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Power Markets and Risk Management Modeling / Trhy s elektrickou energií a modelování v řízení rizikPaholok, Igor January 2012 (has links)
The main target of this thesis is to summarize and explain the specifics of power markets and test application of models, which might be used especially in risk management area. Thesis starts with definition of market subjects, typology of traded contracts and description of market development with focus on Czech Republic. Thesis continues with development of theoretical concepts of short term/spot electricity markets and potential link between spot and forward electricity markets. After deriving of those microeconomic fundamental models we continue with stochastic models (Jump Diffusion Mean Reverting process and Extreme Value Theory) in order to depict patterns of spot and forward power contracts price volatility. Last chapter deals with credit risk specifics of power trading and develops model (using concept known as Credit Value Adjustment) to compare economic efficiency of OTC and exchange power trading. Developed and described models are tested on selected power markets, again with focus on Czech power market data set.
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A Language and Visual Interface to Specify Complex Spatial Pattern MiningLi, Xiaohui 12 1900 (has links)
The emerging interests in spatial pattern mining leads to the demand for a flexible spatial pattern mining language, on which easy to use and understand visual pattern language could be built. It is worthwhile to define a pattern mining language called LCSPM to allow users to specify complex spatial patterns. I describe a proposed pattern mining language in this paper. A visual interface which allows users to specify the patterns visually is developed. Visual pattern queries are translated into the LCSPM language by a parser and data mining process can be triggered afterwards. The visual language is based on and goes beyond the visual language proposed in literature. I implemented a prototype system based on the open source JUMP framework.
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Otimização de consumo de combustível em veículos usando um modelo simplificado de trânsito e sistemas com saltos markovianos / Optimization of fuel consumption in vehicles using a simplified traffic model and Markov jump system.Diogo Henrique de Melo 25 November 2016 (has links)
Esta dissertação aborda o problema de redução do consumo de combustível para veículos. Com esse objetivo, realiza-se o levantamento de um modelo estocástico e de seus parâmetros, o desenvolvimento de um controlador para o veículo, e análise dos resultados. O problema considera a interação com o trânsito de outros veículos, que limita a aplicação de resultados antes disponíveis. Para isto, propõe-se modelar a dinâmica do problema de maneira aproximada, usando sistemas com saltos markovianos, e levantar as probabilidades de transição dos estados da cadeia através de um modelo mais completo para o trânsito no percurso. / This dissertation deals with control of vehicles aiming at the fuel consumption optimization, taking into account the interference of traffic. Stochastic interferences like this and other real world phenomena prevents us from directly applying available results. We propose to employ a relatively simple system with Markov jumping parameters as a model for the vehicle subject to traffic interference, and to obtain the transition probabilities from a separate model for the traffic. This dissertation presents the model identification, the solution of the new problem using dynamic programming, and simulation of the obtained control.
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Métodos numéricos para o controle linear quadrático com saltos e observação parcial de estado / Numerical methods for linear quadratic control with partial observation jump and stateDaiane Cristina Bortolin 19 January 2012 (has links)
Este trabalho consiste no estudo de métodos de otimização aplicados em um problema de controle para sistemas lineares com saltos markovianos (SLSM). SLSM formam uma importante classe de sistemas que têm sido muito úteis em aplicações envolvendo sistemas sujeitos a falhas e outras alterações abruptas de comportamento. Este estudo enfoca diferentes métodos para resolução deste problema. Comparamos o método variacional com o de Newton, sob o ponto de vista do número de problemas resolvidos e pelo nível de sub-otimalidade obtido (relação entre os custos obtidos por estes métodos). Também propomos um novo método, o qual pode ser inicializado com soluções de equações de Riccati acopladas, e o comparamos com o método variacional. Além disso, para a comparação dos métodos, propomos um algoritmo que