Abstract—This paper describes the application of the abrupt change detection technologies to detect the abrupt changes in the signals recorded during disturbances in the electrical power network of South Africa for disturbance analysis and relay performance monitoring. The aim is to estimate the time instants of the changes in the signal model parameters during the prefault condition, after initiation of fault, after the circuit-breaker opening and autoreclosure, etc. After these event-specific segmentations, the synchronization of the different digital fault recorder recordings are done based on the fault inception timings. The synchronized signals are segmented again. This synchronized segmentation is the first step toward automatic disturbance recognition, facilitating further complex feature vector analysis and pattern recognition. Besides, the synchronized, segmented recordings can be directly used to analyze certain kinds of disturbances and monitor the relay performance. This paper presents many practical examples from the power network in South Africa.

Esta pesquisa teve como objetivo avaliar o uso de diferentes aditivos alimentares, monensina, virginiamicina e óleos funcionais, em bovinos confinados sem adaptação e alimentados sem adaptação com uma dieta de 92% de concentrado. Foram utilizados 48 novilhos da raça Nelore, com peso vivo inicial de 322 ± 23 kg e aproximadamente 20 meses de idade. Os animais foram divididos em quatro blocos de acordo com o peso e alocados em baias individuais, cada baia representando uma unidade experimental, totalizando 48 baias, dividas em quatro tratamentos, sendo 12 repetições (baias). A única diferença entre as dietas fornecidas foi o aditivo alimentar utilizado: monensina a 30 mg/ kg MS (M30), monensina a 40 mg/kg MS (M40), monensina 30 mg/kg MS mais virginiamicina 25 mg/kg MS (MV) e óleos funcionais de mamona e caju em dosagem de 400 mg/kg MS (OF). A dosagem M40 foi fornecida nos primeiros 14 dias do experimento e depois foi reduzida para 30 mg/ kg. As análises estatísticas foram realizadas pelo procedimento GLM do SAS, e as variáveis de medidas repetidas no tempo foram analisadas pelo procedimento MIXED do SAS. Os animais foram confinados durante 120 dias. Os primeiros 21 dias de confinamento foram mensurados com objetivo de se avaliar o efeitos dos aditivos após a mudança abrupta da dieta no período inicial de confinamento. As características de ingestão de matéria seca, parâmetros sanguíneos, pH de fezes e amido fecal foram avaliados. A IMS foi menor (P=0,01) para animais do tratamento MV. O peso vivo dos animais (P=0,001) foi maior para animais dos tratamentos M40 e OF. Animais dos tratamentos M30 e MV apresentaram maior pH fecal (P=0,0004) que M40 e OF, mas sem diferença para o teor de amido fecal (P=0,068). Os parâmetros sanguíneos não foram alterados pelos aditivos utilizados (P>0,05). Os animais foram abatidos após 120 dias de confinamento e avaliadas as características de desempenho e comportamento ingestivo para o período total de confinamento e as características da carne e da carcaça. Animais recebendo OF tiveram maior ingestão de matéria seca que animais recebendo M30 e MV, sem diferença (P=0,22) entre OF e M40. Animais dos tratamentos M40 e OF apresentaram menor tempo (min) de ingestão por kg de MS (P=0,02) e mastigação por kg de MS (P=0,03) Não houve efeito de tratamento (P>0,05) para as características da carne e da carcaça com exceção da gordura pélvica, renal e inguinal que foi mais pesada (P=0,006) para animais recebendo OF, porém sem diferença quando comparado a M40. Os aditivos alimentares apresentaram resultados semelhantes entre si nas características avaliadas. Aparentemente a ausência da adaptação com o uso de rações altamente energéticas não causou prejuízo para o desempenho animal, provavelmente