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The application of multivariable Mendelian randomisation (MVMR) to analyse time-varying data with multiple measurements of both an exposure and an outcome is unclear. The purpose of this thesis is to develop and examine the properties of a potential model to extend MVMR to handle two measurements of both an outcome and an exposure. The exposure effect at Time 1 is estimated using univariable Mendelian randomisation (MR), while the exposure effects at Time 2 are estimated using MVMR by using a set of single nucleotide polymorphisms (SNPs) exclusive to the first outcome measurement. Simulations examining the properties of the causal effect estimates in the model under different scenarios were undertaken. The scenarios included different sampling schemes (1, 2, or 4 samples) for summary statistics. Confidence intervals were too wide, over-coverage was present when following the one-sample scheme, while slight under-coverage in both the two-sample and four-sample schemes was observed. Parameter estimators appeared to be mainly unaffected by increasing instrument strength. Increasing the number of SNPs pertaining to each exposure led to increased biases for the parameters affecting the second outcome measurement. Lastly, parameter estimates maintained acceptable coverage and small biases for different scenarios of overlapping SNPs. The inclusion of SNPs pertaining to the first outcome measurement in a time-varying MVMR model with two exposure and two outcome measurements allows for the estimation of exposure effects at both time points. However, the apparent drop in performance when the number of SNPs increases is of concern. / Thesis / Master of Science (MSc)

This paper examines the components of the Capital Asset Pricing Model and the model's uses to analyze portfolios returns. It also looks at subsequent versions of the CAPM including a multi-variable CAPM with the inclusion of selected macro-variables as well as a non-stationary beta CAPM to estimate portfolio returns. A new model is proposed that combines the multi-variable component together with the non-stationary beta component to derive a new CAPM that is more effective at capturing current market conditions than the traditional CAPM with the fixed beta coefficient. The multi-variable CAPM with non-stationary beta is applied, together with the select macro-variables, to estimate the returns of a portfolio of assets in the oil-sector of the economy. It looks at returns during the period of 1995-2001 when the economy exhibited a wide range of variation in market returns. This paper tests the hypothesis that adapting the traditional CAPM to include beta non-stationarity will better estimate portfolio returns in a fluid market environment. The empirical results suggest that the new model is statistically significant at measuring portfolio returns. This model is estimated with an Ordinary Least Square (OLS) estimations process and identifies three factors that are statistically significant. These include quarterly changes in the Gross Domestic Product (GDP), the Unemployment Rate and the Consumer Price Index (CPI). / Master of Arts

Submitted by Jos? Henrique Henrique (jose.neves@ufvjm.edu.br) on 2018-01-04T16:33:42Z No. of bitstreams: 2 license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) jorge_andres_rueda_ardila.pdf: 2023531 bytes, checksum: f404efb27a2e6ec9624c8477f8ce4680 (MD5) / Approved for entry into archive by Rodrigo Martins Cruz (rodrigo.cruz@ufvjm.edu.br) on 2018-01-17T18:47:58Z (GMT) No. of bitstreams: 2 license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) jorge_andres_rueda_ardila.pdf: 2023531 bytes, checksum: f404efb27a2e6ec9624c8477f8ce4680 (MD5) / Made available in DSpace on 2018-01-17T18:47:58Z (GMT). No. of bitstreams: 2 license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) jorge_andres_rueda_ardila.pdf: 2023531 bytes, checksum: f404efb27a2e6ec9624c8477f8ce4680 (MD5) Previous issue date: 2017 / A enzima L-asparaginase ? atualmente utilizada na ind?stria de alimentos e na ind?stria farmac?utica devido ? facilidade de catalisar a rea??o de hidr?lise da L-asparagina em aspartato e am?nia. Esta propriedade tem aplica??o na ind?stria dos alimentos, pois evita a produ??o de compostos carcinog?nicos como as acrilamidas. Por outro lado, na ind?stria farmac?utica, esta rea??o enzim?tica det?m o crescimento de c?lulas leuc?micas devido ? falta de L-asparagina que estas c?lulas devem afrontar. Conforme as c?lulas leuc?micas t?m pouca ou nenhuma asparagina sintetase, as rotas metab?licas dependem exclusivamente da absor??o desse amino?cido do meio fisiol?gico. V?rias pesquisas foram feitas desde que a L-asparaginase mostrou a habilidade de reduzir alguns c?nceres na d?cada de 50. Estas pesquisas incluem a triagem de micro-organismos produtores, a otimiza??o de meios de cultura para melhorar a produ??o e a procura de uma metodologia que consiga purificar a enzima a partir do estrato bruto. Tais pesquisas se intensificaram recentemente no Brasil devido a uma crise de abastecimento gerada pela interrup??o da importa??o pelo fornecedor. A L-asparaginase ? um princ?pio ativo de alta demanda para tratar a leucemia linfobl?stica aguda e por isso deve ser produzida no Brasil. Este estudo foi realizado utilizando a linhagem Penicillium sp. T8.3 e teve como objetivo aprimorar a produ??o da enzima ajustando as condi??es de cultivo, usando glicerol e L-asparagina (como fontes de carbono e nitrog?nio, respectivamente) e pH como as tr?s vari?veis de entrada. Os experimentos foram desenvolvidos aplicando ferramentas da estat?stica multivari?vel como planejamento fatorial, desenho composto central para gerar um modelo matem?tico emp?rico. Foram analisadas a concentra??o de am?nio e a atividade enzim?tica produzida nos bioprocessos. A atividade enzim?tica foi determinada em rea??o conduzida a 37 ?C e pH 7,0, condi??es semelhantes ? do meio fisiol?gico. Todos os dados estat?sticos foram gerados com o programa Statistica 7.0 ?. Foi produzida uma atividade m?xima de 12,7 U por bioprocesso estacion?rio conduzido em meio ajustado com 15,5 g.L-1 de glicerol, 5,6 g.L-1 de L-asparagina e pH 4,8. Desse modo, o ajuste das condi??es de cultivo permitiu elevar a produ??o em mais de 30 vezes e alcan?ar uma atividade enzim?tica superior ? maioria dos relatos da literatura que tratam da produ??o da enzima f?ngica. O modelo estat?stico previu a produ??o enzim?tica com 77% de acerto, mostrando sua validade experimental e o potencial da linhagem T8.3 para a produ??o de L-asparaginase eucarionte. / Disserta??o (Mestrado) ? Programa de P?s-gradua??o em Ci?ncias Farmac?uticas, Universidade Federal dos Vales do Jequitinhonha e Mucuri, 2017. / The enzyme L-asparaginase is nowadays used in both pharmaceutics and food industry because of its ability to catalyze the reaction of hydrolysis of L-asparaginase into ammonia and aspartate. This feature is useful in the food industry because it hinders the formation of carcinogenic compounds such as acrylamide. On the other hand, in the pharmaceutical industry, this enzymatic reaction prevents some leukemic cells from growing due to asparagine depletion. Since these cells have low levels or no asparagine synthase, their metabolic routes depend on amino acid absorption from physiological medium. Several researches have been carried out since L-asparaginase showed to reduce some cancers in the 50?s. These researches include the screening of producing-microorganisms, optimization of the culture media to increase enzyme production, and development of methodology to purify the enzyme from crude extracts. Such researches have recently been intensified in Brazil due to a supply crisis resulting from interruption of the importer activities. L-asparaginase is a pharmaceutical of high demand to treat acute lymphoblastic leukemia, and therefore, it must be produced by Brazil. This study was