gerou dez mil exemplos / This work addresses optimizations methods applied to a control problem for linear systems with markovian jumps, which form an important class of systems that have been very useful in applications involving systems subject to failures and other abrupt changes. This study focuses on different methods for solving this problem. We compare the variational approach with the Newton method, in terms of the number of solved problems and the level of sub-optimality (ratio between the costs obtained by these approaches). We also propose a new method, which can be initialized with solutions of coupled Riccati equations, and we compare it with the variational approach. We have proposed an algorithm for creating ten thousand examples for the comparisons
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Efeitos agudos e crônicos da combinação dos treinamentos de força e vibração sobre o desempenho neuromuscular e a excitabilidade das vias reflexas / Acute and chronic effects of combined strength and vibration training on neuromuscular performance and excitability of spinal pathways reflexesMauro Alexandre Benites Batista 16 April 2010 (has links)
Tem sido sugerido que combinar o treinamento de força (TF) com o treinamento com vibração (TV) pode ser mais vantajoso do que realizar o TF isolado. OBJETIVOS: Foi objetivo deste estudo avaliar os efeitos da combinação do TF com o TV (TF+V) sobre o desenvolvimento de hipertrofia e os desempenhos da força máxima dinâmica de membros inferiores (FMD) e do salto vertical (SV). Investigou-se também se os benefícios proporcionados pelo treinamento são acompanhados por alterações agudas e crônicas na excitabilidade das vias reflexas. METÓDOS: Foram realizados dois experimentos. No primeiro, foram avaliados os efeitos de uma sessão de treinamento sobre o desempenho do SV e excitabilidade das vias reflexas. Doze sujeitos do sexo masculino foram submetidos a quatro condições experimentais. Na condição TF, realizaram cinco séries de 10 repetições do exercício agachamento, com 90% da massa corporal. Nas condições TF+V30 e TF+V50, o TF foi realizado sobre a plataforma vibratória nas freqüências de 30 Hz (2-4 mm) e 50 Hz (4-6 mm), respectivamente. Na condição controle (C), os sujeitos permaneceram em repouso. Antes e depois de todas as condições experimentais, foram mensurados o desempenho do SV, e os reflexos de Hoffmann (H com amplitude de 20% da onda M máxima, H20%) e tendíneo máximo (Tmáx), no músculo sóleo. No segundo experimento, 29 sujeitos do sexo masculino foram divididos aleatoriamente nos grupos TF, TF+V30 e TF+V50. Os três grupos realizaram entre 3-5 séries de 6-12 RM do exercício agachamento, duas vezes por semana, durante dez semanas. Os grupos TF+V30 e TF+V50 fizeram o agachamento sobre a plataforma vibratória nas freqüências de 30 Hz (amplitude de 2-4 mm) e 50 Hz (amplitude de 4-6 mm), respectivamente. Antes e depois do período de treinamento, foram avaliados a área de secção transversa do quadríceps femoral (ASTQ), os desempenhos da FMD e do SV, os reflexos H e T máximos (Hmáx e Tmáx) e a onda M máxima (Mmáx), no músculo sóleo. RESULTADOS: No primeiro experimento, não foram verificadas alterações significantes na amplitude de H20% em nenhuma das condições (p>0,05). Houve diminuições significantes na amplitude das ondas Tmáx, nas condições TF (-7,4%) e TF+V50 (-11,1%), no primeiro minuto, em comparação ao período antes da intervenção (p<0,001). Foram verificadas diminuições significantes na altura do SV após a realização de todas as condições (C= -11,8%, TF= -6,6%, TF+V30= -7,7% e TF+V50= -7,4%) (p<0, 001). Não houve diferenças significantes entre grupos em nenhuma das variáveis (p>0,05). No segundo experimento, após as dez semanas de treinamento, foram verificados aumentos significantes na ASTQ (TF= 9,8%, TF+V30= 11,7%, TF+V50= 12,9%); na FMD (TF= 16,9%, TF+V30= 15,2%, TF+V50= 16,6%) e na altura do SV (TF= 6,0%, TF+V30= 7,2%, TF+V50= 6,0%) para os três grupos (p<0,05). Não houve diferença significante entre grupos em nenhuma das três variáveis. O período de treinamento não causou alterações significantes nas razões Hmáx/Mmáx (TF = +28%, TF+V30 = -16,3%, TF+V50 = -14%) e Tmáx/Mmáx (TF = -30,3%, TF+V30 = -38,2%, TF+V50 = -28,1%) (p>0,05). Contudo, foi verificado efeito principal de tempo significante para a razão Tmáx/Mmáx (-48,9%) (p<0,05). CONCLUSÕES: A realização de uma sessão de treinamento de força causa uma breve redução da atividade dos fusos musculares. Essa redução não é ampliada quando o TF é combinado com vibração. Realizar um período de TF sobre a plataforma de vibração não proporciona qualquer aumento adicional na ASTQ ou nos desempenhos da FMD e do SV, em relação ao que pode ser conseguido através do TF / It has been suggested that the combination of strength and vibration