pela proteção auferida pelos aditivos e o uso de óleos funcionais foi tão eficiente quanto os antibióticos em evitar distúrbios metabólicos em bovinos Nelore. / The aim of this trial was to evaluate the use of monensin, virginiamycin, and functional oils on bovines feedlot fed without adaptation a 92% concentrate diet. Forty eight Nellore bovines, with initial body weight (322 ± 23 kg) and 20 months old, raised on pastures, were allocated in individual pens and divided in four blocks according to BW, and fed a basal diet with 92% concentrate. Treatments consisted of the inclusion of: monensin 30 mg/ kg of DM (M30), monensin 40 mg/kg of DM of MS (M40), monensin 30 mg/kg of DM plus virginiamycin 25 mg/kg of DM (MV) and functional oils of castor oil and cashew nut shell on 400 mg/kg of DM (FO). The dosage of M40 decreased to 30 mg/kg of DM after 14 days. Statistical analyses were conducted according to GLM proceedings of SAS, and repeated measures were analyzed using MIXED proceeding of SAS. Animals were fed for 120 days. The first 21 days were evaluated to determine the additives effects after the abrupt change challenge. Feed intake characteristics, blood parameters, fecal pH and fecal starch were measured. DMI was lower for MV animals and the BW was heavier for M40 and FO animals. Animals receiving M30 and MV additives had higher fecal pH (P=0.0004) than those receiving M40 and FO, but without difference in the starch amount (P=0.068). Blood parameters were not influenced by the additives (P>0.05). Animals were slaughtered after 120 days on feed and performance, feeding behavior, and carcass characteristics were evaluated. Animals receiving OF had higher DMI than animals M30 and MV, without difference (P=0.22) between OF and M40. Animals from treatments M40 and FO spent less time (min/kg DM)) eating (P=0.02) and masticating (P=0.03). There was no treatment effect (P>0.05) for meat and carcass characteristics, except for pelvic, kidney and heart fat that was heavier (P=0.006) for animals receiving OF, but without difference with M40. Feed additives had similar results among themselves on the characteristics evaluated. Apparently the absence of adaptation with the use of high energy diets did not cause any injury for animal performance probably because of the protection offered by the additives, and the use of functional oils was as efficient as antibiotics on avoiding metabolic disturbances on Nellore bovines.

Esta pesquisa teve como objetivo avaliar o uso de diferentes aditivos alimentares, monensina, virginiamicina e óleos funcionais, em bovinos confinados sem adaptação e alimentados sem adaptação com uma dieta de 92% de concentrado. Foram utilizados 48 novilhos da raça Nelore, com peso vivo inicial de 322 ± 23 kg e aproximadamente 20 meses de idade. Os animais foram divididos em quatro blocos de acordo com o peso e alocados em baias individuais, cada baia representando uma unidade experimental, totalizando 48 baias, dividas em quatro tratamentos, sendo 12 repetições (baias). A única diferença entre as dietas fornecidas foi o aditivo alimentar utilizado: monensina a 30 mg/ kg MS (M30), monensina a 40 mg/kg MS (M40), monensina 30 mg/kg MS mais virginiamicina 25 mg/kg MS (MV) e óleos funcionais de mamona e caju em dosagem de 400 mg/kg MS (OF). A dosagem M40 foi fornecida nos primeiros 14 dias do experimento e depois foi reduzida para 30 mg/ kg. As análises estatísticas foram realizadas pelo procedimento GLM do SAS, e as variáveis de medidas repetidas no tempo foram analisadas pelo procedimento MIXED do SAS. Os animais foram confinados durante 120 dias. Os primeiros 21 dias de confinamento foram mensurados com objetivo de se avaliar o efeitos dos aditivos após a mudança abrupta da dieta no período inicial de confinamento. As características de ingestão de matéria