Ionic polymer metal composite (IPMC) is used in various bio-inspired systems, such as fish and tadpole-like robots swimming in water. The deflection of this smart material results from several internal and external factors, such as water distribution and surface conductivity. IPMC strips with a variety of water concentration on the surfaces and surface conductivity show various deflection patterns. Even without any external excitation, the strips can bend due to non-uniform water distribution. On the other hand, in order to understand the effects of surface conductivity in an aquatic environment, an IPMC strip with two wires connected to two distinct spots was used to demonstrate the power loss due to the surface resistance. Three types of input signals, sawtooth, sinusoidal, and square waves, were used to compare the difference between the input and output signals measured at the two spots. Thick (1-mm) IPMC strips were fabricated and employed in this research to sustain and drive the robot with sufficient forces. Furthermore, in order to predict and control the deflection, researchers developed the appropriate mathematical models. The special working principle, related to internal mobile cations with water molecules, however, makes the system complicated to be modeled and simulated. An IPMC strip can be modeled as a cantilever beam with loading distribution on the surface. Nevertheless, the loading distribution is non-uniform due to the non-perfect surface metallic plating, and four different kinds of imaginary loading distribution are employed in this model. On the other hand, a reverse-predicted method is used to find out the transfer function of the IPMC system according to the measured deflection and the corresponding input voltage. Several system-identification structures, such as autoregressive moving average with exogenous (ARX/ARMAX), output-error (OE), Box-Jenkins (BJ), and prediction-error minimization (PEM) models, are used to model the system with their specific mathematic principles. Finally, a novel linear time-variant (LTV) concept and method is introduced and applied to simulate an IPMC system. This kind of model is different from the previous linear time-invariant (LTI) models because the IPMC internal environment may be unsteady, such as free cations with water molecules. This phenomenon causes the variation of each internal part. In addition, the relationship between the thickness of IPMC strips and the deflection can be obtained by this concept. Finally, based on the experimental results above, an aquatic walking robot (102 mm × 80 mm × 43 mm, 39 g) with six 2-degree-of-freedom (2-DOF) legs has been designed and implemented. It walked in water at the speed of 0.5 mm/s. The average power consumption is 8 W per leg. Each leg has a thigh and a shank to generate 2-DOF motions. Each set of three legs walked together as a tripod to maintain the stability in operation.

Customer lifetime value models (CLTV) are a critical component of customer relationship management strategies. Over time, numerous approaches have been used to estimate the lifetime value (LTV) of a customer or segment of customers to make appropriate decisions on how to distribute marketing dollars and make other customer- related business decisions. In recent years, the development of lower cost data warehousing strategies and the ease with which customer data is captured has increased the volume of data available to firms to utilize in such models. This is, in part, a result of the rise in use of the Internet to interact with customers. Even with the additional data available from Internet interactions, much of the current research in this field relies on membership, subscription based, or contract term data, with little, if any research addressing today's multi-channel retail environment. The robustness of data available for use in application to customer lifetime value models is another result coming from the combination of increased volume of data available, along with advances in the fields of data warehousing and data mining techniques. Existing statistical models for predicting LTV have limitations. Recent advances in machine learning techniques have allowed researchers to apply these techniques to problems similar to customer lifetime value estimation. These techniques can be applied to LTV models. This dissertation develops and evaluates methods for estimating LTV in a multi-channel retail environment. It builds on existing models and introduces supervised learning methods, specifically feed-forward neural networks and regression trees into the prediction models to develop and evaluate new methods for LTV modeling in multi-channel retail environments. The new models proposed by this dissertation present an easier-to-implement solution to predicting churn and the future purchase value of a customer, which are the two key elements of LTV models. These elements provide the multi-channel retail firm with data comparable in customer relationship management utility to LTV data used by organizations whose customer value is rooted in membership, subscription, or contract term data.

This paper examines CMBS loans originated from 2004 to 2007 in order to find the correct model specifications for loan default during the Great Recession. The data controls for loan-to-value, debt-service coverage ratio, debt-yield, loan rate, loan spread, term lengths, loan origination year, asset class, refinance or acquisition, and demographic data of state income and sales tax rates, state education spending per pupil, education rates by MSA, unemployment rates by MSA, and median household income by zip. The study affirms existing research that LTV and debt yield are significantly correlated with default probability, found a strong relationship between loan rate, but not spread on default, affirmed industry knowledge that lodging is generally the riskiest asset class, and found that education levels in an MSA can significantly explain loan default rates. There was limited significance in regression results for unemployment rates, education spending, and median income on default probability and no evidence of default correlation with sales or income taxes. The study also provides evidence that during economic bubbles with skewed assets valuations, debt-yield becomes a more useful metric compared to LTV.