carried out with the strain Penicillium sp. T8.3, and aimed to improve enzyme production by adjusting culture conditions, and by evaluating glycerol and L-asparagine ? as carbon and nitrogen sources, respectively ? and pH as input variables. The experiments were developed by using multivariable statistic tools such as factorial planning and central composite design to generate an empirical mathematical model. It was analyzed the ammonium concentration and the enzymatic activity produced in the bioprocesses. L-asparaginase activity was determined in reactions conduced at 37 ?C and at pH 7.0, similar to the physiological conditions. All statistical data were obtained with the software Statistica 7.0 ?. A maximum activity of 12.7 U was produced by stationary bioprocess in media adjusted with 15.5 g.L-1 glycerol, 5.6 g.L-1 L-asparagine, and pH 4,8. Thus, adjustment of culture conditions allowed to increase production by 30 times, and to reach an enzyme activity higher than those reported by most of the literature that deals with production of the fungal enzyme. The statistical model predicted enzyme production with 77% of accuracy, showing its experimental validity and the potential of strain T8.3 to produce the eukaryote L-asparaginase. / La enzima L-asparaginasa es usada actualmente en la industria de alimentos y en la industria farmac?utica debido a su facilidad para catalizar la reacci?n de degradaci?n de L-asparagina en amoniaco y aspartato. Esta caracter?stica es ?til en la industria de alimentos puesto a que evita la producci?n de compuestos cancer?genos como la acrilamida. Por otro lado, en la industria farmac?utica, esta reacci?n detiene el crecimiento de c?lulas leuc?micas debido al desabastecimiento de L-asparagina al que las c?lulas se enfrentan. Ya que estas c?lulas tienen poca o ninguna asparagina sintetasa, sus rutas metab?licas dependen exclusivamente de la absorci?n de amino?cidos desde el medio fisiol?gico. Varias investigaciones se han llevado a cabo desde que la L-asparaginasa mostr? su capacidad para reducir algunos c?nceres en los a?os 50. Estas investigaciones incluyen la clasificaci?n de microorganismos como productores de esta enzima, la mejora de los medios de cultivo para optimizar la producci?n, y la b?squeda de una metodolog?a para purificarla desde el extracto celular. Estos temas de investigaci?n han ganado inter?s en Brasil debido a que el proveedor de este f?rmaco detuvo sus servicios. La L-asparaginasa presenta una alta demanda para tratar la leucemia linfobl?stica aguda y por lo tanto debe ahora producirse en Brasil. Este estudio se llev? a cabo utilizando una cepa Penicillium sp. T8.3 cuyo objetivo fue optimizar la producci?n de la enzima mediante ajustes en las condiciones de cultivo usando glicerol y L-asparagina (como fuentes de carbono y de nitr?geno, respectivamente) y pH como las tres variables de entrada. Los experimentos fueron desarrollados utilizando herramientas de estad?stica multivariable como un planeamiento factorial y un dise?o de compuesto central para obtener un modelo matem?tico emp?rico. Se analizaron la concentraci?n de amoniaco y la actividad enzim?tica en los procesos biotecnol?gicos. La actividad enzim?tica fue determinada en una reacci?n a 37 ?C y pH 7.0, condiciones similares al medio fisiol?gico. Todos los datos estad?sticos fueron obtenidos del programa Statistica 7.0 ?. Se obtuvo una actividad m?xima de 12.7 U en proceso biotecnol?gico estacionario en un medio ajustado con 15.5 g.L-1 de glicerol, 5.6 g.L-1 de L-asparagina y pH 4.8. Este ajuste de las condiciones de cultivo logr? aumentar la producci?n en m?s de 30 veces, bien como alcanzar una actividad enzim?tica superior a la mayor?a de los relatos de literatura que tratan de la producci?n de la enzima de hongos. El modelo estad?stico predijo la producci?n enzim?tica en 77% de acierto, mostrando su validez experimental y el potencial de la cepa T8.3 para la producci?n de la L-asparaginasa eucariota.