seca, parâmetros sanguíneos, pH de fezes e amido fecal foram avaliados. A IMS foi menor (P=0,01) para animais do tratamento MV. O peso vivo dos animais (P=0,001) foi maior para animais dos tratamentos M40 e OF. Animais dos tratamentos M30 e MV apresentaram maior pH fecal (P=0,0004) que M40 e OF, mas sem diferença para o teor de amido fecal (P=0,068). Os parâmetros sanguíneos não foram alterados pelos aditivos utilizados (P>0,05). Os animais foram abatidos após 120 dias de confinamento e avaliadas as características de desempenho e comportamento ingestivo para o período total de confinamento e as características da carne e da carcaça. Animais recebendo OF tiveram maior ingestão de matéria seca que animais recebendo M30 e MV, sem diferença (P=0,22) entre OF e M40. Animais dos tratamentos M40 e OF apresentaram menor tempo (min) de ingestão por kg de MS (P=0,02) e mastigação por kg de MS (P=0,03) Não houve efeito de tratamento (P>0,05) para as características da carne e da carcaça com exceção da gordura pélvica, renal e inguinal que foi mais pesada (P=0,006) para animais recebendo OF, porém sem diferença quando comparado a M40. Os aditivos alimentares apresentaram resultados semelhantes entre si nas características avaliadas. Aparentemente a ausência da adaptação com o uso de rações altamente energéticas não causou prejuízo para o desempenho animal, provavelmente pela proteção auferida pelos aditivos e o uso de óleos funcionais foi tão eficiente quanto os antibióticos em evitar distúrbios metabólicos em bovinos Nelore. / The aim of this trial was to evaluate the use of monensin, virginiamycin, and functional oils on bovines feedlot fed without adaptation a 92% concentrate diet. Forty eight Nellore bovines, with initial body weight (322 ± 23 kg) and 20 months old, raised on pastures, were allocated in individual pens and divided in four blocks according to BW, and fed a basal diet with 92% concentrate. Treatments consisted of the inclusion of: monensin 30 mg/ kg of DM (M30), monensin 40 mg/kg of DM of MS (M40), monensin 30 mg/kg of DM plus virginiamycin 25 mg/kg of DM (MV) and functional oils of castor oil and cashew nut shell on 400 mg/kg of DM (FO). The dosage of M40 decreased to 30 mg/kg of DM after 14 days. Statistical analyses were conducted according to GLM proceedings of SAS, and repeated measures were analyzed using MIXED proceeding of SAS. Animals were fed for 120 days. The first 21 days were evaluated to determine the additives effects after the abrupt change challenge. Feed intake characteristics, blood parameters, fecal pH and fecal starch were measured. DMI was lower for MV animals and the BW was heavier for M40 and FO animals. Animals receiving M30 and MV additives had higher fecal pH (P=0.0004) than those receiving M40 and FO, but without difference in the starch amount (P=0.068). Blood parameters were not influenced by the additives (P>0.05). Animals were slaughtered after 120 days on feed and performance, feeding behavior, and carcass characteristics were evaluated. Animals receiving OF had higher DMI than animals M30 and MV, without difference (P=0.22) between OF and M40. Animals from treatments M40 and FO spent less time (min/kg DM)) eating (P=0.02) and masticating (P=0.03). There was no treatment effect (P>0.05) for meat and carcass characteristics, except for pelvic, kidney and heart fat that was heavier (P=0.006) for animals receiving OF, but without difference with M40. Feed additives had similar results among themselves on the characteristics evaluated. Apparently the absence of adaptation with the use of high energy diets did not cause any injury for animal performance probably because of the protection offered by the additives, and the use of functional oils was as efficient as antibiotics on avoiding metabolic disturbances on Nellore bovines.