Les travaux de cette thèse portent sur l’investigation d’approches de commande et de supervision permettant d’aborder la problématique de gestion d’énergie des réseaux électriques multi-sources. l’objectif souhaité était de proposer une démarche de conception de lois de commande pour ce type de système en vue de réguler la tension de sortie et de gérer d’une manière optimale les flux d’énergie entre les différentes sources et les consommateurs et au vu de minimiser la consommation d’hydrogène.A cette fin, deux configurations ont été envisagées :l’application d’approches à base d’un modèle statique et des stratégies à base d’un modèle dynamique de la PàC. Dans un premier temps, trois approches de gestion énergétique ont été appliquées au système visant à minimiser la consommation de masse d’hydrogène tout en respectant les contraintes physiques du système.Tout d’abord, l’optimisation est réalisée en utilisant une méthode d’optimisation hors ligne appelée la programmation dynamique. Deuxièmement, deux approches d’optimisation en ligne sont utilisées : stratégies ECMS et MPC. Une comparaison en termes de consommation d’hydrogène et de temps de calcul est réalisée.Dans un deuxième temps, une approche décentralisée de commande a été envisagée afin de tenir compte du modèle dynamique de la PàC dans la conception du superviseur. L’avantage de cette architecture réside dans sa capacité a aborder séparément chacune des problématiques dans l’optique de répondre aux différents objectifs de commande. Dans ce cadre, la régulation du système PàC et de l’état de charge de l’ESS est réalisée séparément avec deux contrôleurs différents, tous deux conçus en utilisant l’approche (MPC-LTV). Les troisième et quatrième niveaux de la structure de contrôle décentralisée consistent en des boucles de locale des courants de la PàC et de SC et un contrôle de tension du bus continu, conçu à l’aide de contrôleurs PI. La validation de la structure de contrôle est réalisée en simulation en utilisant un modèle non linéaire du système PàC.A la fin, les approches de commande conçues à base du modèle statique de la PàC (DP, ECMS et MPC) seront appliquées sur le modèle dynamique de cette dernière afin d’évaluer les performances de ces approches et d’en déduire des conclusions sur l’apport de l’intégration de la dynamique de la PàC dans la synthèse des lois de commande. / This thesis focuses on the investigation of control approaches to treat the issue of energy management of multi-source electrical networks. The considered electric motor supply system consists on a fuel cell as a main energy source and an additional element that supplies peak power and charges by regenerative braking. At first, three energy management strategies have been applied to the sypply system aiming to minimize the fuel cell hydrogen mass consumption while satisfying the system physical constraints. First, the optimization is realized using dynamic programming,an off-line optimization method that requires the knowledge of the entire power load profile. Secondly, twoon-line optimization approaches are used : ECMS and MPC strategies, for which only the current power demand is demanded.The second part of this thesis presents a decentralized control strategy applied to the power system. The dedicated control structure aims to assure an optimal operation of the FC system while respecting the compressor physical limits and to control the converter current sand network output voltage. To attain these objectives, a dynamic model of the FC system is used,in addition to the SSE and electric network dynamics. The FC system regulation and the control of the SSE state of energy are performed separately with two different controllers, both designed using (MPC-LTV) approach. The third and fourth levels of the decentralized control structure consists on inner control loops for fuel cell/supercapacitor currents and a DC bus voltage control loop, designed using PI controllers. The validation of the control structure is performed in simulation using a nonlinear models of the FC system and the SSE. To validate and compare the performance of different control methods based on a fuel cell static model, these approaches have been applied to the dynamic model of the FC and compared to the results obtained by applying the approched designed and based on an FC dynamic model. A comparison in terms of network efficiency and hydrogen consumption has been done.