This diploma thesis is devoted to the multivariate cryptosystems. It includes an overview of commutative algebra with emphasis on Gröbner bases. Of all algorithms, especially the ones using Gröbner bases are studied, i.e. Buchberger's algorithm, which is already implemented in Wolfram Mathematica, and F4 algorithm, for which a program package has been created in the Wolfram Mathematica environment. Also Zhuang-Zi algorithm is described. To simplify its steps a program to compute the Lagrange interpolation polynomial has been created in Python.

[ES] El control descentralizado de sistemas multivariables es una tarea compleja y su eficiencia depende principalmente de la selección adecuada de sus lazos de control. Por lo general, para seleccionar estos lazos de control se calculan medidas de interacción entre sus variables. Las metodologías clásicas que se han desarrollado para este propósito pueden dar resultados divergentes (en cuanto a los lazos de control a establecer). Esto es debido, entre otras cosas, a que miden las interacciones entre las variables del sistema de diferentes maneras. Además, normalmente no incorporan en el proceso de selección de lazos de control la sintonización de sus controladores. En esta tesis se ha desarrollado una metodología para seleccionar lazos de control óptimos en sistemas multivariables usando un enfoque de optimización multiobjetivo. La metodología analiza el problema de selección óptima de lazos de control y sintonización óptima de las estructuras de control en un marco de trabajo unificado. La metodología permite analizar las características de cada combinación de lazos de control de manera detallada comparando sus desempeños de forma global, lo cual permite a un diseñador tener información relevante para tomar decisiones adecuadas para controlar eficientemente un proceso multivariable. En la metodología propuesta se muestra como las preferencias del diseñador juegan un papel muy importante en la selección de los lazos de control en un sistema multivariable. En esta tesis se aplica la nueva metodología propuesta a varios problemas de ingeniería de control tanto lineales como no lineales. En estos ejemplos se compara la metodología propuesta con las metodologías clásicas de selección de lazos de control más usadas. Esto ha permitido revelar información valiosa sobre el control descentralizado de sistemas multivariables que no hubiese sido factible obtener con las metodologías tradicionales. / [CA] El control descentralitzat de sistemes multivariables és una tasca complexa i la seua eficiència depén principalment de la selecció adequada dels seus llaços de control. En general per a seleccionar aquests llaços de control es calculen mesures d'interacció entre les seues variables. Les metodologies clàssiques que s'han desenvolupat per a aquest propòsit poden donar resultats divergents (quant als llaços de control a establir). Això és degut, entre altres coses, al fet que mesuren les interaccions entre les variables del sistema de diferents maneres. A més normalment no incorporen en el procés de selecció de llaços de control la sintonització dels seus controladors. En aquesta tesi s'ha desenvolupat una metodologia per a seleccionar llaços de control òptims en sistemes multivariables usant un enfocament d'optimització multi-objectiu. La metodologia analitza el problema de selecció òptima de llaços de control i sintonització òptima de les estructures de control en un marc de treball unificat. La metodologia permet analitzar les característiques de cada combinació de llaços de control de manera detallada comparant els seus acompliments de manera global, la qual cosa permet a un dissenyador tindre informació rellevant per a prendre decisions adequades per a controlar eficientment un procés multivariable. En la metodologia proposada es mostra com les preferències del dissenyador tenen un rol molt important en la selecció dels llaços de control en un sistema multivariable. En aquesta tesi s'aplica la nova metodologia proposada a diversos problemes d'enginyeria de control tant lineals com no lineals. En aquests exemples es compara la metodologia proposada amb les metodologies clàssiques de selecció de llaços de control més usades. Això ha permés revelar informació valuosa sobre el control descentralitzat de sistemes multivariables que no haguera sigut factible obtindre amb les metodologies tradicionals. / [EN] Decentralized control of multivariable systems is a complex problem and its efficiency depends mainly on the suitable selection of its control loops (inputoutput pairings). In general, to select these control loops, measures of interaction between their variables are calculated. The classical methodologies that have been developed for this purpose can give divergent results (in terms of the type of loop