training may be advantageous when compared with strength training alone. OBJECTIVES: The aim of this study was to assess the effects of combined strength training and vibration (ST+V) on lower limb hypertrophy and on maximal dynamic strength (MDS) and vertical jump (VJ) performances. In addition, we investigate if the training-induced adaptations were in agreement to acute and chronic changes on spinal reflex excitability. METHODS: Two experiments were performed. In the first experiment, the effects of a single training session on VJ performance and spinal reflexes excitability were assessed. Twelve young male undertook four experimental conditions. On ST condition, subjects performed five sets with 10 repetitions on squat exercise with load of 90% body mass. On both ST+V30 and ST+V50 conditions, subjects performed the ST on a vibration platform at 30 Hz (2-4 mm) and 50 Hz (4-6 mm), respectively. In C condition, subjects were only assessed. Vertical jumping performance and Hoffman (at 20% of maximal M wave, H20%) and maximal tendon soleus reflexes (Tmáx) were measured before and after all experimental conditions. In the second experiment, twenty nine young male were randomized into three groups. All groups performed 3-5 sets with 6-12 RM on squat exercise, twice a week, for ten weeks. The ST+V30 and ST+V50 groups performed the squat exercise on the vibration platform at 30 Hz (2-4 mm) and 50 Hz (4-6 mm), respectively. Quadriceps cross sectional area (QCSA), MDS and VJ performances, maximal soleus H- and T- reflexes and maximal M wave (Mmáx) were assessed before and after the 10-week training period. RESULTS: in the first experiment, no significant changes were found in H20% amplitude in any experimental condition (p>0,05). Significant decrease on Tmáx amplitude was found after ST+V30 (-7.4%) and ST+V50 (-11.1%) conditions, after the first minute, compared to before intervention assessment. VJ decreased in all experimental conditions (C= -11.8%, ST= -6.6%, ST+V30= -7.7% and ST+V50= -7.4%) (p<0.001). There were no significant changes between groups in any variable measured (p>0.05). In the second experiment, significant increases were found in QCSA (ST= 9.8%, ST+V30= 11.7%, ST+V50= 12.9%); MDS (ST= 16.9%, ST+V30= 15.2%, ST+V50= 16.6%) and VJ height (ST= 6.0%, ST+V30= 7.2%, ST+V50= 6.0%) in all groups (p<0.05). There were no significant changes between groups in any variable measured (p>0.05). The training period did not induce significant changes in Hmáx/ Mmáx (ST = +28%, ST+V30 = -16,3%, ST+V50 = -14%) and Tmáx/ Mmáx ratios (ST = -30,3%, ST+V30 = -38,2%, ST+V50 = -28,1%) (p>0.05). However it was found a significant time effect for Tmáx/ Mmáx ratio (-48.9%) (p<0,05).CONCLUSION: A single strength training session induces a brief impairment on muscle spindle activity. This impairment is not greater if ST is combined with vibration. Performing ST on a vibration platform did not additionally increase QCSA, MDS and VJ performance compared with ST alone
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Divergent Performance Outcomes Following Resistance Training Using Repetition Maximums or Relative IntensityCarroll, Kevin M., Bernards, Jake R., Bazyler, Caleb D., Taber, Christopher B., Stuart, Charles A., DeWeese, Brad H., Sato, Kimitake, Stone, Michael H. 21 May 2018 (has links)
Purpose: The purpose of our investigation was to compare repetition maximum (RM) to relative intensity using sets and repetitions (RISR) resistance training (RT) on measures of training load, vertical jump, and force production in well-trained lifters.
Methods: Fifteen well-trained (isometric peak force= 4403.61+664.69 N, mean+SD) males underwent RT 3 d·wk-1 for 10-weeks in either an RM group (n=8) or RISR group (n=7). Weeks 8-10 consisted of a tapering period for both groups. The RM group achieved a relative maximum each day while the RISRgroup trained based on percentages. Testing at five time-points included unweighted (
Results: Moderate between-group effect sizes were observed for all SJ and CMJ conditions supporting the RISR group (g=0.76-1.07). A small between-group effect size supported RISR for allometrically-scaled isometric peak force (g=0.20). Large and moderate between-group effect sizes supported RISR for rate of force development from 0-50ms (g=1.25) and 0-100ms (g=0.89). Weekly volume load displacement was not different between groups (p>0.05), however training strain was statistically greater in the RM group (p<0.05).
Conclusions: Overall, this study demonstrated that RISR training yielded greater improvements in vertical jump, rate of force development, and maximal strength compared to RM training, which may partly be explained by differences in the imposed training stress and the use of failure/non-failure training in a well-trained population.