La commande de systèmes physiques s’avère être une tâche difficile en général. En fonction du modèle choisi, les outils mathématiques pour l’analyse et la conception de lois de commande peuvent changés. Pour les systèmes décrits par une représentation entrée-sortie, type transfert, ou par une équation de type état, les principales informations exploitées lors de la phase d’analyse concerne la structure interne du modèle (structure finie) et la structure externe (structure à l’infini) qui permettent avant la phase de synthèse de connaître, sur le modèle en boucle ouverte, les propriétés des lois de commande envisagées ainsi que les propriétés du système piloté (stabilité…).Le travail porte principalement sur l’étude des zéros invariants des systèmes physiques représentés par bond graph, en particulier dans un contexte de modèle type LTV. L’approche algébrique est essentielle dans ce contexte car même si les aspects graphiques restent très proches du cas linéaire classique, l’extension aux modèles LTV reste très complexe d’un point de vue mathématique, en particulier pour le calcul de racines de polynômes. De nouvelles techniques d’analyse des zéros invariants utilisant conjointement l’approche bond graph (exploitation de la causalité) et l’approche algébriques ont permis de mettre en perspective certains modules associés à ces zéros invariants et de clarifier le problème d’annulation des grandeurs de sortie. L’application aux problèmes d’observateurs à entrées inconnues a permis d’illustrer nos propos sur des exemples physiques, avec certaines extensions, problèmes pour lesquels les zéros invariants apparaissent aussi comme éléments essentiels / The control synthesis of physical systems is a complex task because it requires the knowledge of a "good model" and according to the choice of a model some specific tools must be developed. These tools, mainly developed from a mathematical and theoretical point of view, must be used from the analysis step (analysis of model properties) to the control synthesis step. It is well-known that in many approaches, the properties of the controlled systems can be analyzed from the initial model. If the system is described with an input-output representation or with a state space representation, two kinds of information are often pointed out: the external structure (infinite structure) and the internal structure (finite structure). The first one is often related to the existence of some control strategies (input-output decoupling, disturbance decoupling...) and the second one gives some focus on the stability property of the controlled system.In this report, the focus has been on the study of invariant zeros of bond graph models in the context of LTV models. The algebraic approach was essential because, even if the problem is already solved for LTI bond graph models, the extension to LTV models is not so easy. The simultaneous use of algebraic and graphical approaches has been proven to be effective and convenient to solve this problem. First, some tools from the algebraic approach have been recalled in chapter one and results for the study of invariant zeros of LTI bond graph models recalled in chapter two. Some new developments are proposed in chapter three and some applications for the unknown input observer problem with some physical applications conclude this work

L'étude de lois de commande performantes pour les processus est le domaine de recherche le plus actif en automatique. Cette recherche répond aux besoins des industriels qui exploitent des machines de plus en plus performantes. Les approches proposées exigent une connaissance précise des phénomènes physiques mis en jeu dans ces processus et la possibilité d'adaptabilité à des situations différentes.<br />Le travail de recherche apporte une contribution à ces approches, par l'étude de la dualité aux différents niveaux de la conception de loi de commande.<br />Le travail a permis d'effectuer une caractérisation de la dualité au niveau modèle (dualité entre les représentations d'état, dualité entre les modules),<br />l'étude de la dualité entre les propriétés des modèles (commandabilité/observabilité) et l'étude de la dualité dans la conception de loi de commande<br />(retour d'état, injection de sortie). Ces concepts s'appliquent à différents types de modèles (linéaires LTI et LTV, non linéaires,...). Nous avons reformulé certains concepts d'analyse et de commande par une étude unifiée entre les différentes approches classiques, graphiques, algébriques (modules) et bond graphs, entre autre. De nombreuses perspectives sont envisagées.

An increasing trend of using macroprudential instrument, caps on loan-to-value (LTV) ratio, requires a full understanding of how the instrument works in practice. As the empirical research is still scant, this thesis attempts to contribute with a new evidence on LTV effectiveness in context of six developed economies, namely Netherlands, Sweden, Ireland, Hungary, Latvia and Lithuania. To achieve this objective we analyse the impact of caps on LTV on credit growth, mortgage credit-to- GDP ratio and price growth. LTV limits are not a harmonised measure and its national-level implementation includes numerous specificities that can hinder cross-country comparisons. As a result, this thesis proposes a construction of LTV index reflecting specific aspects of the measure. Using the LTV Index we confirmed a slowdown of credit, mortgage and price growth. JEL Classification E44, E51, E52, E58, G21 Key words caps on loan-to-value ratio, maximum LTV ratio, macroprudential policy, credit-related instruments, LTV Index, house price growth, credit growth, financial stability.

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Tato diplomová práce se zabývá projektovým financováním relaxačně oddychového a obytného centra Vaďurův Dvůr. Práce nejprve charakterizuje problematiku projektového financování nemovitostí, vymezuje její základní parametry a popisuje strukturu projektu na straně developera i postup banky při poskytování financování. Práce dále analyzuje skutečný podnikatelský záměr vyhotovený k žádosti o projektové financování, je provedeno jeho hodnocení, korekce a optimalizace jeho formální i obsahové struktury. Cílem analýzy je získat optimální návrh podmínek financování od konkrétní banky

This diploma thesis is focusing on mortage loans in the teritory of Czech Republic. Thesis is divided into two parts. In the first oneit brings theoretical recourse od mortages market in Czech Republic, including history of these loans. It divides those loans by typology, and defines providers of these servicer. In the practical part, there is developer analysis of the interest rates of individual banks at mortage market in Czech Republic. Analysis is made at different parameters of mortage loans. For this interes rate, there i salso calculated monthly payment. By comparison of each offer there is a possibility to choose the best offer for every case. For every potencial consumer is possible to compare profitability of financing own housing by mortage or by housing by rent.