pairing to choose). This is because they generally analyze the loop pairing selection and controller tuning independently and optimize a single objective. In this thesis a methodology to select optimal input-output pairings in multivariable systems using a multiobjective optimization approach has been developed. The methodology analyzes the problem of optimal selection of control loops and optimal tuning of control structures in a unified framework. The methodology allows a detailed analysis of the characteristics of each control loop, globally comparing their performance, which allows a designer to have relevant information to make adequate decisions to efficiently control a multivariable process. The proposed methodology shows how the designer's preferences have a very important role in the selection of an input-output pairing in a multivariate system. In this thesis, the new proposed methodology is applied to various control engineering problems, both linear and non-linear. In these examples, the proposed methodology is compared with the classical methodologies of selection of input-output pairings most used for the control of multivariable systems. This has revealed valuable information on the decentralized control of multivariate systems that would not have been feasible to obtain with traditional methodologies. / Este trabajo ha sido subvencionado por la Universidad Politécnica Salesiana (UPS) a través del convenio CB-755-2015 / Huilcapi Subia, V. (2021). Desarrollo de una metodología para la selección de lazos de control en sistemas multivariables mediante técnicas de optimización multiobjetivo [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/165014 / TESIS

The optimal estimation theory of the Wiener-Kalman filter is extended to cover the situation in which the number of memory elements in the estimator is restricted. A method, based on the simultaneous diagonalisation of two symmetric positive definite matrices, is given which allows the weighted least square estimation error to be minimised. A control system design method is developed utilising this estimator, and this allows the dynamic controller in the feedback path to have a low order. A 12-order once-through boiler model is constructed and the performance of controllers of various orders generated by the design method is investigated. Little cost penalty is found even for the one-order controller when compared with the optimal Kalman filter system. Whereas in the Kalman filter all information from past observations is stored, the given method results in an estimate of the state variables which is a weighted sum of the selected information held in the storage elements. For the once-through boiler these weighting coefficients are found to be smooth functions of position, their form illustrating the implicit model reduction properties of the design method. Minimal-order estimators of the Luenberger type also generate low order controllers and the relation between the two design methods is examined. It is concluded that the design method developed in this thesis gives better plant estimates than the Luenberger system and, more fundamentally, allows a lower order control system to be constructed. Finally some possible extensions of the theory are indicated. An immediate application is to multivariable control systems, while the existence of a plant state estimate even in control systems of very low order allows a certain adaptive structure to be considered for systems with time-varying parameters.

Orientador: Euclides Braga Malheiros / Resumo: A pecuária de corte brasileira tem sido pressionada no sentido de cada vez obter melhores resultados, o que força os proprietários a utilizar práticas e manejos específicos, os quais possibilitarão a manutenção dentro da atividade. Este estudo teve como objetivos avaliar o uso de inteligência artificial, mais especificamente redes neurais artificiais (RNA), para predizer resultados futuros tanto da produção de pasto quanto animal. Determinar dentre diversos cenários de recria e terminação de bovinos de corte em pastagens tropicais, qual foi o melhor cenário no que diz respeito aos resultados econômicos. Avaliar dentre diferentes doses de adubação nitrogenada, qual foi aquela que retornou melhores índices econômicos. As RNA se mostraram melhores que as regressões normalmente utilizadas para predizer as produções de pastagem (valores médios obtidos pelo uso das RNA foram 0,84; 0,78 e 0,75 para massa de forragem, porcentagens de folha e colmo, versus 0,74; 0,39 e 0,50 obtidos usando regressão linear múltipla) e animal (0,72 [RNA] e 0,67 regressão). No estudo referente aos cenários, os melhores resultados foram obtidos quando utilizado apenas sal mineral (lucratividade de 26,3%; período de “payback” simples igual à 11 ciclos e taxa interna de retorno de 9,30%) na recria dos bovinos de corte e na terminação, quando as variáveis climáticas possibilitaram via manejo de pastagem o uso de maior taxa de lotação (3,18 UA ha-1) na área. Quando avaliados os efeitos das doses de adubação n... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: Brazilian beef cattle has been under pression to obtain better results, which drives owners to use specific practices and management, which will allow the maintenance within livestock. This study aimed to evaluate use of artificial intelligence, specifically artificial neural networks (ANN), to predict future results both forage and animal productions. Determine between a lot of rearing and finishing phase scenarios of beef cattle production using tropical pastures, how was the best scenario considering economic results. Evaluate between different nitrogen fertilizers levels, how was there obtained best economic indexes. The ANN was better than regressions normally used to predict forage production (mean values obtained by ANN use were 0.84, 0.78 and 0.75 for forage mass, leaf and stem percentages, versus 0.74, 0.39 and 0.50 obtained using multiple linear regression) and animal (0.72 [ANN] and 0.67 regression). Into study about scenarios, the best results were obtained when used mineral mix just (profitability of 26.3%, simple payback period equal to 11 cycles and internal return ratio of 9.30%) during rearing phase of beef cattle. During finishing phase, the best results occurred when weather variables allowed by pasture handled, the use of higher stocking rate (3.18 AU ha-1) into area. The evaluation of economic results caused by different nitrogen fertilizer levels. Allowed to say that was possible to observe that there was linear increase both on costs, and gross revenue,... (Complete abstract click electronic access below) / Doutor

Esta dissertação tem como objetivo o projeto de um mancal magnético para rodas de reação com aplicação na malha de controle de atitude de satélites. Mancais magnéticos são alternativas aos mancais tradicionais tais como os de esferas ou de lubrificação seco pois trabalham sem contato mecânico entre o rotor e o estator, minimizando assim a fricção entre ambas as partes. Além da minimização do atrito, o ganho em confiabilidade e vida útil da roda de reação é considerável por não apresentar desgastes mecânicos. Devido às consequências de qualquer fricção no movimento relativo entre a inércia (parte rotativa da roda de reação) e o satélite, o mancal torna-se um componente crítico da roda de reação. A fricção se traduz não apenas num maior consumo de potência elétrica, como também na introdução de uma zona morta de atuação em torque, bem como na limitação da vida útil da roda de reação devido ao gradual desgaste do mancal. O mancal proposto possui dois graus de liberdade axiais ativamente controlados e faz uso de ímãs para a estabilização passiva dos demais graus de liberdade. Ao longo do desenvolvimento são apresentados modelos não lineares dos campos magnéticos e das forças atuantes no mancal são encontrados. Com esses modelos, uma otimização é realizada a fim de encontrar melhores características. Um modelo não linear da dinâmica do rotor é desenvolvido e um controle PID capaz de estabilizar o rotor em seu ponto de equilíbrio é apresentado com o objetivo de demonstrar a viabilidade da topologia proposta. / The main objective of this work is to project a magnetic bearing for reaction wheels with application in satellite attitude control. Magnetic bearings are alternatives to traditional bearings such as ball or dry lubrication because they work without mechanical contact between the rotor and the stator thereby minimizing friction between both parts. In addition to minimizing friction, the gain in reliability and lifetime of the reaction wheel is considerable as a consequence of the absence of wear. Because of the consequences of any friction in the relative movement between the inertia (of the reaction wheel) and the satellite ( which is rigidly connected to the satellite body), the bearing becomes a critical component of the reaction wheel. The friction gives rise not only to a greater consumption of electric power, as well as the introduction of a torque dead zone operation, in a reduced lifetime of the reaction wheel due to gradual wear of the bearing. The proposed bearing has two axial degrees of freedom actively controlled and makes use of magnets for the passive stabilization of other degrees of freedom. Nonlinear models of magnetic fields and forces acting on the bearing are presented. With these models, an optimization is performed to find the best bearing characteristics. A nonlinear model rotor dynamics is developed and a PID control capable of stabilizing the active degrees of freedom presented.