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Jumping Performance is Preserved but Not Muscle Thickness in Collegiate Volleyball Players After a TaperBazyler, Caleb D., Mizuguchi, Satoshi, Sole, Christopher J., Suchomel, Timothy J., Sato, Kimitake, Kavanaugh, Ashley A., DeWeese, Brad H., Stone, Michael H. 01 April 2018 (has links)
The purpose of this study was to examine changes in muscle architecture and jumping performance in NCAA division I women's volleyball players throughout a competitive season and in preparation for conference championships. Ten women volleyball players were tested at preseason (T1), pretaper (T2), and post-taper (T3) on measures of vastus lateralis muscle thickness (MT), pennation angle (PA) and fascicle length (FL) using ultrasonography, and unloaded and loaded squat jump height (SJH) and peak power allometrically scaled to body mass (SJPPa) on a force platform. Rating of perceived exertion training load and strength training volume load were monitored weekly. Player's MT (p < 0.001, Glass's Δ = 2.8) and PA increased (p = 0.02, Δ = 3.9) after in-season training. However, MT decreased after the taper (p = 0.01, Δ = 0.6) but remained elevated above preseason values (p < 0.001, Δ = 1.7). There were no statistical changes in FL, SJH, or SJPPa. Large-to-very large negative relationships (r = −0.51 to −0.81) were observed between preseason relative maximal strength and changes in SJH and SJPPa with various loads over the season. These findings demonstrate that relatively low volumes of strength training and concurrent sport training during a tapering period are capable of preserving jumping performance, but not MT in women's volleyball players; however, jumping performance changes seem to be related to the player's strength level. Stronger players may benefit from an overreaching microcycle before the taper to preserve previously accrued muscular adaptations and jumping performance.
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Power and Power Potentiation among Strength-Power Athletes: Preliminary StudyStone, Michael H., Sands, William A., Pierce, Kyle C., Ramsey, Michael W., Haff, G. Gregory 01 March 2008 (has links)
Purpose: To assess the effects of manipulating the loading of successive sets of midthigh clean pulls on the potentiation capabilities of 7 international-level US weightlifters (4 men, 3 women).
Methods: Isometric and dynamic peak-force characteristics were measured with a force plate at 500 Hz. Velocity during dynamic pulls was measured using 2 potentiometers that were suspended from the top of the right and left sides of the testing system and attached to both ends of the bar. Five dynamic-performance trials were used (in the following order) as the potentiation protocol: women at 60, 80, 100, 120, and 80 kg and men at 60, 140, 180, 220, and 140 kg. Trials 2 vs 5 were specifically analyzed to assess potentiation capabilities. Isometric midthigh pulls were assessed for peak force and rate of force development. Dynamic lifts were assessed for peak force (PF), peak velocity (PV), peak power (PP), and rate of force development (RFD).
Results: Although all values (PF, PV, PP, and RFD) were higher postpotentiation, the only statistically higher value was found for PV (ICCα = .95, P = .011, η2 = .69).
Conclusions: Results suggest that manipulating set-loading configuration can result in a potentiation effect when heavily loaded sets are followed by a lighter set. This potentiation effect was primarily characterized by an increase in the PV in elite weightlifters.
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Den intrinsica fotmuskelstyrkans inverkan på sprint- och hopprestanda samt balans hos friska individer i åldern 14 till 55 år: En systematisk litteraturgranskning och narrativ syntetiserande analys / The effect of intrinsic foot muscle strength on sprint, jump and balance performance among healthy individuals between the age of 14 and 55 year. A systematic literature review and narrative analysisJansson, Christer, Milton, Ludvig January 2021 (has links)
Bakgrund: De intrinsica fotmusklerna (IFM) har potential att påverka idrottslig prestation som hopp, sprint samt balans direkt genom påverkan av muskelstyrkan eller indirekt genom påverkan på det mediala-longitudinella fotvalvet. Ett växande antalet studier visar samband mellan träning av IFM och idrottslig prestation, dock råder ingen konsensus och motstridiga resultat finns. Syfte: Syftet med studien var att kritiskt granska litteratur och undersöka det aktuella vetenskapliga kunskapsläget för sambandet mellan muskelstyrka i IFM och friska individers sprint- och hopprestanda samt balans. Metod: En litteratursökning med noga valda sökord genomfördes i fyra databaser. Efter genomgång av in- och exkluderingskriterier inkluderades 10 studier vilka kvalitetsmässigt bedömdes med Joanna Briggs Institute granskningsmall för tvärsnittsstudier. En narrativ syntetiserande analys genomfördes. Resultat: Kvalitén i inkluderade studier bedömdes i genomsnitt vara medelgod. Det som främst drog ner betyget var hanteringen av confounders och användandet av ej valida mätinstrument. Generellt visade inkluderade studier på ett samband mellan tåflexor styrka/storlek och hopp- och sprintprestanda samt balans. Svårigheten att isolerat mäta IFM försvårar möjligheten att utreda IFMs