Generalized likelihood ratio (GLR) control charts are investigated for two types of statistical process monitoring (SPC) problems. The first part of this dissertation considers the problem of monitoring a normally distributed process variable when a special cause may produce a time varying linear drift in the mean. The design and application of a GLR control chart for drift detection is investigated. The GLR drift chart does not require specification of any tuning parameters by the practitioner, and has the advantage that, at the time of the signal, estimates of both the change point and the drift rate are immediately available. An equation is provided to accurately approximate the control limit. The performance of the GLR drift chart is compared to other control charts such as a standard CUSUM chart and a CUSCORE chart designed for drift detection. We also compare the GLR chart designed for drift detection to the GLR chart designed for sustained shift detection since both of them require only a control limit to be specified. In terms of the expected time for detection and in terms of the bias and mean squared error of the change-point estimators, the GLR drift chart has better performance for a wide range of drift rates relative to the GLR shift chart when the out-of-control process is truly a linear drift. The second part of the dissertation considers the problem of monitoring a linear functional relationship between a response variable and one or more explanatory variables (a linear profile). The design and application of GLR control charts for this problem are investigated. The likelihood ratio test of the GLR chart is generalized over the regression coefficients, the variance of the error term, and the possible change-point. The performance of the GLR chart is compared to various existing control charts. We show that the overall performance of the GLR chart is much better than other options in detecting a wide range of shift sizes. The existing control charts designed for certain shifts that may be of particular interest have several chart parameters that need to be specified by the user, which makes the design of such control charts more difficult. The GLR chart is very simple to design, as it is invariant to the choice of design matrix and the values of in-control parameters. Therefore there is only one design parameter (the control limit) that needs to be specified. Especially, the GLR chart can be constructed based on the sample size of n=1 at each sampling point, whereas other charts cannot be applied. Another advantage of the GLR chart is its built-in diagnostic aids that provide estimates of both the change-point and the values of linear profile parameters. / Ph. D.

When monitoring a binary process proportion p, it is usually assumed that the binary observations are independent. However, it is very common that the observations are correlated with p being the correlation between two successive observations. The first part of this research investigates the problem of monitoring p when the binary observations follow a first-order two-state Markov chain model with p remaining unchanged. A Markov Binary GLR (MBGLR) chart with an upper bound on the estimate of p is proposed to monitor a continuous stream of autocorrelated binary observations treating each observation as a sample of size n=1. The MBGLR chart with a large upper bound has good overall performance over a wide range of shifts. The MBGLR chart is optimized using the extra number of defectives (END) over a range of upper bounds for the MLE of p. The numerical results show that the optimized MBGLR chart has a smaller END than the optimized Markov binary CUSUM. The second part of this research develops a CUSUM-pp chart and a GLR-pp chart to monitor p and p simultaneously. The CUSUM-pp with two tuning parameters is designed to detect shifts in p and p when the shifted values are known. We apply two CUSUM-pp charts as a chart combination to detect increases in p and increases or decreases in p. The GLR-pp chart with an upper bound on the estimate of p, and an upper bound and a lower bound on the estimate of p works well when the shifts are unknown. We find that the GLR-pp chart has better overall performance. The last part of this research investigates the problem of monitoring p with p remains at the target value when the correlated binary observations are aggregated into samples with n>1. We assume that samples are independent and there is correlation between the observations in a sample. We proposed some GLR and CUSUM charts to monitor p and the performance of the charts are compared. The simulation results show MBNGLR has overall better performance than the other charts. / Ph. D.

Testing Structural Changes Using Ratio Type Statistics Barbora Peštová Charles University in Prague, Faculty of Mathematics and Physics, Department of Probability and Mathematical Statistics, Czech Republic Abstract of the doctoral thesis We deal with sequences of observations that are naturally ordered in time and assume various underlying stochastic models. These models are parametric and some of the parameters are possibly subject to change at some unknown time point. The main goal of this thesis is to test whether such an unknown change has occurred or not. The core of the change point methods presented here is in ratio type statistics based on maxima of cumulative sums. Firstly, an overview of thesis' starting points is given. Then we focus on methods for detecting a gradual change in mean. Consequently, procedures for detection of an abrupt change in mean are generalized by considering a score function. We explore the possibility of applying the bootstrap methods for obtaining critical values, while disturbances of the change point model are considered as weakly dependent. Procedures for detection of changes in parameters of linear regression models are shown as well and a permutation version of the test is derived. Then, a related problem of testing a change in autoregression parameter is studied....