningsmodeller och att verifiera utförda förstärkningar. Samverkan mellan båge och fyllning har inte kunnat verifierats för den aktuella bron och de utvecklade förstärkningarna baseras på en modell där både fyllning och sidomurar endast utgör yttre verkande last. De framtagna finita element modellerna har jämförts med experimentella resultat från litteraturen, omfattande tegelvalvsbroar med ovan­liggande fyllning belastade till brott. Generellt erhålls god överensstämmelse om full samverkan mellan båge och fyllning antas. Om fyllningen istället endast betraktas som yttre last, minskar lastkapaciteten ofta med en faktor 2 till 3. Fortfarande uppvisar ett antal faktorer stor inverkan på bärförmågan, vilka ofta är svåra att med säkerhet bestämma. Ett konservativt betraktningssätt rekommenderas, även om delvis sam­verkan med fyllningen fortfarande kan öka bärförmågan avsevärt. / QC 20110426

This thesis presents a collection of papers that has been published, accepted or submitted for publication. They assess price, volatility and market relationships in the five regional electricity markets in the Australian National Electricity Market (NEM): namely, New South Wales (NSW), Queensland (QLD), South Australia (SA), the Snowy Mountains Hydroelectric Scheme (SNO) and Victoria (VIC). The transmission networks that link regional systems via interconnectors across the eastern states have played an important role in the connection of the regional markets into an efficient national electricity market. During peak periods, the interconnectors become congested and the NEM separates into its regions, promoting price differences across the market and exacerbating reliability problems in regional utilities. This thesis is motivated in part by the fact that assessment of these prices and volatility within and between regional markets allows for better forecasts by electricity producers, transmitters and retailers and the efficient distribution of energy on a national level. The first two papers explore whether the lagged price and volatility information flows of the connected spot electricity markets can be used to forecast the pricing behaviour of individual markets. A multivariate generalised autoregressive conditional heteroskedasticity (MGARCH) model is used to identify the source and magnitude of price and volatility spillovers within (intra-relationship) and across (inter-relationship) the various spot markets. The results show evidence of the fact that prices in one market can be explained by their own price lagged one-period and are independent of lagged spot prices of any other markets when daily data is employed. This implies that the regional spot electricity markets are not fully integrated. However, there is also evidence of a large number of significant ownvolatility and cross-volatility spillovers in all five markets indicating that shocks in some markets will affect price volatility in others. Similar conclusions are obtained when the daily data are disaggregated into peak and off-peak periods, suggesting that the spot electricity markets are still rather isolated. These results inspired the research underlying the third paper of the thesis on modelling the dynamics of spot electricity prices in each regional market. A family of generalised autoregressive conditional heteroskedasticity (GARCH), RiskMetrics, normal Asymmetric Power ARCH (APARCH), Student APARCH and skewed Student APARCH is used to model the time-varying variance in prices with the inclusion of news arrival as proxied by the contemporaneous volume of demand, time-of-day, day-of-week and month-of-year effects as exogenous explanatory variables. The important contribution in this paper lies in the use of two latter methodologies, namely, the Student APARCH and skewed Student APARCH which take account of the skewness and fat tailed characteristics of the electricity spot price series. The results indicate significant innovation spillovers (ARCH effects) and volatility spillovers (GARCH effects) in the conditional standard deviation equation, even with market and calendar effects included. Intraday prices also exhibit significant asymmetric responses of volatility to the flow of information (that is, positive shocks or good news are associated with higher volatility than negative shocks or bad news). The fourth research paper attempts to capture salient feature of price hikes or spikes in wholesale electricity markets. The results show that electricity prices exhibit stronger mean-reversion after a price spike than the mean-reversion in the normal period, suggesting the electricity price quickly returns from some extreme position (such as a price spike) to equilibrium; this is, extreme price spikes are shortlived. Mean-reversion can be measured in a separate regime from the normal regime using Markov probability transition to identify the different regimes. The fifth and final paper investigates whether interstate/regional trade has enhanced the efficiency of each spot electricity market. Multiple variance ratio tests are used to determine if Australian spot electricity markets follow a random walk; that is, if they are informationally efficient. The results indicate that despite the presence of a national market only the Victorian market during the off-peak period is informationally (or market) efficient and follows a random walk. This thesis makes a significant contribution in estimating the volatility and the efficiency of the wholesale electricity prices by employing four advanced time series techniques that have not been previously explored in the Australian context. An understanding of the modelling and forecastability of electricity spot price volatility across and within the Australian spot markets is vital for generators, distributors and market regulators. Such an understanding influences the pricing of derivative contracts traded on the electricity markets and enables market participants to better manage their financial risks.