betydelse för inkluderade studiers utfallsmått. Slutsats: Genomförd litteraturstudie visar möjliga samband mellan styrka/tåflexorstorlek och prestation i hopp och sprint såväl som balans. För att nå en ökad förståelse för hur IFM påverkar idrottslig prestation och balans behövs en större kunskap om hur IFM styrka direkt eller indirekt kan mätas isolerat och hur muskelstorlek kan översättas till styrka. Genomförd litteraturgranskning stödjer ett redan identifierat behov av valida mätinstrument för att nå en ökad förståelse av IFMs betydelse för idrottslig prestation och balans. / Background: The intrinsic foot muscles (IFM) have the potential to improve sprint, jump and balance performance by direct muscle power or indirectly by supporting the medial longitudinal arch. A growing number of studies show the association between exercising the IFM and athletic performance. However, there is no consensus if athletes can benefit from IFM training and inconsistent results are published. Aim: The aim of this study was to conduct a critical systematic review to evaluate the current knowledge of the association between IFM strength and performance in jump sprint and balance in healthy individual’s. Methods: Four data bases were searched for eligible studies. After screening for exclusion and inclusion criteria ten studies were included. The scientific quality was analyzed using the Joanna Briggs Institute ”Critical Appraisal tools” for Cross Sectional Studies, and a narrative synthesis was conducted. Results: The average quality score for the included studies was “moderately good”. The main reason for the low scores was insufficient attention to confounders and the use of non-valid instruments. An association was found in most of the studies between toe flexor strength/size and jump, sprint and balance performance. Difficulties in selectively measuring the IFM activity complicated the possibility to evaluate the impact of IFM on studied outcome measures. Conclusion: The presented study shows an association between toe flexor strength/size and athletic performance. However, to understand how IFM strength training affects athletic performance, both directly and indirectly, more studies focused on how to measure the IFM using valid methods for isolated IFM measures of strength and size is needed.
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Hydrodynamic and Thermal Effects of Sub-critical Heating on Superhydrophobic Surfaces and MicrochannelsCowley, Adam M. 01 November 2017 (has links)
This dissertation focuses on the effects of heating on superhydrophobic (SHPo) surfaces. The work is divided into two main categories: heat transfer without mass transfer and heat transfer in conjunction with mass transfer. Numerical methods are used to explore the prior while experimental methods are utilized for the latter. The numerical work explores convective heat transfer in SHPo parallel plate microchannels and is separated into two stand-alone chapters that have been published archivally. The first considers surfaces with a rib/cavity structure and the second considers surfaces patterned with a square lattice of square posts. Laminar, fully developed, steady flow with constant fluid properties is considered where the tops of the ribs and posts are maintained at a constant heat flux boundary condition and the gas/liquid interfaces are assumed to be adiabatic. For both surface configurations the overall convective heat transfer is reduced. Results are presented in the form of average Nusselt number as well as apparent temperature jump length (thermal slip length). The heat transfer reduction is magnified by increasing cavity fraction, decreasing Peclet number, and decreasing channel size relative to the micro-structure spacing. Axial fluid conduction is found to be substantial at high Peclet numbers where it is classically neglected. The parameter regimes where prior analytical works found in the literature are valid are delineated. The experimental work is divided into two stand-alone chapters with one considering channel flow and the other a pool scenario. The channel work considers high aspect ratio microchannels with one heated SHPo wall. If water saturated with dissolved air is used, the air-filled cavities of SHPo surfaces act as nucleation sites for mass transfer. As the water heats it becomes supersaturated and air can effervesce onto the SHPo surface forming bubbles that align to the underlying micro-structure if the cavities are comprised of closed cells. The large bubbles increase drag in the channel and reduce heat transfer. Once the bubbles grow large enough, they are expelled from the channel and the nucleation and growth cycle begins again. The pool work considers submerged, heated SHPo surfaces such that the nucleation behavior can be explored in the absence of forced fluid flow. The surface is maintained at a constant temperature and a range of temperatures (40 - 90 °C) are explored. Similar nucleation behavior to that of the microchannels is observed, however, the bubbles are not expelled. Natural convection coefficients are computed. The surfaces with the greatest amount of nucleation show a significant reduction in convection coefficient, relative to a smooth hydrophilic surface, due to the insulating bubble layer.
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